hw {ACSWR} | R Documentation |
The data set highlights the importance of handling covariance when such information is available. If the covariance is not incorporated, hypothesis testing may lead to entirely difference conclusion.
data(hw)
A data frame with 20 observations on the following 2 variables.
Height
the height of an individual
Weight
the weight of an individual
Rencher, A.C. (2002). Methods of Multivariate Analysis, 2e. J. Wiley.
data(hw)
sigma0 <- matrix(c(20, 100, 100, 1000),nrow=2)
sigma <- var(hw)
v <- nrow(hw)-1
p <- ncol(hw)
u <- v*(log(det(sigma0))-log(det(sigma)) + sum(diag(sigma%*%solve(sigma0)))-p)
u1 <- (1- (1/(6*v-1))*(2*p+1 - 2/(p+1)))*u
u;u1;qchisq(1-0.05,p*(p+1)/2)