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-boun...@r-project.org [mailto:r-help-boun...@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....@cbs.dk Priv: pda...@gmail.com > > ______________________________________________ > R-help@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@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.
