A Primer On Multivariate Analysis of Variance (MANOVA) For Behavioral Scientists.
A Primer On Multivariate Analysis of Variance (MANOVA) For Behavioral Scientists.
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Volume 19, Number 17, November 2014 ISSN 1531-7714
Reviews of statistical procedures (e.g., Bangert & Baumberger, 2005; Kieffer, Reese, & Thompson,
2001; Warne, Lazo, Ramos, & Ritter, 2012) show that one of the most common multivariate
statistical methods in psychological research is multivariate analysis of variance (MANOVA).
However, MANOVA and its associated procedures are often not properly understood, as
demonstrated by the fact that few of the MANOVAs published in the scientific literature were
accompanied by the correct post hoc procedure, descriptive discriminant analysis (DDA). The
purpose of this article is to explain the theory behind and meaning of MANOVA and DDA. I also
provide an example of a simple MANOVA with real mental health data from 4,384 adolescents to
show how to interpret MANOVA results.
One of the most common multivariate statistical in only 5 out of 62 articles that used MANOVA
procedures in the social science literature is multivariate (8.1%) in educational psychology journals included the
analysis of variance (MANOVA). In one review of correct post hoc procedure: discriminant descriptive
educational psychology journals, MANOVA was used analysis (DDA). Tonidandel and LeBreton (2013)
in 23.0% quantitative articles, making it the most found that almost every article in the Journal of Applied
common multivariate procedure (Warne, Lazo, Ramos, Psychology in which MANOVA was used did not include
& Ritter, 2012, p. 138)—results that agree with Bangert a follow-up DDA. In my scrutiny of three major
and Baumberger (2005), who found that MANOVA psychology journals—the Journal of Clinical Psychology,
was the most commonly used multivariate statistical Emotion, and the Journal of Counseling Psychology—I found
procedure in a clinical psychology journal. Other a total of 58 articles in which researchers used
reviewers of statistical procedures in psychological MANOVA between 2009 and 2013. However, in none
research (e.g., Kieffer, Reese, & Thompson, 2001; of these articles did researchers use a DDA. Huberty
Zientek, Capraro, & Capraro, 2008) have found and Morris (1989) found similar results when
MANOVA to be the most popular multivariate investigating six leading psychology and education
statistical method in the published literature. research journals. The purpose of this article is to
explain the principles of MANOVA and how to
Despite the popularity of MANOVA, the method
correctly perform and interpret a MANOVA and its
is persistently misunderstood, and researchers are
associate post hoc procedure, DDA. A simple example
particularly unfamiliar with the proper statistical
of a MANOVA and DDA using real data relevant to
procedures after rejecting a multivariate null
hypothesis. Warne et al. (2012), for example, found that
Practical Assessment, Research & Evaluation, Vol 19, No 17 Page 2
Warne, MANOVA
behavioral scientists follows the explanation to make then the null hypothesis is rejected (as would be the
the article more applicable. case for vectors A, C, and D in Figure 2). However, if a
vector does not extend into the rejection region (e.g.,
What is MANOVA? vector B in Figure 2), then the null hypothesis is
MANOVA is a member of the General Linear retained.
Model—a family of statistical procedures that are often
used to quantify the strength between variables
(Zientek & Thompson, 2009). Many of the procedures
in the General Linear Model are hierarchically
organized—i.e., more specific procedures are often
special cases of general procedures (Zientek &
Thompson, 2009). MANOVA, specifically, is an
analysis of variance (ANOVA) that has two or more
dependent variables (Fish, 1988). Because most
behavioral scientists already have a firm grasp of
ANOVA (Aiken, West, & Millsap, 2008), I will use it as
the starting point in this article for explaining Figure 1. Example of the logic of univariate
MANOVA. hypothesis testing.
In an ANOVA the independent variable is a The shaded area is the rejection region. If the
nominal variable that has two or more values, and the test statistic is in the rejection region (shown
dependent variable is intervally or ratio scaled.1 The both on the histogram and on the number line
null hypothesis is that the mean score on the dependent below), then the null hypothesis is rejected.
variable will be statistically equal for every group. As
with any null hypothesis statistical significance testing
procedure, an observed statistic is calculated and then
compared to a sampling distribution. If the observed
statistic is found to be a more extreme value in the
sampling distribution than the critical value (as shown
in Figure 1), then the null hypothesis will be rejected;
otherwise, the null hypothesis is retained. Afterwards,
an effect size—usually η2 in an ANOVA—quantifies
the relationship between the independent and
dependent variables (Thompson, 2006).
