using MANOVA in R
On Tue, 9 May 2000, Torsten Hothorn wrote:
On 9 May 2000, Peter Dalgaard BSA wrote:
Prof Brian D Ripley <ripley at stats.ox.ac.uk> writes:
Not really any of it! multilm fits multivariate linear models and does Hotelling T^2 tests. It does not group terms for AOV, and I think is only applicable for continuous variates (not factor explantory variables). Certainly the help and examples only discuss that case.
Had a closer look. The factor expl.var. would seem to be there case-wise, so you can build the models, but Wilk's Lambda and friends are absent, so you cannot (easily) do multi-df model reduction tests. However, it's no too far off. Is the author planning to develop it further?
Now it is my turn, I think :-) 1) "multilm" is on my list, but there are some theoretical problems (e.g. is the use of Moore-Penrose numerically appropriate ?) Any help by other distributors would be very welcome! 2) "multilm" was written for the use of the stabilized multivariate tests by Laeuter and Kropf, T^2 is only a by-product. Therefore the documentation is heavily biased on this. 3) I do think that one can take factors as design variables (there is an Iris example, I think).
One can fit the model, but as the Iris example shows, it assumes three
continuous vars, NOT one factor in a model formula, and so the information
given is not appropriate for a manova as I understand that term.
Manova includes a series of tests of submodels.
Here's an S example of manova:
wafer.manova <- manova(cbind(pre.mean, post.mean) ~ maskdim +
visc.tem + spinsp, wafer)
summary(wafer.manova) # manova table with Pillai's trace
Df Pillai Trace approx. F num df den df P-value
maskdim 1 0.42662 4.09229 2 11 0.04693
visc.tem 2 0.5809 2.45605 4 24 0.07305
spinsp 2 0.47904 1.88978 4 24 0.14495
Residuals 12
so factors in the model are grouped and several submodels have been
fitted.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._