[R] var-covar matrices comparison:
Aldi Kraja
aldi at wustl.edu
Mon Feb 20 23:43:55 CET 2006
Hi,
Using package gclus in R, I have created some graphs that show the
trends within subgroups of data and correlations among 9 variables (v1-v9).
Being interested for more details on these data I have produced also the
var-covar matrices.
Question: From a pair of two subsets of data (with 9 variables each, I
have two var-covar matrices for each subgroup, that differ for a
treatment on one group (treatment A) vs (non-Treatment A).
Is there a software that can compare if two var-covar matrices are
statistically the same?
Below are a pair of two matrices, from several others.
Thank you in advance for any input.
Aldi
First group var-covar matrix (the data were under treatment a)
v1 v2 v3 v4 v5
v6 v7 v8 v9
v1 730.87 3.406 -283.41 -74.68
107.57 -1355.13 -112.46 14.000 5.776
v2 3.41 24.950 105.45 -121.31
-307.68 -285.40 29.65 -2.500 -7.796
v3 -283.41 105.451 6292.19 -2676.46
-970.80 29296.23 10715.29 3.156 -66.313
v4 -74.68 -121.307 -2676.46 124492.30
-2289.47 -20377.34 -409.71 183.500 563.102
v5 107.57 -307.681 -970.80 -2289.47
7045.62 12118.09 954.51 38.258 96.355
v6 -1355.13 -285.404 29296.23 -20377.34
12118.09 218555.93 70126.71 137.000 -130.667
v7 -112.46 29.645 10715.29 -409.71
954.51 70126.71 28239.57 67.989 -26.370
v8 14.00 -2.500 3.16 183.50
38.26 137.00 67.99 24.500 9.000
v9 5.78 -7.796 -66.31 563.10
96.35 -130.67 -26.37 9.000 22.776
Second group var-covar matrix (the data were NOT under treatment a)
v1 v2 v3 v4 v5
v6 v7 v8 v9
v1 2696.25 27.05 201.06 2745.54
-344.39 540.48 654.20 34.363 7.623
v2 27.05 86.37 -96.89 -497.28
-1185.10 -3108.71 -910.38 -4.254 -9.115
v3 201.06 -96.89 10647.26 8378.07
595.81 66122.43 26237.21 -65.093 -51.998
v4 2745.54 -497.28 8378.07 408391.25
-3887.28 40477.40 30652.01 450.539 50.311
v5 -344.39 -1185.10 595.81 -3887.28
29204.00 65320.00 15238.41 -98.237 102.975
v6 540.48 -3108.71 66122.43 40477.40
65320.00 549955.14 194691.90 -555.552 -95.210
v7 654.20 -910.38 26237.21 30652.01
15238.41 194691.90 82698.88 -70.417 -75.585
v8 34.36 -4.25 -65.09 450.54
-98.24 -555.55 -70.42 79.689 8.164
v9 7.62 -9.11 -52.00 50.31
102.97 -95.21 -75.58 8.164 30.492
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