Introduction to Multivariate Analysis MPU2263

Zairul Nor Deana Md Desa, Ph.D. Department of Educational Foundations and Social Sciences Universiti Teknologi Malaysia Email: zairul@utm.my

Lecture 3: Multivariate ANOVA (MANOVA)

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Outline

Multivariate Analysis of Variance (MANOVA)

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Purpose of Multivariate ANOVA

It is a generalization of ANOVA with several DVs.

IV can be different treatments or groups.

To discover whether behavior (i.e. the DVs) is changed by manipulation of the IVs. Sometimes the treatment (or groups) shown no difference in separate ANOVA but when responses to more than one DV group differences become apparent.
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Research Questions in MANOVA

What is it the changes in composite DV as a result of different treatments (or groups) and their interaction. Is a combination of DVs varies as a function of IVs?

Is there any difference between the means and, thus, is there any statistically difference among groups?

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Research Questions in MANOVA

Overall Model

What is the proportion of the composite DV explained by each IV? Separate test for each IV Are there mean differences in composite DV associated with differences in treatment (or group)? - without covariate Are there differences in composite DV associated with IV, after adjustment for covariate prior to treatment (or condition)? - with covariate (for next week) Does change in the DV over levels of one IV depend on the level of another IV? Is the pattern of responses to the different types (or levels) of one IV the same for different levels of another IV? Given different types of treatment, does one treatment works better than the other? 7/9/2013

Main Effect

Interaction Effect

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Theoretical Issues

How to choose IVs and/or DVs?

Logic and research design! Skills and area of study A set of continuous DVs Start from looking at more important DVs than others Categorical IVs CVs are need to be controlled for or removed. Identify a set of CVs that are uncorrelated with each other Select CVs that adjust the DV for predictable but unwanted sources of variability. Based on theoretical ground and literature. Can look at CV with highest correlation with DV.
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How to choose covariates (CVs)?

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Fundamental Interpretation in MANOVA

See Example

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Example

A study on proficiency assessment among English language leaners. See SPSS output

Data file: data3MANOVA.sav Output file: outData3.spv

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Example

How-to-SPSS

Please refer to SPSS hand-out! Analyze>Generalized Linear Model>Multivariate

Select the DVs (e.g. listen, read, speak, write) Select the IVs (e.g. Nation) In Options button:

Choose all IVs to Display Means for Check Descriptive Statistics, Estimate of Effect Size, Homogeneity test

In Post Hoc button:

Choose pairwise comparison adjustment method (optional for this example) Use LSD for <4 pairwise comparisons, and use sequential Bonferroni for more than 4 comparisons. Note.
# =
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Example One-way MANOVA

Steps in interpreting MANOVA results in SPSS

1.

Examine the Boxs M Test (i.e. test for the assumption of homogeneity variance-covariance of DVs across IVs)
We want non significant result (Why?) at = .001 (why conservative significance level?) followed up with Wilks Lambda. If the test is non-significant the follow-up analysis must use Pillais Trace in order to use MANOVA!

2.

Examine multivariate model (Omnibus Multivariate Test)

For each IV, examine its multivariate test at .001 level. Significant result Multivariate test is more powerful than univariate in examine the DV as a composite (i.e. combination of DVs) It provide information about the proportion of generalized variance in the DVs that is accounted for by the IVs. 7/9/2013

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Example - One-way MANOVA

Steps in interpreting MANOVA results in SPSS

3.

Levenes Test
Test for the equality of error variances in each DV Want significant results reject null hypothesis that variances across groups are unequal. If significant for some DVs proceed with nonparametric or univariate ANOVA. We can also use MANOVA and assuming for unequal variances across groups!

4.

Examine Test of Between Subjects Effects

We want to look at an individual effect of IV (one-way ANOVA) We want to look at main and interaction effects (two- or three-way ANOVA). We want significant results to support researchers hypotheses! Note. Bonferroni adjustment of the significant level must be used! 0.05 =
#
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Example - One-way MANOVA

Steps in interpreting MANOVA results in SPSS

5.

Follow-up Tests with LMATRIX (Pairwise comparisons)

LSD or Bonferroni (in Post Hoc button) or contrast in Contrast button in default SPSS wont provide F value and degree of freedom for the pairwise comparisons. LMATRIX will use contrast for the comparison which will test each individual level of IV appropriately Use the same procedure in Slide 9 then click Paste to use Syntax for LMATRIX procedure. Completed follow-up tests can be found in Contrast Results (K Matrix)a andUnivariate Test Results tables.

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Example - Two-way MANOVA

Now, consider two IVs in the model from previous example.

Data file: data3MANOVA.sav Output file: outData3-2.spv

We need to examine significant interaction, main effect, and simple main effect. Use sequential Bonferroni adjustment for follow-up test with more than 4 pairs of comparison.
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Next Week

Multivariate ANCOVA (MANCOVA)

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