Height-Weight Covariance Study

Description

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.

Usage

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Format

A data frame with 20 observations on the following 2 variables.

Height

the height of an individual

Weight

the weight of an individual

References

Rencher, A.C. (2002). Methods of Multivariate Analysis, 2e. J. Wiley.

Examples

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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)

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