104
On MANOVA using STATA, SAS & R Fares Qeadan, Ph.D Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine University of New Mexico Health Sciences Center July 13, 2015 Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Pre On MANOVA using STATA, SAS & R July 13, 2015 1 / 80

Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

  • Upload
    others

  • View
    4

  • Download
    0

Embed Size (px)

Citation preview

Page 1: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

On MANOVA using STATA, SAS & R

Fares Qeadan, Ph.D

Department of Internal Medicine

Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center

July 13, 2015

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 1 / 80

Page 2: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Outline

Introduction

What is MANOVA?Why is MANOVA?Functional Form & NotationsAssumptionsHypothesesRemarks

One-way MANOVA Example

The ProblemThe Solution using STATAThe Solution using SASThe Solution using R

Note on Profile Analysis

Citation

References

Links to Data and Syntax

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 2 / 80

Page 3: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Outline

Introduction

What is MANOVA?Why is MANOVA?Functional Form & NotationsAssumptionsHypothesesRemarks

One-way MANOVA Example

The ProblemThe Solution using STATAThe Solution using SASThe Solution using R

Note on Profile Analysis

Citation

References

Links to Data and Syntax

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 2 / 80

Page 4: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Outline

Introduction

What is MANOVA?Why is MANOVA?Functional Form & NotationsAssumptionsHypothesesRemarks

One-way MANOVA Example

The ProblemThe Solution using STATAThe Solution using SASThe Solution using R

Note on Profile Analysis

Citation

References

Links to Data and Syntax

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 2 / 80

Page 5: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Outline

Introduction

What is MANOVA?Why is MANOVA?Functional Form & NotationsAssumptionsHypothesesRemarks

One-way MANOVA Example

The ProblemThe Solution using STATAThe Solution using SASThe Solution using R

Note on Profile Analysis

Citation

References

Links to Data and Syntax

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 2 / 80

Page 6: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Outline

Introduction

What is MANOVA?Why is MANOVA?Functional Form & NotationsAssumptionsHypothesesRemarks

One-way MANOVA Example

The ProblemThe Solution using STATAThe Solution using SASThe Solution using R

Note on Profile Analysis

Citation

References

Links to Data and Syntax

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 2 / 80

Page 7: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Outline

Introduction

What is MANOVA?Why is MANOVA?Functional Form & NotationsAssumptionsHypothesesRemarks

One-way MANOVA Example

The ProblemThe Solution using STATAThe Solution using SASThe Solution using R

Note on Profile Analysis

Citation

References

Links to Data and Syntax

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 2 / 80

Page 8: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Outline

Introduction

What is MANOVA?Why is MANOVA?Functional Form & NotationsAssumptionsHypothesesRemarks

One-way MANOVA Example

The ProblemThe Solution using STATAThe Solution using SASThe Solution using R

Note on Profile Analysis

Citation

References

Links to Data and Syntax

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 2 / 80

Page 9: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

What is MANOVA:

Multivariate analysis of variance (MANOVA) is a statistical test forcomparing multivariate means of several groups.

MANOVA is an extension of ANOVA such that main effects andinteractions are assessed on a linear combination of a set of two ormore continuous dependent variables (DVs) [1]. Think of it asANOVA for situations when there are several continuous dependentvariables.

MANOVA searches for the best linear combinations of the dependentvariables, for directions in the data space, which maximizes groupseparation (i.e. the ratio of between-group and within-groupvariances) [4].

MANOVA is a two-stage test in which an overall test is firstperformed with subsequent tests to tease apart group differences [5].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 3 / 80

Page 10: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

What is MANOVA:

Multivariate analysis of variance (MANOVA) is a statistical test forcomparing multivariate means of several groups.

MANOVA is an extension of ANOVA such that main effects andinteractions are assessed on a linear combination of a set of two ormore continuous dependent variables (DVs) [1]. Think of it asANOVA for situations when there are several continuous dependentvariables.

MANOVA searches for the best linear combinations of the dependentvariables, for directions in the data space, which maximizes groupseparation (i.e. the ratio of between-group and within-groupvariances) [4].

MANOVA is a two-stage test in which an overall test is firstperformed with subsequent tests to tease apart group differences [5].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 3 / 80

Page 11: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

What is MANOVA:

Multivariate analysis of variance (MANOVA) is a statistical test forcomparing multivariate means of several groups.

MANOVA is an extension of ANOVA such that main effects andinteractions are assessed on a linear combination of a set of two ormore continuous dependent variables (DVs) [1]. Think of it asANOVA for situations when there are several continuous dependentvariables.

MANOVA searches for the best linear combinations of the dependentvariables, for directions in the data space, which maximizes groupseparation (i.e. the ratio of between-group and within-groupvariances) [4].

MANOVA is a two-stage test in which an overall test is firstperformed with subsequent tests to tease apart group differences [5].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 3 / 80

Page 12: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

What is MANOVA:

Multivariate analysis of variance (MANOVA) is a statistical test forcomparing multivariate means of several groups.

MANOVA is an extension of ANOVA such that main effects andinteractions are assessed on a linear combination of a set of two ormore continuous dependent variables (DVs) [1]. Think of it asANOVA for situations when there are several continuous dependentvariables.

