Date: Sun, 21 Dec 1997 22:14:24 0500
ReplyTo: dsachs@netcarrier.com
Sender: "SAS(r) Discussion" <SASL@UGA.CC.UGA.EDU>
From: Don Sachs <dsachs@NETCARRIER.COM>
Organization: All USENET  http://www.Supernews.com
Subject: Re: hotelling's t
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The Hotelling T statistic is the multivariate extension of a univariate
Student t. It is used whenever there is more than one dependent
variable in the model, and tests the null hypothesis that a vector of
all the variables equals zero. Note that it is posible for one the
dependent variables to be significant with rejecting the multivariate
null, and vice versa. The Hotelling T can be computed using PROC REG or
PROC GLM, by adding MTEST and listing the multivarite nulls.
