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How does MANOVA calculate the H matrices for the individual model components?

bobk1

Community Member

Joined:

Jan 8, 2016

How does MANOVA calculate the H matrices for the individual model components?

1 REPLY
txnelson

Super User

Joined:

Jun 22, 2012

Taken from the book "Fitting Linear Models" page 381

     Help==>Books==>Fitting Linear Models

Overall E&H  Matrices

Shows the E and H matrices: • The  elements of the E matrix are the cross products of the  residuals. •

The  H matrices correspond to hypothesis sums of squares and  cross products. There is an H matrix for the whole model and for each effect in the  model.

Diagonal elements of the E and H matrices correspond to  the hypothesis (numerator) and error (denominator) sum of  squares for the univariate F tests. New E and H matrices for any  given response design are formed from these initial matrices, and  the multivariate test statistics are computed from them.

Jim