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MANOVA
What is it?
Multivariate (>1 dependent variable) tests for differences among groups ANOVA is a special case of MANOVA A very useful reference :
Scheiner, SM 2001. MANOVA: multiple response variables and multispecies interactions. Design and Analysis of Ecological Experiments 2nd ed. (eds Scheiner & Gurevitch) Oxford Univ. Press, Oxford.
25
6 5
Frequency of papers
20
4 3 2
15
10
1 0 Univariate Approach Multivariate MANOVA Repeated measures Multivariate Approach Other multivariate
Probability of any type I errors increases with number of variables MANOVA provides a joint test for any significant effects among a set of variables at 1 legitimate
However MANOVA
Power can be reduced by irrelevant variables tests linear combinations of variables
biology may dictate other combinations of variables
Basis of MANOVA
(skipping lots of detail)
MANOVA
COVARIANCETOTAL = total covariation among Y s = WITHIN COVARIANCE MATRIX + BETWEEN COVARIANCE MATRIX Partitioning covariance matrix Tests constructed as ratios of between / within covariance matrix estimates
Basis of MANOVA
(skipping lots of detail)
MANOVA
Eigen vectors: linear combinations of the original variables Ei = a + bY1 + cY2 + dY3 + 1st Eigen Vector maximizes variance between groups for the resulting value Eigen value: amount of total variation accounted for by Eigen vector Subsequent Eigen vectors orthogonal (i.e., perpendicular) to all previous
MANOVA
Data requirements
Multivariate normality Homogeneous covariance matrix cases with missing values of Yj deleted inference depends on relatively large sample size
20 / group 20 * number of variables
Significant MANOVA
now what?
Significant MANOVA
Multivariate contrasts
CONTRAST statement comes before MANOVA statement Also for pairwise comparisons correction for multiple tests (e.g., Bonferroni)
MANOVA Statement
Use H=_ALL_ option
Significant MANOVA
Which variables contribute to the difference? Two approaches
Univariate: follow MANOVA with univariate ANOVAs on each variable Multivariate
Significant MANOVA
Multivariate: follow MANOVA with Canonical Variate Analysis Canonical variates
Eigen vectors scaled to unit variance Standardized canonical coefficients describe contribution of each dependent variable to a function describing differences among groups.
Canonical coefficients
Potential problems
Depend on which Y variables are included
different results & interpretation if different variables are omitted
Aedes albopictus
Aedes albopictus
x8
x4
10 aeg + 20 alb
x4
No Aggregation
10 aeg 10 aeg + 40 alb
Low Aggregation
x6
x2
Medium Aggregation
10 aeg 10 aeg + 80 alb 10 aeg
x7
x1
x8
High Aggregation
Control
Replicate = 8 containers Cohort = 80 Larvae Standard food, temperature Determine response of Aedes aegypti
MANOVA
part 1. Basic MANOVA Table
Source
Df, Df
Eigen value
% Variance
94% 4% 1%
Interaction 12,90
0.207
MANOVA
part 2. Which variables contribute to effects? Standardized Canonical Coefficients
Eigen % Prop. value Var. Surviving Treatment 1 9.30 94% -0.21 2 0.44 4% 1.12
st nd
Source
MANOVA
part 3. comparing groups
Female median time to adult (d)
8.80 8.60 8.40 C C
No Aggregation
Low aggregation
8.20
B 8.00
Medium aggregation
7.80
High aggregation
7.60
A
Control
7.40
7.20 2.25 2.50
2.75
MANOVA
part 3. comparing groups
0.96 0.94 0.92
No Aggregation
Proportion survivorship
Control
Low aggregation
0.90
0.88
C C
B
High aggregation
0.86
0.84 0.82 2.25 2.50 2.75 B
Medium aggregation
Is MANOVA best?
MANOVA combines variables in linear combinations Biological hypotheses may predict effects on nonlinear, non-additive combinations Biological meaning should take precedence over statistical convenience
lm
x
ln(R0 ) dN/Ndt = =
x=1
[ x l m / l m ]
x x x x
Tc
x=1
x=1
N = number of females lx = probability that female survives to day x mx = number of female offspring per female on day x R0 = basic reproductive rate = expected number of surviving offspring per female TC = cohort generation time = mean time between birth of mother and birth of young
ln
[ (1/N ) A f(w ) ]
0 x x
x=1
r = D+
[ x A f(w ) / A f(w ) ]
x x x x
x=1
x=1
N0 = initial number of females (assumed cohort) Ax = number females eclosing on day x x = days since hatching of cohort wx = mean size of females eclosing on day x f(wx) = function predicting female eggs based on size wx D = days from eclosion to oviposition
ANOVA
on r index of population performance
0.15
A
0.14
A
0.13
B BC
0.12
0.11
Control High Medium Treatment Low No
Conclusions
Analysis of biologically-derived index vs. MANOVA yield similar, not identical conclusions
MANOVA: linear combinations, based on statistics Index: nonlinear combinations, based on biology When possible, using biologically-derived synthesis of multiple variables is desirable In the absence of a priori synthesis of variables, MANOVA desirable
Acknowledgements
R01-AI44793
Joe Fader Paul ONeal Ebony Murrell Colleen Stephens Jen Breaux Scott Chism Stefani Brandt
TITLE 'MULTIVARIATE ANALYSIS OF PERFORMANCE VARIABLES'; proc glm data=fader1 /* GLM for unbalance designs */ ; class block treat /* treat = treatments */; model psurv meaned meanwl = block treat block*treat / ss3 /* type III sums of squares for unbalanced designs */ ; lsmeans treat block*treat / stderr pdiff; contrast 'con vs uniform' treat 1 -1 0 0 0 /* contrast statements test pairwise differences */; contrast 'con vs half' treat 1 0 -1 0 0; contrast 'con vs quart' treat 1 0 0 -1 0; contrast 'con vs one' treat 1 0 0 0 -1; contrast 'unif vs half' treat 0 1 -1 0 0 ; contrast 'unif vs quart' treat 0 1 0 -1 0 ; contrast 'unif vs one' treat 0 1 0 0 -1 ; contrast 'half vs quart' treat 0 0 1 -1 0 ; contrast 'half vs one' treat 0 0 1 0 -1 ; contrast 'quart vs one' treat 0 0 0 1 -1; manova h=_ALL_ / canonical /* yields multivariate analysis & canonical coefficients */; run;
References for MANOVA Scheiner, SM 2001. MANOVA: multiple response variables and multispecies interactions. Design and Analysis of Ecological Experiments 2nd ed. (eds Scheiner & Gurevitch) Oxford Univ. Press, Oxford. Livdahl, T. P., and G. Sugihara. 1984. Non-linear interactions of populations and the importance of estimating per capita rates of change. Journal of Animal Ecology 53:573580. SAS Institute. 2003. SAS users guide. Statistics. Version 9.1. SAS Institute, Cary, North Carolina, USA.