It is built into JMP (www.jmp.com), a product of the SAS institute.
-------------------------------------------
Emil M Friedman, PhD
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----- Original Message -----
From: "Arthur J. Kendall" <[log in to unmask]>
To: <[log in to unmask]>
Sent: Friday, June 06, 2003 8:47 AM
Subject: Re: Mahalanobis distance
> http://www.spss.com/tech/stat/Algorithms/11.5/regression.pdf
> has the formula.
>
> I don't want to renew the long discussions about the problems of using
> Excel for statistics that took place on the sci.stat.* discussion list.
> Do a Google search if you want details. However, it has been known for
> some time that Excel should be used as a spreadsheet and not a
> statistical package.
> see:
> http://www.elsevier.nl/gej-ng/10/15/38/37/25/27/article.pdf
>
> If you are doing something at the degree of sophistication of a
> Mahalanobis distance, you need to know at least one statistical package.
> In SPSS you could write your own routine perhaps using the MATRIX
> procedures.
>
> Hope this helps.
>
> Art
> [log in to unmask]
> Social Research Consultants
> University Park, MD USA
> (301) 864-5570
>
>
>
> Frank Rautenberg wrote:
> > Hi there,
> >
> > I am trying to use the Mahalanobis distance but don't fully understand
how
> > to calculate it. Basically, I want to set up a spreadsheet and want to
do
> > all the calculations within Excel. Unfortunately I am not a Statistician
and
> > can't find a source that gives me a complete step-by-step guide of all
the
> > calculations.
> >
> > Does anyone know a source that would step me through all the necessary
> > calculations?
> >
> > Kind regards,
> > Frank
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