Example 7.37: calculation of Hotelling’s T^2

May 17, 2010

(This article was first published on SAS and R, and kindly contributed to R-bloggers)

Hotelling’s T^2 is a multivariate statistic used to compare two groups, where multiple outcomes are observed for each subject. Here we demonstrate how to calculate Hotelling’s T^2 using R and SAS, and test the code using a simulation study then apply it to data from the HELP study.RWe utilize an approach suggested by Peter Mandeville in a posting to the R-help mailing list.hotelling = function(

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