MANOVA is merely an ANOVA that has been
mathematically extended to apply to situations where
there are two or more dependent variables (Stevens,
2002). This necessitates several changes to the logic of
ANOVA. The first is displayed in Figure 2. In contrast
to Figure 1, which is a one dimensional number line, Figure 2. Example of the logic of multivariate
Figure 2 shows the rejection region of a MANOVA as analysis of variance hypothesis testing for
a region outside of a circle on a two-dimensional perfectly uncorrelated variables.
Cartesian plane. Therefore, instead of the observed The shaded area is the rejection region. If the
statistic being expressed as a point on a number line, it vector for the test ends in the rejection region,
can be graphically expressed as a vector (Thomas, then the null hypothesis is rejected. If the dotted
1992). If the vector extends into the rejection region, lines originating at the end of a vector meet an
axis in the shaded region, then the ANOVA for
1 Please note that a one-way ANOVA simplifies to a t-test if the
that axis’s dependent variable would also be
independent nominal variable has only two groups (Thompson, rejected.
2006).
Practical Assessment, Research & Evaluation, Vol 19, No 17 Page 3
Warne, MANOVA
perfect sphere. As the variables became more single observed variable—an unrealistic assumption for
correlated, the axes would become more oblique, and many constructs in the behavioral sciences. Therefore,
the sphere would become more distorted and resemble MANOVA is a statistical procedure that is more in
something like a football. If two of the three dependent accordance than ANOVA with behavioral scientists’
variables were perfectly correlated (i.e., r = + 1), then beliefs about the topics they study.
the graph would collapse into a two-dimensional graph
like in Figure 3. A MANOVA with four or more Post Hoc Procedures
dependent variables requires more than three Post hoc procedures are often necessary after the
dimensions and axes—something that most people null hypothesis is rejected in an ANOVA (Thompson,
have difficulty imagining visually, but which a 2006) or a MANOVA (Stevens, 2002). This is because
computer can easily handle mathematically. the null hypotheses for these procedures often do not
provide researchers with all the information that they
desire (Huberty & Morris, 1989; Thomas, 1992). For
example, if the null hypothesis is rejected in an
ANOVA with three or more groups, then the
researcher knows that at least one group mean
statistically differs from at least one other group mean.
However, most researchers will be interested in
learning which mean(s) differ from which other group
mean(s). Many ANOVA post hoc tests have been
invented to provide this information, although Tukey’s
test is by far the most common test reported in the
psychological literature (Warne et al., 2012).
Just like ANOVA, MANOVA has post hoc
procedures to determine why the null hypothesis was
Figure 3. Example of the logic of multivariate rejected. For MANOVA this is usually a DDA, which
analysis of variance hypothesis testing for is a statistical procedure which creates a set of perfectly
moderately correlated variables. uncorrelated linear equations that together model the
The shaded area is the rejection region. differences among groups in the MANOVA (Fish,
1988; Stevens, 2002). The benefit of having
Examining Combinations of Variables uncorrelated equations from a DDA is that each
function will provide unique information about the
ANOVA and MANOVA also differ in that they differences among groups, and the information can be
investigate completely different empirical questions. combined in an additive way for easy interpretation.
Zientek and Thompson (2009, p. 345) explained that, “. Unfortunately, most researchers who use
. . two ANOVAs actually test the differences of the means on MANOVA do not use DDA to interpret their
the observed or measured variables . . . whereas the MANOVA MANOVA results (Huberty & Morris, 1989; Kieffer et
actually tests the differences of the mean of the DDA function al., 2001; Warne et al., 2012). This may be because
scores” of the groups. In other words, MANOVA tests when researchers use SPSS to conduct a MANOVA,
the differences between underlying unobserved latent the computer program automatically conducts an
variables (derived from the variables in the dataset), ANOVA for each dependent variable. However, SPSS
while ANOVA only tests differences among groups on does not automatically conduct a DDA when the null
an observed variable (Haase & Ellis, 1987; Huberty & hypothesis for a MANOVA has been rejected, even
Morris, 1989; Zientek & Thompson, 2009). MANOVA though DDA is a more correct post hoc procedure.
is therefore often more useful to social scientists than
ANOVA because most topics they research are latent Zientek and Thompson (2009) explained that
constructs that are not directly observable, such as because MANOVA analyzes latent variables composed
beliefs and attitudes. With ANOVA it is assumed that of observed variables and ANOVA is only concerned
these constructs are measured without error and with a with observed variables, using ANOVA as a post hoc
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Warne, MANOVA
procedure following an ANOVA is non-sensical (see Watson, & Clark, 1998), it is theoretically sound to
also Kieffer et al., 2001). This is because ANOVA and conduct a MANOVA to investigate the relationship
MANOVA were developed to answer completely between grade and both outcomes at the same time.
