Multivariate Analysis of Variance

(MANOVA)

Aaron French, Marcelo Macedo, John Poulsen, Tyler Waterson and Angela Yu

Keywords: MANCOVA, special cases, assumptions, further reading, computations

Introduction

Multivariate analysis of variance (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 vectors of means.

For example, we may conduct a study where we try two different textbooks, and we are interested in
the students' improvements in math and physics. In that case, improvements in math and physics are
the two dependent variables, and our hypothesis is that both together are affected by the difference in
textbooks. A multivariate analysis of variance (MANOVA) could be used to test this hypothesis. Instead
of a univariate F value, we would obtain a multivariate F value (Wilks' λ) based on a comparison of the
error variance/covariance matrix and the effect variance/covariance matrix. Although we only mention
Wilks' λ here, there are other statistics that may be used, including Hotelling's trace and Pillai's criterion.
The "covariance" here is included because the two measures are probably correlated and we must take
this correlation into account when performing the significance test. Testing the multiple dependent
variables is accomplished by creating new dependent variables that maximize group differences. These
artificial dependent variables are linear combinations of the measured dependent variables.

Research Questions

The main objective in using MANOVA is to determine if the response variables (student improvement in
the example mentioned above), are altered by the observer’s manipulation of the independent
variables. Therefore, 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?

If the overall multivariate test is significant, we conclude that the respective effect (e.g., textbook) is
significant. However, our next question would of course be whether only math skills improved, only
physics skills improved, or both. In fact, after obtaining a significant multivariate test for a particular
main effect or interaction, customarily one would examine the univariate F tests for each variable to
interpret the respective effect. In other words, one would identify the specific dependent variables that
contributed to the significant overall effect.

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 ANOVA’s were conducted independently.

Additionally, it can reveal differences not discovered by ANOVA tests. However, there are several
cautions as well. It is a substantially more complicated design than ANOVA, and therefore there can be
some ambiguity about which independent variable affects each dependent variable. Thus, the observer
must make many potentially subjective assumptions. Moreover, one degree of freedom is lost for each
dependent variable that is added. The gain of power obtained from decreased SS error may be offset by
the loss in these degrees of freedom. Finally, the dependent variables should be largely uncorrelated. If
the dependent variables are highly correlated, there is little advantage in including more than one in the
test given the resultant loss in degrees of freedom. Under these circumstances, use of a single ANOVA
test would be preferable.

Assumptions

Normal Distribution: - The dependent variable should be normally distributed within groups. Overall,
the F test is robust to non-normality, if the non-normality is caused by skewness rather than by outliers.
Tests for outliers should be run before performing a MANOVA, and outliers should be transformed or
removed.

Linearity - MANOVA assumes that there are linear relationships among all pairs of dependent variables,
all pairs of covariates, and all dependent variable-covariate pairs in each cell. Therefore, when the
relationship deviates from linearity, the power of the analysis will be compromised.

Homogeneity of Variances: - Homogeneity of variances assumes that the dependent variables exhibit
equal levels of variance across the range of predictor variables. Remember that the error variance is
computed (SS error) by adding up the sums of squares within each group. If the variances in the two
groups are different from each other, then adding the two together is not appropriate, and will not yield
an estimate of the common within-group variance. Homoscedasticity can be examined graphically or by
means of a number of statistical tests.

Homogeneity of Variances and Covariances: - In multivariate designs, with multiple dependent

Two special cases arise in MANOVA, the inclusion of within-subjects independent variables and unequal
sample sizes in cells.

Unequal sample sizes - As in ANOVA, when cells in a factorial MANOVA have different sample sizes, the
sum of squares for effect plus error does not equal the total sum of squares. This causes tests of main
effects and interactions to be correlated. SPSS offers and adjustment for unequal sample sizes in
MANOVA.

Within-subjects design - Problems arise if the researcher measures several different dependent variables
on different occasions. This situation can be viewed as a withinsubject independent variable with as
many levels as occasions, or it can be viewed as separate dependent variables for each occasion.
Tabachnick and Fidell (1996) provide examples and solutions for each situation. This situation often
lends itself to the use of profile analysis, which is explained below.

Additional Limitations

Outliers - Like ANOVA, MANOVA is extremely sensitive to outliers. Outliers may produce either a Type I
or Type II error and give no indication as to which type of error is occurring in the analysis. There are
several programs available to test for univariate and multivariate outliers.

Multicollinearity and Singularity - When there is high correlation between dependent variables, one
dependent variable becomes a near-linear combination of the other dependent variables. Under such
circumstances, it would become statistically redundant and suspect to include both combinations.