[R] ANOVA non-sphericity test and corrections (eg, Greenhouse-Geisser)

[Simon Blomberg]

On Mon, 2007-06-25 at 17:53 +1000, Simon Blomberg wrote:
> If you use lme, you can fit a general correlation structure to the
> within-subject data, and compare the fit to a model assuming
> uncorrelated within-subjects errors. That should tell you whether your
> data are ...

correlated... (damn email gremlins.)

> Aren't the G-G and H-F corrections only approximate fixes?
> Surely it is better to work with a model that actually fits your data,
> rather than using ad hoc adjustments towards a model that doesn't quite
> fit. But I'm no psychologist. :-)
> 
> Cheers,
> 
> Simon.
> 
>  On Mon, 2007-06-25 at 08:22 +0200, Peter Dalgaard wrote:
> > DarrenWeber wrote:
> > > I'm an experimental psychologist and when I run ANOVA analysis in
> > > SPSS, I normally ask for a test of non-sphericity (Box's M-test).  I
> > > also ask for output of the corrections for non-sphericity, such as
> > > Greenhouse-Geisser and Huhn-Feldt.  These tests and correction factors
> > > are commonly used in the journals for experimental and other
> > > psychology reports.  I have been switching from SPSS to R for over a
> > > year now, but I realize now that I don't have the non-sphericity test
> > > and correction factors.
> > >   
> > This can be done using anova.mlm() and mauchly.test()  which work on 
> > "mlm" objects, i.e., lm() output where the response is a matrix. There 
> > is no theory, to my knowledge, to support it for general aov() models, 
> > the catch being that you need to have a within-subject covariance matrix.
> > 
> > ______________________________________________
> > R-help at 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.
-- 
Simon Blomberg, BSc (Hons), PhD, MAppStat. 
Lecturer and Consultant Statistician 
Faculty of Biological and Chemical Sciences 
The University of Queensland 
St. Lucia Queensland 4072 
Australia

Room 320, Goddard Building (8)
T: +61 7 3365 2506 
email: S.Blomberg1_at_uq.edu.au 

The combination of some data and an aching desire for 
an answer does not ensure that a reasonable answer can 
be extracted from a given body of data. - John Tukey.