In this example, we will look at a multivariate analysis of variance. The difference
between univariate and multivariate analyses is that a univariate analysis has only one dependent variable (with any number of independent variables / predictors). A multivariate analysis, on the other hand, has many dependent variables (again, with any number of IVs). The goal of our analysis is to look for an effect of one or more IVs on several DVs at the same time. Therefore, were going to use the familiar general linear model command in SPSS, but choose a multivariate analysis.
This dataset has information about whether a person is in one of several different experimental groups (group), and their scores on three different types of memory tests (recognition, free recall, and cued recall). The difficulty level of each memory task is also rated.
We will treat the three different memory tasks as different examples of a single phenomenon (memory). Therefore, we will look at all three together as dependent variables in our analysis. A dialog box will appear. It should look very similar to the dialog box that weve been using for the past two weeks (except that it says multivariate up here, instead).
Now, hit the Options button to go on. In a multivariate analysis, you have more than one DV, so you can select many DVs and put them into this box together. In this case, we have three different memory tests and we want to test for an effect of the IV on all three of them at once.
In the fixed factor box, put the predictor that were looking at: experimental group membership. Again, this options dialog is very similar to the used in the univariate analyses.
Hit Continue, and then, back in the main dialog box, hit the Model button to go on. Click on the observed power button to get the statistical power of the multivariate tests. Heres the model dialog box, again very similar to the one for univariate analyses.
As usual, you can use the default value of full factorial, or you can select just certain variables to be included in the model.
Go back to the main dialog box, and hit OK to run the analysis. The output has two segments. The first part gives you the results of the multivariate tests. Multivariate Tests d
Effect Value F Hypothesis df Error df Sig. Noncent. Parameter Observed Power b
Intercept Pillai's Trace .947 249.681 a 3.000 42.000 .000 749.044 1.000 Wilks' Lambda .053 249.681 a 3.000 42.000 .000 749.044 1.000 Hotelling's Trace 17.834 249.681 a 3.000 42.000 .000 749.044 1.000 Roy's Largest Root 17.834 249.681 a 3.000 42.000 .000 749.044 1.000 group Pillai's Trace .464 2.683 9.000 132.000 .007 24.147 .940 Wilks' Lambda .592 2.737 9.000 102.368 .007 19.567 .864 Hotelling's Trace .597 2.698 9.000 122.000 .007 24.282 .941 Roy's Largest Root .326 4.777 c 3.000 44.000 .006 14.330 .874 a. Exact statistic b. Computed using alpha =.05 c. The statistic is an upper bound on F that yields a lower bound on the significance level. d. Design: Intercept +group
As usual for these F-test results, ignore the section labeled Intercept.
These four numbers give you the p-values for the four different multivariate tests. These results tell you if there is a significant effect of the IVs on all of the DVs, considered as a group. If you are asked overall, is there a significant effect of something on some set of variables, as a group, then you would run a MANOVA and look at these multivariate tests for your conclusion.
Remember that theres no one single multivariate test; there are four different ones. In this case theyre all significant (p <.05), so we can conclude that Group Membership did have a significant effect on the three different memory variables. Heres the second part of the results section. This gives univariate tests for the effects of Group Membership on each of the different DVs. Think of this table as several F-test tables, all stacked on top of one another. For instance, if you look at all of the rows with blue print, you could put them all back together into a single F-table. You could do similar re-arranging to get the individual F-tables for the other two variables.