MANOVA searches for the best linear combinations of the dependentvariables, for directions in the data space, which maximizes groupseparation (i.e. the ratio of between-group and within-groupvariances) [4].

MANOVA is a two-stage test in which an overall test is firstperformed with subsequent tests to tease apart group differences [5].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 3 / 80

Page 13: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Why is MANOVA:

Researchers are interested in evaluating mean differences on severaldependent variables simultaneously while controlling for theintercorrelations among them [2].

Statistically, with correlated DVs, MANOVA is a more powerful testthan conducting separate ANOVAs [6] (conducting a series ofANOVAs inflates type I error rates while MANOVA helps to controlfor it).

MANOVA allows for more examinations of group differences than isthe case for ANOVA (see Hypotheses section)[3].

MANOVA utilizes more information from the data, using therelationship between the DVs, than does ANOVA [5].

MANOVA may detect combined differences not found in theunivariate tests [6].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 4 / 80

Page 14: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Why is MANOVA:

Researchers are interested in evaluating mean differences on severaldependent variables simultaneously while controlling for theintercorrelations among them [2].

Statistically, with correlated DVs, MANOVA is a more powerful testthan conducting separate ANOVAs [6] (conducting a series ofANOVAs inflates type I error rates while MANOVA helps to controlfor it).

MANOVA allows for more examinations of group differences than isthe case for ANOVA (see Hypotheses section)[3].

MANOVA utilizes more information from the data, using therelationship between the DVs, than does ANOVA [5].

MANOVA may detect combined differences not found in theunivariate tests [6].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 4 / 80

Page 15: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Why is MANOVA:

Researchers are interested in evaluating mean differences on severaldependent variables simultaneously while controlling for theintercorrelations among them [2].

Statistically, with correlated DVs, MANOVA is a more powerful testthan conducting separate ANOVAs [6] (conducting a series ofANOVAs inflates type I error rates while MANOVA helps to controlfor it).

MANOVA allows for more examinations of group differences than isthe case for ANOVA (see Hypotheses section)[3].

MANOVA utilizes more information from the data, using therelationship between the DVs, than does ANOVA [5].

MANOVA may detect combined differences not found in theunivariate tests [6].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 4 / 80

Page 16: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Why is MANOVA:

Researchers are interested in evaluating mean differences on severaldependent variables simultaneously while controlling for theintercorrelations among them [2].

Statistically, with correlated DVs, MANOVA is a more powerful testthan conducting separate ANOVAs [6] (conducting a series ofANOVAs inflates type I error rates while MANOVA helps to controlfor it).

MANOVA allows for more examinations of group differences than isthe case for ANOVA (see Hypotheses section)[3].

MANOVA utilizes more information from the data, using therelationship between the DVs, than does ANOVA [5].

MANOVA may detect combined differences not found in theunivariate tests [6].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 4 / 80

Page 17: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Why is MANOVA:

Researchers are interested in evaluating mean differences on severaldependent variables simultaneously while controlling for theintercorrelations among them [2].

Statistically, with correlated DVs, MANOVA is a more powerful testthan conducting separate ANOVAs [6] (conducting a series ofANOVAs inflates type I error rates while MANOVA helps to controlfor it).

MANOVA allows for more examinations of group differences than isthe case for ANOVA (see Hypotheses section)[3].

MANOVA utilizes more information from the data, using therelationship between the DVs, than does ANOVA [5].

MANOVA may detect combined differences not found in theunivariate tests [6].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 4 / 80

Page 18: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Functional Form & Notations:Using the notations of Johnson and Wichern [7], with slight modification,suppose we have p > 1 continuous dependent variables, then the one-wayMANOVA model is:

yij = µ + τ i + εij

(1)

with i = 1 . . . g and j = 1 . . . ni where:

yij is a p × 1 outcome vector for the j th subject from the i th

treatment.

µ = [µ1, µ2, . . . , µp]′ is the overall population mean vector.

τ i = [τi1, τi2, . . . , τip]′ is the i th treatment effect vector for the p

response variables.

εij is the experimental error such that εij ∼ Np(0,Σ) with∑gi=1 niτ i = 0.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 5 / 80

Page 19: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

In a matrix form, the equation in (1) could be written as

Yn×p = Xn×(g+1)B(g+1)×p + εn×p

(2)

where n =∑

g ng ,

Y =

y′11

y′12...

y′1n1

y′21......

y′gng

=

y111 y112 · · · y11p...

......

...y1n11 y1n12 · · · y1n1p

y211 y212 · · · y21p...

......

......

......

...ygng1 ygng2 · · · ygngp

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 6 / 80

Page 20: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

and Xn×(g+1)B(g+1)×p + εn×p is

1 1 0 · · · 0...

......

......

1 1 0 · · · 01 0 1 · · · 0...

......

......

1 0 1 · · · 0...

......

......

......

......

...1 0 0 · · · 1

µ1 µ2 · · · µp

τ11 τ12 · · · τ1p

τ21 τ22 · · · τ2p...

......

...τg1 τg2 · · · τgp

+

ε′11ε′12...

ε′1n1

ε′21......

ε′gng

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 7 / 80

Page 21: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Assumptions:

Normality assumption: The data (or residuals) are multivariatenormally distributed for each group. So, each variable must be normaland any linear combinations of the variables must be normal (checkedby Shaprio-Wilks for univariate normality (with QQplots) andMardia’s skewness and kurtosis for multivariate normality).

