Date: Mon, 18 Dec 2006 18:07:22 -0600
Reply-To: Robin High <robinh@UNLSERVE.UNL.EDU>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Robin High <robinh@UNLSERVE.UNL.EDU>
Subject: Re: A q about how to do a hotelling t square test
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> I could not find a way to do hotelling t square test in SAS. Can anyone
As Paul suggested, you can do equivalent tests with PROC GLM in
multivariate mode. To convert that output to T^2 itself do the following:
for one group, to test if two or more means equal 0:
T_2 = (n1-1)*((1/(Wilks Lambda) ) - 1)
for two groups, to test if the vectors of means are equal:
T_2 = (n1 + n2 -2) * ((1/ Wilks_Lambda)-1 )
where n1, n2 are the sample sizes of respective groups.
Rencher's book on Multivariate Analysis (Chapter 5) has formulas for other
multivariate stats to T^2.