Multivariate Analysis of Variance

MANOVA
Overview of Analysis of Variance (ANOVA)

ANOVAs are used to investigate whether or not there is a

significant differences between three or more independent
groups based on a single dependent variable

The independent variable (IV) is a nominal quantity;

the dependent variable should be an ordinal or ratio/interval
quantity.
 ANOVA

Main Purpose:
To test differences in means (for groups or variables) for
statistical significance
Hypothesis:

F = Variance between groups = MSbetween

Variance within groups MSwithin

•If the null hypothesis, is true (that the population means on the
DV for the levels of the IV are equal to one another) then the ratio
of the between to the within estimate of σ2 should be equal to one
(that is, the between and within estimates should be the same)

•If the null hypothesis is false, and the population means are not
equal, then the F ratio will be significantly greater than unity
(one).
 But what if we
have two or
Don’t worry …
more dependent
MR.MANOVA
variables??
will save you
 Multivariate Analysis of Variance
MANOVA
An extension of univariate ANOVA procedures to situations in which there are two or
more related dependent variables [ ANOVA analyses only a single DV at a time]
the basic model is then:

Ho : 1   2  3   4  ...   k

• The MANOVA procedure identifies (inferentially) whether:

• Different levels of the IVs have a significant effect on a linear
combination of each of the DVs
• There are interactions between the IVs and a linear combination
of the DVs.
• There are significant univariate effects for each of the DVs
separately.
In a more simple way ….

(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 dependet variables.

when there are several correlated dependent variables, and the

researcher desires a single, overall statistical test on this set of
variables instead of performing multiple individual tests , he uses
MANOVA. ["Is the model significant for each dependent?" There will
be an F significance level for each dependent.]

and in some cases, the more important purpose is to explore

how independent variables influence some patterning of response on
the dependent variables. Here, resercher tests hypotheses about how
the independent variables differentially predict the dependent
variables. ["Is each effect significant?" OR which IV has more affect
on the DV ]
 But Why not
doing multiple
anova??!!

You do a MANOVA instead of a series of one-at-a-time ANOVAs for two reasons:

First :
Individual ANOVAs may not produce a significant main effect on the DV, but in
combination they might. This suggests that the variables are more meaningful
taken together than considered separately since MANOVA takes into account the
intercorrelations among the DVs.

In anova with a single DV , you put

“all the eggs in one basket”
In other words :
An ANOVA gives one overall test of the equality of means for several groups for
a single variable. The ANOVA will not tell you which groups differ from which
other groups.
so we use MANOVA : by measuring multiple DVs you increase your chances for
finding a group difference In this sense, in many cases such a test has more power
than the univariate procedure.

The second reason:

conducting multiple ANOVAs increases the chance for type 1 error (the probability of
falsely rejecting the null hypothesis: thinking there is no relationship when there is ) and
MANOVA can in some cases help control for the inflation.
In other words : The probability of Type I error at least once in the series of ANOVAs can
be as high as 1 - (1 - .05) k , where k is the number of ANOVAs conducted. Therefore, if a
researcher chooses the traditional α value of .05 for two ANOVAs, then Type I error can be
as high as .0975— not .05—even though the α for each ANOVA is .05.
 A word about MANOVA ‘s power
• MANOVA works well in situations where there are moderate correlations
between DVs. Why???
For very high or very low correlation in DVs, it is not suitable: if DVs are too
correlated, there isn’t enough variance left over after the first DV is fit, and if
DVs are uncorrelated, the multivariate test will lack power.

In other words, The power of a Manova actually depends on the nature of

the DV correlations :
• Power increases as correlations between DV with large consistent effect
sizes (that are in the same direction) move from near 1.0 toward -1.0
• Power increases as correlations become more positive or more negative
between DV that have very different effect sizes (i.e., one large and one
negligible)
• Power increases as correlations between DV with negligible effect sizes
shift from positive to negative (assuming that there are DV with large
effect sizes still in the design).
 MANOVA ASSUMPTIONS

•Type of variables
 Your two or more dependent variables should be measured at
the interval or ratio level and Your independent variable should consist of two or
more categorical, independent groups.
•Independent Random Sampling:
 MANOVA assumes that the observations are independent of one another, and
that the sample is completely random. [there must be different participants in
each group with no participant being in more than one group]. why??? :
that is that random sampling is employed, observations are not open to influence
of other observations. This reduces Type I error.

