David Duffy <[EMAIL PROTECTED]> writes: > > 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
..and an asymptotic approximation to order n^-3 is found in TW Anderson: An Introduction to Multivariate Statistical Analysis (formula (7) section 10.5 in my 1958, 1st ed. reprint). > 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 > -- 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 ______________________________________________ [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
