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2
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1answer
123 views

Violation of assumption of two sample Hotelling's test

I would like to compare the nutrient intake of men and women. But the assunption of same variance covariance matrix is violated and therefore two sample hotelling's test cannot be applied. How elsed ...
0
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0answers
14 views

One sample Hoteling's T2

I used one sample Hotelling's T2 statistic to check if the nutrient intake of 75 men meet the recommended daily nutrient intake value. I got an F value close to 58000. Is such a large value ...
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0answers
62 views

Generating null distributions by a residual permutation procedure

I am trying to understand the method described in this paper which describes an hypothesis-testing framework for stable isotope ratios. The data are in a bivariate isotopic space and the metrics that ...
2
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1answer
256 views

Alternative tests for Hotelling's two-sample T-test

I have a bunch of vectors from two groups, $X$ and $Y$, and each vector in either $X$ or $Y$ groups has $m$ elements. Now I have $X_{1},\ldots,X_{8}$ and $Y_{1}, \ldots, Y_{8}$ in each group, and ...
2
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2answers
248 views

Proof for two-sample Hotelling $T^2$ statistic?

I've been reading "A primer of multivariate statistics" by Richard J. Harris, page 546, which shows how to derive the Hotelling $T^2$ statistic, after seeing this related but different question (I ...
2
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1answer
166 views

Correlation and Hotelling test

To find a Hotelling $T^2$ score it is necessary to calculate the covariance matrix and then invert it. Now, when the test is a two-sample $T^2$ test, the covariance matrix is a pooled matrix. When ...
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0answers
73 views

How do I find the coefficients of a two-sample T2 Hotelling Test?

Hi I am trying to figure out how to obtain the coefficients for the linear combination of variables determined by a Hotelling $T^2$ test. I know that for the one sample case it is $a = S^{-1} \Delta ...
1
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1answer
218 views

Hotelling T^2 test derivation question

I am reading about the Hotelling $T^2$ test (A primer of multivariate statistic s by Richard J. Harris). It says here that the test can be seen as creating a linear combination of your variables and ...
9
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1answer
271 views

Is there a generalization of Pillai trace and the Hotelling-Lawley trace?

In the setting of multivariate multiple regression (vector regressor and regressand), the four major tests for the general hypothesis (Wilk's Lambda, Pillai-Bartlett, Hotelling-Lawley, and Roy's ...
3
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0answers
61 views

What is the distribution of this nearly-Hotelling statistic?

Let $X$ be an $n \times l$ matrix, and $F$ an $n \times p$ matrix, with the rows of $X$ and $F$ drawn i.i.d. from multivariate Gaussians. (The independence applies to rows: the $X$ and $F$ may be ...
3
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0answers
336 views

Tutorial for performing Contrasts for MANOVA

Context I have a multivariate dataset with a test group and three control groups. I was thinking that the best way to determine if and how the test group differed from all of the control groups would ...
2
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2answers
2k views

How exactly does Wilks' Lambda distribution generalize the Hotelling distribution?

According to Wikipedia, Wilks' Lambda distribution generalizes Hotelling's distribution. I am having some problems seeing how this works. I can see how Hotelling's distribution generalizes Student's ...