MVTEST: Stata module to perform multivariate F tests

David E. Moore ()
Additional contact information
David E. Moore: The Hartman Group, Inc.

Statistical Software Components from Boston College Department of Economics

Abstract: mvtest tests linear hypotheses about the estimated parameters from the most recently estimated multivariate regression using Wilks' lambda, Pillai's trace and Hotelling-Lawley's trace. An optional transformation matrix to be applied to the dependent variables prior to testing may be supplied.

Language: Stata
Date: Written 1998-06-09

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mvtest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mvtest.hlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().