[R] Hotelling T2 test extension for multigroup data

[peter dalgaard]

On Feb 9, 2012, at 12:11 , Vickie S wrote:

> 
> Hi all,
> I've got the following matrix :
>  
> mat <- matrix(rnorm(700), ncol=5, dimnames=list( paste("f", c(1:140), sep="_"), c("A", "B", "C", "D", "E")))
> 
> I can see that currently most of the multivariate Hotelling T2 tests are limited for application on two groups/samples. 
> 
> I wud appreciate if someone can provide me a suggestion how to implement the same for multiple groups.
> 

Please don't start up a new thread, cloning the same misconceptions as an earlier one! It doesn't help, you will only get people misunderstanding you in the same way...

Apparently, you have rows and columns reversed relative to the common layout in multivariate analysis. Also, you have only one observation for each of your "groups" (species)? 

What makes you think that T^2 would work for you if you had only "A" and "B" species? I don't think anything will work unless you have either replication or some sort of additional assumptions on the covariance structure of your 140-dimensional response.

-- 
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
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Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com