[R] Mancova with R

[peter dalgaard]

On Apr 17, 2013, at 16:47 , Rémi Lesmerises wrote:

> Dear all,
> 
> I'm trying to compare two sets of variables, the first set is composed exclusively of numerical variables and the second regroups factors and numerical variables. I can't use a Manova because of this inclusion of numerical variables in the second set. The solution should be to perform a Mancova, but I didn't find any package that allow this type of test.
> 
> I've already looked in this forum and on the net to find answers, but the only thing I've found is the following:
> 
> 
> lm(as.matrix(Y) ~  x+z)
> x and z could be numerical and factors. The problem with that is it actually only perform a succession of lm (or glm), one for each numerical variable contained in the Y matrix. It is not a true MANCOVA that do a significance test (most often a Wald test) for the overall two sets comparison. Such a test is available in SPSS and SAS, but I really want to stay in R! Someone have any idea?

You can fit two models and compare them with (say)

fit1 <- lm(as.matrix(Y) ~  x+z)
fit2 <- lm(as.matrix(Y) ~  x)
anova(fit1, fit2, test="Wilks")

or, removing terms sequentially:

anova(fit1, test="Wilks")

> 
> Thanks in advance for your help!
>  
> Rémi Lesmerises, biol. M.Sc.,
> Candidat Ph.D. en Biologie
> Université du Québec à Rimouski
> remilesmerises at yahoo.ca
> 
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> 
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-- 
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
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