MVTEST: Stata module to perform multivariate F tests

David E. Moore ()
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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: 1998-06-09
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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)

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