MANOVA
MANOVA is also known as a multivariate analysis of variance. This test is similar to ANOVA, but in the case of MANOVA, you have two or more than two dependent variables.
In one-way MANOVA, there are the following:
A categorical variable that is independent
Dependant variables ( two or more)
Here is a Stata command for MANOVA:
manova sales cost size = model, category(model)
Here are the results of this query:
Here is the mathematical derivation for MANOVA:
Samuel Stanley Wilks' formula is as follows:
The Pillai-M. S. Bartlett trace formula is as follows:
The Lawley-Hotelling trace formula is as follows:
Roy's greatest root formula is as follows:
