English, Article edition: MVTEST: Stata module to perform multivariate F tests David E. Moore

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Bookmark: http://trove.nla.gov.au/version/175800
Physical Description
  • code
Language
  • English

Edition details

Title
  • MVTEST: Stata module to perform multivariate F tests
Author
  • David E. Moore
Physical Description
  • code
Notes
  • 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.
  • RePEc:boc:bocode:s345804
Language
  • English
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