Data Ellipses, HE Plots and Reduced-Rank Displays for Multivariate Linear Models: SAS Software and Examples

This paper describes graphical methods for multiple-response data within the framework of the multivariate linear model (MLM), aimed at understanding what is being tested in a multivariate test, and how factor/predictor effects are expressed across multiple response measures. In particular, we desc...

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Bibliographic Details
Main Author: Michael Friendly
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2006-11-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/1514
Description
Summary:This paper describes graphical methods for multiple-response data within the framework of the multivariate linear model (MLM), aimed at understanding what is being tested in a multivariate test, and how factor/predictor effects are expressed across multiple response measures. In particular, we describe and illustrate a collection of SAS macro programs for: (a) Data ellipses and low-rank biplots for multivariate data, (b) HE plots, showing the hypothesis and error covariance matrices for a given pair of responses, and a given effect, (c) HE plot matrices, showing all pairwise HE plots, and (d) low-rank analogs of HE plots, showing all observations, group means, and their relations to the response variables.
ISSN:1548-7660