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2008•Pakistan Journal of Statistics and Operation ResearchOpen access

MANOVA with Summary Statistics: A STATA Program

Nadeem Shafique Butt, Muhammad Qaiser Shahbaz, Shahid Kamal

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Abstract

Almost all available statistical packages are capable of performing Multivariate Analysis of Variance (MANOVA) from raw data. Some of statistical packages have capability to perform independent sample t-test, ANOVA and some other tests of significance on summary data, but you come across not single software that has the capability to perform MANOVA directly on summary data. A STATA programme has been written to perform Multivariate ANOVA on summary data. The programme computes available statistics for Multivariate ANOVA (i.e Willk’s Lembda, Lawley’s-Hotelling trace, Pillae’s trace and Roy’s largest root). The programme is also capable to perform Box–M test for testing equality of covariance matrices on summary data. Example has been given by using the programme on summary data to perform Multivariate ANOVA.

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What this paper is about

Almost all available statistical packages are capable of performing Multivariate Analysis of Variance (MANOVA) from raw data. Some of statistical packages have capability to perform independent sample t-test, ANOVA and some other tests of significance on summary data, but you come across not single software that has the capability to perform MANOVA directly on summary data. A STATA programme has been written to perform Multivariate ANOVA on summary data. The programme computes available statistics for Multivariate ANOVA (i.e Willk’s Lembda, Lawley’s-Hotelling trace, Pillae’s trace and Roy’s largest root). The programme is also capable to perform Box–M test for testing equality of covariance matrices on summary data. Example has been given by using the programme on summary data to perform Multivariate ANOVA.

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Available abstract

Almost all available statistical packages are capable of performing Multivariate Analysis of Variance (MANOVA) from raw data. Some of statistical packages have capability to perform independent sample t-test, ANOVA and some other tests of significance on summary data, but you come across not single software that has the capability to perform MANOVA directly on summary data. A STATA programme has been written to perform Multivariate ANOVA on summary data. The programme computes available statistics for Multivariate ANOVA (i.e Willk’s Lembda, Lawley’s-Hotelling trace, Pillae’s trace and Roy’s largest root). The programme is also capable to perform Box–M test for testing equality of covariance matrices on summary data. Example has been given by using the programme on summary data to perform Multivariate ANOVA.

Key concepts: Multivariate analysis of variance, Statistics, Multivariate statistics, Multivariate analysis, Mathematics, One-way analysis of variance, Analysis of variance, Analysis of covariance

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