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Date:         Sun, 21 Dec 1997 22:14:24 -0500
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From:         Don Sachs <dsachs@NETCARRIER.COM>
Organization: All USENET --
Subject:      Re: hotelling's t
Content-Type: text/plain; charset=us-ascii

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.

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