Journal : Statistical Papers , vol. 45 , p. 111–122 , 2004
Publisher : Springer
International Standard Numbers
Printed : 0932-5026
Electronic : 1613-9798
Publication type : Academic article
Issue : 1
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A geometrical interpretation of the classical tests of the relation between two sets of variables is presented. One of the variable sets may be considered as fixed and then we have a multivariate regression model. When the Wilks' lambda distribution is viewed geometrically it is obvious that the two special cases, the F distribution and the Hotelling T-2 distribution are equivalent. From the geometrical perspective it is also obvious that the test statistic and the p-value are unchanged if the responses and the predictors are interchanged.