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Analisis Peubah Ganda

Pertemuan VII

Sekolah Tinggi Ilmu Statistik

Multivariate Analysis Of
Variance (Manova)

Introduction

What is MANOVA
The purpose of a t test is to assess the likelihood that the means for
two groups are sampled from the same sampling distribution of
means. The purpose of an ANOVA is to test whether the means for
two or more groups are taken from the same sampling distribution.
Multivariate analysis of variance (MANOVA) is simply an
ANOVA with several dependent variables.
MANOVA tests whether mean differences among groups on a
combination of DVs is likely to occur by chance.

Research Question
There are several types of research questions that may be answered by
using MANOVA:
1. What are the main effects of the independent variables?
2. What are the interactions among the independent variables?
3. What is the importance of the dependent variables?
4. What is the strength of association between dependent variables?
5. What are the effects of covariates? How may they be utilized?

Why MANOVA?
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 ANOVAs were conducted
independently.
Additionally, it can reveal differences not discovered by
ANOVA tests.

One Way Models

Review: Univariate One-Way ANOVA


In the balanced one-way ANOVA, we have a random sample of n
observations from each of k normal populations with equal
variances, as in the following layout:
The Model :

. =

Overall
mean

Treatment
effect

Random
error

..

. ..

Example 1
(The sum of squares
decomposition for
univariate ANOVA)
see Johnson, p.298

Consider the following independent samples.


Population 1: 9,6,9
1. = 8
Population 2:0,2
2. = 1
Population 3: 3,1,2
3. = 2
Overall mean .. =

9+6++2
8

=4

We find that, for example, decomposition of


y31= 3 is:
y31= 3 = .. + (. .. ) + ( . )
= 4 + (2 4) + (3 2)
Then,

We wish to compare the sample means . ., i = 1, 2, . . . , k, to see


if they are sufficiently different to lead us to believe the population
means differ.
The hypothesis can be expressed as:
H0 : 1 = 2 = = k .
H1 : At least one sample mean different
If the hypothesis is true, all yij are from the same population, N(,
2), and we can obtain two estimates of 2:
1) based on the sample variances s21 , s22 , . . . , s2k

2) based on the sample means 1. ., 2. ., . . . , . .. (under H0)

where

If H0 is false,

Meanwhile

2
their ratio forms
an F statistic

The F statistic is distributed as Fk1,k(n1) when H0 is true.


Reject H0 if F > F

ANOVA Table for Comparing Univariate


Population Means

Source of Variation
Treatment
(Between)
Residual
(Within)

Sum Squares

k -1
SSH =

SSH =

Total

Degree of Freedom
(df)

. 2 . 2

. 2

..

k(n-1) atau
( 1)

Using the information in Example 1, we have the


following ANOVA table:
Example 2
(A univariate ANOVA
table and F-test for
treatment effects)
see Johnson, p.301

Source of
Variation

Sum Squares

Treatment
(Between)

SSH = 78

Residual
(Within)

SSE = 10

Total

SST = 88

Consequently:

Degree of
Freedom
(df)

k1=2
(

1)
=5

78 2
=
= 19,5
10/5
Since F = 19.5 > fa.sC-Ol) = 13.27, we reject Ho:
1 = 2 = 2 = 0 (no treatment effect) at the 1 %
level of significance.

Multivariate One-Way MANOVA


(Balanced)
Assume that k independent random samples of size n are obtained
from p-variate normal populations with equal covariance matrices,
as in the following layout for balanced one-way multivariate
analysis of variance.

Totals and means are defined as follows:

Where

Hypothesis

Sum Squares
In the univariate case, we have between and within sums of squares SSH
and SSE. By analogy, in the multivariate case, we have between and within
matrices H and E, defined as

The matrix E

Assumptions
1. The random samples from different populations are
independent.
2. All populations have a common covariance matrix .
3. Each population is multivariate normal.

Wilks Test Statistic


The likelihood ratio test of H0 : 1 = 2 = = k is given by
Wilks
We reject H0 if ,p,H ,E .
The parameters in Wilks distribution are
p = number of variables (dimension),
H = degrees of freedom for hypothesis,
E = degrees of freedom for error.

above

above

Transformations of Wilks to Exact Upper Tail F-Tests

For values of p and H other than those in Table above, an


approximate F statistic is given by

If the multivariate test based on rejects H0


If the multivariate test based on rejects H0, it could be followed
by an F-test on each of the p individual ys.
We can formulate a hypothesis comparing the means across the k
groups for each variable, namely,
H0r : 1r = 2r = = kr ,
r = 1, 2, . . . , p.
It does not necessarily follow that any of the F-tests on the p
individual variables will reject the corresponding H0r
Conversely, it is possible that one or more of the Fs will reject H0r
when the -test accepts H0.
In either case, where the multivariate test and the univariate tests
disagree, we use the multivariate test result rather than the
univariate results.

Unbalanced One-Way MANOVA


Model:

mean vectors become


total vectors are
The H and E matrices are calculated as

Wilks for Unbalanced MANOVA


Wilks for unbalanced MANOVA has the same form as in
balanced, using H and E. We have

Example 3

Suppose an additional variable is observed along with


the variable introduced in Example 1. Arranging the
observation pairs yij in rows, we obtain

(A MANOVA table
and Wilks' lambda for
testing the equality of
three mean vectors)
see Johnson, p.304

Then we can obtain E and H

E=

H=

1. From Table of Lower Critical Values of Wilks , = .01,


where p = 2, vH = 2, and vE = 5, we obtain

0.05,2,2,5 = 0,117
and because < 0.05,2,2,5 then we reject H0
2. Or since p = 2 and k = 3

with a percentage point of an F-distribution having v1 = 2(k


1) = 4 and v2 = 2(ni - k - 1) = 8 d.f. Since 8.19 > F4,8(0.01) =
7.01, we reject H0 at the = .01 level and conclude that
treatment differences exist.

Exercise

1. Baten, Tack, and Baeder (1958) compared judges scores on fish


prepared by three methods. Twelve fish were cooked by each
method, and several judges tasted fish samples and rated each
on four variables: y1 = aroma, y2 = flavor, y3 = texture, and y4 =
moisture. The data are in Table next page. Each entry is an
average score for the judges on that fish.
Do a Wilks Test to find effect of three methods to all variables
was exist!