Multivariate Analysis of Varianc

(MANOVA)

Prepared by:
ALORRO, PHOEBE ROCHE
CASONETE, ROSEMARIE
SUMBE, REX
EDUC 102 (SAT 07:00am-10:00am)
Advanced Statistics
Dr. Wilson Gamao
MULTIVARIATE ANALYSIS OF
VARIANCE (MANOVA)
- is simply an ANOVA with several
dependent variables. That is to
say, ANOVA tests for the
difference in means between two
or more groups, while MANOVA
tests for the difference in two or
more vectors of means.
For example, we may conduct a study where we try two different
textbooks, and we are interested in the students' improvements in math
and physics. In that case, improvements in math and physics are the
two dependent variables, and our hypothesis is that both together are
affected by the difference in textbooks. A multivariate analysis of
variance (MANOVA) could be used to test this hypothesis.

Instead of a univariate F value, we would obtain a multivariate F value

(Wilks' λ) based on a comparison of the error variance/covariance matrix
and the effect variance/covariance matrix. Although we only mention
Wilks' λ here, there are other statistics that may be used, including
Hotelling's trace and Pillai's criterion.

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The "covariance" here is included because the two measures are
probably correlated and we must take this correlation into account when
performing the significance test. Testing the multiple dependent variables
is accomplished by creating new dependent variables that maximize
group differences. These artificial dependent variables are
linear combinations of the measured dependent variables.

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 Therefore, there are several types of research
The main objective in questions that may be answered by using
using MANOVA is to MANOVA:
determine if the 1. What are the main effects of the independent
response variables variables?
2. What are the interactions among the
(student improvement
independent variables?
in the example 3. What is the importance of the dependent
mentioned above), are variables?
altered by the 4. What is the strength of association between
observer’s dependent variables?
manipulation of the 5. What are the effects of covariates? How may
independent variables. they be utilized?

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Sample Data set

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One-way MANOVA
compares two or more
continuous response
variables (e.g. Test Score and
Annual Income) by a single
factor variable (e.g. Level of
Education)

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Two-way MANOVA
compares two or more
continuous response
variables (e.g. Test Score
and Annual Income) by
two or more factor
variables (e.g. Level of
Education and Zodiac
Sign). 9
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When comparing two or more continuous
response variables by a single factor, a one-way
MANOVA is appropriate (e.g. comparing ‘test
score’ and ‘annual income’ together by ‘level of
education’).

A two-way MANOVA also entails two or more

continuous response variables, but compares
them by at least two factors (e.g. comparing ‘test
score’ and ‘annual income’ together by both ‘level
of education’ and ‘zodiac sign’).

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If the overall multivariate test is significant, we conclude that the respective effect
(e.g., textbook) is significant. However, our next question would of course be whether
only math skills improved, only physics skills improved, or both. In fact, after
obtaining a significant multivariate test for a particular main effect or interaction,
customarily one would examine the univariate F tests for each variable to interpret
the respective effect. In other words, one would identify the specific dependent
variables that contributed to the significant overall effect.

MANOVA is useful in experimental situations where at least some of the independent

variables are manipulated. It has several advantages over ANOVA. First, by
measuring several dependent variables in a single experiment, there is a better
chance of discovering which factor is truly important. Second, it can protect against
Type I errors that might occur if multiple ANOVA’s were conducted independently.
Additionally, it can reveal differences not discovered by ANOVA tests.

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MANOVA
ASSUMPTIONS
In order to use MANOVA the
following assumptions must be
met:
Assumption #1: Your two or more dependent variables should be measured at
the interval or ratio level (i.e., they are continuous). Examples of variables that meet
this criterion include revision time (measured in hours), intelligence (measured using IQ
score), exam performance (measured from 0 to 100), weight (measured in kg), and so
forth.
Assumption #2: Your independent variable should consist of two or more
categorical, independent groups. Example independent variables that meet this
criterion include ethnicity (e.g., 3 groups: Caucasian, African American and Hispanic),
physical activity level (e.g., 4 groups: sedentary, low, moderate and high), profession
(e.g., 5 groups: surgeon, doctor, nurse, dentist, therapist), and so forth.
Assumption #3: You should have independence of observations, which means that
there is no relationship between the observations in each group or between the groups
themselves. For example, there must be different participants in each group with no
participant being in more than one group. This is more of a study design issue than
something you can test for, but it is an important assumption of the one-way MANOVA.