Homogeneity assumption: The data from all groups have commonvariance-covariance matrix Σ (checked by Bartlett’s test or Box’stest).

The DVs are continuous.

Linearity: There should be a linear relationships between the DVs(checked by conducting a scatterplot matrix between the DVs).

Absence of multivariate outliers (checked by assessing MahalanobisDistances).

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 8 / 80

Page 22: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Assumptions:

Normality assumption: The data (or residuals) are multivariatenormally distributed for each group. So, each variable must be normaland any linear combinations of the variables must be normal (checkedby Shaprio-Wilks for univariate normality (with QQplots) andMardia’s skewness and kurtosis for multivariate normality).

Homogeneity assumption: The data from all groups have commonvariance-covariance matrix Σ (checked by Bartlett’s test or Box’stest).

The DVs are continuous.

Linearity: There should be a linear relationships between the DVs(checked by conducting a scatterplot matrix between the DVs).

Absence of multivariate outliers (checked by assessing MahalanobisDistances).

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 8 / 80

Page 23: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Assumptions:

Normality assumption: The data (or residuals) are multivariatenormally distributed for each group. So, each variable must be normaland any linear combinations of the variables must be normal (checkedby Shaprio-Wilks for univariate normality (with QQplots) andMardia’s skewness and kurtosis for multivariate normality).

Homogeneity assumption: The data from all groups have commonvariance-covariance matrix Σ (checked by Bartlett’s test or Box’stest).

The DVs are continuous.

Linearity: There should be a linear relationships between the DVs(checked by conducting a scatterplot matrix between the DVs).

Absence of multivariate outliers (checked by assessing MahalanobisDistances).

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 8 / 80

Page 24: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Assumptions:

Normality assumption: The data (or residuals) are multivariatenormally distributed for each group. So, each variable must be normaland any linear combinations of the variables must be normal (checkedby Shaprio-Wilks for univariate normality (with QQplots) andMardia’s skewness and kurtosis for multivariate normality).

Homogeneity assumption: The data from all groups have commonvariance-covariance matrix Σ (checked by Bartlett’s test or Box’stest).

The DVs are continuous.

Linearity: There should be a linear relationships between the DVs(checked by conducting a scatterplot matrix between the DVs).

Absence of multivariate outliers (checked by assessing MahalanobisDistances).

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 8 / 80

Page 25: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Assumptions:

Normality assumption: The data (or residuals) are multivariatenormally distributed for each group. So, each variable must be normaland any linear combinations of the variables must be normal (checkedby Shaprio-Wilks for univariate normality (with QQplots) andMardia’s skewness and kurtosis for multivariate normality).

Homogeneity assumption: The data from all groups have commonvariance-covariance matrix Σ (checked by Bartlett’s test or Box’stest).

The DVs are continuous.

Linearity: There should be a linear relationships between the DVs(checked by conducting a scatterplot matrix between the DVs).

Absence of multivariate outliers (checked by assessing MahalanobisDistances).

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 8 / 80

Page 26: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Hypotheses:

Is there an overall treatment effect?

H0 : τ 1 = τ 2 = · · · = τ g = 0 (3)

Are the outcome means, regardless of the treatment groups, equal?

H0 : µ1 = µ2 = · · · = µp (4)

Are the outcome means, for a set of the treatment groups, equal?(done by using Contrast). For example:

H0 : τ 1 = τ 2 (5)

If applicable, Profile Analysis [Test of Parallelism, Coincidental(Separation) and Flatness (Level)] and Post hoc Analysis areconducted.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 9 / 80

Page 27: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Hypotheses:

Is there an overall treatment effect?

H0 : τ 1 = τ 2 = · · · = τ g = 0 (3)

Are the outcome means, regardless of the treatment groups, equal?

H0 : µ1 = µ2 = · · · = µp (4)

Are the outcome means, for a set of the treatment groups, equal?(done by using Contrast). For example:

H0 : τ 1 = τ 2 (5)

If applicable, Profile Analysis [Test of Parallelism, Coincidental(Separation) and Flatness (Level)] and Post hoc Analysis areconducted.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 9 / 80

Page 28: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Hypotheses:

Is there an overall treatment effect?

H0 : τ 1 = τ 2 = · · · = τ g = 0 (3)

Are the outcome means, regardless of the treatment groups, equal?

H0 : µ1 = µ2 = · · · = µp (4)

Are the outcome means, for a set of the treatment groups, equal?(done by using Contrast). For example:

H0 : τ 1 = τ 2 (5)

If applicable, Profile Analysis [Test of Parallelism, Coincidental(Separation) and Flatness (Level)] and Post hoc Analysis areconducted.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 9 / 80

Page 29: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Hypotheses:

Is there an overall treatment effect?

H0 : τ 1 = τ 2 = · · · = τ g = 0 (3)

Are the outcome means, regardless of the treatment groups, equal?

H0 : µ1 = µ2 = · · · = µp (4)

Are the outcome means, for a set of the treatment groups, equal?(done by using Contrast). For example:

H0 : τ 1 = τ 2 (5)

If applicable, Profile Analysis [Test of Parallelism, Coincidental(Separation) and Flatness (Level)] and Post hoc Analysis areconducted.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 9 / 80

Page 30: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Remarks:

If the dependent variables are not correlated, separate ANOVAs areappropriate [9].

