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[BUGZILLA #13595] Bug Report Fwd: MANOVA Data #3557

Closed MichaelChirico closed 4 years ago

MichaelChirico commented 4 years ago

From: dvdbooth@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>

Hi.? There appears to be a bug in R function manova.? My friend and I both ran it the same way as shown below (his run) with the shown data set. His results are shown below. we both got the same results.? I was running with R 2.3.1. I'm not sure what version he used. Thanks very much, David Booth Kent State University

-----Original Message----- From: dvdbooth@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::> To: kberk@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::> Sent: Sun, 15 Mar 2009 7:01 pm Subject: Re: MANOVA Data

Ken,

Did you notice that Wilks, Roy, etc p-values are all the same?? Pillai is almost the SAS result.? Can't figure it out.? I'll submit a bug report. What's Velleman going to talk about?? Thanks for looking at the R.

Best,

Dave

-----Original Message-----

From: Ken Berk <kberk@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>>

To: dvdbooth@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>

Sent: Sun, 15 Mar 2009 3:45 pm

Subject: Re: Fwd: MANOVA Data

At 08:07 PM 3/5/2009, you wrote:

Hi Ken,

I've run the attached data set ( a one way MANOVA ex. from the SAS manual chapter on MANOVA) in both SAS and R and I don't get the same results.? Do you have any suggestions about how I can find out what's going on?

Thanks,

Dave

-----Original Message-----

From: dvdbooth@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>

To: DvdBooth@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>

Sent: Thu, 5 Mar 2009 5:06 pm

Subject: MANOVA Data

Email message sent from CompuServe - visit us today at http://www.cs.com

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Hello, David

My R results are clearly crap, as shown below.

The degrees of freedom are clearly wrong, as is apparent when looking at the univariate anovas.

SAS gives the correct answers.

I don't know what to do about R.

Ken

COUNT??? REWGRP??? COMMIT??? SATIS??? STAY

1???? 1???????? 16??????? 19?????? 18

2???? 1???????? 18??????? 15?????? 17

3???? 1???????? 18??????? 14?????? 14

4???? 1???????? 16??????? 20?????? 10

5???? 1???????? 15??????? 13?????? 17

6???? 1???????? 12??????? 15?????? 11

7???? 2???????? 16??????? 20?????? 13

8???? 2???????? 18??????? 14?????? 16

9???? 2???????? 13??????? 10?????? 14

10??? 2???????? 17??????? 13?????? 19

11??? 2???????? 14??????? 18?????? 15

12??? 2???????? 19??????? 16?????? 18

13??? 3???????? 20??????? 18?????? 16

14??? 3???????? 18??????? 15?????? 19

15??? 3???????? 13??????? 14?????? 17

16??? 3???????? 12??????? 16?????? 15

17??? 3???????? 16??????? 17?????? 18

18??? 3???????? 14??????? 19?????? 15

attach(booth)
Y <- cbind(COMMIT, SATIS, STAY)
fit <- manova(Y ~ REWGRP)
summary(fit, test="Pillai")

????????? Df? Pillai approx F num Df den Df Pr(>F)

REWGRP???? 1 0.22731? 1.37283????? 3???? 14 0.2918

Residuals 16?????????????????????????????????????

summary(fit, test="Wilks")

????????? Df?? Wilks approx F num Df den Df Pr(>F)

REWGRP???? 1 0.77269? 1.37283????? 3???? 14 0.2918

Residuals 16?????????????????????????????????????

summary(fit, test="Hotelling-Lawley")

????????? Df Hotelling-Lawley approx F num Df den Df Pr(>F)

REWGRP???? 1????????? 0.29418? 1.37283????? 3???? 14 0.2918

Residuals 16??????????????????????????????????????????????

summary(fit, test="Roy")

????????? Df???? Roy approx F num Df den Df Pr(>F)

REWGRP???? 1 0.29418? 1.37283????? 3???? 14 0.2918

Residuals 16?????????????????????????????????????

summary(fit)

????????? Df? Pillai approx F num Df den Df Pr(>F)

REWGRP???? 1 0.22731? 1.37283????? 3???? 14 0.2918

Residuals 16?????????????????????????????????????

summary.aov(fit)

?Response COMMIT :

??????????? Df? Sum Sq Mean Sq F value Pr(>F)

REWGRP?????? 1?? 0.333?? 0.333? 0.0532 0.8204

Residuals?? 16 100.167?? 6.260??????????????

