Both Bill V and Peter D are right regarding traditional
repeated-measures ANOVA that assumes equality of the variance-covariance matrices across groups and compound symmetry of the covariance matrix. However, there is a multivariate approach to repeated measures that does not require the assumption of compound symmetry. This approach is given in the reference below. The difference between multivariate repeated measures and general MANOVA is that the former imposes a model matrix (contrasts) on the measures to reflect the repeated measures design. General MANOVA does not have this extra matrix. The Hotelling T-squared approach with a measures model matrix would be equivalent to multivariate repeated measures. In your case, you need to specify the measure model matrix for the 4 time points (polynomial, differences, Helmert), which usually cannot be done in a standard T-square program. However, you could compute the model matrix results (contrasts) beforehand and submit them to the T-square program. Your taking the difference scores on the 1st factor is doing just that. Joe @BOOK{Bock1975, author = {Bock, R. D.}, title = {Multivariate statistical methods in behavioral research}, year = {1975}, publisher = {McGraw-Hill}, address = {New York}, keywords = {regression; analysis of covariance; analysis of variance; log-linear analysis; matrices; distribution theory;}, } -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Sean Scanlan Sent: Saturday, April 14, 2007 7:38 PM To: r-help at stat.math.ethz.ch Subject: [R] Hotelling T-Squared vs Two-Factor Anova Hi, I am a graduate student at Stanford University and I have a general statistics question. What exactly is the difference between doing a two-factor repeated measures ANOVA and a Hotelling T-squared test for a paired comparison of mean vectors? Given: Anova: repeated measures on both factors, 1st factor = two different treatments, 2nd factor = 4 time points, where you are measuring the blood pressure at each of the time points. Hotelling T^2: You look at the difference in the 4x1 vector of blood pressure measurements for the two different treatments, where the four rows in the vector are the four time points.
I am mainly interested in the main effects of the two treatments. Can
someone please explain if there would be a difference in the two methods or any advantage in using one over the other? Thanks, Sean