R: SSD Matrix and Estimated Variance Matrix in Multivariate Models

SSD {stats}

R Documentation

SSD Matrix and Estimated Variance Matrix in Multivariate Models

Description

Functions to compute matrix of residual sums of squares and products, or the estimated variance matrix for multivariate linear models.

Usage

# S3 method for class 'mlm'
SSD(object, ...)

# S3 methods for class 'SSD' and 'mlm'
estVar(object, ...)

Arguments

`object`	`object` of class `"mlm"`, or `"SSD"` in the case of `estVar`.
`...`	Unused

Value

SSD() returns a list of class "SSD" containing the following components

`SSD`	The residual sums of squares and products matrix
`df`	Degrees of freedom
`call`	Copied from `object`

estVar returns a matrix with the estimated variances and covariances.

Examples

# Lifted from Baron+Li:
# "Notes on the use of R for psychology experiments and questionnaires"
# Maxwell and Delaney, p. 497
reacttime <- matrix(c(
420, 420, 480, 480, 600, 780,
420, 480, 480, 360, 480, 600,
480, 480, 540, 660, 780, 780,
420, 540, 540, 480, 780, 900,
540, 660, 540, 480, 660, 720,
360, 420, 360, 360, 480, 540,
480, 480, 600, 540, 720, 840,
480, 600, 660, 540, 720, 900,
540, 600, 540, 480, 720, 780,
480, 420, 540, 540, 660, 780),
ncol = 6, byrow = TRUE,
dimnames=list(subj=1:10,
              cond=c("deg0NA", "deg4NA", "deg8NA",
                     "deg0NP", "deg4NP", "deg8NP")))

mlmfit <- lm(reacttime~1)
SSD(mlmfit)
estVar(mlmfit)