[R] How to compute Wilk's Lambda

2007-06-19 Thread Dietrich Trenkler
Dear helpeRs,

the following data set comes from Johnson/Wichern: Applied Multivariate
Statistical Analysis, 6th ed, pp. 304-306.

/X - structure(c(9, 6, 9, 3, 2, 7), .Dim = as.integer(c(3, 2)))
Y - structure(c(0, 2, 4, 0), .Dim = as.integer(c(2, 2)))
Z - structure(c(3, 1, 2, 8, 9, 7), .Dim = as.integer(c(3, 2)))/

I would like to compute Wilk's Lambda in R, which I know is 0.0385. How
can I do that? I tried

/U - rbind(X,Y,Z)
m - manova(U~rep(1:3, c(3, 2, 3)))
summary(m,test=Wilks)/

which gives


/ Df  Wilks approx F num Df den Df  Pr(F)
rep(1:3, c(3, 2, 3))  1  0.162   12.930  2  5 0.01057 *
Residuals 6
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1/


I suppose the argument rep(1:3, c(3, 2, 3)) in manova() is not appropriate.

Any help is very much appreciated.

Dietrich   

-- 
Dietrich Trenkler c/o Universitaet Osnabrueck 
Rolandstr. 8; D-49069 Osnabrueck, Germany
email: [EMAIL PROTECTED]

__
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.


Re: [R] How to compute Wilk's Lambda

2007-06-19 Thread Richard M. Heiberger
 m - manova(U~factor(rep(1:3, c(3, 2, 3
 summary(m,test=Wilks)
 Df  Wilks approx F num Df den Df   Pr(F)   
factor(rep(1:3, c(3, 2, 3)))  2 0.0385   8.1989  4  8 0.006234 **
Residuals 5  
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 
 


You forgot to declare 1:3 to be a factor.

__
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.


Re: [R] How to compute Wilk's Lambda

2007-06-19 Thread Peter Dalgaard
Dietrich Trenkler wrote:
 Dear helpeRs,

 the following data set comes from Johnson/Wichern: Applied Multivariate
 Statistical Analysis, 6th ed, pp. 304-306.

 /X - structure(c(9, 6, 9, 3, 2, 7), .Dim = as.integer(c(3, 2)))
 Y - structure(c(0, 2, 4, 0), .Dim = as.integer(c(2, 2)))
 Z - structure(c(3, 1, 2, 8, 9, 7), .Dim = as.integer(c(3, 2)))/

 I would like to compute Wilk's Lambda in R, which I know is 0.0385. How
 can I do that? I tried

 /U - rbind(X,Y,Z)
 m - manova(U~rep(1:3, c(3, 2, 3)))
 summary(m,test=Wilks)/

 which gives


 / Df  Wilks approx F num Df den Df  Pr(F)
 rep(1:3, c(3, 2, 3))  1  0.162   12.930  2  5 0.01057 *
 Residuals 6
 ---
 Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1/


 I suppose the argument rep(1:3, c(3, 2, 3)) in manova() is not appropriate.

   
Exactly. If intended as a grouping, you need to turn it into a factor:

  m - manova(U~factor(rep(1:3, c(3, 2, 3
  summary(m,test=Wilks)
Df Wilks approx F num Df den Df Pr(F)
factor(rep(1:3, c(3, 2, 3))) 2 0.0385 8.1989 4 8 0.006234 **
Residuals 5
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Or, for that matter:

  anova(lm(U~factor(rep(1:3, c(3, 2, 3, test=Wilks)
Analysis of Variance Table

Df Wilks approx F num Df den Df Pr(F)
(Intercept) 1 0.048 39.766 2 4 0.002293 **
factor(rep(1:3, c(3, 2, 3))) 2 0.038 8.199 4 8 0.006234 **
Residuals 5
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1


 Any help is very much appreciated.

 Dietrich   



__
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.