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st: -manova- question

From   Jack Buckley <[email protected]>
To   [email protected]
Subject   st: -manova- question
Date   Fri, 25 Mar 2005 23:48:25 -0500

Hello, all:

I have a quick question about how -manova- calculates the Roy's largest root statistic. I am not a big MANOVA user, but I need to teach it in a multivariate course, so I have been working through some problems by hand from Rencher's excellent text, _Methods of Multivariate Analysis_. I found in the Statalist archive that if I run -manovatest- after estimation, the eigenvalues of the matrix [E^-1]H are saved in r(eigvals). Rencher states that Roy's largest root, theta, is computed simply by:

theta = largest eigenvalue of [E^-1]H / (1+largest eigenvalue)

when I work through problems and check the answers numerically in Stata, I find that everything is as expected except that Stata appears to report theta = largest eigenvalue of [E^-1]H

Is this an alternative variant of Roy's statistic (i.e. is Rencher only describing one method in use) or is Stata computing a different quantity for some other reason, or (option three) am I just missing something obvious?

Thanks as always for the list's patience and time!


Jack Buckley, Ph.D.
Department of Educational Research,
Measurement, and Evaluation
Boston College
Lynch School of Education
336E Campion Hall
Chestnut Hill, MA 02467
(617) 552-8089
[email protected]
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