Hello,

I want to ask a question about the mahalonobis distances calculation in gretl. I calculated the distances in Mathematica 7.0 and R, they are the same but totally different from gretl calculations. I am giving the data and the results in the below. Is this a bug or something i do not know about gretl calculation ?

DATA
     v1  v2
1  13.0 20
2  14.0 25
3  12.5 40
4  12.0 22
5  12.5 33
6  12.0 35
7  11.0 21
8  10.0 25
9  10.0 42
10 12.0 30
11 10.5 35
12 10.0 28
13 11.0 25
14  9.0 40
15 11.5 33

Mahalanobis distances calculated in R and Mathematica
2.5713469
3.7042152
3.6085838
1.3058809
1.1389734
0.9227402
2.2294228
2.3743239
2.8943684
0.2110974
0.6510297
1.5641416
0.8572523
3.7788747
0.1877488

Mahalanobis distances calculated in gretl
1.603542
1.924634
1.899627
1.142751
1.067227
0.960594
1.493125
1.540884
1.701284
0.459453
0.806864
1.250656
0.925879
1.943933
0.433300

Assistant Prof. Baris Altayligil
Department of Economics
Istanbul University / Turkey

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