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Multivariate Analysis of Covariance Mancova

Multivariate analysis of covariance (MANCOVA) is a statistical technique that is an extension of analysis of covariance (ANCOVA) to assess differences on multiple dependent variables by an independent variable while controlling for covariates. It assumes independent random sampling, categorical independent variables, continuous dependent variables, absence of multicollinearity, normality, homogeneity of variance, and a relationship between covariates and dependent variables. Key steps in MANCOVA involve checking assumptions like equality of variance with Levene's test and equality of covariance with Box's M test.

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271 views3 pages

Multivariate Analysis of Covariance Mancova

Multivariate analysis of covariance (MANCOVA) is a statistical technique that is an extension of analysis of covariance (ANCOVA) to assess differences on multiple dependent variables by an independent variable while controlling for covariates. It assumes independent random sampling, categorical independent variables, continuous dependent variables, absence of multicollinearity, normality, homogeneity of variance, and a relationship between covariates and dependent variables. Key steps in MANCOVA involve checking assumptions like equality of variance with Levene's test and equality of covariance with Box's M test.

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Harsha
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Statistics Solutions

Advancement Through Clarity


http://www.statisticssolutions.com

Multivariate Analysis of Covariance (MANCOVA)


Multivariate analysis of covariance (MANCOVA) is a statistical technique that is the extension of
analysis of covariance (ANCOVA). Basically, it is the multivariate analysis of variance (MANOVA)
with a covariate(s).). In MANCOVA, we assess for statistical differences on multiple continuous
dependent variables by an independent grouping variable, while controlling for a third variable
called the covariate; multiple covariates can be used, depending on the sample size. Covariates
are added so that it can reduce error terms and so that the analysis eliminates the covariates’
effect on the relationship between the independent grouping variable and the continuous
dependent variables.. Questions answered:

Do the various school assessments vary by grade level after controlling for gender?

Do the rates of graduation among certain state universities differ by degree type after controlling for
tuition costs?

Which diseases are better treated, if at all, by either X drug or Y drug after controlling for length of
disease and participant age?

Assumptions:

In multivariate analysis of covariance (MANCOVA), all assumptions are the same as in MANOVA,
but one more additional assumption is related to covariate:

1. Independent Random Sampling: MANCOVA assumes that the observations are


independent of one another, there is not any pattern for the selection of the sample, and
that the sample is completely random.
2. Level and Measurement of the Variables: MANCOVA assumes that the independent
variables are categorical and the dependent variables are continuous or scale variables.
Covariates can be either continuous, ordinal, or dichotomous.
3. Absence of multicollinearity: The dependent variables cannot be too correlated to each
other. Tabachnick & Fidell (2012) suggest that no correlation should be above r = .90..
4. Normality: Multivariate normality is present in the data.
5. Homogeneity of Variance: Variance between groups is equal.
6. Relationship between covariate(s) and dependent variables: in choosing what
covariates to use, it is common practice to assess if a statistical relationship exists between
the covariate(s) and the dependent variables; this can be done through correlation
analyses.

Key concepts and terms:

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Levene’s Test of Equality of Variance: Used to examine whether or not the variance
between independent variable groups are equal; also known as homogeneity of variance
Non-significant values of Levene’s test indicate equal variance between groups.
Box’s M Test: Used to know the equality of covariance between the groups. This is the
equivalent of a multivariate homogeneity of variance. Usually, significance for this test is
determined at ? = .001 because this test is considered highly sensitive.
Partial eta square: Partial eta square (?2) shows how much variance is explained by the
independent variable. It is used as the effect size for the MANOVA model.
Post hoc test: If there is a significant difference between groups, then post hoc tests are
performed to determine where the significant differences lie (i.e., which specific
independent variable level significantly differs from another).
Multivariate F-statistics: The F- statistic is derived by essentially dividing the means sum
of the square (SS) for the source variable by the source variable mean error (ME or MSE).
Covariate: a Covariate is basically a control variable, which is uncorrelated with the
independent variables and correlated with the dependent variables. Covariates areused to
reduce the error term.
SPSS: The following steps have to be performed for multivariate analysis of covariance
(MANCOVA):
SPSS: the MANCOVACan be performed using the analysis menu, selecting the “GLM”
option, and then choosing the “Multivariate” option from the GLM option.

*For assistance with conducting a MANCOVA or other quantitative analyses click here.

Resources

Bray, J. H., & Maxwell, S. E. (1985). Multivariate analysis of variance. Newbury Park, CA: Sage
Publications.

de Leeuw, J. (1988). Multivariate analysis with linearizable regressions. Psychometrika, 53(4),


437-454.

Gill, J. (2001). Generalized Linear Models: A Unified Approach. Thousand Oaks, CA: Sage
Publications.

Hand, D. J., & Taylor, C. C. (1987). Multivariate analysis of variance and repeated measures.
London: Chapman and Hall.

Huberty, C. J., & Morris, J. D. (1989). Multivariate analysis versus multiple univariate analyses
Psychological Bulletin, 105(2), 302-308.

Huynh, H., & Mandeville, G. K. (1979). Validity conditions in a repeated measures design.
Psychological Bulletin, 86(5), 964-973.

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Statistics Solutions
Advancement Through Clarity
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Meulman, J. J. (1992). The integration of multidimensional scaling and multivariate analysis with
optimal transformations. Psychometrika, 57(4), 539-565.

Nelder, J. A., & Wedderburn, R. W. M. (1972). Generalized liner models. Journal of the Royal
Statistical Society, 135, 370-384.

Nichols, D. P. (1993). Interpreting MANOVA parameter estimates. SPSS Keywords, 50, 8-14.

Olson, C. L. (1976). On choosing a test statistic in multivariate analyses of variance. Psychological


Bulletin, 83(4), 579-586.

Powell, R. S., & Lane, D. M. (1979). CANCOR: A general least-squares program for univariate and
multivariate analysis of variance and covariance. Behavior Research Methods & Instrumentation,
11(1), 87-89.

Sclove, S. L. (1987). Application of model-selection criteria to some problems in multivariate


analysis. Psychometrika, 52(3), 333-343.

Smith, H. F. (1958). A multivariate analysis of covariance. Biometrics, 14, 107-127.

Related Pages:

Conduct and Interpret a One-Way MANCOVA

Conduct and Interpret a One-Way ANCOVA

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