# Re: [R] test for equality of two data sets withmultidimensional variables

From: John Fox <jfox_at_mcmaster.ca>
Date: Wed 22 Jun 2005 - 00:22:57 EST

Dear Petr and Shengzhe,

Also see ?manova.

John

John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
905-525-9140x23604
http://socserv.mcmaster.ca/jfox

> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch
> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Petr Pikal
> Sent: Tuesday, June 21, 2005 7:30 AM
> To: wu sz; r-help@stat.math.ethz.ch
> Subject: Re: [R] test for equality of two data sets
> withmultidimensional variables
>
> Hi
>
> searching in CRAN homepage for hotelling gave me this response
>
> Thanks everyone for your help on this question. I solved the
> problem by writing a procedure to calculate Hotelling's T^2
> for a one-sample, multivariate t-test. Here's how it looks,
> perhaps it will be useful to others.
>
>
> data <- cbind(rnorm(50, 0.1, .01), rnorm(50,.1,.01),
> rnorm(50,.1,.01))
> k <- ncol(data)
> n <- nrow(data)
> xbar <- apply(data, 2, mean)
> mubar <- rep(0,k) #hypothesized means are zero dbar <- xbar -
> mubar v <- var(data)
> t2 <- n*dbar%*%solve(v)%*%dbar
> F <- (n-k)*t2/((n-1)*k)
> P <- 1-pf(F,k,n-k)
>
>
> A previous post by Peter B. Mandeville was very helpful, as
> well as the Johnson/Wichern book on multivariate stats.
> -S. Schultz
>
> and this
>
> cran.r-project.org/doc/packages/agce.pdf - Podobné stránky
>
> CRAN - Package SharedHT2
> SharedHT2: Shared Hotelling T2 test for small sample
> microarray experiments ...
> Derives a Hotelling T2 statistic having an F-distribution
> using an empirical ...
>
> Maybe this is what you want.
>
> HTH
> Petr
>
>
>
>
>
> On 21 Jun 2005 at 13:00, wu sz wrote:
>
> > Hello there,
> >
> > I have two data sets with 14 variables each, and wish to do
> the test
> > for equality of their covariance matrices and mean vectors.
> Normally
> > these tests should be done by chi square test (box provided) and
> > Hotelling's T square test respectively. Which R functions could do
> > this kind of test? I just find some functions could do for one
> > dimension, but no for multidimension. Some one suggests
> bartlett.test,
> > but it seems just works for one dimension. Do you know which ones
> > could do that, or I have to do R programming by myself?
> >
> > Thank you,
> > Shengzhe
> >
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>
> Petr Pikal
> petr.pikal@precheza.cz
>
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