different empirical questions (Huberty & Morris, 1989). The preference of a MANOVA over a univariate test is
Indeed, Tonidandel and LeBreton (2013) explained further strengthened by the moderately strong
that, . . . multivariate theories yield multivariate hypotheses correlation between depression and anxiety (r = .544, p
which necessitate the use of multivariate statistics and < .001) in the dataset. The null hypothesis for this
multivariate interpretations of those statistics. By invoking MANOVA is that the six independent variable groups
univariate ANOVAs as follow-up tests to a significant are equal on both dependent variables. For a
MANOVA, researchers are essentially ignoring the multivariate MANOVA with additional groups or more than two
nature of their theory and data. (p. 475) dependent variables, the null hypothesis would be that
all groups are equal on all dependent variables (Stevens,
Moreover, Fish (1988) and Huberty and Morris
2002).
(1989) showed that the same data can produce different
results when analyzed using a MANOVA or a series of Table 1 shows descriptive statistics for the
ANOVAs—a situation that could potentially be variables in the example data from the Add Health
misleading to researchers who follow MANOVA with study. A MANOVA was conducted to determine the
a series of post hoc ANOVAs. relationship between grade and the combined variables
of depression and anxiety. The results from SPSS 19.0
The purpose of the remainder of this article is to
are shown in Table 2, which I modified slightly to make
provide a real-life example of a MANOVA with a
it easier to read.
single nominal independent variable and two
dependent variables and a post hoc DDA as a simple Table 1. Descriptive Statistics of Variables Used in
blueprint for future researchers who wish to use this the Example MANOVA
procedure. By doing so, I hope to make conducting Depression Anxiety
Grade n
and interpreting MANOVA and DDA as easy as M SD M SD
possible for readers. 7 662 0.88 1.114 0.75 1.048
8 664 1.08 1.188 0.80 1.058
Conducting a MANOVA 9 778 1.17 1.188 0.93 1.080
10 817 1.27 1.232 0.96 1.109
The example data in this study is taken from the 11 790 1.37 1.204 1.12 1.156
National Longitudinal Study of Adolescent Health 12 673 1.34 1.140 1.10 1.105
(Add Health), a longitudinal study of adolescent and Note. Listwise deletion in all analyses, so all results are based
on the 4,384 cases that had data on all three variables.
adult development that started in the 1994-1995 school
year when its participants were in grades 7-12. Data for Readers will notice a few things about Table 2.
this example were taken from a public use file of First, there are two sections: intercept (containing four
variables collected during the initial data collection rows) and grade (containing another four rows). The
period and downloaded from the Inter-University intercept section of the table is necessary to scale the
Consortium for Political and Social Research web site. results and does not provide any substantive
For this example the only independent variable is information for interpretation. The grade section,
grade, and the two dependent variables are participants’ however, displays results from the hypothesis test.
responses to the questions (a) “In the last month, how Second, there are four rows, each of which display four
often did you feel depressed or blue?” and (b) “In the statistical test statistics: (a) Pillai’s Trace, (b) Wilks’
last month, how often did you have trouble relaxing?” Lambda, (c) Hotelling’s Trace, and (d) Roy’s Largest
Both responses were recorded on a 5-point Likert scale Root. All four of these are test statistics for the same
(0 = Never, 1 = Rarely, 2 = Occasionally, 3 = Often, null hypothesis, although their formulas differ (Olson,
and 4 = Every day). For convenience these variables 1976). All four can be converted to an F-statistic, which
will be called “depression” and “anxiety,” respectively. can then be used to calculate a p-value, which are
As previous researchers have found that anxiety and displayed in Table 2.
depressive disorders are often comorbid (e.g., Mineka,
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Warne, MANOVA
All four of the MANOVA test statistics for the Table 2 contains additional information of note.
Add Health data are statistically significant (p < .001). First, the effect sizes (i.e., partial η2 values) are all either
This indicates that the null hypothesis is rejected, and .011 and .021—indicating that grade does not have a
grade has a statistically significant relationship with the particularly powerful statistical relationship with the
combined dependent variables of depression and dependent variables. Second, the noncentrality
anxiety. In many cases the results from the four parameter for each test statistic is displayed in Table 2.
