[R] type I and type III sums of squares

Liaw, Andy andy_liaw at merck.com
Mon Aug 18 21:47:11 CEST 2003

Not knowing any more details about your experiment and data, we can only
speculate.  If the reason (or part of the reason) that you need to run ANOVA
3 million times is that you have that many responses collected from the same
experiment (or several experiments, but not 3 million different
experiments), you should be able to do the ANOVA computation in R very
efficiently.  E.g., assuming you actually have one experiment with 3m
responses, you can compute the hat matrix once and apply it to the response
matrix, rather than computing the same hat matrix 3M times.

Just a thought.  HTH.


> -----Original Message-----
> From: Paul Litvak [mailto:plitwak at umich.edu] 
> Sent: Monday, August 18, 2003 2:18 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] type I and type III sums of squares
> Hello-
> I have been digging around in the FAQ's and online looking 
> for an answer 
> to my questions, and perhaps someone here can help me.
> For a statistical experiment, I need to run 3,000,000 ANOVAs, 
> which is 
> taking me a very long time. As a result, I have recoded my 
> analyses in 
> C. However, I cannot find the formula to calculate either the 
> type I or 
> type III sums of squares (in the case of my model, the two are 
> equivalent). I know that the formula must be in the R source code, as 
> they are able to calculate it, but I am not sure where. Does 
> anyone know 
> where I can find the explicit procedure for calculating this? A 
> mathematical formula or the source code would be equally 
> helpful. I am 
> aware of the formula in matrix algebra, but is there a 
> formulation that 
> does not use matrix algebra?
> thanks very much in advance,
> Paul Litvak
> Department of Human Genetics
> University of Michigan
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list 
> https://www.stat.math.ethz.ch/mailman/listinfo> /r-help

Notice:  This e-mail message, together with any attachments, contains
information of Merck & Co., Inc. (Whitehouse Station, New Jersey, USA), and/or
its affiliates (which may be known outside the United States as Merck Frosst,
Merck Sharp & Dohme or MSD) that may be confidential, proprietary copyrighted
and/or legally privileged, and is intended solely for the use of the
individual or entity named on this message.  If you are not the intended
recipient, and have received this message in error, please immediately return
this by e-mail and then delete it.

More information about the R-help mailing list