Multivariate Statistics and F Approximations

N S = 6 M = −0.5N = 3

Statistic

Value

F Value

Num DF

Den DF

Pr > F

Wilks’ Lambda

0.0000

61.40

36

37.891

<0.0001

Pillai’s Trace

4.2818

5.40

36

78

<0.0001

Hotelling-Lawley Trace

7333.7797

1441.10

36

13.172

<0.0001

Roy’s Greatest Root

7259.6169

15,729.20

6

13

<0.0001