The 1-sample Hotelling t 2 tests the following
hypothesis:
Here, U0 is a vector of population means, that is, the
hypothesized means for each column of the matrix.
The 1-sample t 2 test statistic is defined as:
where U0 is the vector of hypothesized means,
contains the sample means for each of the columns, and
(1/N)
is the sample variance-covariance matrix of
.
T 2 is distributed as ((n-1)p/(n-p))F(p,n-p)
where n is the number of obserations, p is the number of
columns, and F is the F distribution. We reject the null
hypothesis if the t 2 test statistic is greater
than the critical value from the F distribution.
This command returns a parameter that contains the value
of the Hotelling t 2 test statistic. The
critical values corresponding to alpha = .10, .05, .01, and
.005 are saved in the internal parameters B90, B95, B99,
and B995 respectively.
Syntax: