Chapter 08 - ANOVA MANOVA

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Chapter 8

ANOVA and MANOVA

Copyright © 2010 Pearson Education, Inc., publishing as Prentice-Hall. 7-1


Chapter 8
ANOVA and MANOVA
LEARNING OBJECTIVES . . .
Upon completing this chapter, you should be able to do the
following:
• Explain the difference between the univariate null
hypothesis of ANOVA and the multivariate null
hypothesis of MANOVA.
• Discuss the advantages of a multivariate approach to
significance testing compared to the more traditional
univariate approaches.
• State the assumptions for the use of MANOVA.
• Discuss the different types of test statistics that are
available for significance testing in MANOVA.
Copyright © 2010 Pearson Education, Inc., publishing as Prentice-Hall. 7-2
Chapter 8
ANOVA and MANOVA

LEARNING OBJECTIVES continued . . .


Upon completing this chapter, you should be able to do
the following:
• Describe the purpose of post hoc tests in ANOVA and
MANOVA.
• Interpret interaction results when more than one
independent variable is used in MANOVA.
• Describe the purpose of multivariate analysis of
covariance (MANCOVA).

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MANOVA Defined

MANOVA . . . is the multivariate


extension of the univariate techniques for
assessing the differences between group
means. In contrast to ANOVA, it can
examine more than one dependent
variable at the same time.

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ANOVA versus MANOVA
In the univariate case, a single dependent measure
is tested for equality across the groups. In the
multivariate case, a variate is tested for equality. In
MANOVA, the researcher actually has two variate – one
for the dependent variables and another for the
independent variables. The dependent variable variate
is of more interest because the metric-dependent
measures can be combined in a linear combination, as
we have already seen in multiple regression and
discriminant analysis. The unique aspect of MANOVA is
that the variate optimally combines the multiple
dependent measures into a single value that maximizes
the differences across groups.

Copyright © 2010 Pearson Education, Inc., publishing as Prentice-Hall. 7-5


ANOVA vs. MANOVA
The relationship between the univariate and
multivariate procedures is shown below:

Number of Dependent Variables

Number of Groups in One Two or More


Independent Variable (Univariate) (Multivariate)

Two Groups t-test Hotelling’s T2


(Specialized Case)
Two or More Groups Analysis of Multivariate
(Generalized Case) Variance Analysis of
(ANOVA) Variance
(MANOVA)

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MANOVA Decision Process

Stage 1: Objectives of MANOVA


Stage 2: Research Design of MANOVA
Stage 3: Assumptions in Multiple MANOVA
Stage 4: Estimating the MANOVA Model
and Assessing Overall Fit
Stage 5: Interpreting the MANOVA Variate
Stage 6: Validation of the Results

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Stage 1: Objectives of MANOVA

1. To analyze a dependence relationship represented


as the differences in a set of dependent measure
across a series of groups formed by one or more
categorical independent measures.
2. To provide insights into the nature and predictive
power of the independent measures as well as the
interrelationships and differences in the multiple
dependent measures.

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What Can We Do With MANOVA?

Three types of questions suitable for


MANOVA:
• Multiple Univariate Questions
• Structured Multivariate Questions
• Intrinsically Multivariate Questions

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Rules of Thumb 8–1
DECISION PROCESSES FOR MANOVA
• MANOVA is an extension of ANOVA that examines
the effect of one or more nonmetric independent
variables on two or more metric dependent variables.
• In addition to the ability to analyze multiple dependent
variables, MANOVA also has the advantages of:
 Controlling the experiment-wide error rate when
there is some degree of intercorrelation among
dependent variables.
 Providing more statistical power than ANOVA
when the number of dependent variables is 5 or
less.
Copyright © 2010 Pearson Education, Inc., publishing as Prentice-Hall. 7-10
Rules of Thumb 8–1 continued . . .

DECISION PROCESSES FOR MANOVA


• Nonmetric independent variables create
‘groups’ between which the dependent
variables are compared. Many times the
groups represent experimental variables or
“treatment effects.”
• Researchers should include only dependent
variables that have strong theoretical support.

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Stage 2: Issues in the Research
Design of MANOVA

• Sample Size Requirements – Overall


and by Group.
• Factorial Designs – Two or More
Treatments.
 Selecting Treatments – types and number;
interaction effects
• Using covariates – ANCOVA AND
MANCOVA

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Rules of Thumb 8–2
RESEARCH DESIGN OF MANOVA
• Cells (groups) are formed by the combination of
independent variables. For example, a three-category
nonmetric variable (e.g., low, medium, high) combined
with a two-category nonmetric variable (e.g., gender of
male versus female) will result in a 3 x 2 design with
six cells (groups).
• Sample size per group is a critical design issue:
 Minimum sample size per group must be greater than the
number of dependent variables.
 The recommended minimum cell size is 20 observations per
cell (group).
 Researchers should try to have approximately equal sample
sizes per cell (group).
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Rules of Thumb 8–2 continued . . .

RESEARCH DESIGN OF MANOVA


• Covariates and blocking variables are effective ways of
controlling for external influences on the dependent
variables that are not directly represented in the
independent variables:
 An effective covariate is one that is highly
correlated with the dependent variable(s) but not
correlated with the independent variables.
 The maximum number of covariates in a model
should be (.10 x Sample Size) – (Number of
Groups – 1).

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Objectives of Covariance Analysis
The objective of the covariate is to eliminate any
effects that . . .
1. affect only a portion of the respondents, or
2. vary among the respondents.

Similar to the use of a blocking factor, covariates


can achieve two specific purposes . . .
1. eliminate some systematic error outside the
control of the researcher that can bias the
results, and
2. account for differences in the responses due to
unique characteristics of the respondents.

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Stage 3: Assumptions of ANOVA and
MANOVA
o Independence of observations
o Equality of variance – covariance matrices
for all groups
o Normality
o Linearity and multicollinearity among the
dependent variables
o Sensitivity to outliers

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Rules of Thumb 8–3
MANOVA/ANOVA ASSUMPTIONS
• For the multivariate test procedures used with MANOVA to be
valid:
 Observations must be independent.
 Variance-covariance matrices must be equal (or comparable)
for all treatment groups.
 The dependent variables must have a multivariate normal
distribution.
 Multivariate normality is assumed, but many times hard to
assess. Univariate normality does not guarantee multivariate
normality, but if all variables meet the univariate normality
requirement then departures from multivariate normality are
inconsequential.
• ANOVA F-tests are generally robust if violations of these
assumptions are modest.
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Why Use MANOVA?

o Control experimental error rate.


o Test for difference between
multiple dependent variables.

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Stage 4: Estimation of the MANOVA
Model and Assessing Overall Fit

• Selecting criteria for significance


tests.
• Assessing statistical power.

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Criteria for Statistical Tests
• Statistical Measures
• Roy’s greatest characteristic root
• Wilks’ Lambda
• Pillai’s criterion and Hotelling’s trace

• Statistical Power

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Rules of Thumb 8–4
Selecting a Statistical Measure
• The preferred measure is the one that is most immune to
violations of the assumptions underlying MANOVA and
yet maintains the greatest power.
• Each measure is preferred in differing situations.
 Pillai’s criterion or Wilks’ lambda is the preferred
measure when the basic design considerations
(adequate sample size, no violations of assumptions,
approximately equal cell sizes) are met.
 Pillai’s criterion is considered more robust and should
be used if sample size decreases, unequal cell sizes
appear, or homogeneity of covariances is violated.
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Rules of Thumb 8–4 continued . . .

Selecting a Statistical Measure


 Roy’s gcr is a more powerful test statistic if the
researcher is confident that all assumptions are
strictly met and the dependent measures are
representative of a single dimension of effects.
• In a vast majority of situations, all of the statistical
measures provide similar conclusions.
• When faced with conflicting conditions, however,
statistical measures can be selected that meet the
situation faced by the researcher.

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Rules of Thumb 8–5

MANOVA ESTIMATION
• The four most widely used measures for assessing
statistical significance between groups on the
independent variables are:
 Roy’s Greatest Characteristic Root
 Wilk’s Lambda
 Pillai’s Criterion
 Hotelling’s Trace
• In most situations the results/conclusions will be the
same across all four measures, but in some unique
instances results will differ between the measures.

