[R] type I and type III sums of squares

[Liaw, Andy]

Not knowing any more details about your experiment and data, we can only
speculate.  If the reason (or part of the reason) that you need to run ANOVA
3 million times is that you have that many responses collected from the same
experiment (or several experiments, but not 3 million different
experiments), you should be able to do the ANOVA computation in R very
efficiently.  E.g., assuming you actually have one experiment with 3m
responses, you can compute the hat matrix once and apply it to the response
matrix, rather than computing the same hat matrix 3M times.

Just a thought.  HTH.

Andy

> -----Original Message-----
> From: Paul Litvak [mailto:plitwak at umich.edu] 
> Sent: Monday, August 18, 2003 2:18 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] type I and type III sums of squares
> 
> 
> Hello-
> 
> I have been digging around in the FAQ's and online looking 
> for an answer 
> to my questions, and perhaps someone here can help me.
> 
> For a statistical experiment, I need to run 3,000,000 ANOVAs, 
> which is 
> taking me a very long time. As a result, I have recoded my 
> analyses in 
> C. However, I cannot find the formula to calculate either the 
> type I or 
> type III sums of squares (in the case of my model, the two are 
> equivalent). I know that the formula must be in the R source code, as 
> they are able to calculate it, but I am not sure where. Does 
> anyone know 
> where I can find the explicit procedure for calculating this? A 
> mathematical formula or the source code would be equally 
> helpful. I am 
> aware of the formula in matrix algebra, but is there a 
> formulation that 
> does not use matrix algebra?
> 
> thanks very much in advance,
> Paul Litvak
> Department of Human Genetics
> University of Michigan
> 
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> https://www.stat.math.ethz.ch/mailman/listinfo> /r-help
> 

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