In most of the statistical programs used, when implementingMANOVA there are four multivariate measures: Wilks lambda, Pillai’strace, Hotelling-Lawley trace and Roys largest root. I will emphasizeWilks lambda since it demonstrates the amount of variance accountedfor in the dependent variables by the independent variables and henceit can give a ”Multivariate R-squared” calculated as:Multivariate R-squared= 1 - Wilks’ Lambda.

In this document we will give an example for one-way MANOVA only,however the analysis is similar in two-way MANOVA with the additionof having two independent factors instead of one and hence aninteraction term.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 10 / 80

Page 31: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Remarks:

If the dependent variables are not correlated, separate ANOVAs areappropriate [9].

In most of the statistical programs used, when implementingMANOVA there are four multivariate measures: Wilks lambda, Pillai’strace, Hotelling-Lawley trace and Roys largest root. I will emphasizeWilks lambda since it demonstrates the amount of variance accountedfor in the dependent variables by the independent variables and henceit can give a ”Multivariate R-squared” calculated as:Multivariate R-squared= 1 - Wilks’ Lambda.

In this document we will give an example for one-way MANOVA only,however the analysis is similar in two-way MANOVA with the additionof having two independent factors instead of one and hence aninteraction term.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 10 / 80

Page 32: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Introduction MANOVA

Remarks:

If the dependent variables are not correlated, separate ANOVAs areappropriate [9].

In most of the statistical programs used, when implementingMANOVA there are four multivariate measures: Wilks lambda, Pillai’strace, Hotelling-Lawley trace and Roys largest root. I will emphasizeWilks lambda since it demonstrates the amount of variance accountedfor in the dependent variables by the independent variables and henceit can give a ”Multivariate R-squared” calculated as:Multivariate R-squared= 1 - Wilks’ Lambda.

In this document we will give an example for one-way MANOVA only,however the analysis is similar in two-way MANOVA with the additionof having two independent factors instead of one and hence aninteraction term.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 10 / 80

Page 33: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example MANOVA

The Problem (Example 1.5.1 of Christensen 2001 [8]): A study wasconducted to examine the effects of two drugs on heart rates. Thirtywomen were randomly divided into three groups of ten. An injection was givento each person. Depending on their group, women received either a placebo, drugA, or drug B. Repeated measurements of their heart rates were taken beginningat two minutes after the injection and at five minute intervals thereafter. Fourmeasurements were taken on each individual1. The data are given in Table 1.2.

1 The observations were taken over time on the same individual and hence correlated. Consider the heart rate measurementstaken at the four times to be four DVs. This is a completely randomized design, so a one-way MANOVA is appropriate. Thetreatments are the two drugs and the placebo (R. Christensen).

1v

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 11 / 80

Page 34: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

The Solution using STATA:

Get the Data: (Please see the last page for a link to the data and do file)

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 12 / 80

Page 35: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

Conduct the MANOVA test:

This is the standard STATA output when conducting MANOVA. All four multivariate

tests indicate rejection of the null hypothesis. This indicates that there are one or more

differences among the four-dimensional mean vectors for the three groups. The standard

output in STATA when testing MANOVA corresponds to the overall treatment effect

hypothesis H0 : τ 1 = τ 2 = τ 3 = 0. This hypothesis is rejected (p < 0.05). The

”Multivariate R-squared” from this model is about 93.72% which is relatively strong.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 13 / 80

Page 36: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

The parameters’ estimates of the MANOVA model are presented in the followingtable:

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 14 / 80

Page 37: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

Test the homogeneity assumption: In this assumption, we test the nullhypothesis H0 : Σ1 = Σ2 = Σ3 = 0.

Firstly, we get the four residuals by conducting separate ANOVAs and then use the

mvtest function. The Box’s M test suggests that the data from all groups have common

variance-covariance matrix (p = 0.225 > 0.05) so this assumptions wasn’t violated.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 15 / 80

Page 38: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

Test the Normality assumption: In this assumption, due to the small sample sizeper treatment group, we test the null hypothesis H0 : ε ∼ N4(0, Σ). If the samplesize for each drug were large, it would be appropriate to check for normality withinthe treatment groups [8].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 16 / 80

Page 39: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

The three formal tests above, for univariate normality, bivariate normality and multivariatenormality, collectively indicate that the data are normally distributed. Only the bivariatenormality of res1 and res3 was questionable since p = 0.0286. Nonetheless, this result shouldn’tinfluence our inference regarding the multivariate normality assumption. This assumption is notviolated and the following graphical presentations support such inference.

