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2008 Jun 07
1
Multivariate LM: calculating F-values after calling linear.hypothesis
...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 squar...
2008 Jul 24
2
What is wrong with this contrast matrix?
...d 1 explanatory variable.
The following matrix P:
P <- cbind(
c(1,-1,0,0,0,0,0),
c(2,2,2,2,2,-5,-5),
c(1,0,0,-1,0,0,0),
c(-2,-2,0,-2,2,2,2),
c(-2,1,0,1,0,0,0),
c(0,-1,0,1,0,0,0))
should consist of orthogonal elements (as can be shown using %*% on the individual columns).
However, when I use
linhyp=linear.hypothesis(model, "explanatory.variable", P=P)
I get an error saying
Error in linear.hypothesis.mlm(mult1, "logdiv", P = P) :
The error SSP matrix is apparently of deficient rank = 4 < 6
Which I interpret as there are too many non-zero rows in the matrix, P.
Is tha...