Two Samples Hotelling’s T2 Test
Hotelling's T2 is the multivariate extension of the common Student's t-test.
For multivariate responses, the problems to use separate univariate tests are:
(1) Separate univariate tests will inflate type I error (e.g. 10 responses, separate t test at α=0.05, then at least 1 type I error ≥ (1-0.95)10 ≈0.40);
(2) Univariate tests ignore correlations among responses;
(3) Groups may not differ on any single response, but may differ on several responses jointly.
Multivariate test uses overall α=0.05, and takes into account of correlations among responses, and can detect the joint difference.
Below is the sample input window
Below is the sample output:
Hotelling T-square test for:
Group variable: GROUP
Group levels: 0, 1
N1 N2 T-square F df1 df2 P value
28 12 11.95053 2.751768 4 35 0.04331741