[R-SIG-Finance] Some ANOVA and data matrix basics... please help

Jan-Paul Roodbol janpaulr at yahoo.com
Wed Oct 11 12:33:22 CEST 2006

Friendly greetings

I have been told about the power and flexibility of R.
 However, I'm not good at programming, and a mediocre
statistician at best.  I think I'm best at asking
relevant questions and interpreting replies.
I hope you can help me with my data analysis.

I have 65 months of data
20 different variables
159 companies
Nine different classification systems (call them A, B,
 I) of the 159 companies, so each of the 159
companies has 9 different classifcations.

I want to test which classification system is the
To do this, I apply ANOVA to a specific classication
system, one at a time (A, B,  
In this way I see if the groupings in a specific
classification system are significantly better (I want
the variance in each group to be low, and 
the variance between groups high.)

I want to do the ANOVA test for all 20 variables
For each month individually, as well as for the
For 9 classification systems

So the question is: 
Using R
How do I code this so that it automatically reads a
different column, and uses a different classification
Also, how do I store the output in a matrix

Thank you in advance for your help

Kind regards


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