Re: GLM, covariance matrices and interactions.

[Jason Stover]

On Tue, Aug 24, 2010 at 03:44:36PM +0000, John Darrington wrote:
> Some conclusions I have come to over the last week.
> 
> * We should abandon the constraint that CORRELATIONS and anova should use a
>   common implementation of covariance matrix.  This is largely because 
> CORRELATIONS
>   does pairwise treatment of missing values.  This greatly complicates the 
>   implementation.  On the other hand CORRELATIONS doesn't use categorical 
>   variables.  I can't think of any scenario where Anova would sensibly want a 
>   pairwise treatment of missing values in its covariance matrix, and 
> combining 
>   pairwise missing values and categorical variables seems like an 
> insurmountable 
>   task.

Does GLM handle pairwise missing values with categorical data?
I don't have manual.

> * We really need to take things one step at a time, rather than biting off
>   a fully featured GLM.  So my suggestion is that we ignore interactions for 
> the
>   time being, and start off with a factorial anova capability - once it's 
>   thoroughly tested we can think about interactions.

I think this is a good idea. I haven't been working on the syntax for
GLM lately, though, because of work. If someone wants to write the
code before I do, please do.

-Jason