![]() The following example syntax command runs a multivariate Analysis of Variance with the GLM command. Focus on the information for Hypothesis II (as labelled on p. 673-677) provides the most information on the relationship, particularly on pages 673-674. 669-677) for discussions of the derivation of Hotelling's T^2 and Hotelling's Trace and the relationship between ![]() Kotz & N.L Johnson, (1983), "Encyclopedia of Statistical Sciences: Vol. The Exact F and its significance level for Hotelling's Trace, as found in the MANOVA and GLM output, are the appropriate F and significance for T^2. In practice, T^2 and Hotelling's Trace are transformed to equal values of F with the same degrees of freedom. Multiplying Hotelling's Trace by (N - L), where N is the sample size across all groups and L is the number of groups, gives a generalized version of Hotelling's T^2. ![]() The MANOVA and GLM procedures compute a multivariate statistic named Hotelling's Trace (sometimes called the Lawley-Hotelling Trace and sometimes the Hotelling-Lawley Trace).
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |