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Page 1: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

By Hui Bian

Office for Faculty Excellence

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Page 2: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

K-group between-subjects MANOVA with SPSS

Factorial between-subjects MANOVA with SPSS

How to interpret SPSS outputs

How to report results

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Page 3: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

We use 2009 Youth Risk Behavior Surveillance System (YRBSS, CDC) as an example. YRBSS monitors priority health-risk behaviors and

the prevalence of obesity and asthma among youth and young adults.

The target population is high school students

Multiple health behaviors include drinking, smoking, exercise, eating habits, etc.

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Page 4: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

MANOVA We focus on K-group between subjects design.

Assess

the effects of one independent variable (K-group) on two or more dependent variables simultaneously.

Dependent variables are correlated and share a common conceptual meaning.

MANOVA uses Pillai’s trace, Wilks’lambda, Hotelling’s trace, and Roy’s largest root criterion

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Page 5: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Why use MANOVA Single dependent measure seldom captures completely a

phenomenon being studied.

MANOVA provides some control over the overall alpha level or type I error. Multiple univariate t tests or ANOVA can inflate the operational alpha level.

MANOVA considers dependent variable intercorrelations.

MANOVA helps indentify dependent variables that produce the most group separation or distinction.

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Page 6: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

When NOT use MANOVA If the dependent variables are not correlated.

If the dependent variables are highly correlated. It will produce the risk of a multicollinearity condition. Use subscales together with the total scores of the scale

as dependent variables

The dependent variable is computed from one or more of the others.

Using baseline and posttest scores would create linear dependence.

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Page 7: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Assumptions

Independence: the participants that compose the levels of an independent variable must be independent of each other.

Homogeneity of covariance matrices Box’s M test from SPSS is used to assess equivalence of

covariance matrices.

Homogeneity of variance When the sample size is fairly equal across the group,

violation of homogeneity produces minor consequences.

The group sizes are approximately equal (largest/smallest 1.5).

Multivariate normality Check univariate normality for each dependent variable.

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Page 8: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Example: Research design: four-group between-subjects design

Research question: whether grade levels affect high school students’ sedentary behaviors. One independent variable: Grade with 4 levels: 9th, 10th, 11th,

and 12th grade (Q3r).

Two dependent variables: sedentary behaviors: Q80 (physical activity) and Q81: (How many hours watch TV).

Higher score of Q80 = More days of physically active.

Higher score of Q81 = More hours on watching TV.

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Page 9: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Initial data screening Stem-and-Leaf Plots: use the original data values to

display the distribution's shape.

Normal Q-Q Plots: the straight line in the plot represents expected values when the data are normally distributed.

Box Plots: is used to identify outliers.

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Page 10: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Select Analyze Descriptive Statistics Explore

Move Q80 and Q81

Move Q3r

Click Plots

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Page 11: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Stem-and-Leaf Plots (Q80 for 9th grade)

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Stem

Leaves

Page 12: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Stem-and-Leaf Plots (Q81 for 9th grade)

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Page 13: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Normal Q-Q Plots: the straight line in the plot represents

expected values when the data are normally distributed.

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Page 14: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Box Plots

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Median

Minimum value

25th percentile

75th percentile

Kurtosis

Page 15: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Normality of our dependent variables The plots obtained from SPSS look reasonably normal.

We judge these variables ready for multivariate analysis.

MANOVA using SPSS Select Analyze General Linear Model Multivariate

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Page 16: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Options and Post-hoc

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Page 17: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Post hoc tests: A follow-up analysis

Following a significant multivariate effect.

The purpose of post hoc tests is to discover which specific dependent variables are affected.

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Page 18: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

SPPS Outputs Descriptive statistics

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Page 19: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

SPSS Outputs

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The non-significant Box’s M indicates homogeneity

of covariance matrices

Significant result indicates sufficient correlation between the dependent variables.

Page 20: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

SPSS Outputs

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Page 21: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

SPSS Outputs: univariate test results

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Page 22: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

SPSS Outputs: estimated marginal means

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Page 23: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

SPSS Outputs

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Page 24: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

SPSS Outputs

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P values

Page 25: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Plots

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Page 26: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Results

The mutivariate analysis of variance (MANOVA) was conducted to assess grade differences on two sedentary behaviors: physical activity and hours of watching TV and. A non-significant Box’s M test (p = .12) indicates homogeneity of covariance matrices of the dependent variables across the levels of grade.