?Response SATIS :

??????????? Df? Sum Sq Mean Sq F value Pr(>F)

REWGRP?????? 1?? 0.750?? 0.750? 0.0945 0.7625

Residuals?? 16 127.028?? 7.939??????????????

?Response STAY :

??????????? Df Sum Sq Mean Sq F value Pr(>F)

REWGRP?????? 1 14.083? 14.083? 2.3013 0.1488

Residuals?? 16 97.917?? 6.120??????????????

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MichaelChirico commented 4 years ago

From: Thomas Lumley <tlumley@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>>

David,

2.3.1 is a bit old to be reporting bugs -- we do ask people to check that their problem is still present in a contemporary version of R. However, your data do still give the same output in R 2.7.2 (which is not current, but was current less than a year ago).

I've tidied up the code to remove all the weird characters:

booth<-read.table(tmp<-textConnection("COUNT REWGRP COMMIT SATIS STAY 1 1 16 19 18 2 1 18 15 17 3 1 18 14 14 4 1 16 20 10 5 1 15 13 17 6 1 12 15 11 7 2 16 20 13 8 2 18 14 16 9 2 13 10 14 10 2 17 13 19 11 2 14 18 15 12 2 19 16 18 13 3 20 18 16 14 3 18 15 19 15 3 13 14 17 16 3 12 16 15 17 3 16 17 18 18 3 14 19 15 "),header=TRUE)

fit<-manova(cbind(COMMIT,SATIS,STAY∼REWGRP,data=booth)

Now, as to the question of whether this is a bug. You don't give the SAS answers that you are happy with, just the R answers. This makes it a lot more difficult.

It's possible that there is a bug in manova(), but another possibility, since you are concerned about degrees of freedom, and based on the last three letters of the name of your predictor variable, is that you wanted

fit2<-manova(cbind(COMMIT,SATIS,STAY)~factor(REWGRP),data=booth)
summary(fit2, test="Pillai")
            Df  Pillai approx F num Df den Df Pr(>F)

factor(REWGRP) 2 0.28342 0.77049 6 28 0.5995 Residuals 15

summary(fit2, test="Roy")
            Df     Roy approx F num Df den Df Pr(>F)

factor(REWGRP) 2 0.31963 1.49159 3 14 0.2599 Residuals 15

summary(fit2, test="Hotelling")
            Df Hotelling-Lawley approx F num Df den Df Pr(>F)

factor(REWGRP) 2 0.36261 0.72521 6 24 0.6336 Residuals 15

Googling for the variable names and SAS, MANOVA found some programs in which REWGRP was specified as a CLASS variable, ie, a factor.

Also

http://my.safaribooksonline.com/9781590474174/ch11lev1sec3

has what might be the output of this code. The test statistics all match the ones in R, but the p-values are slightly different except for Wilks' lambda.

So, it looks as though at least you need to specify that the variable is a factor. I will have to leave the question of whether the p-values are correct to someone with more knowledge of MANOVA. It does seem from the documentation that agreement with SAS is intended at least for the Pillai trace and Roy's largest root.

We do appreciate bug reports, but it shouldn't be necessary to do all this work to find out what you think the correct answer is.

   -thomas

On Mon, 16 Mar 2009 dvdbooth@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::> wrote:


Hi.? There appears to be a bug in R function manova.? My friend and I both
ran it the same way as shown below (his run) with the shown data set. His
results are shown below. we both got the same results.? I was running with R
2.3.1. I'm not sure what version he used.
Thanks very much,
David Booth
Kent State University

-----Original Message-----
From: dvdbooth@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>
To: kberk@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>
Sent: Sun, 15 Mar 2009 7:01 pm
Subject: Re: MANOVA Data

Ken,

Did you notice that Wilks, Roy, etc p-values are all the same?? Pillai is
almost the SAS result.? Can't figure it out.? I'll submit a bug report.
What's Velleman going to talk about?? Thanks for looking at the R.

Best,

Dave

-----Original Message-----

From: Ken Berk <kberk@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>>

To: dvdbooth@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>

Sent: Sun, 15 Mar 2009 3:45 pm

Subject: Re: Fwd: MANOVA Data

At 08:07 PM 3/5/2009, you wrote:

Hi Ken,

I've run the attached data set ( a one way MANOVA ex. from the SAS manual
chapter on MANOVA) in both SAS and R and I don't get the same
results.? Do you have any suggestions about how I can find out
what's going on?

