From: Dr. Christoph Scherber <Christoph.Scherber_at_agr.uni-goettingen.de>

Date: Sat, 07 Jun 2008 22:38:54 +0200 (CEST)

[7,] 0 0 0

Date: Sat, 07 Jun 2008 22:38:54 +0200 (CEST)

I am analyzing several response variables (all scaled to [0;1]) using a multivariate linear model.

(assuming there are 80 observations)

mult=lm(cbind(a,b,c,d,e,f,g)~x)

summary(mult)

library(car)

P <- cbind(

c(-1,1,0,0,0,0,0), c(-3,-3,6,6,-3,-3,0), c(0,0,2,0,-1,-1,0), c(0,0,-1,0,1,0,0))

P

[,1] [,2] [,3][6,] 0 -3 -1

[1,] -1 -3 0[2,] 1 -3 0[3,] 0 6 2[4,] 0 6 0[5,] 0 -3 -1

[7,] 0 0 0

summary(mult)

linhyp=linear.hypothesis(mult, "x", P=P)

linhyp

Response transformation matrix:

[,1] [,2] [,3] [,4]

*[1,] -1 -3 0 0
**[2,] 1 -3 0 0
**[3,] 0 6 2 -1
**[4,] 0 6 0 0
**[5,] 0 -3 -1 1
*

[6,] 0 -3 -1 0

[7,] 0 0 0 0

Sum of squares and products for the hypothesis:

[,1] [,2] [,3] [,4]

*[1,] 0.06744438 -2.065499 -0.5790014 0.3233393
**[2,] -2.06549912 63.256374 17.7320486 -9.9023380
*

[3,] -0.57900143 17.732049 4.9706540 -2.7758268

[4,] 0.32333928 -9.902338 -2.7758268 1.5501410

Sum of squares and products for error:

[,1] [,2] [,3] [,4]

*[1,] 4.4957632 1.084781 2.196134 -0.7621832
**[2,] 1.0847809 173.494183 20.425963 -7.7303319
*

[3,] 2.1961336 20.425963 8.584237 -3.8182268

[4,] -0.7621832 -7.730332 -3.818227 2.3045286

1-pf(diag(linhyp2$SSPH)/diag(linhyp2$SSPE),1,79) 1-pt(sqrt(diag(linhyp2$SSPH)/diag(linhyp2$SSPE)),79)

##

The last two lines of code are what I am stuck with; I thought using diag() on the SSPH and SSPE matrices should give me the sums of squares for hypothesis and error; so division should yield the F values?

I would be most grateful for any help!

Best wishes

Christoph

-- Dr. Christoph Scherber University of Goettingen DNPW, Agroecology Waldweg 26 D-37073 Goettingen, Germany www.gwdg.de/~cscherb1 ______________________________________________ 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.Received on Sat 07 Jun 2008 - 20:42:59 GMT

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