Tests of Between-Subjects Effects Source Dependent Variable Type III Sum of Squares df Mean Square F Sig. Noncent. Parameter Observed Power b
Corrected Model dime nsion 1 Recognition Test 26000.229 a 3 8666.743 3.739 .018 11.217 .773 Cued Recall Test 17136.396 c 3 5712.132 3.343 .028 10.030 .721 Free Recall Test 8305.583 d 3 2768.528 3.687 .019 11.061 .767 Intercept dime nsion 1 Recognition Test 827662.688 1 827662.688 357.080 .000 357.080 1.000 Cued Recall Test 708831.021 1 708831.021 414.865 .000 414.865 1.000 Free Recall Test 572470.083 1 572470.083 762.408 .000 762.408 1.000 group dime nsion 1 Recognition Test 26000.229 3 8666.743 3.739 .018 11.217 .773 Cued Recall Test 17136.396 3 5712.132 3.343 .028 10.030 .721 Free Recall Test 8305.583 3 2768.528 3.687 .019 11.061 .767 Error dime nsion 1 Recognition Test 101986.083 44 2317.866
Cued Recall Test 75177.583 44 1708.581
Free Recall Test 33038.333 44 750.871
Total dime nsion 1 Recognition Test 955649.000 48
Cued Recall Test 801145.000 48
Free Recall Test 613814.000 48
Corrected Total dime nsion 1 Recognition Test 127986.313 47
Cued Recall Test 92313.979 47
Free Recall Test 41343.917 47
a. R Squared =.203 (Adjusted R Squared =.149) b. Computed using alpha =.05 c. R Squared =.186 (Adjusted R Squared =.130) d. R Squared =.201 (Adjusted R Squared =.146)
These cells (the shaded ones) are the ones were most interested in. These p-values tell you that Group Membership had a significant effect on the results of the Recognition Test (p =.018), the results of the Cued Recall Test (p =.028), and the results of the Free Recall Test (p =.019).
Please note that the results in this table are not the results of a MANOVA. They are the results of three separate univariate ANOVAs that are done as a step down analysis after you ran the MANOVA. This is something like doing post-hoc tests after a significant one-way F-test. The univariate results together do not add up to the multivariate test. If the multivariate test is really what you are interested in, look at the first table of the output instead. If the univariate tests are really what youre interested in, skip the MANOVA and just do the three different univariate tests but you will need to do a correction to your alpha level to control for inflated Type I error when doing multiple tests!
MANCOVA in SPSS Now lets go back to the main dialog box for the multivariate analysis, and add a covariate to the model. The question here is does the effect of experimental group membership on the three memory variables remain significant after controlling for the item difficulty of the memory tasks? To do this test, enter test item difficulty as a covariate.
Heres what the model dialog looks like. (Again, you can get the same result by leaving the model on its default setting, full factorial).
You do have to leave the Sums of Squares setting on Type III, in order to get a test of the effects of each variable after controlling for the effects of the others. (But thats the default setting, so you dont actually need to do anything here).
Hit Continue, and then in the main dialog box, hit OK to run the test. Here are the resultsagain, the first section shows you the results of the multivariate tests (i.e., the effect of the various predictors on all of the memory tasks).
Multivariate Tests d
Effect Value F Hypothesis df Error df Sig. Noncent. Parameter Observed Power b
Intercept Pillai's Trace .308 6.083 a 3.000 41.000 .002 18.250 .942 Wilks' Lambda .692 6.083 a 3.000 41.000 .002 18.250 .942 Hotelling's Trace .445 6.083 a 3.000 41.000 .002 18.250 .942 Roy's Largest Root .445 6.083 a 3.000 41.000 .002 18.250 .942 group Pillai's Trace .472 2.675 9.000 129.000 .007 24.078 .939 Wilks' Lambda .585 2.732 9.000 99.934 .007 19.523 .862 Hotelling's Trace .611 2.694 9.000 119.000 .007 24.242 .940 Roy's Largest Root .334 4.785 c 3.000 43.000 .006 14.354 .873 difficlt Pillai's Trace .016 .224 a 3.000 41.000 .879 .673 .089 Wilks' Lambda .984 .224 a 3.000 41.000 .879 .673 .089 Hotelling's Trace .016 .224 a 3.000 41.000 .879 .673 .089 Roy's Largest Root .016 .224 a 3.000 41.000 .879 .673 .089 a. Exact statistic b. Computed using alpha =.05 c. The statistic is an upper bound on F that yields a lower bound on the significance level. d. Design: Intercept +group +difficlt
You can see that difficulty has been included in this model as a covariate. Again, look at the multivariate test results, just in the rows for the IV called Group. Again, all four multivariate tests are significant, so we can conclude that the effects of group membership on the three memory tasks are still significant, even after controlling for the effects of test item difficulty on peoples performance on the three memory tasks.
Congratulations! You have now completed a one-way multivariate analysis of covariance, or MANCOVA. We use this term because we have: --one nominal-level predictor (or fixed factor) --many I/R-level DVs --and an I/R-level predictor (as a covariate)
Paul F. Cook, University of Colorado Denver, Center for Nursing Research Updated 1/10 with SPSS (PASW) version 18