[R] using MANOVA in R

Prof Brian D Ripley ripley at stats.ox.ac.uk
Tue May 9 09:02:26 CEST 2000


On 9 May 2000, Peter Dalgaard BSA wrote:

> Prof Brian D Ripley <ripley at stats.ox.ac.uk> writes:
> 
> > On Mon, 8 May 2000, mandar oak wrote:
> > 
> > > I wish to use R for MANOVA analysis. Where could I get
> > > info on that?
> > 
> > Depends exactly what you mean by MANOVA.  Try ?aov which handles multiple
> > responses.  However, the MANOVA multivariate tests (Pillai, Wilks lambda
> > ...) are not implemented in base R.  We would welcome submission of code
> > for those, of course.
> 
> At lest some of that sits in contributed packages "multilm" and
> "norm". (Both of those are on my list of "things to try when I get the
> time"... I believe multilm more or less *is* MANOVA, whereas norm
> handles estimation in the presence of missing values. One interesting
> question is whether you can do MANOVA with missings by combining the
> two.)

Not really any of it!  multilm fits multivariate linear models and does
Hotelling T^2 tests. It does not group terms for AOV, and I think is only
applicable for continuous variates (not factor explantory variables).
Certainly the help and examples only discuss that case.

norm is about multivariate normal data, no regressors, AFAIK.  Various
people have pointed out the dangers of that: how often is iid on a 
multivriate normal population appropriate?

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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