statistical tests will be the same (O’Brien & Kaiser, This noncentrality parameter is a statistical parameter
1985). In fact, these statistics will always produce the necessary to estimate a noncentral distribution that
same result when there are only two groups in the models the distribution of test statistics if the null
independent variable (Haase & Ellis, 1987; Huberty & hypothesis is not true (Steiger & Fouladi, 1997). When
Olejnik, 2006) or when there is a single dependent the noncentrality parameter is equal to zero, the null
variable (because this simplifies the test to an ANOVA; hypothesis perfectly fits the data and therefore should
see Olson, 1976). not be rejected. Therefore, it makes sense that all four
test statistics have high noncentrality parameter values
However, it is possible that the four statistical tests
(between 91.939 and 99.112) in Table 2 because all test
will produce contradictory results, with some statistics
lacking statistical significance and others being statistics suggest that the null hypothesis should be
statistically significant (Haase & Ellis, 1987). This is rejected, and each one has a very small p-value (p <
because the four tests differ in their statistical power, .001). Finally, the column labeled “Observed Power”
with Roy’s great root having the most power when gives the a posteriori statistical power of the
MANOVA design for each test statistic. The numbers
dependent variables are highly correlated—possibly
in this column will always vary inversely with the
because they all represent a single construct—and the
corresponding p-value, so they provide no information
other three having the more power for more disparate
beyond that provided by the p-values in the table
outcomes (Huberty & Oljenik, 2006). Additionally,
(Hoenig & Heisey, 2001).
Pillai’s trace is highly robust to many violations of the
assumptions of MANOVA (Olson, 1976). Regardless Post Hoc DDA
of the test statistic(s) that a researcher uses, he or she
should explicitly report which test statistic(s) he or she With the results of the MANOVA in Table 2
has chosen and not merely state that the results are showing that the null hypothesis should be rejected, it
statistically significant (Haase & Ellis, 1987; Olson, is necessary to conduct a post hoc DDA in order to
1976). Readers can see that in this example all four test determine the mathematical function(s) that distinguish
statistics provided evidence that the null hypothesis the grade groups from one another on dependent
should be rejected, even though the values of the variable scores. The number of functions that are
statistics and their degrees of freedom vary because of created will vary, but the minimum will always be the
their varying formulas and theoretical distributions number of dependent variables or the number of
(Haase & Ellis, 1987). groups minus 1—whichever value is smaller (Haase &
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Warne, MANOVA
with a dependent variable and thereby improve model among average members of their DDA groups, which
fit if included (Smith, Ager, & Williams, 1992; ranged in number from four to eight.
Thompson, 2006; Warne 2011). Because a suppressor
This article on MANOVA and DDA was designed
variable and a useless variable willl both have small to help social scientists better
ter use and understand one
parallel DRCs, it is often necessary to calculate a total of the most common multivariate statistical methods in
DRC to determine if a suppressor variable is present
the published literature. I hope that researchers will use
using the following equation, adapted from Equation
the information in this article to (a) understand the
21 of Thomas and Zumbo (1996):
nature of MANOVA and DDA, (b) serve as a guide to
correctly performing
erforming their own MANOVA and post
hoc DDA analyses, and (c) aid in the interpretation of
their own data and of other studies that use these
methods. Researchers in the behavioral sciences should
use this powerful multivariate analysis method more
In this equation, dfBetween and dfWithin represent the often inn order to take advantage of its benefits. I also
degrees of freedom for the model’s between between- and encourage researchers to investigate other post hoc
within-group
group components, which are the same degrees procedures, such as dominance analysis (Azen &
of freedom as in an ANOVA for the same independent Budescu, 2003, 2006), which has advantages over
variable on a single dependent variable (Olson, 1976). F DDA. However, other methods are more complex and
represents the same F-ratio for that variable, and λ is difficult to perform than a DDA, and many researchers
the discriminant function’s eigenvalue. All information may not find the advantages worth the extra time and
needed to calculate a total DRC for each independent expertise needed to use them. Therefore, I believe that
variable is available to a researcher in the SPSS output DDA is often an expedient choice for researchers who
for a MANOVA and DDA. Calculating total DRCs is wish to understand their multivariate analyses.
not necessary ry for this example because both the Regardless
gardless of the choice of post hoc method,
depression and anxiety variables have high enough researchers should completely avoid using univariate
parallel DRCs that both are clearly useful variables in methods after rejecting a multivariate null hypothesis
the discriminant function, and neither is a plausible (Huberty & Morris, 1989; Kieffer et al., 2001;
suppressor variable. Tonidandel & LeBreton, 2013; Zientek & Thompson,
2009).
Conclusion
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Acknowledgment:
The author appreciates the feedback provided by Ross Larsen during the writing process.
Citation:
Warne, Russell (2014). A Primer on Multivariate Analysis of Variance (MANOVA) for Behavioral Scientists.
Practical Assessment, Research & Evaluation, 19(17). Available online:
http://pareonline.net/getvn.asp?v=19&n=17
Corresponding Author:
Russell T. Warne
Department of Behavioral Science
Utah Valley University
800 W. University Parkway MC 115
Orem, UT 84058
Email: [email protected]