The hotelling tag has no wiki summary.
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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 ...
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Theoretical question about Hotelling and LDA
I have been studying Hotelling $T^2$ stat as the univariate t test on a linear combination on the original multiple variables.
The procedure follows like this:
Reduce dimensionality by creating a ...
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Test of differences (e.g. Hotelling's T) for aggregated data
I have 14 regression predictors and want to test statistically whether they differ from each other in their explained variance of the dependent variable. I decompose explained variance using the R ...
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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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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 ...
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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 ...
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Hotelling for testing proportions
I have two groups with N individuals each. For each individual, three parameters are measured, which always add up to 100%. I want to test whether the groups are different.
Would Hotelling's ...
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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 ...
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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 ...
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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 ...
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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 ...
