[R] MANOVA usage

[Prof Brian Ripley]

On Thu, 22 Feb 2007, Aalim Weljie wrote:

> Hello,
>
> I had a couple questions about  manova modeling in R.
>
> I have calculated a manova model, and generated a summary.manova output
> using both the Wilks test and Pillai test.
>
> The output is essentially the same, except that the Wilks lambda = 1 -
> Pillai. Is this normal? (The output from both is appended below.)

For a 1-df test, yes: all the statistics give the same test (as 
?summary.manova does say).

> My other question is about the use of MANOVA. If I have one variable which
> has a higher F-stat value (~60) than the MANOVA fstat (~20), but the other
> 15 variables all have lower ANOVA F-stat values (~5-10), am I still okay in
> using the MANOVA? (If I remove the one highly significant variable, the
> MANOVA f-stat is still larger than the other univariate F-stats).

OK for what purpose?  Using (M)ANOVA for variable selection has many 
issues.

> Thanks very much for your help,
>
> Aalim
>
> Output from Manova tests:
>
>> summary.manova(fit)
>          Df  Pillai approx F num Df den Df    Pr(>F)
> response  1  0.9725  19.8967     16      9 4.193e-05 ***
> Residuals 24
> ---
> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
>> summary.manova(fit, test="Wilks")
>          Df   Wilks approx F num Df den Df    Pr(>F)
> response 1  0.0275  19.8967     16      9 4.193e-05 ***
> Residuals 24
> ---
> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
>
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>
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-- 
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)
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