Thanks,

Dave

-----Original Message-----

From: dvdbooth@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>

To: DvdBooth@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>

Sent: Thu, 5 Mar 2009 5:06 pm

Subject: MANOVA Data

Email message sent from CompuServe - visit us today at
http://www.cs.com

Email message sent from CompuServe - visit us today at
http://www.cs.com

Hello, David

My R results are clearly crap, as shown below.

The degrees of freedom are clearly wrong, as is apparent when looking at
the univariate anovas.

SAS gives the correct answers.

I don't know what to do about R.

Ken

COUNT??? REWGRP??? COMMIT???
SATIS??? STAY

1????
1????????
16???????
19?????? 18

2????
1????????
18???????
15?????? 17

3????
1????????
18???????
14?????? 14

4????
1????????
16???????
20?????? 10

5????
1????????
15???????
13?????? 17

6????
1????????
12???????
15?????? 11

7????
2????????
16???????
20?????? 13

8????
2????????
18???????
14?????? 16

9????
2????????
13???????
10?????? 14

10??? 2????????
17???????
13?????? 19

11??? 2????????
14???????
18?????? 15

12??? 2????????
19???????
16?????? 18

13??? 3????????
20???????
18?????? 16

14??? 3????????
18???????
15?????? 19

15??? 3????????
13???????
14?????? 17

16??? 3????????
12???????
16?????? 15

17??? 3????????
16???????
17?????? 18

18??? 3????????
14???????
19?????? 15

> attach(booth)

> Y <- cbind(COMMIT, SATIS, STAY)

> fit <- manova(Y ~ REWGRP)

> summary(fit, test="Pillai")

????????? Df? Pillai
approx F num Df den Df Pr(>F)

REWGRP???? 1 0.22731?
1.37283????? 3???? 14
0.2918

Residuals
16?????????????????????????????????????

> summary(fit, test="Wilks")

????????? Df??
Wilks approx F num Df den Df Pr(>F)

REWGRP???? 1 0.77269?
1.37283????? 3???? 14
0.2918

Residuals
16?????????????????????????????????????

> summary(fit, test="Hotelling-Lawley")

????????? Df
Hotelling-Lawley approx F num Df den Df Pr(>F)

REWGRP????
1????????? 0.29418?
1.37283????? 3???? 14
0.2918

Residuals
16??????????????????????????????????????????????

> summary(fit, test="Roy")

?????????
Df???? Roy approx F num Df den Df Pr(>F)

REWGRP???? 1 0.29418?
1.37283????? 3???? 14
0.2918

Residuals
16?????????????????????????????????????

> summary(fit)

????????? Df? Pillai
approx F num Df den Df Pr(>F)

REWGRP???? 1 0.22731?
1.37283????? 3???? 14
0.2918

Residuals
16?????????????????????????????????????

> summary.aov(fit)

?Response COMMIT :

???????????
Df? Sum Sq Mean Sq F value Pr(>F)

REWGRP?????? 1??
0.333?? 0.333? 0.0532 0.8204

Residuals?? 16 100.167??
6.260??????????????

?Response SATIS :

???????????
Df? Sum Sq Mean Sq F value Pr(>F)

REWGRP?????? 1??
0.750?? 0.750? 0.0945 0.7625

Residuals?? 16 127.028??
7.939??????????????

?Response STAY :

??????????? Df Sum
Sq Mean Sq F value Pr(>F)

REWGRP?????? 1 14.083? 14.083?
2.3013 0.1488

Residuals?? 16 97.917??
6.120??????????????

>

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________________________________________________________________________
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______________________________________________
R-devel@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::>-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel

Thomas Lumley Assoc. Professor, Biostatistics tlumley@<::CENSORED -- SEE ORIGINAL ON BUGZILLA::> University of Washington, Seattle


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MichaelChirico commented 4 years ago

NOTES: Probably user error


METADATA

MichaelChirico commented 4 years ago

Audit (from Jitterbug): Wed Mar 18 11:50:48 2009 ripley changed notes Wed Mar 18 11:50:48 2009 ripley moved from incoming to Analyses


METADATA

MichaelChirico commented 4 years ago

Likely user error


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