[R] manova question

Ranjan Maitra maitra at iastate.edu
Sun Mar 20 21:05:16 CET 2011


Dear friends,

Sorry for this somewhat generically titled posting but I had a question
with using contrasts in a manova context. So here is my question:

Suppose I am interested in doing inference on \beta in the case of the
model given by:

Y = X %*% \beta + e

where Y is a n x p matrix of observations, X is a n x m design matrix,
\beta is m x p matrix of parameters, and e is a
normally-distributed random matrix with mean zero and independent rows,
each having dispersion matrix given by \Sigma. Then, I know (I think)
how to perform MANOVA. Specifically, I use:

fit <- manova(Y ~ X)

and 

summary(fit) will allow me to perform appropriate inference on beta.

Now, suppose I am interested in doing inference on C %*% \beta %*% M
(say testing whether this is equal to zero) with C and M being q x m
and p x r matrices, respectively (with q, r both being no more than p),
then can this be done using the manova object from the above? How? If
not, is there an efficient way to do this?

Many thanks in advance for all your help, and best wishes,
Ranjan



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