[R] ncp t & Fortran error & power of some tests

[Jen Krann]

Hi everybody, I have three questions to ask us:

a) R incorporates a function for the Non-central T
distribution which unfortunately and, as you know, is
not available in Splus 4.5. In
http://www.stats.ox.ac.uk/pub/Swin I found the Don
MacQueen´s noncent.zip but when I run it in Splus 4.5
the following error message appears: "Error in
.Fortran ("vectnc",: "VECTNC" is not a symbol in the
load table". May be I did not installed it correctly
or (as I suppose) it is incompatible with this version
of Splus. I looked in the directory for Splus 6.0 
http://www.stats.ox.ac.uk/pub/MASS3/Winlibs but the
update of this function is not there. Do you know of
some alternative function for the Non-central T in
Splus 4.5 or how to solve the problem with
noncent.zip?

b)  I wanted to apply the overall test for
coincidental regressions (see Zar, pag. 304), whose
statistic is:
F = ((SSt-SSp)/2(K-1))/( SSp/DFp) , which follows a F
2(k-1), p, where SSt is the total sum of squares, SSp
the pooled sum of squares, DFp the pooled degrees of
freedom and k the number of regressions compared. In
analogy with the ANOVA approach, I suppose that the
non centrality parameter of the F for this test is:
DFp(SSt-SSp)/ SSp, but I am not sure. Could you
confirm it?. 

c) Finally, I also wanted to apply a multivariate
parametric mean comparisons test (the parametric
analogous of Friedman´s), whose statistic is: F =
(n-2)/p(AE(X)) (INV(ASA´))(AE(X))´ which follows a F
p, n-2, where S is the variance-covariance matrix of p
x p dimension, A is the identity matrix, E(X) the
sample means matrix and n is the sample size. I was
told that the ncp of the non centrality Fp,n-2  for
this test is: D (ASA) D´, where D = (E(X1)-E(X2),
E(X2)-E(X3)), but I am not absolutely sure. Could you
confirm it?. 

I wait for your responses,

Best wishes,

Jens Krann,

Biologist. Email: jenskrann at yahoo.com 



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