Source | Statistic df F(df1, df2) = F Prob>F P = Pillai's trace R = Roy's largest root
W = Wilks' lambda L = Lawley-Hotelling trace If either the numerator or the dominator of s = 0 set s = 1. B is the matrix of regression coefficients.Ĭ operates on dependent variables and D operates on H 0's. The three H matrices are, one each for, a main effects, b main effects and a*b interaction. To do Assignment 9, you will need to compute E once and compute H three times. Here are the formulas for H and E without the A matrix: Standard orthogonal coding we will take care of the reparameterization. The system is rank deficientīy constraining α 1 + α 2 = 0 leads to a set ofĪ more desireable way to manage deficient rank is to reparameterize, that is, choose toĮstimate two linear combinations of the parameters of Θ.įor the purposes of Assignment 9, we will not use the two stage estimation process. Which yields two equations in three unknowns. The A matrix is also used in the manovatest command, for example,Ĭonsider the difference in two dependent variables: To test all the pairwise differences among the levels of a, use the following With a having 3 levels and b having 2 levels, The A matrix operates on the dependent variables while the C matrix
In Stata the manova command is used to fit general linear models, SAS calls the procedure The General Linear Model provides a framework for analyzing arbitrary univariate or multivariate General Linear Models Multivariate Analysis
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