Порівняння методів

	T²-критерій Хотеллінга	Багатовимірний дисперсійний аналіз із контролем коваріат (MANCOVA)	Регресія звичайно найменших квадратів (ЗНК)
Галузь	Статистика	Статистика	Економетрика
Родина	Hypothesis test	Hypothesis test	Regression model
Рік появи	1931	1970	2019
Автор методу	Harold Hotelling	Extension of MANOVA and ANCOVA traditions; consolidated in multivariate textbooks by the 1970s–1980s	Wooldridge (textbook treatment); classical least squares
Тип	Multivariate parametric mean comparison	Parametric multivariate mean comparison with covariate control	Linear regression
Основоположне джерело	Hotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378.	Tabachnick, B. G. & Fidell, L. S. (2019). Using Multivariate Statistics (7th ed.). Pearson. ISBN: 978-0134790541	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Інші назви	Hotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squared	MANCOVA, multivariate ANCOVA, MANOVA with covariates, MANCOVA — Çok Değişkenli Kovaryans Analizi	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Пов'язані	6	5	5
Підсумок	Hotelling's T² test is a multivariate parametric hypothesis test that simultaneously compares the mean vectors of two independent groups across multiple continuous outcome variables. It was introduced by Harold Hotelling in 1931 as the direct multivariate generalization of Student's t-test, replacing the scalar mean difference with a vector difference scaled by the pooled variance-covariance matrix.	MANCOVA (Multivariate Analysis of Covariance) is a parametric hypothesis test that simultaneously compares two or more groups on multiple continuous dependent variables while statistically controlling for one or more covariates. It extends MANOVA by incorporating covariate adjustment, a tradition consolidated in multivariate statistical methodology by the 1970s and authoritatively documented by Tabachnick and Fidell (2019).	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).