To, graphically, assess multivariate normality, we firstly examine the bivariate scatterplots foreach pair of the residuals’ vectors hopping to observe an elliptical shape and secondly look atthe histogram of each vector of the residuals with the corresponding QQplot:

Res1

Res2

Res3

Res4

-10

0

10

-10 0 10

-10

0

10

-10 0 10

-10

0

10

-10 0 10

-10

0

10

-10 0 10

This graph is sufficient to establish the linearity assumption for the DVs.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 17 / 80

Page 40: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

. histogram res1, normal name(res1h, replace) nodraw

. qnorm res1, name(res1q, replace) nodraw

. histogram res2, normal name(res2h, replace) nodraw

. qnorm res2, name(res2q, replace) nodraw

. histogram res3, normal name(res3h, replace) nodraw

. qnorm res3, name(res3q, replace) nodraw

. histogram res4, normal name(res4h, replace) nodraw

. qnorm res4, name(res4q, replace) nodraw

. gr combine res1h res1q res2h res2q res3h res3q res4h res4q, cols(2)

0

.02.0

4.06.0

8 .1

De

nsity

-10 -5 0 5 10Res1

-10-5

05

10

Re

s1

-10 -5 0 5 10Inverse Normal

0

.02.0

4.0

6.0

8

De

nsity

-10 -5 0 5 10Res2

-10 -5

05

10

Re

s2

-10 -5 0 5 10Inverse Normal

0

.05

.1.1

5

De

nsity

-10 -5 0 5 10Res3

-10 -5

05

10

Re

s3

-10 -5 0 5 10Inverse Normal

0

.05

.1

De

nsity

-5 0 5 10Res4

-10-5

05

10

Re

s4

-10 -5 0 5 10Inverse Normal

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 18 / 80

Page 41: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

To conduct in STATA a test for univariate normality which is similar to that in SAS or R, we usethe swilk command which implements the Shapiro-Wilk test.

Note that:

The normality assumption can be relaxed by appealing to the central limit theorem whenthe sample sizes ni are large [10].

Theoretically, we should examine the normality for every linear combination of theresiduals. This can be time consuming so evaluating some finite number of the linearcombinations is sufficient [8].

To further examine the multivariate normality through graphical tools, one could also plot3 dimensional scatterplots and look for elliptical shapes. This is a great tool to detectoutliers.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 19 / 80

Page 42: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

Test the assumption of Absence of Multivariate Outliers:To examine multivariate outliers in the data, we use the QQPlot for the observed Mahalanobisdistances (MD). We plot the ordered Mahalanobis distances versus estimated quantiles from achi-squared distribution with p degrees of freedom and expect to see a straight-line.

ch

i2C

hi-S

qu

are

Plot Check for Multivariate NormalityMahanalobis Distance

0 5 10

0

5

10

15

To conduct a formal test, we compute the 97.5% quantile Q of the Chi-Square distribution with

p degrees of freedom using the invchi2 command and declare each point with MD which is

greater than Q as a multivariate outlier.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 20 / 80

Page 43: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

The observed Mahalanobis distances of our data are presented below. Based on this data wehave no multivariate outliers as none of the observations has a MD which is larger than 11.14,the 97.5% quantile of the Chi-Square distribution with 4 degrees of freedom.

Note: This test is generally used to establish multivariate normality, however; we use it in here

to only detect multivariate outliers.Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 21 / 80

Page 44: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

Test for an overall treatment effect: The null hypothesis H0 : τ 1 = τ 2 = τ 3 = 0 isrejected which indicates an existence of treatment effect. That is, at the 5% significancelevel, we can infer that at least one of the three treatments (Drug A, Drug B or Placebo)has a significant impact on women’s heart rate.

Note that this output is the same as the default output we get from STATA when conducting a

MANOVA (see page 13)].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 22 / 80

Page 45: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

Test whether the four heart rate means are equal: The null hypothesisH0 : µ1 = µ2 = µ3 = µ4 is rejected (see STATA’s output and Box-plot Figure below)which indicates, at the 5% significance level, that women’s means heart rate at the fourtimes are significantly different.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 23 / 80

Page 46: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

65

70

75

80

85

90

Hea

rt R

ate

Women's Heart Rate Distribution at Four Different Times

time1 time2

time3 time4

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 24 / 80

Page 47: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

Test whether the four heart rate means, for Drug A and Placebo, are equal: The nullhypothesis H0 : τ 1 = τ 3 is rejected (see STATA’s output below). That is, at the 5%significance level, we can infer that the impact of Drug A on women’s heart rate issignificantly different than that of the Placebo.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 25 / 80

Page 48: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

Profile Analysis: When comparing the same dependent variable between groups over severaltime points then profile analysis is invoked. In this analysis, one examines three diffrenthypotheses.

Whether the curves are parallel (Parallelism)?

Whether the curves have the same average level (Separation or Coincidental profiles)?

Whether the average curve is horizontal (Flatness)?

7075

8085

Mea

n

time1 time2 time3 time4Variables

Drug_A Drug_BPlacebo mean

Heart Rate Profiles

We observe from the profiles plot above that Drug B is different from both Drug A and Placebo.

In fact, its profile falls in between the profiles of Drug A and Placebo that both seem to be

similar in their behavior over time.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 26 / 80

Page 49: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

Test for Parallelism: The null hypothesis tests if the two drugs and placebo have parallel profiles.

The previous graph of heart rate profiles clearly indicates that the parallelism hypothesis should

be rejected. From the above output, we see that this hypothesis is rejected based on the four

multivariate test and hence we can infer that the changes in women’s heart rate are significantly

NOT the same direction and pattern for the two drugs and placebo.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 27 / 80

Page 50: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

Test for Separation (Coincidental): The null hypothesis tests if the curves have the sameaverage level. This hypothesis is meaningless in this situation since the parallelism hypothesiswas rejected. Nonetheless, for demonstration purposes I will provide the STATA code/output.

