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Jan 8, 2016 7:27 AM
(317 views)

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

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Jan 8, 2016 8:18 AM
(247 views)

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