[R] stats/debugging question hotelling t-sq

[Klaus Nordhausen]

Hi!

I think the results agree:

using simulated data:

set.seed(1)
library(mvtnorm)
x<-rmvnorm(44,rep(0,10))
y = x[(26:45)-1,1:10]
x = x[(2:25)-1,1:10]
p = ncol(x); p
nx = nrow(x); nx
ny = nrow(y); ny
n = nx+ny; n

# (t(x)-colMeans(x)) %*% t(t(x)-colMeans(x))

T2 = nx*ny/n * t(colMeans(x)-colMeans(y)) %*% solve( (
(nx-1)*cov(x)+(ny-1)*cov(y) )/( n-2 ) ) %*% (colMeans(x)-colMeans(y));
T2

library(ICSNP)
HotellingsT2(y,x)

note that the default here returns the test statistic value that is F distributed. So using 

HotellingsT2(y,x,test="chi")

gives the same.

Or if you transform your T2 to be F distributed

(n-p-1) / ((n-2)*p) * T2

Best wishes,

Klaus



-------- Original-Nachricht --------
> Datum: Sun, 16 Mar 2008 04:09:00 -0700
> Von: toby909 at gmail.com
> An: r-help at r-project.org
> Betreff: [R] stats/debugging question hotelling t-sq

> Hi
> 
> I spent hours looking over my formula. Somehow I cant find the reason
> why it gives me different answer.
> 
> help appreciated.
> 
> 
> 
> 
> x =
> as.matrix(read.table("http://www.niehs.nih.gov/research/atniehs/core/microarrays/docs/heinloth.txt",1))
> x = t(x)    #now rows are subjects, cols are genes
> x = x[order(rownames(x)),]    #order by treatment group oxygen,
> ultra-violet, gamma radiation
> y = x[26:45,1:10]
> x = x[2:25,1:10]
> p = ncol(x); p
> nx = nrow(x); nx
> ny = nrow(y); ny
> n = nx+ny; n
> 
> # (t(x)-colMeans(x)) %*% t(t(x)-colMeans(x))
> 
> T2 = nx*ny/n * t(colMeans(x)-colMeans(y)) %*% solve( (
> (nx-1)*cov(x)+(ny-1)*cov(y) )/( n-2 ) ) %*% (colMeans(x)-colMeans(y));
> T2
> 
> library(ICSNP)
> HotellingsT2(y,x)
> 
> 
> 
> 
> 
> http://en.wikipedia.org/wiki/Hotelling's_T-square_distribution
> 
> http://finzi.psych.upenn.edu/R/Rhelp02a/archive/60962.html
> 
> ______________________________________________
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> PLEASE do read the posting guide
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