Here is a fake example [11] in which coincidental profiles is occuring:

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 28 / 80

Page 51: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

Test for Flatness: The null hypothesis tests if the the average curve is horizontal. This is thesame as testing whether the four heart rate means are equal (see page 23). For completeness, Iam providing he STATA code and output again.

Note: STATA 10 or less reserves the first column of the H (test) matrix for the constant’s

column while STATA 11 or more reserves the last column for the same purpose. So, if you were

using STATA 14 then your H matrix would be H = (1/3, 1/3, 1/3, 1) and if you were using

SATA 9 then it would be H = (1, 1/3, 1/3, 1/3).Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 29 / 80

Page 52: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

Post Hoc Analysis: Several methods are generally conducted after a MANOVA model including:Simultaneous confidence intervals, Multivariate contrasts, Multiple Univariate ANOVAs,Discriminant Analysis and others. For our example, I will provide the results of the LinearDiscriminant Analysis (LDA) to illustrate the classification accuracy of our model.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 30 / 80

Page 53: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using STATA

In our model, we have only one misclassification for a Placebo into Drug A. This could be alsoeasily seen from the following score plot.

Drug_A

Placebo

Drug_A

Placebo

Drug_B

Placebo

Drug_A

Drug_A

Placebo

Drug_A

Drug_B Placebo

Drug_B Drug_A

Placebo

Drug_B

Drug_B

Drug_B

Drug_B

Drug_ADrug_ADrug_B

Placebo

Drug_A

Drug_B

Drug_APlacebo

Placebo

Drug_B

Placebo-2

02

4di

scrim

inan

t sco

re 2

-4 -2 0 2 4discriminant score 1

Discriminant function scores

This clear linear discrimination between the three treatments was reflected in the MANOVA

analysis previously by the strong ”Multivariate R-squared” of 93.72%.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 31 / 80

Page 54: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

The Solution using SAS:

Get the Data: (Please see the last page for a link to the SAS syntax file)

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 32 / 80

Page 55: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Conduct the MANOVA test:

This is the standard SAS output when conducting MANOVA. All four multivariate tests

indicate rejection of the null hypothesis. This indicates that there are one or more

differences among the four-dimensional mean vectors for the three groups. This output

corresponds to the overall treatment effect hypothesis H0 : τ 1 = τ 2 = τ 3 = 0. This

hypothesis is rejected (p < 0.05). The ”Multivariate R-squared” from this model is

about 93.72% which is relatively strong.Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 33 / 80

Page 56: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

The parameters’ estimates of the MANOVA model are presented as follows:

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 34 / 80

Page 57: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 35 / 80

Page 58: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Test the homogeneity assumption: In this assumption, we test the nullhypothesis H0 : Σ1 = Σ2 = Σ3 = 0.

The Box’s M test suggests that the data from all groups have common

variance-covariance matrix (p = 0.225 > 0.05) so this assumptions wasn’t violated.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 36 / 80

Page 59: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Test the Normality assumption: To test the null hypothesis H0 : ε ∼ N4(0, Σ),in SAS, we use the UNIVARIATE and MODEL procedures. The UNIVARIATEprocedure provides the Shapiro-Wilk test for univariate normality and many othertests and the MODEL procedure provides the Mardia Skewness test formultivariate normality in addition to the the Shapiro-Wilk test for univariatenormality. SAS doesn’t provide the Doornik-Hansen test for bivariate normality.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 37 / 80

Page 60: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

To, graphically, assess multivariate normality, we firstly examine the bivariate scatterplots foreach pair of the residuals’ vectors hopping to observe an elliptical shape and secondly look atthe histogram of each vector of the residuals with the corresponding QQplot:

This graph is sufficient to establish the linearity assumption for the DVs.Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 38 / 80

Page 61: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 39 / 80

Page 62: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 40 / 80

Page 63: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Test the assumption of Absence of Multivariate Outliers:To examine multivariate outliers in the data, we use the QQPlot for the observed Mahalanobisdistances (MD). This is done in SAS via either one of the macros %multnorm and %cqplot (seethe last page for a link to the SAS syntax for the macros).

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 41 / 80

Page 64: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Note that in SAS, as opposed to STATA, the Chi-square quantiles areon the x-axis instead of the y-axis.

To get the observed Mahalanobis distances, we print the dsq variablefrom the Cqplot data set which was generated by the %cqplot macro.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 42 / 80

Page 65: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

The observed Mahalanobis distances of our data are presented below.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 43 / 80

Page 66: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Test for an overall treatment effect: The null hypothesis H0 : τ 1 = τ 2 = τ 3 = 0 isrejected which indicates an existence of treatment effect. That is, at the 5% significancelevel, we can infer that at least one of the three treatments (Drug A, Drug B or Placebo)has a significant impact on women’s heart rate.

Note that this output is the same as the default output we get from SAS when conducting a

MANOVA (see page 33)].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 44 / 80

Page 67: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Test whether the four heart rate means are equal: The null hypothesisH0 : µ1 = µ2 = µ3 = µ4 is rejected (see SAS output and Box-plot Figure below) whichindicates, at the 5% significance level, that women’s means heart rate at the four timesare significantly different.

