Hotelling’s T-square and Analysis of Mean Vectors

Hotelling’s T-square statistical analysis is an extension of the Student’s t-test to the multivariate domain. We show how to perform analyses with one sample, two independent samples, and paired samples.

Topics

References

Penn State University (2013) Inferences regarding multivariate population mean. STAT 505: Applied multivariate statistical analysis (course notes)
https://online.stat.psu.edu/stat505/lesson/7

Rencher, A.C. (2002) Methods of multivariate analysis (2nd Ed). Wiley-Interscience, New York.
https://www.ipen.br/biblioteca/slr/cel/0241

Johnson, R. A. and Wichern, D. W. (2007) Applied multivariate statistical analysis. 6th Ed. Pearson.
https://www.webpages.uidaho.edu/~stevel/519/Applied%20Multivariate%20Statistical%20Analysis%20by%20Johnson%20and%20Wichern.pdf

Pituch, K. A. and Stevens, J. P. (2016) Applied multivariate statistical analysis for the social sciences. Routledge.

12 thoughts on “Hotelling’s T-square and Analysis of Mean Vectors”

  1. Dear Dr. Charles,

    please, could you provide some key literature references on multivariate analysis and Hotelling’s T-Square statistical analysis that I might cite in my articles (in addition to your website, of course)?

    Thank you very much
    Best Regards
    Piero

    Reply
    • Hotelling’s T-square test plays the same role as the t test when there is more than one dependent variable. It is a special case of MANOVA, but not of ANOVA.
      Charles

      Reply
  2. Hello,

    Can the Hotelling T-square test be used to compare the dissolution profiles of two drugs. Sampling was done at 8 different time points.

    Thanks.

    Reply
    • Hanan,
      Sorry, but I don’t know enough about the dissolution profiles of drugs to answer your question. If you can translate your question into one about statistics I may be able to answer your question. If you are trying to determine whether there is a significant difference in something measurable over 8 different time periods then perhaps you could use ANOVA with repeated measures (or alternatively some form of MANOVA).
      Charles

      Reply
    • Mahmood,
      MANOVA can be used when you have two dependent variables and three independent variables. Whether it is applicable in your situation depends on the details.
      Charles

      Reply

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