Date:         Sun, 21 Dec 1997 22:14:24 -0500
Reply-To:     dsachs@netcarrier.com
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From:         Don Sachs <dsachs@NETCARRIER.COM>
Organization: All USENET -- http://www.Supernews.com
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.