From: Vicki Meng <vycshmily_at_yahoo.com>

Date: Tue, 22 Jul 2008 20:00:23 -0700 (PDT)

Date: Tue, 22 Jul 2008 20:00:23 -0700 (PDT)

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Subject: Re: [R] F test

To: vycshmily_at_yahoo.com

Cc: r-help_at_r-project.org

Date: Tuesday, July 22, 2008, 11:51 PM

Vicki Meng wrote:

> Dear R users,

*>
**> I need to do a F test on the hypothesis that a 2 by 1 vector (X_1,
*

X_2)' has the mean vector (M_1, M_2)'. Specifically, I would like to
assume the X vector comes from a bivariate Normal distribution (M, Sigma).
Then, given 1000 observations on X, I wanted to test if the means of X agree
with the means of the target Normal distribution. Any function or package in R
could do such a test? Thanks!

*>
*

library(MASS) # for multivariate normal RNG
X <- mvrnorm(1000, Sigma=matrix(c(2,1,1,3),2), mu=c(3,4))

Y <- sweep(X,2,c(3,4))

m1 <- lm(Y~1) m2 <- lm(Y~0) anova(m1, m2)

I don't want to push my luck, but could anybody explain the above codes for me a little more?In the above experiment, X are draws obtained from a bivariate normal distribution with the means set to (3,4), but how to read the anova table to see if the means of X are (3,4)?The F-statistic obtained from 'anova(m1,m2)' is 0.73 in one case, and 4.7 in another case. I don't understand how to interpret them.Thank you!Vicki.

-- O__ ---- Peter Dalgaard ุster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard_at_biostat.ku.dk) FAX: (+45) 35327907 [[alternative HTML version deleted]]Received on Wed 23 Jul 2008 - 04:45:27 GMT______________________________________________ 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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