depsamplesF
Stephan Moratti
moratti at MED.UCM.ES
Wed Sep 9 11:06:20 CEST 2009
Hi Eric & Nadia,
Having recently used depsamplesF I had a look at the code as Nadia had some
doubts. In the newer edition (1998) of the Johnson and Wichern book I guess
the line 136: s.stat(smplindx)=nunits*contrastavg*inv(covmat)*contrastavg';
corresponds to formula 5-4 at page 226.
n(X-u)' S(-1) (X-u)
line 151: s.critval = ((nunits-1).*ncontrasts./(nunits-ncontrasts)).*finv(1-
cfg.alpha,s.dfnum,s.dfdenom); corresponds to formula 5-6 (grey box) at page
226.
P[T^2 > (n-1)/(n-p) F(p,n-p)]
Please let me know if I got that right for adquate reporting of the method.
Many thanks,
Stephan
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