•Sample size
 You should have an acceptable 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 analyzing.
[here ,larger n is not always better ]
 MANOVA ASSUMPTIONS

• Multivariate Normality:
 In ANOVA, we assume that our DV is normally distributed within each group. In
MANOVA, we assume that the DVs (collectively) have multivariate normality within
groups .
•Linearity
 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,it can
lead to a loss of power to detect differences.

• Homogeneity of variance
 In ANOVA, it is assumed that the variances in each group are roughly equal
(homogeneity of variance). In MANOVA, we assume this is true for each DV, but
also that the correlation between any two DVs is the same in all groups
 MANOVA ASSUMPTIONS

•Multicollinearity and Singularity

 MANOVA works best when the DVs are only moderately correlated.
 When correlations are low, consider running separate ANOVAs
 When there is strong multicollinearity, there are unnecessary DVs (singularity)
which decreases statistical efficiency.
 Correlations above .7, and particularly above .8 or .9 are reason for
concern.[go see slide 10]
•Outliers
 MANOVA is sensitive to the effect of outliers (they impact on the Type I error
rate)
 MANOVA can tolerate a few outliers, particularly if their scores are not too
extreme and there is a reasonable N. If there are too many outliers, or very
extreme scores, consider deleting these cases or transforming the variables
involved.
 MANOVA - ADVANTAGES

• It tests the effects of several independent variables and several outcome

(dependent) variables within a single analysis
• It has the power of convergence (no single operationally defined dependent
variable is likely to capture perfectly the conceptual variable of interest)
• independent variables of interest are likely to affect a number of different
conceptual variables
- for example: an organisation's non-smoking policy will affect satisfaction,
production, absenteeism, health insurance claims, etc
• It can provide a more powerful test of significance than available when using
univariate tests
• It reduces error rate compared with performing a series of univariate tests
• It provides interpretive advantages over a series of univariate ANOVAs
• Since only ‘one’ dependent variable is tested, the researcher is protected against
inflating the type 1 error due to multiple comparisons.
 MANOVA - DISADVANTAGES

• In MANOVA, each effect evaluated for significance uses different discriminant

functions (Factor A may be found to influence a combination of dependent
variables totally different from the combination most affected by Factor B or the
interaction between Factors A and B).

• It can be very sensitive to outliers, for small N

• It assumes a linear relationship (some sort of correlation) between the

dependent variables

• MANOVA won't give you the interaction effects between the main effect and the
repeated factor
 HOW TO AVOID MANOVA
"Because of the increase in complexity and ambiguity of results with MANOVA, one of the best
overall recommendations is: Avoid it if you can." (Tabachnick & Fidell, 1983, p.230)

• Combine or eliminate dependent variables so that only one dependent variable

need be analyzed

• Use factor analysis to find orthogonal factors that make up the dependent
variables, then use univariate ANOVAs on each factor (because the factors are
orthogonal each univariate analysis should be unrelated)
 Conclusions: ANOVA vs. MANOVA

•“ANOVA” stands for “Analysis of Variance” while “MANOVA” stands for

“Multivariate Analysis of Variance.”

•ANOVA uses one or more categorical independents as predictors,

but only one dependent variable. In MANOVA there is more than
one dependent variable.
 Conclusions: ANOVA vs. MANOVA

•In ANOVA, we use the F-test to determine significance of a factor.

In MANOVA, we use a multivariate F-test called Wilk’s Lambda.

• The F value in ANOVA is based on a comparison of the factor

variance to the error variance. In MANOVA, we compare the factor
variance matrix because the measures are probably correlated and we must
take this correlation into account when performing the significance test.