[R] H-F corr.: covariance matrix for interaction effect

[Peter Dalgaard]

Bela Bauer <bela_b at gmx.net> writes:

> Hi,
> 
> I'm still not quite there with my H-F (G-G) correction code. I have it
> working for the main effects, but I just can't figure out how to do it
> for the effect interactions. The thing I really don't know (and can't
> find anything about) is how to calculate the covariance matrix for the
> interaction between the two (or even n) main factors.
> I've looked through some books here and I've tried everything that came
> to my mind, but I can't seem to be able to figure out an algorithm that
> does it for me.
> 
> Could anyone give me a hint about how I could do this?
> (I'll append my code at the end, in case that helps in any way...)

I have given it to you before: My plan is to drop the explicit formula
involving on/off diagonal elements of S and go directly at Box (1954),
theorems 3.1 and 6.1, involving eigenvalues of TST', where T is the
relevant residual operator. In the case where one of the factors have
only two levels, I believe you just take differences and use the usual
formula, but more than two levels is tricky.
 


-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907