[R] MANOVA and Extra Sums-of-Squares Tests

[John Fox]

Dear chris33,

Well, actually as I said, the anova() function *will* do what you want. You can fit multivariate linear models with lm(),

mod.1 <- lm(cbind(Y1, Y2, Y3, Y4, Y5) ~ X1*X2 +X1*X3 + X1*X4)
mod.2 <- lm(cbind(Y1, Y2, Y3, Y4, Y5) ~ X1 + X2 + X3 + X4)

and then use anova() to get multivariate tests,

anova(mod.1, mod.2)

See ?anova.mlm for more information.

Best,
 John

On Tue, 13 Mar 2012 14:49:01 -0700 (PDT)
 chris33 <malachowski at gmail.com> wrote:
> Hi John,
> 
> Thanks for your response.  The anova funtion will not work in my case,
> because I have multiple response variables.  In other words, I would like to
> conduct an extra sums-of-squares and cross-products test between the
> following models:
> 
> FULL.MODEL:   (Y1, Y2, Y3, Y4, Y5) as a function of  X1 + X2 + X3 + X4 +
> X1*X2 +X1*X3 + X1*X4
> REDUCED.MODEL:   (Y1, Y2, Y3, Y4, Y5) as a function of X1 + X2 + X3 + X4 
> 
> So, I suppose that I would need to calculate the residual sum-of-squares and
> cross-product matrices for each of these models as a start.  Any ideas how I
> would go about this in R?  Thanks again,
> 
> Chris   
> 
> --
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