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Variance (MANOVA)
Prof. Andy Field
Aims
When and Why do we Use
MANOVA?
Issues for MANOVA Analysis
Theory Behind MANOVA:
SSCP Matrices
Discriminant Variates
MANOVA Test Statistics
Slide 2
Issues in MANOVA
Selecting Dependent Variables
Test Statistics (Choice of four)
Power
Power depends upon correlations
between Dependent Variables
Conflicting evidence about Test
Power
Slide 4
Theory: An Example
Efficacy of psychotherapy on OCD
Three Groups:
Cognitive Behaviour Therapy (CBT)
Behaviour Therapy (BT)
No Treatment (NT)
SSM
Improvement Due to the Model
F SSM/SSR
Slide 6
SSR
Error in Model
Slide 7
Slide 8
Slide 9
Sums of Squares
Slide 10
Slide 11
Slide 12
Slide 13
An Equivalent to F
F
SSCP M
SSCP R
Slide 14
SSCP M
SSCP R
H
-1
HE
E
The Result
0.0202 0.0021
E
0.0021 0.0084
-1
0.2273 0.0852
HE
0.1930 0.1794
-1
Slide 15
Discriminant Variates
V1 b1Actions b2 Thoughts
0.603
eigenvecto r1
0
.
335
0.425
eigenvecto r2
0
.
339
Eigenvalues (i)
1
HE var iates
Slide 17
0.335 0.000
0.000 0.073
Pillai-Bartlett Trace
i 1
Slide 18
i
1 i
Hotellings Trace
i
i 1
Slide 19
Wilks Lambda
i 1
Slide 20
1
1 i
Pillais Trace
Robust when sample sizes are equal.
Slide 22
Exploring Data
Setting contrasts
For this example it makes sense to
compare each of the treatment
groups to the no-treatment control
group. The no-treatment control
group was coded as the last
category, so we could set this
contrast by executing:
contrasts(ocdData$Group)<contr.treatment(3, base = 3)
Slide 24
Setting contrasts
Alternatively, we could set the
contrasts by executing:
CBT_vs_NT<-c(1, 0, 0)
BT_vs_NT <-c(0, 1, 0)
contrasts(ocdData$Group)<cbind(CBT_vs_NT, BT_vs_NT)
Slide 26
intercept = TRUE)
intercept = TRUE, test =
intercept = TRUE, test =
intercept = TRUE, test = "Roy")
Contrasts
The contrasts are not part of the MANOVA
model and so to generate the output for
them you have to create separate linear
models for each outcome measure.
actionModel<-lm(Actions ~ Group, data =
ocdData)
thoughtsModel<-lm(Thoughts ~ Group, data
= ocdData)
summary.lm(actionModel)
summary.lm(thoughtsModel)
Contrasts
Robust MANOVA
Factor A: Treatment Group
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
Original Data
CBT
BT
NT
Actions
Thoughts
Actions
Thoughts
Actions
Thoughts
5
5
4
4
5
3
7
6
6
4
14
11
16
13
12
14
12
15
16
11
4
4
1
1
4
6
5
5
2
5
14
15
13
14
15
19
13
18
14
17
4
5
5
4
6
4
7
4
6
5
13
15
14
14
13
20
13
16
14
18
Restructured Data
Robust MANOVA
ocdData$row<-rep(1:10, 3)
ocdMelt<-melt(ocdData, id = c("Group",
"row"), measured = c("Actions",
"Thoughts"))
names(ocdMelt)<-c("Group", "row",
"Outcome_Measure", "Frequency")
ocdRobust<-cast(ocdMelt, row ~ Group +
Outcome_Measure, value = "Frequency")
ocdRobust$row<-NULL
ocdRobust
Robust MANOVA
mulrank(3, 2, ocdRobust)
cmanova(3, 2, ocdRobust)
Slide 36
Discriminant Analysis
Output
Discriminant Analysis
Output
Discriminant Function
Analysis
2
B T
B T
C B T
B T
C B T
C B T
CN B T T
C B T
LD 2
NB T
B T
B T
CN BT T
CN B T T
N T
N T
C B T
N T
N T
C B T
-1
B T
C B T
NB T
-2
N T
B T
-2
-1
LD 1
BT
BT
BT
BT
CBT
CBT
BT
BT
NT
NT
CBT
BT
BT
NT
CBT
NT
CBT
NT
NT
CBT
NT
CBT
-1
-1
NT
NT
NT
CBT
CBT
BT
NT
BT
CBT
NT
BT
NT
-2
NT
BT
-2
CBT
NT
BT
BT
CBT
NT
BT
-2
LD2
CBT
NT
CBT
NT
BT
BT
CBT
NT
CBT
CBT
CBT
NT
LD2
CBT
CBT
-1
0
LD1
BT
-2
-1
0
LD1