[R] How to get Greenhouse-Geisser epsilons from anova?

[Peter Dalgaard]

Skotara wrote:
> Dear Mr. Daalgard.
> 
> thank you very much for your reply, it helped me to progress a bit.
> 
> The following works fine:
> dd <- expand.grid(C = 1:7, B= c("r", "l"), A= c("c", "f"))
> myma <- as.matrix(myma) #myma is a 12 by 28 list
> mlmfit <- lm(myma~1)
> mlmfit0 <- update(mlmfit, ~0)
> anova(mlmfit, mlmfit0, X= ~C+B, M = ~A+C+B, idata = dd,  
> test="Spherical"), which tests the main effect of A.
> anova(mlmfit, mlmfit0, X= ~A+C,  M = ~A+C+B, idata = dd,  
> test="Spherical"), which tests the main effect of B.
> 
> 
> However, I can not figure out how this works for the other effects.
> If I try:
> anova(mlmfit, mlmfit0, X= ~A+B,  M = ~A+C+B, idata = dd,  test="Spherical")
> 
> I get:
> Fehler in function (object, ..., test = c("Pillai", "Wilks", 
> "Hotelling-Lawley",  :
>        residuals have rank 1 < 4

dd$C is not a factor with that construction. It works for me after

dd$C <- factor(dd$C)

(The other message is nasty, though. It's slightly different in R-patched:

 > anova(mlmfit, mlmfit0, X= ~A+B, M = ~A+C+B, idata = dd, 
test="Spherical")
Error in solve.default(Psi, B) :
   system is computationally singular: reciprocal condition number = 
2.17955e-34

but it shouldn't happen...
Looks like it is a failure of the internal Thin.row function. Ick!
)

> I also don't know how I can calculate the various interactions..
> My read is I should change the second argument mlmfit0, too, but I can't 
> figure out how...


The "within" interactions should be straightforward, e.g.

M=~A*B*C
X=~A*B*C-A:B:C

etc.

The within/between interactions are otained from the similar tests of 
the between factor(s)

e.g.

mlmfitD <- lm(myma~D)

and then

anova(mlmfitD, mlmfit,....)



> 
> Do you know what to do?
> Thank you very much!
> 
> 
> 
> Peter Dalgaard schrieb:
>> Skotara wrote:
>>> Dear all,
>>>
>>> I apologize for my basic question.
>>> I try to calculate an anova for repeated measurements with 3 factors 
>>> (A,B,C) having 2, 2, and 7 levels.
>>> or with an additional fourth between subjects factor D.
>>> Everything works fine using
>>> aov(val ~ A*B*C  + Error(subject/ (A*B*C) ) )  or
>>> aov(val ~ (D*A*B*C)  + Error(subject/(A*B*C)) + D )
>>> val, A, B, C, D and subject are columns in a data.frame.
>>>
>>> How can I get the estimated Greenhouse-Geisser and Huynh-Feldt epsilons?
>>> I know Peter Dalgaard described it in R-News Vol. 7/2, October 2007. 
>>> However, unfortunately I am not able to apply that using my data...
>>
>> Why? It is supposed to work. You just need to work out the X and M 
>> specification for the relevant error strata and set test="Spherical" 
>> for anova.mlm, or work out the T contrast matrix explicitly if that 
>> suits your temper better.
>>
>>> Furthermore, I am still confused of how SPSS calculates the epsilons 
>>> since it is mentioned that perhaps there are any errors in SPSS??
>>>
>>> I would be glad if anyone could help me!
>>> I am looking forward to hearing from you!
>>>
>>> Thank you!
>>> Nils
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide 
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>
>>


-- 
    O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
   c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
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