Method I:

Method II:

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 45 / 80

Page 68: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 46 / 80

Page 69: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Test whether the four heart rate means, for Drug A and Placebo, are equal: The nullhypothesis H0 : τ 1 = τ 3 is tested via using the contrast statement. In here H0 is rejected(see SAS output below). That is, at the 5% significance level, we can infer that theimpact of Drug A on women’s heart rate is significantly different than that of the Placebo.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 47 / 80

Page 70: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Profile Analysis: The profiles plot and table are presented below using SAS.

We observe from the profiles plot above that Drug B is different from both Drug A and Placebo.

In fact, its profile falls in between the profiles of Drug A and Placebo that both seem to be

similar in their behavior over time.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 48 / 80

Page 71: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Test for Parallelism: The null hypothesis tests if the two drugs and placebo have parallel profiles.

Method I:

Method II:

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 49 / 80

Page 72: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Test for Separation: The null hypothesis tests if the curves have the same average level. Thishypothesis is meaningless in this situation since the parallelism hypothesis was rejected.Nonetheless, for demonstration purposes I will provide the SAS code and output.

Method I:

Method II:

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 50 / 80

Page 73: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Test for Flatness: The null hypothesis tests if the the average curve is horizontal. This is thesame as testing whether the four heart rate means are equal (see page 45). For completeness, Iam providing he SAS code and output again.

Method I:

Method II:

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 51 / 80

Page 74: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

Post Hoc Analysis: Several methods are generally conducted after a MANOVA model including:Simultaneous confidence intervals, Multivariate contrasts, Multiple Univariate ANOVAs,Discriminant Analysis and others. For our example, I will provide the results of the LinearDiscriminant Analysis (LDA) to illustrate the classification accuracy of our model.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 52 / 80

Page 75: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using SAS

In our model, we have only one misclassification for a Placebo into Drug A. This could be alsoeasily seen from the following score plot generated by the SAS %canplot Macro (see link in lastpage).

This clear linear discrimination between the three treatments was reflected in the MANOVA

analysis previously by the strong ”Multivariate R-squared” of 93.72%.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 53 / 80

Page 76: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

The Solution using R:

Get the Data: (Please see the last page for a link to the data and R file)

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 54 / 80

Page 77: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Conduct the MANOVA test:

Note: The summary of the manova function in R doesn’t output the results of the four

tests (”Pillai”, ”Wilks”, ”Hotelling-Lawley” and ”Roy”) at once. It provides the results

of one test at a time. To get the results of one of the four tests, one needs to specify

the name of the test within the summary command by using the option test = ”....”.

Alternatively, one could use the lm and Manova functions to have all four tests printed

together as follows.Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 55 / 80

Page 78: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 56 / 80

Page 79: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

The parameters’ estimates of the MANOVA model are presented as follows:

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 57 / 80

Page 80: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 58 / 80

Page 81: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Test the homogeneity assumption: In this assumption, we test the nullhypothesis H0 : Σ1 = Σ2 = Σ3 = 0.

The Box’s M test suggests that the data from all groups have commonvariance-covariance matrix (p = 0.225 > 0.05) so this assumptions wasn’t violated.

Note that hrate[, 2 : 5] contains the dependent variables time1, time2, time3 andtime4 while hrate[, 1] contains the independent variable group (i.e. an indicatorvariable for Drug A, Drug B and Placebo).

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 59 / 80

Page 82: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Test the Normality assumption: To test the null hypothesis H0 : ε ∼ N4(0, Σ),in R, we firstly use the Shapiro-Wilk test for univariate normality. Secondly, to beconsistent with STATA, we use the Doornik-Hansen test for bivariate normality.Thirdly, we use the Mardia Skewness test for multivariate normality to beconsistent with both STATA and SAS.

Shapiro-Wilk test for univariate normality:

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 60 / 80

Page 83: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Doornik-Hansen test for bivariate normality:

Mardia Skewness test for multivariate normality:

Doornik-Hansen test for multivariate normality:

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 61 / 80

Page 84: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

To, graphically, assess multivariate normality, we firstly examine the bivariate scatterplots foreach pair of the residuals’ vectors hopping to observe an elliptical shape and secondly look atthe histogram of each vector of the residuals with the corresponding QQplot:

This graph is sufficient to establish the linearity assumption for the DVs.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 62 / 80

Page 85: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 63 / 80

Page 86: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 64 / 80

Page 87: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Test the assumption of Absence of Multivariate Outliers:To examine multivariate outliers in the data, we use the QQPlot for the observed Mahalanobisdistances (MD). This is done in R via either the mardiaTest function or the chisplott functionprovided by Everitt [12].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 65 / 80

Page 88: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 66 / 80

Page 89: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

The observed Mahalanobis distances of our data are presented below.

Note that the quantiles in R are computed slightly different than that in SAS or STATA.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 67 / 80

Page 90: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Test for an overall treatment effect: The null hypothesis H0 : τ 1 = τ 2 = τ 3 = 0 isrejected which indicates an existence of treatment effect. That is, at the 5% significancelevel, we can infer that at least one of the three treatments (Drug A, Drug B or Placebo)has a significant impact on women’s heart rate.

Note that this output is the same as the default output we get from R when conducting a

MANOVA (see page 55)].

