In the following sections, E is the residual cross product matrix. Diagonal elements of E are the residual sums of squares for each variable. In the discriminant analysis literature, this is often called W, where W stands for within.
Test statistics in the multivariate results tables are functions of the eigenvalues λ of . The following list describes the computation of each test statistic.
Note: After specification of a response design, the initial E and H matrices are premultiplied by and postmultiplied by M.