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


From   khigbee@stata.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Formula of F test for Wilk's lambda in MANOVA
Date   Thu, 12 Jan 2012 09:47:30 -0600

Carlo <carlo.lazzaro@tiscalinet.it> points out that on page 374
of the Version 12 [MV] (multivariate) manual entry for -manova-
it has ...

> 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).

This is a typo in the manual that we will fix.  The -manova-
command is computing the correct formula (the one shown in
Rencher's book).

Ken Higbee    khigbee@stata.com
StataCorp     1-800-STATAPC

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