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.

Help created on 9/19/2017