Implementation of a new solution to the multivariate Behrens-Fisher problem

Ivan Žežula

doi:10.1177/1536867X0900900406

Implementation of a new solution to the multivariate Behrens-Fisher problem

Ivan Žežula^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

Abstract

Krishnamoorthy and Yu (2004, Statistics and Probability Letters 66: 161-169) published a new approximate solution to the multivariate Behrens-Fisher problem. It is a modification of Nel and Van der Merwe's (1986, Communications in Statistics, Theory and Methods 15: 3719-3735) test. The test is invariant and identical to Welch's test for one-dimensional data. In this article, I describe all implementation of the test in Stata. The hotelmnm command allows you to perform the test easily and returns computed values for possible further computations.

Original language	English
Pages (from-to)	593-598
Number of pages	6
Journal	Stata Journal
Volume	9
Issue number	4
DOIs	https://doi.org/10.1177/1536867X0900900406
Publication status	Published - 1-Dec-2009
Externally published	Yes

Keywords

st0180
hotelmnm
multivariate Behrens-Fisher problem
Nel and Van der Merwe's test
Welch's test

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AB - Krishnamoorthy and Yu (2004, Statistics and Probability Letters 66: 161-169) published a new approximate solution to the multivariate Behrens-Fisher problem. It is a modification of Nel and Van der Merwe's (1986, Communications in Statistics, Theory and Methods 15: 3719-3735) test. The test is invariant and identical to Welch's test for one-dimensional data. In this article, I describe all implementation of the test in Stata. The hotelmnm command allows you to perform the test easily and returns computed values for possible further computations.

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Implementation of a new solution to the multivariate Behrens-Fisher problem

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