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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Formula of F test for Wilk's lambda in MANOVA |

Date |
Thu, 12 Jan 2012 09:37:12 +0000 |

I'll let StataCorp comment on this if only because I have no copy of Rencher. But a secondary detail is that this measure is attributed to S.S. WIlks, so is Wilks' lambda. S.S. Wilks is not to be confused with M.B. Wilk; there are vignettes on both people in the Stata manuals. Nick On Thu, Jan 12, 2012 at 9:25 AM, <carlo.lazzaro@tiscalinet.it> wrote: > in the .pdf manual of Stata 12 (page 374), the following formula of F test > for Wilk's lambda is reported: > > F=((1-Lambda^1/t)*df1)/((Lambda^1/t)*df2). > > However, taking a look at the same test in Rencher AC. Methods of > Multivariate Analysis.2nd ed. Wiley, 2002: 163, the formula turns the > degrees of freedom upside down: > > F=((1-Lambda^1/t)*df2)/((Lambda^1/t)*df1). > > Where's the bug, if any? > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**R: st: Formula of F test for Wilk's lambda in MANOVA***From:*<carlo.lazzaro@tiscalinet.it>

**References**:**st: Formula of F test for Wilk's lambda in MANOVA***From:*<carlo.lazzaro@tiscalinet.it>

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