data effluent;
input x1-x4;
boddiff=x1-x3;
ssdiff=x2-x4;
cards;
6 27 25 15
6 23 28 13
18 64 36 22
8 44 35 29
11 30 15 31
34 75 44 64
28 26 42 30
43 54 34 56
33 30 29 20
20 14 39 21
run;
proc iml;
use effluent;
read all into x;
x1=x[,1:2];
x2=x[,3:4];
n1=10;
n2=10;
p=2;
ones1=j(n1,1,1);
ones2=j(n2,1,1);
xbar1=(1/n1)*x1`*ones1;
xbar2=(1/n2)*x2`*ones2;
xbardiff=xbar1-xbar2;
resid1=x1-ones1*xbar1`;
resid2=x2-ones2*xbar2`;
s1=(1/(n1-1))*resid1`*resid1;
s2=(1/(n2-1))*resid2`*resid2;
print xbardiff s1 s2;
spooled=((n1-1)/(n1+n2-2))*s1+((n2-1)/(n1+n2-2))*s2;
tsquared=xbardiff`*inv((1/n1+1/n2)*spooled)*xbardiff;
print tsquared;
critvalue05=((n1+n2-2)*p/(n1+n2-p-1))*finv(.95,p,n1+n2-p-1);
print critvalue05;
tailprob=1-probf((n1+n2-p-1)/((n1+n2-2)*p)*tsquared,p,n1+n2-p-1);
print tailprob;
proc iml;
use effluent;
read all var{boddiff ssdiff} into x;
n=10;
p=2;
ones=j(n,1,1);
xbar=(1/n)*x`*ones;
resid=x-ones*xbar`;
s=(1/(n-1))*resid`*resid;
print xbar s;
tsquared=n*xbar`*inv(s)*xbar;
print tsquared;
critvalue05=((n-1)*p/(n-p))*finv(.95,p,n-p);
print critvalue05;
tailprob=1-probf((n-p)/((n-1)*p)*tsquared,p,n-p);
print tailprob;
run;
quit;


                                                   The SAS System             22:36 Wednesday, September 30, 2009   1

                                   XBARDIFF        S1                  S2

                                        -12     174.9 110.34444 75.566667 60.811111
                                        8.6 110.34444 391.78889 60.811111     288.1


                                                       TSQUARED

                                                      10.763128


                                                     CRITVALUE05

                                                       7.6055941


                                                       TAILPROB

                                                      0.0186084


                                                   The SAS System             22:36 Wednesday, September 30, 2009   2

                                                 XBAR         S

                                                  -12 136.44444 -52.44444
                                                  8.6 -52.44444 198.26667


                                                       TSQUARED

                                                      11.446522


                                                     CRITVALUE05

                                                       10.032683


                                                       TAILPROB

                                                      0.0375398