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st: RE: prcomp


From   "Steichen, Thomas J." <SteichT@rjrt.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: prcomp
Date   Thu, 12 Jan 2006 09:44:11 -0500

Leslie Clark writes:
> I have a few questions about the prcomp command. I have 
> looked at the documentation and help file and have gotten a 
> little confused. First, in the standard prcomp command 
> WITHOUT invoking the tukey subcommand, what method of 
> pairwise comparison is being used? Secondly, when tukey is 
> invoked, which tukey method is being used for pairwise 
> comparison: Tukey's hsd or wsd? Thanks very much for the help!

The documentation and output clearly indicate wsd for Tukey.

The default method is less clear (and may not have a formal name)
but is a set of 2-sided t-tests using s_ij = s * sqrt(1/n_i +1/n_j)
where s = sqrt(Mse) from a oneway Anova.

Tom


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