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Rules of Thumb 8–5 continued . . .
MANOVA ESTIMATION
• Maintaining adequate statistical power is critical:
 Power in the .80 range for the selected alpha
level is acceptable.
 When the effect size is small, the researcher
should use larger sample sizes per group to
maintain acceptable levels of statistical power.
• The General Linear Model (GLM) is widely used in
testing ANOVA or MANOVA models. GLM is
available on most statistical packages like SPSS
and SAS.

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Stage 5: Interpretation of the
MANOVA Results

• Interpret the effects of covariates, if used.


• Assess which dependent variables exhibited
differences across the groups of each
treatment.
• Identify whether the groups differ on a single
dependent variable or the entire dependent
variate.

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Assessing Effects on the
Dependent Variate

o Main effects of the treatments


o Impacts of interaction terms
• Statistical significance
• Types of significant interactions
• Ordinal interactions
• Disordinal interactions

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Rules of Thumb 8–6
Interpreting Covariates and Interaction Effects
• When covariates are involved in a GLM model:
 Analyze the model both with and without the covariates.
 If the covariates do not improve the statistical power or have no
effect on the significance of the treatment effects, then they can
be dropped from the final analysis.
• Any time two or more independent variables (treatments)
are included in the analysis, interactions must be
examined before drawing conclusions about main effects
for any independent variable:
 If the interactions are not statistically significant, then main
effects can be interpreted directly since the difference between
treatments is considered constant across combinations of levels.

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Rules of Thumb 8–6 Continued . . .
 If the interaction is statistically significant and the
differences are not constant across combinations of
levels, then the interaction must be determined to be
ordinal or disordinal:
o Ordinal interactions mean that the direction of differences do
not vary by level (e.g., males always less than females) even
though the difference between males/females varies by level
on the other treatment. In this case, the size of the main effect
(e.g., males versus females) should only be described
separately for each level of the other treatment.
o Significant disordinal interactions occur when the direction of
an observed main effect changes with the level of another
treatment (e.g., males greater than females for one level and
less than females for another level). Disordinal interactions
interfere with the interpretation of main effects.

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Identifying Differences Between Individual
Groups

o Post Hoc Methods


o A Priori or Planned Comparisons

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Post Hoc Methods

• Scheffe
• Tukey’s honestly significant difference
(HSD)
• Tukey’s extension of the Fisher least
significant difference (LSD)
• Duncan’s multiple-range test
• Newman-Kuels test

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Stage 6: Validation of the Results

o Replication.
o Use of covariates?
o Assessing causation?

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Rules of Thumb 8–7
Interpreting Differences between Individual Groups
When the independent variable has more than two groups,
two types of procedures can be used to isolate the source of
differences:
 Post-hoc tests examine potential statistical differences
among all possible combinations of group means.
Post-hoc tests have limited power and thus are best
suited to identify large effects.
 Planned comparisons are appropriate when a priori
theoretical reasons suggest that certain groups will
differ from another group or other groups. Type I error
is inflated as the number of planned comparisons
increases.
Copyright © 2010 Pearson Education, Inc., publishing as Prentice-Hall. 7-32
Description of HBAT Primary Database Variables
Variable Description Variable Type
Data Warehouse Classification Variables
X1 Customer Type nonmetric
X2 Industry Type nonmetric
X3 Firm Size nonmetric
X4 Region nonmetric
X5 Distribution System nonmetric
Performance Perceptions Variables
X6 Product Quality metric
X7 E-Commerce Activities/Website metric
X8 Technical Support metric
X9 Complaint Resolution metric
X10 Advertising metric
X11 Product Line metric
X12 Salesforce Image metric
X13 Competitive Pricing metric
X14 Warranty & Claims metric
X15 New Products metric
X16 Ordering & Billing metric
X17 Price Flexibility metric
X18 Delivery Speed metric
Outcome/Relationship Measures
X19 Satisfaction metric
X20 Likelihood of Recommendation metric
X21 Likelihood of Future Purchase metric
X22 Current Purchase/Usage Level metric
X23 Consider Strategic Alliance/Partnership in Future nonmetric 1-33
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