p-values from MANOVA test statistics

Description

p-values from the four MANOVA test statistics are calculated according to the traditional F-distribution approximations (exact in some cases).

Usage

1
multiPvalues(D, E, A, M, dim, dimX, dimY)

Arguments

D

Wilks' Lambda

E

Roy's Largest Root

A

Hotelling-Lawley Trace Statistic

M

Pillay-Bartlett Trace Statistic

dim

Number of observations

dimX

Number of x-variables

dimY

Number of y-variables

Details

The parameters dim, dimX and dimY corresponds to a situation where the test statistics are calculated from two data matrices with zero mean (test of independence).

Value

pD

p-value: Wilks' Lambda

pE

p-value: LOWER BOUND for Roy's Largest Root

pA

p-value: Hotelling-Lawley Trace Statistic

pM

p-value: Pillay-Bartlett Trace Statistic

Author(s)

Øyvind Langsrud and Bjørn-Helge Mevik

See Also

ffmanova