Lab 4 -- MANOVA on SPSS

The MANOVA The MANOVA Steps The Output Interpretation

A Multivariate Analysis of Variance (MANOVA) is often used as a multivariate analog of the ANOVA, but when there are multiple dependent variables. (Note that an ANOVA can handle multiple independent variables, but only one dependent variable at a time.) I will have much to say in lecture about the limited appropriateness of MANOVA, however you should know of its existence since it is used often. These are the SPSS instructions and an example of a simple MANOVA. For a simple oneway MANOVA, the data set should have one independent variable (grouping variable) and at least two dependent variables. In the example herein I use gender as the IV and the GRE verbal and quantitative (grev and greq) scores as DVs. The data set used herein (DESC.sav) is included in this MANOVA folder. Click Analyze/General Linear Model/Multivariate. Place the dependent variables in the box labeled such and the independent variable in the "Fixed Factors" box. Open "Options" and check the boxes as denoted in the screen shot showing all of this below.

Click "Continue" in the Options window and "OK" in the "Multivariate" window and your job will run. The output for this run is:

General Linear Model

Between-Subjects Factors

Value Label GENDER 1.00 female 2.00 male

N 193 45

Descriptive Statistics GENDER female GRE- VERBAL male Total female GRE-QUANTITATIVE male Total Mean 493.8860 470.8889 489.5378 485.1813 525.7778 492.8571 Std. Deviation N

90.35767 193 93.07432 45

91.12631 238 95.87912 193 118.92490 45

101.62098 238

Box's Test of Equality of Covariance Matrices(a) Box's M F df1 df2 Sig. Tests the null hypothesis that the observed covariance matrices of the dependent variables are equal across groups. a Design: Intercept+GENDER Multivariate Tests(c) Hypothesi s df Error df 235.00 0 235.00 0 235.00 0 235.00 0 235.00 0 235.00 0 235.00 0 235.00 0 Partial Eta Sig. Square d .00 0 .00 0 .00 0 .00 0 .00 1 .00 1 .00 1 .00 1 .959 .959 .959 Noncent. Paramete r 5542.409 5542.409 5542.409 Observe d Power(a) 1.000 1.000 1.000 3.722 1.219 3 86913.177 .301

Effect

Value

Pillai's Trace Wilks' Lambda Intercept Hotelling' s Trace Roy's Largest Root Pillai's Trace GENDE R Wilks' Lambda Hotelling' s Trace Roy's Largest

.959 .041

2771.204(b ) 2771.204(b )

2.000 2.000 2.000

23.58 2771.204(b 5 ) 23.58 2771.204(b 5 ) .054 .946 .057 .057 6.707(b) 6.707(b) 6.707(b) 6.707(b)

2.000

.959

5542.409

1.000

2.000 2.000 2.000 2.000

.054 .054 .054 .054

13.415 13.415 13.415 13.415

.913 .913 .913 .913

Root a Computed using alpha = .05 b Exact statistic c Design: Intercept+GENDER Levene's Test of Equality of Error Variances(a) F GRE- VERBAL GRE-QUANTITATIVE .001 3.443 df1 1 1 df2 236 236 Sig. .976 .065

Tests the null hypothesis that the error variance of the dependent variable is equal across groups. a Design: Intercept+GENDER Tests of Between-Subjects Effects Dependent Variable GREVERBAL Type III Sum of Squares 19299.223(b ) 60140.712(c ) 33966035.3 57 37295811.3 00 19299.223 Mean Square Partial Observe Noncent. Sig Eta d Paramet . Square Power(a er d ) .12 8 .01 5 .00 0 .00 0 .12 8 .01 5 .010 2.337 .331

Source

df

19299.223

2.337

Correcte d Model GREQUANTITATI VE GREVERBAL Intercept GREQUANTITATI VE GREVERBAL GENDER GREQUANTITATI VE GREVERBAL Error GREQUANTITATI VE GREVERBAL Total GREQUANTITATI VE GREVERBAL

60140.712

5.945

.025

5.945

.680

33966035.3 4113.39 57 8 37295811.3 3686.90 00 6 19299.223 2.337

.946 4113.398

1.000

.940 3686.906

1.000

.010

2.337

.331

60140.712 1948749.93 7 2387316.43 1 59004100.0 00 60259600.0 00 1968049.16 0 2447457.14 3

1 23 6 23 6 23 8 23 8 23 7 23 7

60140.712

5.945

.025

5.945

.680

8257.415

10115.748

Correcte GREd Total QUANTITATI VE

a Computed using alpha = .05

b R Squared = .010 (Adjusted R Squared = .006) c R Squared = .025 (Adjusted R Squared = .020)

Interpretation An assumption of the MANOVA is that the covariance matrices of the dependent variables are the same across groups (determined by levels of the independent variable) in the population. This is the multivariate analog of the assumption of equal variances for the ANOVA. Box's M tests that assumption. In the case at hand the p value of .301 suggests that the hypothesis of equal covariance matrices can not be rejected. So we have not violated an assumption of MANOVA, and may feel confident in continuing (at least in respect to this assumption). The Multivariate Tests (Pillai's, Wilks', Hotelling's, and Roy's) all test the MANOVA null hypothesis -- that the mean on the composite variable is the same across groups. In the multivariate case, these tests can, in general, provide different results. In our present simple example contrasting across two groups, they are necessarily the same. Thus we find the multivariate hypothesis that the mean on the composite is the same across groups rejected. Remember that this is a test of the equality of a composite of the means (optimized to yield the maximum possible F-ratio) across groups. Almost all MANOVA programs provide univariate tests for each of the dependent variables used in the MANOVA. This is probably done for a bad reason, as the practice has been to only pursue univariate tests if the multivariate test is significant (in an incorrect attempt to protect against a Type I error). For this reason, we have the standard Levene's test of the assumption of equal variances for each of our dependent variables as this is an assumption of the ANOVA. For both grev and greq, the test produces an nonsignificant p value, so the null hypotheses regarding equal variances can not be rejected for either dependent variable, thus ANOVA is fine. We can, however, consider these univariate tests if we wish (although we should realize that they are not directly related to the multivariate test), as long as we treat the error rate appropriately. A simple (although not necessarily optimal) way to adjust the error rate is to use the Bonferroni inequality, thus we test each of our two null hypotheses regarding each of our two dependent variables at the /2 level. For the sake of demonstration, let =.05, thus the adjusted error rate is .025. We see (under the Tests of Between-Subjects Effects") that, using this modified , the null hypothesis regarding greq would be rejected (and looking at the means we see that the males were superior), but that the null for grev would not be rejected.