>   However, I have yet to encounter such a case.  If I had time to pursue
> a modeling effort beyond simple univeriate analyses, I thing I would
> move to "structural equation modeling" (package sem) or "partial least
> squares".  "RSiteSearch" can lead you to R capabilities for these.  (See
> also "http://finzi.psych.upenn.edu/R/Rhelp02a/archive/29119.html";).

Another option is to look at your data in their original high
dimensional space, eg., with the grand tour in GGobi
(http://www.ggobi.org, http://ggobi.org/demos/tour.html).  MANOVA
tests the hypothesis that the means are different (assuming
multivariate normality and a common variance-covariance matrix).  By
looking at your data you can investigate more interesting hypotheses -
are the groups overlapping? is there a linear or non-linear separation
between the groups? are the responses highly correlated?

Hadley

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