Tagged Questions
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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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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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1answer
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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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208 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 ...
