Thanks to all contributors for the fruitfulness of this discussion. I am speculating about a simpler solution: to use a non-parametric approach. To avoid the requirement of having normal residuals, Frank Harrell has suggested here the following non-parametric procedure:
library(Design) # also requires library(Hmisc) f <- lrm(y ~ a*b*c*d) f anova(f) Could someone please tell me whether that also works when there is no homoscedasticity? What are the assumptions of that method? Paul ______________________________________________ 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 and provide commented, minimal, self-contained, reproducible code.