Multivariate Tests
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 Equation shown here. 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 Equation shown here and postmultiplied by M.
 
Table B.1 ...

Get JMP 12 Multivariate Methods now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.