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


From   <carlo.lazzaro@tiscalinet.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   R: st: Formula of F test for Wilk's lambda in MANOVA
Date   Thu, 12 Jan 2012 17:06:36 +0100

Thanks Ken for you kind and prompt reply.
Best wishes,
Carlo

-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di khigbee@stata.com
Inviato: giovedì 12 gennaio 2012 16:48
A: statalist@hsphsun2.harvard.edu
Oggetto: Re: st: Formula of F test for Wilk's lambda in MANOVA

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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