[R] Re: Multiple Comparisons (was empty)

Prof Brian D Ripley ripley at stats.ox.ac.uk
Sat Feb 16 09:30:43 CET 2002


On Sat, 16 Feb 2002, Andrew Criswell wrote:

> Hello ALL:
>
> I am looking for multiple comparison tests for ANOVA models. Does R have any
> of these?
>
>     Fisher least significant difference test.
>
>     Tukey henestly significant difference test.

is that `Honest' as in Tukey's HSD?

>     Newman - Keul test.
>
>     Dunnett's test
>
>     Scheffe test.

See Tukey() in package Devore5.

Beyond that, most of these are easy to program, and some are just a matter
of usage of existing facilities (like F tests in summary.aov / drop1).

I've been looking into programming something for R (Miller's book is on my
bedside table), but I am more interested in confidence intervals for
contrasts than in tests.  I have also a feeling that providing software
would encourage people to use these, and they are only appropriate in very
special circumstances (including no data cleaning and no model selection,
as well as close to normal iid errors).

-- 
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

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