asbio (version 0.3-1)

Hotelling: Hotelling T-squared test

Description

The Hotelling T-squared test provides a multivariate analog for a univariate test of two populations.

Usage

Hotelling(Y, X)

Arguments

Y

An n x p matrix of quantitative Y variables.

X

A n x 1 vector describing a factor with two factor levels.

Value

• Returns a list
• D.sq
  The Mahalanobis distance between the factor levels based on a pooled covariance matrix.
• T.sq
  The $T^2$ test statistic
• table
  A table with the F-statistic summary including the test statistic, numerator and denominator degrees of freedom, and the p-value

Details

Details are provided in any introductory text on multivariate statistics. The same result will be given if a one way MANOVA is run on the data.

References

Everitt, B. (2005) An R and S-plus companion to multivariate analysis. Springer.

See Also

manova

Examples

Y1<-rnorm(100,15,3)
Y2<-rnorm(100,17,2)
X<-factor(c(rep(1,50),rep(2,50)))

Hotelling(cbind(Y1,Y2),X)
anova(lm(cbind(Y1,Y2)~X))