Re: [R] MANOVA proportion of variance explained

2010-06-21 Thread Michael Friendly
Sam Brown wrote: Hi Michael Thank you very much for the intel regarding eta^2. It is pretty much the sort of thing that I am wanting. The latest developer version of the heplots package on R-Forge now includes an initial implementation of etasq() for multivariate linear models. Note that f

Re: [R] MANOVA proportion of variance explained

2010-06-20 Thread Sam Brown
Hi Michael Thank you very much for the intel regarding eta^2. It is pretty much the sort of thing that I am wanting. Found a good paper regarding all this: Estimating an Effect Size in One-Way Multivariate Analysis of Variance (MANOVA) H. S. Steyn Jr; S. M. Ellisa Multivariate Behavioral Re

Re: [R] MANOVA proportion of variance explained

2010-06-16 Thread Michael Friendly
I think you are looking for a multivariate measure of association, analogous to R^2 for a univariate linear model. If so, there are extensions of eta^2 from univariate ANOVAs for each of the multivariate test statistics, e.g., for Pillai (-Bartlett) trace and Hotelling-Lawley trace and a given

[R] MANOVA proportion of variance explained

2010-06-15 Thread Sam Brown
Hello everybody After doing a MANOVA on a bunch of data, I want to be able to make some comment on the amount of variation in the data that is explained by the factor of interest. I want to say this in the following way: XX% of the data is explained by A. I can acheive something like wh