Peter, thank you - that was helpful!!! I know, there is a more elegant way of doing it, but
N <- 200 dat <- as.data.frame(X2) m <- tau - mean(dat) tau_sim <- cbind(rep(m[1,],N), rep(m[2,],N), rep(m[3,],N), rep(m[4,], N)) mat <- X2+tau_sim data <- as.data.frame(mat) mean(data) should give me the correct means... (I got a rebounce notice on my original message and after I did not see it go through for a day, I decided to repost it. Did not mean to tear on peoples sleeves - my apologies!) On 2/19/08, Peter Dalgaard <[EMAIL PROTECTED]> wrote: > sun71 sun wrote: > > Dear all, > > how can I perform a repeated measures ANOVA using a covariance matrix as > > input? > > E.g., I have four repeated measures (N = 200) with mean vector tau (no > > BS factor): > > > > tau <- rbind(1.10, 2.51, 2.76, 3.52) > > > > and covariance matrix (sigma): > > > > sigma <- matrix(c(0.523, 0.268, 0.267, 0.211, > > 0.268, 0.444, 0.492, 0.571, > > 0.267, 0.492, 1.213, 1.112, > > 0.211, 0.571, 1.112, 1.811), nrow = 4, ncol > > = 4, byrow = TRUE) > > > > Thank you very much in advance! > > > > > (Please either include new information or wait a little longer for > someone to react. Reposting after just over a day is a bit like pulling > on peoples sleeves. And of course you always have the risk that nobody > has anything to say.) > > Your main problem is that few of the standard methods in R allow you to > come in with pre-aggregated data. So either you have to do it yourself > using matrix calculus - this is not massively hard if you know what you > are doing - or you need to fake the raw data and take it from there. > > The following generates X2 with variance exactly equal to sigma. I'm > sure you can figure out how to get the means right as well. > > X <- matrix(rnorm(4*200),200) > X2 <- X %*% solve(chol(var(X))) %*% chol(sigma) > > > var(X2) > [,1] [,2] [,3] [,4] > [1,] 0.523 0.268 0.267 0.211 > [2,] 0.268 0.444 0.492 0.571 > [3,] 0.267 0.492 1.213 1.112 > [4,] 0.211 0.571 1.112 1.811 > > (This must be doable with backsolve() too, but the proper incantation > eludes me just now.) > > > ______________________________________________ > > R-help@r-project.org 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. > > > > > -- > O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B > c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K > (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 > ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 > > > ______________________________________________ R-help@r-project.org 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.
