Dear R users, I am analyzing several response variables (all scaled to [0;1]) using a multivariate linear model.
After fitting the model, I set up a hypothesis matrix to test specific contrasts for these response variables; for example: "a always increases significantly more than b when regressed against x". What I am stuck with now is how to calculate the correct F-values (and against how many d.f. to test them) after calling linear.hypothesis from the car package: (assuming there are 80 observations) ## mult=lm(cbind(a,b,c,d,e,f,g)~x) summary(mult) library(car) P <- cbind( c(-1,1,0,0,0,0,0), c(-3,-3,6,6,-3,-3,0), c(0,0,2,0,-1,-1,0), c(0,0,-1,0,1,0,0)) P [,1] [,2] [,3] [1,] -1 -3 0 [2,] 1 -3 0 [3,] 0 6 2 [4,] 0 6 0 [5,] 0 -3 -1 [6,] 0 -3 -1 [7,] 0 0 0 summary(mult) linhyp=linear.hypothesis(mult, "x", P=P) linhyp Response transformation matrix: [,1] [,2] [,3] [,4] [1,] -1 -3 0 0 [2,] 1 -3 0 0 [3,] 0 6 2 -1 [4,] 0 6 0 0 [5,] 0 -3 -1 1 [6,] 0 -3 -1 0 [7,] 0 0 0 0 Sum of squares and products for the hypothesis: [,1] [,2] [,3] [,4] [1,] 0.06744438 -2.065499 -0.5790014 0.3233393 [2,] -2.06549912 63.256374 17.7320486 -9.9023380 [3,] -0.57900143 17.732049 4.9706540 -2.7758268 [4,] 0.32333928 -9.902338 -2.7758268 1.5501410 Sum of squares and products for error: [,1] [,2] [,3] [,4] [1,] 4.4957632 1.084781 2.196134 -0.7621832 [2,] 1.0847809 173.494183 20.425963 -7.7303319 [3,] 2.1961336 20.425963 8.584237 -3.8182268 [4,] -0.7621832 -7.730332 -3.818227 2.3045286 1-pf(diag(linhyp2$SSPH)/diag(linhyp2$SSPE),1,79) 1-pt(sqrt(diag(linhyp2$SSPH)/diag(linhyp2$SSPE)),79) ## The last two lines of code are what I am stuck with; I thought using diag() on the SSPH and SSPE matrices should give me the sums of squares for hypothesis and error; so division should yield the F values? I would be most grateful for any help! Best wishes Christoph -- Dr. Christoph Scherber University of Goettingen DNPW, Agroecology Waldweg 26 D-37073 Goettingen, Germany www.gwdg.de/~cscherb1 ______________________________________________ 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.