Publication date: 08/13/2020

Approximate F-Tests

To compute F-values and degrees of freedom, let p be the rank of . Let q be the rank of , where the L matrix identifies elements of associated with the effect being tested. Let v be the error degrees of freedom and s be the minimum of p and q. Also let and .

Table 9.2, gives the computation of each approximate F from the corresponding test statistic.

Table 9.2 Approximate F-statistics

Test

Approximate F

Numerator DF

Denominator DF

Wilks’ Lambda

Pillai’s Trace

Hotelling-Lawley Trace

Roy’s Max Root

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