o Hotelling's T-Square is the most

o Hotelling's T-Square is the most common, traditional test where there are two groups formed by the independent variables. Note one may see the related statistic, Hotelling's Trace (a.k.a. Lawley-Hotelling or Hotelling-Lawley Trace). To convert from the Trace coefficient to the T-Square coefficient, multiply the Trace coefficient by (N-g), where N is the sample size across all groups and g is the number of groups. The T-Square result will still have the same F value, degrees of freedom, and significance level as the Trace coefficient.