Research Methodology and

Applied Statistics
Week 8
MULTIVARIATE ONE WAY ANOVA
(MANOVA)
 REFERENCES

Alvin C. Rencher. 2012. Methods of Multivariate

Analysis (Wiley Series in Probability and Statistics).
John Wiley & Sons. . ISBN:978-0-470-17896-6.

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 Learning Outcomes
LO3: Use proper statistical techniques for statistical
decision making
LO4: interpret the result of the calculation
LO5 : Draw the statistical conclusions from
experiments and observations

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 ONE-WAY MODELS
In the balanced one-way ANOVA, we have a random
sample of n observations from each of k normal
populations with equal variances, as in the following
layout:

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 ONE-WAY MODELS

The k samples or the populations from which they arise are

sometimes referred to as groups. The groups may
correspond to treatments applied by the researcher in an
experiment. We have used the “dot” notation for totals and
means for each group:

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 ONE-WAY MODELS

We reject H0 if F > Fα.

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 Multivariate One-Way
Analysis of Variance
Model (MANOVA)
We often measure several dependent variables on each
experimental unit instead of just one variable. In the
multivariate case, we assume that k independent random
samples of size n are obtained from p-variate normal
populations with equal covariance matrices, as in the
following layout for balanced one-way multivariate
analysis of variance.

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 Multivariate One-Way Analysis
of Variance Model (MANOVA)

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 Multivariate One-Way Analysis
of Variance Model (MANOVA)

Totals and means are defined as follows:

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 Multivariate One-Way Analysis
of Variance Model (MANOVA)

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 Multivariate One-Way Analysis of
Variance Model (MANOVA)

So that the model for the r th variable (r = 1, 2, . . . , p)

in each vector yi j is

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 Multivariate One-Way Analysis
of Variance Model (MANOVA)

Thus H0 implies p sets of equalities:

All p(k − 1) equalities must hold for H0 to be true; failure of

only one equality will falsify the hypothesis.

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 Multivariate One-Way Analysis
of Variance Model (MANOVA)

BETWEEN

WITHIN

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 Wilks’ Test Statistic
The likelihood ratio test of H0 : 1 = 2 =...=k is given by

Wilks’ʌ

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 Wilks’ Test Statistic

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 Wilks’ Test Statistic
For values of p and νH other than those in Table 6.1, an
approximate Fstatistic is given by

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 Roy’s Test

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 Pillai and Lawley–
Hotelling Tests
The Pillai statistic is given by

We reject H0 for V(s) ≥ V(s)α

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 Pillai and Lawley–
Hotelling Tests

The Lawley–Hotelling statistic (Lawley 1938,

Hotelling 1951) is defined as

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 Unbalanced One-Way
MANOVA
The balanced one-way model can easily be extended to
the unbalanced case, in which there are ni observation
vectors in the ith group.

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 Unbalanced One-Way
MANOVA

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 EXAMPLE
In a classical experiment carried out from 1918 to 1934,
apple trees of different rootstocks were compared
(Andrews and Herzberg 1985, pp. 357–360). The data for
eight trees from each of six rootstocks are given in Table
6.2. The variables are

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 EXAMPLE

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 EXAMPLE

To obtain an approximate F, we first calculate

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 EXAMPLE

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 EXAMPLE

Pillai
Lawley–Hotelling statistic

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 COMPARISON OF THE
FOUR MANOVA TEST
STATISTICS
When H0 : µ1 = µ2 = ・ ・ ・ =µ k is true, all the mean vectors are at
the same point. Therefore, all four MANOVA test statistics have the
same Type I error rate, α, as noted in Section 6.1.7; that is, all have the
same probability of rejection when H0 is true. However, when H0 is
false, the four tests have different probabilities of rejection. We noted in
Section 6.1.7 that in a given sample the four tests need not agree, even
if H0 is true. One test could reject H0 and the others accept H0, for
example.

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 COMPARISON OF THE FOUR
MANOVA TEST STATISTICS

Historically, Wilks’ has played the dominant role in significance tests

in MANOVA because it was the first to be derived and has well-
known χ2- and F approximations. It can also be partitioned in certain
ways we will find useful later. However, it is not always the most
powerful among the four tests. The probability of rejecting H0 when it
is false is known as the power of the test.

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 COMPARISON OF THE FOUR
MANOVA TEST STATISTICS

Because Roy’s test uses only the largest eigenvalue of E−1H, it is

more powerful than the others if the mean vectors are collinear.
The other three tests have greater power than Roy’s when the
mean vectors are diffuse (spread out in several dimensions).

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 COMPARISON OF THE FOUR
MANOVA TEST STATISTICS

We inspect the eigenvalues of E−1H for the rootstock data of Table

6.2 for an indication of the configuration of the six mean vectors in
a four dimensional space. The eigenvalues are 1.876, .791, .229, .
026. The first eigenvalue, 1.876, constitutes a proportion

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 COMPARISON OF THE FOUR
MANOVA TEST STATISTICS

of the sum of the eigenvalues. Therefore, the first eigenvalue does

not dominate the others, and the mean vectors are not collinear. The
first two eigenvalues account for a proportion

of the sum of the eigenvalues, and thus the six mean vectors lie
largely in two dimensions. Since the mean vectors are not
collinear, the test statistics

will be more appropriate than θ in this case.

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 Contrast
A contrast in the population means is defined as a linear
combination

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 Contrast

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 Contrast

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 Multivariate Contrasts

A contrast among the population mean vectors is defined as

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 Multivariate Contrasts

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 Multivariate Contrasts

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 Multivariate Contrasts

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 Example
We consider the following two orthogonal contrasts for
the rootstock data in Table 6.2:

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 Example

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 Example
The mean vectors are given by

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 Example

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 Example

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 Example

Reject H0

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 EXERCISE

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Thank You