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Assumption #4: You should have an adequate sample size. Although the larger your
sample size, the better; for MANOVA, you need to have more cases in each group than the
number of dependent variables you are analysing.

Assumption #5: There are no univariate or multivariate outliers. First, there can be no

(univariate) outliers in each group of the independent variable for any of the dependent
variables. This is a similar assumption to the one-way ANOVA, but for each dependent
variable that you have in your MANOVA analysis. Univariate outliers are often just called
outliers and are the same type of outliers you will have come across if you have conducted
t-tests or ANOVAs. We refer to them as univariate in this guide to distinguish them from
multivariate outliers. Multivariate outliers are cases which have an unusual combination of
scores on the dependent variables. In our enhanced one-way MANOVA guide, we show you
how to: (1) detect univariate outliers using boxplots, which you can do using SPSS
Statistics, and discuss some of the options you have in order to deal with outliers; and (2)
check for multivariate outliers using a measure called Mahalanobis distance, which you
can also do using SPSS Statistics, and discuss what you should do if you have any.

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Assumption #6: There is multivariate normality. Unfortunately, multivariate normality is a
particularly tricky assumption to test for and cannot be directly tested in SPSS Statistics.
Instead, normality of each of the dependent variables for each of the groups of the
independent variable is often used in its place as a best 'guess' as to whether there is
multivariate normality. You can test for this using the Shapiro-Wilk test of normality, which
is easily tested for using SPSS Statistics. In addition to showing you how to do this in our
enhanced one-way MANOVA guide, we also explain what you can do if your data fails this
assumption.

Assumption #7: There is a linear relationship between each pair of dependent

variables for each group of the independent variable. If the variables are not linearly
related, the power of the test is reduced. You can test for this assumption by plotting
a scatterplot matrix for each group of the independent variable. In order to do this, you will
need to split your data file in SPSS Statistics before generating the scatterplot matrices.

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Assumption #8: There is homogeneity of variance-covariance matrices. You can test
this assumption in SPSS Statistics using Box's M test of equality of covariance. If your
data fails this assumption, you may also need to use SPSS Statistics to carry out Levene's
test of homogeneity of variance to determine where the problem may lie. We show you
how to carry out these tests using SPSS Statistics in our enhanced one-way MANOVA
guide, as well as discuss how to deal with situations where your data fails this assumption.

Assumption #9: There is no multicollinearity. Ideally, you want your dependent variables
to be moderately correlated with each other. If the correlations are low, you might be better
off running separate one-way ANOVAs, and if the correlation(s) are too high (greater than
0.9), you could have multicollinearity. This is problematic for MANOVA and needs to be
screened out. Whilst there are many different methods to test for this assumption, in our
enhanced one-way MANOVA guide, we take you through one of the most straightforward
methods using SPSS Statistics, and explain what you can do if your data fails this
assumption.

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References:

http://online.sfsu.edu/efc/classes/biol710/manova/MANOVAnewest.pdf

http://www.statsmakemecry.com/smmctheblog/stats-soup-anova-ancova-manova-
mancova

https://statistics.laerd.com/spss-tutorials/one-way-manova-using-spss-statistics.php

https://statistics.laerd.com/spss-tutorials/one-way-manova-using-spss-statistics-2.php

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 Thank you!
That ends our presentation.
Prepared by:
ALORRO, PHOEBE ROCHE
CASONETE, ROSEMARIE
SUMBE, REX
EDUC 102 (SAT 07:00am-10:00am)
Advanced Statistics 29
Dr. Wilson Gamao