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Pertemuan VII
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.
. =
Overall
mean
Treatment
effect
Random
error
..
. ..
Example 1
(The sum of squares
decomposition for
univariate ANOVA)
see Johnson, p.298
9+6++2
8
=4
where
If H0 is false,
Meanwhile
2
their ratio forms
an F statistic
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)
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.
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.
above
above
Example 3
(A MANOVA table
and Wilks' lambda for
testing the equality of
three mean vectors)
see Johnson, p.304
E=
H=
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
Exercise