Sorry, I hope this will be the last (for now, at least).

Following your advices, I did:
 n <- 100
 anxiety <- c(rnorm(n, 10, 2.5), rnorm(n, 26, 3.2),
  rnorm(100, 25, 3.1), rnorm(100, 10, 2.6))
 m.status <- c(rep('married', n*2), rep('not married', n*2))
 gender  <- c(rep('male', n), rep('female', n),
  rep('male', n), rep('female',n))

 im <- as.integer(p2$m.status)
 m.status <- as.factor(m.status)
 gender <- as.factor(gender)

 require(rms)

 d <- datadist(gender, m.status); options(datadist='d')

 ols1 <- ols(anxiety ~ m.status)
 p1 <- Predict(ols1, m.status=.)
 ols2 <- ols(anxiety ~ m.status * gender)
 p2 <- Predict(ols2, m.status=., gender=.)

 pdf('figs/anova.pdf', height=6, width=8)
 par(mfrow=c(1,2), mar=c(4,4,1,1), cex=1.2)
 with(p1, plot(1:2, yhat, type='l', xlab='marital status',
  ylab='anxiety', ylim=c(5,30), lwd=1.2))
 xyplot(yhat ~ im, groups=gender,
  type='l', data=p2, ylim=c(5,30), xlab='marital status',
  ylab='anxiety', scales=list(x=list(at=1:2,
  labels=levels(p2$m.status))), col=c('black','black'),
  lwd=1.2, label.curve=list(offset=unit(.3,"in")))
 par(mfrow=c(1,1))
 dev.off()

Graphs are great! However, now, they does not appear in one panel.

Sorry, again, for asking so many questions. I am trying to wrap this.

Best,
PM

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