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

From   Nick Cox <>
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.


On Thu, Jan 12, 2012 at 9:25 AM,  <> 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?
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