[R] MANOVA / Hotelling's Test
Peter Dalgaard BSA
p.dalgaard at biostat.ku.dk
Wed Nov 11 15:58:14 CET 1998
"Uli Flenker; Raum 704" <uli at biochem.dshs-koeln.de> writes:
> I have to perform Hotteling's T^2 Test - more generally a MANOVA - on a
> set of data. Is there a (simple?) possibility to do it in R?
> The somewhat obvious way to do it would be
> > summary(aov(Y ~ x1 + x2 ... + xn))
> where Y would be a two-column matrix.
> But this does not work in any possible combination of matrix or factor
> dimensions! Is it principally not possible to perform modelling of
> multivariate data using the "~"-operator?
> I'm using R 0.62.2 on Linux 2.0.25.
Let's put it this way: It isn't, but it should be...
0.63 will contain some of the pieces, but not all. There's an extended
aov() and objects of class "maov", and in general you can use
matrix-responses. However, all you get from summary and friends are
lists of univariate results. Splus has manova(), which is essentially
just a wrapper for aov() which attaches class "manova" to the result,
but also summary.manova() computing the relevant test statistics. R
doesn't have this yet.
Probably the most practical way to proceed is to calculate generalised
sums of squares and products with
and then put TW Anderson's book in your lap and calculate Wilk's
lambda and asymptotic approximations of it's distibution. (Hotelling's
T^2 is some trivial transformation of W's lambda and can be converted
to an exact F distributed variable)
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
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