- Supplementary Content
- 10.22004/ag.econ.143016
Implementation of a new solution to the multivariate Behrens-Fisher problem
- Jan 01, 2009
- Stata Journal
- Ivan Žežula
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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