[R] var-covar matrices comparison:

From: Aldi Kraja <aldi_at_wustl.edu>
Date: Tue 21 Feb 2006 - 09:43:55 EST


Hi,
Using package gclus in R, I have created some graphs that show the trends within subgroups of data and correlations among 9 variables (v1-v9). Being interested for more details on these data I have produced also the var-covar matrices.
Question: From a pair of two subsets of data (with 9 variables each, I have two var-covar matrices for each subgroup, that differ for a treatment on one group (treatment A) vs (non-Treatment A).

Is there a software that can compare if two var-covar matrices are statistically the same?

Below are a pair of two matrices, from several others. Thank you in advance for any input.
Aldi

 First group var-covar matrix (the data were under treatment a)

v1        v2                 v3          v4               v5       
v6       v7            v8             v9

 

v1         730.87       3.406      -283.41        -74.68       
107.57      -1355.13      -112.46      14.000       5.776

v2             3.41      24.950       105.45       -121.31      

-307.68 -285.40 29.65 -2.500 -7.796
v3 -283.41 105.451 6292.19 -2676.46
-970.80 29296.23 10715.29 3.156 -66.313
v4 -74.68 -121.307 -2676.46 124492.30
-2289.47 -20377.34 -409.71 183.500 563.102
v5 107.57 -307.681 -970.80 -2289.47 7045.62 12118.09 954.51 38.258 96.355 v6 -1355.13 -285.404 29296.23 -20377.34 12118.09 218555.93 70126.71 137.000 -130.667 v7 -112.46 29.645 10715.29 -409.71 954.51 70126.71 28239.57 67.989 -26.370 v8 14.00 -2.500 3.16 183.50 38.26 137.00 67.99 24.500 9.000 v9 5.78 -7.796 -66.31 563.10 96.35 -130.67 -26.37 9.000 22.776

 Second group var-covar matrix (the data were NOT under treatment a)

v1        v2                 v3          v4               v5       
v6       v7            v8             v9

 

v1          2696.25       27.05       201.06       2745.54      

-344.39 540.48 654.20 34.363 7.623
v2 27.05 86.37 -96.89 -497.28
-1185.10 -3108.71 -910.38 -4.254 -9.115
v3 201.06 -96.89 10647.26 8378.07 595.81 66122.43 26237.21 -65.093 -51.998 v4 2745.54 -497.28 8378.07 408391.25
-3887.28 40477.40 30652.01 450.539 50.311
v5 -344.39 -1185.10 595.81 -3887.28 29204.00 65320.00 15238.41 -98.237 102.975 v6 540.48 -3108.71 66122.43 40477.40 65320.00 549955.14 194691.90 -555.552 -95.210 v7 654.20 -910.38 26237.21 30652.01 15238.41 194691.90 82698.88 -70.417 -75.585 v8 34.36 -4.25 -65.09 450.54

-98.24 -555.55 -70.42 79.689 8.164
v9 7.62 -9.11 -52.00 50.31 102.97 -95.21 -75.58 8.164 30.492 ______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Feb 21 10:07:03 2006

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:42:38 EST