> Date: Mon, 20 Feb 2006 16:43:55 -0600 > From: Aldi Kraja <[EMAIL PROTECTED]> > > Hi, > Using package gclus in R, I have created some graphs that show the > trends within subgroups of data and correlations among 9 variables (v1-v9). > Being interested for more details on these data I have produced also the > var-covar matrices. > Question: From a pair of two subsets of data (with 9 variables each, I > have two var-covar matrices for each subgroup, that differ for a > treatment on one group (treatment A) vs (non-Treatment A). > > Is there a software that can compare if two var-covar matrices are > statistically the same? >
This can be done in various structural equation modelling packages. I don't think it can be done automatically using the sem package, as that does not allow multiple groups. You can roll your own LR test (assuming MVN): f <- (N-1) * (log(det(E)) - log(det(O)) + sum(diag((O %*% solve(E))))-p) N=size of group p=number of variables E=expected covariance matrix O=observed covariance matrix where in your example, E will be the observed covariance matrix for the pooled groups. There are GLS etc alternatives - see eg Bollen's book on SEM. | David Duffy (MBBS PhD) ,-_|\ | email: [EMAIL PROTECTED] ph: INT+61+7+3362-0217 fax: -0101 / * | Epidemiology Unit, Queensland Institute of Medical Research \_,-._/ | 300 Herston Rd, Brisbane, Queensland 4029, Australia GPG 4D0B994A v ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
