From: John Fox <jfox_at_mcmaster.ca>

Date: Tue, 22 Mar 2011 21:21:32 -0400

Date: Tue, 22 Mar 2011 21:21:32 -0400

> morel$studentgroup <- as.factor(morel$studentgroup)

> Manova( lm( cbind(aptitude, mathematics, language, generalknowledge)

+ ~ studentgroup , data = morel), test="Wilks")

Type II MANOVA Tests: Wilks test statistic

Df test stat approx F num Df den Df Pr(>F) studentgroup 2 0.54345 6.7736 8 152 1.384e-07 ***

--- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Best, John -------------------------------- John Fox Senator William McMaster Professor of Social Statistics Department of Sociology McMaster University Hamilton, Ontario, Canada http://socserv.mcmaster.ca/jfoxReceived on Wed 23 Mar 2011 - 01:24:43 GMT

> -----Original Message-----

> From: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org]> On Behalf Of Ranjan Maitra> Sent: March-22-11 8:36 PM> To: 'R-help'> Subject: Re: [R] manova question>> Dear John, Peter and others,>> So, I now have a query at an even more elementary level and that is> regarding my results from anova.mlm() not matching the car package's> Manova(). Specifically, I have been trying the following out with regard> to a simple one-way MANOVA setup. So, I try out the following using R:>> ******* R code *******>> morel <- read.table(file => "http://www.public.iastate.edu/~maitra/stat501/datasets/morel.dat",> col.names = c("studentgroup", "aptitude", "mathematics", "language",> "generalknowledge"))>> morel[,1] <- as.factor(morel[,1])> fit <- anova.mlm(as.matrix(morel[,-1]) ~ morel[,1])>> summary(fit, test="Wilks")>>>> *** providing the output ***>>> Df Wilks approx F num Df den Df Pr(>F)> morel[, 1] 2 0.54345 6.7736 8 152 1.384e-07 ***> Residuals 79>> *** end of output>>>> The above is correct, also by doing the calculations "by hand".>> Then, I use the car package, following the help function on Anova() and> do the following:>>> ******* R code ********>> morel <- read.table(file => "http://www.public.iastate.edu/~maitra/stat501/datasets/morel.dat",> col.names=c("studentgroup", "aptitude", "mathematics", "language",> "generalknowledge"))>> library(car)> fit1 <- Manova( lm( cbind(aptitude, mathematics, language,> generalknowledge) ~ studentgroup , data = morel)) summary(fit1, test => "Wilks")>>> ****** providing the output *****>>> Type II MANOVA Tests:>> Sum of squares and products for error:> aptitude mathematics language generalknowledge> aptitude 78506.68 13976.5677 11041.9434 4330.1304> mathematics 13976.57 16040.3996 3979.9528 -416.4845> language 11041.94 3979.9528 6035.6132 -372.8491> generalknowledge 4330.13 -416.4845 -372.8491 7097.9562>> ------------------------------------------>> Term: studentgroup>> Sum of squares and products for the hypothesis:> aptitude mathematics language generalknowledge> aptitude 1129.7271 996.0542 237.54441 -880.4353> mathematics 996.0542 878.1980 209.43741 -776.2594> language 237.5444 209.4374 49.94777 -185.1266> generalknowledge -880.4353 -776.2594 -185.12655 686.1536>> Multivariate Test: studentgroup> Df test stat approx F num Df den Df Pr(>F)> studentgroup 1 0.8620544 3.080378 4 77 0.020805 *> ---> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1>>> ***** end of output.>>>> Which is very different from the previous results. So what am I doing> wrong here? Same issues arise with the other tests also (Pillai, Roy,> Hotelling-Lawley, etc).>> Many thanks and best wishes,> Ranjan>>>>>>>>>>>>> On Sun, 20 Mar 2011 19:29:41 -0500 John Fox <jfox_at_mcmaster.ca> wrote:>> > Dear Peter and Ranjan,> >> > In addition to Anova(), linearHypothesis() in the car package handles> > multivariate linear models, including those for repeated measures.> >> > Best,> > John> >> > --------------------------------> > John Fox> > Senator William McMaster> > Professor of Social Statistics> > Department of Sociology> > McMaster University> > Hamilton, Ontario, Canada> > http://socserv.mcmaster.ca/jfox> >> >> >> >> > > -----Original Message-----> > > From: r-help-bounces_at_r-project.org> > > [mailto:r-help-bounces_at_r-project.org]> > > On Behalf Of peter dalgaard> > > Sent: March-20-11 6:50 PM> > > To: Ranjan Maitra> > > Cc: R-help> > > Subject: Re: [R] manova question> > >> > >> > > On Mar 20, 2011, at 21:05 , Ranjan Maitra wrote:> > >> > > > 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?> > >> > > Check out anova.mlm(), it does most of this sort of testing. Not> > > quite the "C %*% ..." bit because the linear model code is not> > > really built to handle linear constraints, but rather compare nested> > > models, each specified using a set of betas. (So you usually test> > > whether a subset of betas is zero).> > >> > > Also check out the "car" package. Its Anova() function does some> > > similar stuff.> > >> > > If noone has done so already, I wouldn't think it to be very hard to> > > implement the general case. Most of the bits are there already.> > >> > > --> > > Peter Dalgaard> > > Center for Statistics, Copenhagen Business School Solbjerg Plads 3,> > > 2000 Frederiksberg, Denmark> > > Phone: (+45)38153501> > > Email: pd.mes_at_cbs.dk Priv: PDalgd_at_gmail.com> > >> > > ______________________________________________> > > 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.> >>> ______________________________________________> 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.

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