The multivariate effect was significant by grade levels, F(6,31322) = 28.11, p < .01, partial η2 = .01. Univariate tests showed that there were significant differences across the grade levels on physical activity, F(3,15662) = 24.80, p < .01, partial η2 = .01, and hours of watching TV, F(3,15662) = 27.00, p < .01, partial η2 = .01 .

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Page 27: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Results Tamhane post hoc tests suggested 12th graders (M =

3.96, SD = 2.53) had less days of physical activity than 9th-11th graders did. However, 9th graders (M = 4.43, SD = 2.61) exercised more than 11th graders (M = 4.24, SD = 2.57).

Tukey HSD tests showed 9th (M = 3.91, SD = 1.76) and 10th (M = 3.83, SD = 1.76) graders spent more hours of watching TV than 11th (M = 3.65, SD = 1.71)and 12th graders (M = 3.61, SD = 1.71)did.

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Page 28: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Two-way MANOVA design The effects of two independent variables on several

dependent variables are examined simultaneously.

A two-way design enables us to examine the joint effect of independent variables.

Interaction effect means that the effect of one independent variable has on dependent variables is not the same for all levels of the other independent variable.

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Page 29: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Example: Research design: two-way between-subjects design

Research question: whether grade levels and ever use cigarettes jointly affect high school students’ sedentary behaviors or Whether the grade differences on sedentary behaviors are moderated by ever use. Two independent variable: Grade with 4 levels: 9th, 10th, 11th,

and 12th grade (Q3r); ever use cigarettes (Q28) with two levels: female and male.

Two dependent variable: sedentary behaviors: Q80 (physical activity), and Q81 (hours of watching TV).

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Page 30: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Analysis using SPSS Select Analyze General Linear Model

Multivariate

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Page 31: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Options and Plots

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Page 32: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

SPSS Outputs

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Page 33: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

SPSS Outputs

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So, we don’t have homogeneity of variance and covariance matrices

across combination of two independent variables.

Page 34: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

SPSS Outputs: multivariate results

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Page 35: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

SPSS Outputs: univariate results

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Page 36: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

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SPSS Outputs: marginal means

Page 37: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

SPSS Outputs: plots

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Page 38: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Post hoc tests If we use ever use (two levels: Yes and No) as a

moderator, we want to know the relationship patterns of grade and sedentary behaviors from Yes and No groups.

Run one-way MANOVA for Yes group (select cases: Q28 = 1/Yes).

Run one-way MANOVA for No group (select cases: Q28 = 2/No)

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Page 39: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Plots

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Yes No

Page 40: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Other analyses We want to know which pairs of combinations of two

independent variables are significantly different.

Create a new variable: Grade_Smoke

Go to Transform Compute Variable Click If

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Page 41: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

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Type Q28 = 1 & Q3r = 1 (means Yes/9th grade)

Page 42: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Then click Ok. Now you create a new variable with only one category (Yes to smoking and 9th graders).

Next, you need to continue adding other five categories to the same variable.

Go to Transform Compute Variable

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Page 43: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Use If button to change conditions

Type Q28 = 1 & Q3r = 2 (Yes/10th graders)

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Page 44: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

After click Continue than OK, you get this small window, click OK.

The same procedure for adding all categories.

Type Q28 = 1 & Q3r = 3

Type Q28 = 1 & Q3r = 4

Type Q28 = 2 & Q3r = 1

Type Q28 = 2 & Q3r = 2

Type Q28 = 2 & Q3r = 3

Type Q28 = 2 & Q3r = 4

A new variable with 8 levels.

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Page 45: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Use ANOVA to examine if there is a difference across 8 levels of new variable on Q80.

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Page 46: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Post hoc tests

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P values

Page 47: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Results Similar to the results from one-way MANOVA.

But we need to report Pillai’s trace multivariate test result because we don’t have equal variance and covariance matrices across the groups.

The grade and ever use significantly affected sedentary behaviors.

The relationship of grade and sedentary behaviors were moderated by ever use behavior.

9th and 10th graders who had not ever use cigarettes exercised more than other students.

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Page 48: By Hui Bian Office for Faculty Excellence - PiratePanelcore.ecu.edu/ofe/StatisticsResearch/SPSS Series 2 MANOVA and... · By Hui Bian Office for Faculty Excellence 1 ... Use ANOVA

Meyers, L. S., Gamst, G., & Guarino, A. J. (2006). Applied multivariate research: design and interpretation. Thousand Oaks, CA: Sage Publications, Inc.

Stevens, J. P. (2002). Applied multivariate statistics for the social sciences. Mahwah, NJ: Lawrence Erlbaum Associates, Inc.

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