SAS代码:
DATA aaa;
INPUT x1 x2 group @@;
CARDS;
3.9 210 1 4.8 270 2 4.4 250 3
4.2 190 1 4.7 180 2 3.7 305 3
3.7 240 1 5.4 230 2 2.9 240 3
4.0 170 1 4.5 245 2 4.5 330 3
4.4 220 1 4.6 270 2 3.3 230 3
5.2 230 1 4.4 220 2 4.5 195 3
2.7 160 1 5.9 290 2 3.8 275 3
2.4 260 1 5.5 220 2 3.7 310 3
3.6 240 1 4.3 290 2
5.5 180 1 5.1 310 2
2.9 200 1
3.3 300 1
;
PROC ANOVA ;
CLASS group;
MODEL x1 x2=group;
MANOVA H=group/PRINTH PRINTE SUMMARY;
RUN;
quit;
SAS输出:
Characteristic Roots and Vectors of: E Inverse * H, where
H = Anova SSCP Matrix for group
E = Error SSCP Matrix
Characteristic Characteristic Vector V'EV=1
Root Percent x1 x2
0.64162782 75.19 0.23674984 0.00222702
0.21172068 24.81 -0.11171221 0.00402658
我使用R来计算E Inverse * H的特征值和特征向量:
E=matrix(c(14.652666667,-53.58333333,-53.58333333,47426.041667),
nrow=2, ncol=2,byrow = TRUE)
E
H=matrix(c(7.926,122.48333333,122.48333333,13753.958333),
nrow=2, ncol=2,byrow = TRUE)
H
C=solve(E)%*%H
C
eigen(E)
特征值相同,但特征向量与SAS特征向量不同。 你能告诉我为什么或算法吗?谢谢!