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 68 / 80

Page 91: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Test whether the four heart rate means are equal: The null hypothesisH0 : µ1 = µ2 = µ3 = µ4 is rejected (see R output and Box-plot Figure below) whichindicates, at the 5% significance level, that women’s means heart rate at the four timesare significantly different.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 69 / 80

Page 92: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 70 / 80

Page 93: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Test whether the four heart rate means, for Drug A and Placebo, are equal: The nullhypothesis H0 : τ 1 = τ 3 is tested via using c(0, 0, 1) within the linearHypothesisfunction. In here H0 is rejected (see R output below). That is, at the 5% significancelevel, we can infer that the impact of Drug A on women’s heart rate is significantlydifferent than that of the Placebo.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 71 / 80

Page 94: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Profile Analysis: The profiles plot and table are presented below using R.

We observe from the profiles plot above that Drug B is different from both Drug A and Placebo.

In fact, its profile falls in between the profiles of Drug A and Placebo that both seem to be

similar in their behavior over time.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 72 / 80

Page 95: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Test for Parallelism: The null hypothesis tests if the two drugs and placebo have parallel profiles.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 73 / 80

Page 96: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Test for Separation: The null hypothesis tests if the curves have the same average level. Thishypothesis is meaningless in this situation since the parallelism hypothesis was rejected.Nonetheless, for demonstration purposes I will provide the R code and output.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 74 / 80

Page 97: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Test for Flatness: The null hypothesis tests if the the average curve is horizontal. This is thesame as testing whether the four heart rate means are equal (see page 69). For completeness, Iam providing the R code and output again.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 75 / 80

Page 98: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

Post Hoc Analysis: Several methods are generally conducted after a MANOVA model including:Simultaneous confidence intervals, Multivariate contrasts, Multiple Univariate ANOVAs,Discriminant Analysis and others. For our example, I will provide the results of the LinearDiscriminant Analysis (LDA) to illustrate the classification accuracy of our model.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 76 / 80

Page 99: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example The Solution using R

In our model, we have only one misclassification for a Placebo into Drug A. This could be alsoeasily seen from the following score plot generated by R.

This clear linear discrimination between the three treatments was reflected in the MANOVA

analysis previously by the strong ”Multivariate R-squared” of 93.72%.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 77 / 80

Page 100: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example Note on Profile Analysis

Note on Profile Analysis:A profile is a broken line that graphically joins interdependent observations thatare measured, generally over time, on the same experimental unit. Profile analysisis a sequential procedure which addresses the following three questions:

Are the profiles parallel? (looks for Group by Time interaction)

If so, are the profiles coincidental? (looks for the between groups difference)

If so, are the profiles horizontal (flat)? (looks for the difference between theDVs means)

Note that:1. Profile analysis is used only when the DVs are measured on the same scale. Ifthe DVs are measured on different scales, profile analysis could be conducted onthe standardized z-scores of the DVs instead.2. Profile analysis is considered as the multivariate equivalent of repeatedmeasures or mixed ANOVA.3. As a multivariate method, profile analysis doesn’t allow subjects with missingresponses.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 78 / 80

Page 101: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

One-way MANOVA Example Citation

How to cite this work:This work was funded by the NIH grants (1U54GM104944-01A1) through theNational Institute of General Medical Sciences (NIGMS) under the InstitutionalDevelopment Award (IDeA) program and the UNM Clinical & TranslationalScience Center (CTSC) grant (UL1TR001449). Thus, to cite this work pleaseuse:

Fares Qeadan (2015). On MANOVA using STATA, SAS & R. A shortcourse in biostatistics for the Mountain West Clinical TranslationalResearch Infrastructure Network (grant 1U54GM104944) and UNMClinical & Translational Science Center (CTSC) (grant UL1TR001449).University of New Mexico Health Sciences Center. Albuquerque, NewMexico.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 79 / 80

Page 102: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

References

References

[1]. Stevens, J. P. (2002). Applied multivariate statistics for the socialsciences. Mahwah, NJ: Lawrence Erlbaum Associates.

[2]. James H. Bray, Scott E. Maxwel (1985). Multivariate Analysis ofVariance, Issue 54. SAGE Publications, Inc.

[3]. Lisa L. Harlow (2005). The Essence of Multivariate Thinking:Basic Themes and Methods. Psychology Press.

[4]. Gerry P. Quinn, Michael J. Keough (2002). Experimental Designand Data Analysis for Biologists. Cambridge University Press.

[5]. Andy Field, Jeremy Miles, Zo Fiel (2012). Discovering StatisticsUsing R. Sage Publications Ltd.

[6]. Joseph F. Hair Jr, William C. Black, Barry J. Babin, Rolph E.Anderson (2009). Multivariate Data Analysis. Prentice Hall.

[7]. Richard A. Johnson, Dean W. Wichern (2001). AppliedMultivariate Statistical Analysis. Prentice Hall.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 79 / 80

Page 103: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Links to Data and Syntax

[8]. Ronald Christense (2001). Advanced Linear Modeling. Springer.

[9]. Sverre Grimnes, Orjan G. Martinse (2008). Bioimpedance andBioelectricity Basics. Academic Press.

[10] Samuel Kotz, N. Balakrishnan (2006). Encyclopedia of StatisticalSciences (Volume 8). Wiley-Interscience.

[11] Ravindra Khattree, Dayanand N. Naik (2000). AppliedMultivariate Statistics With SAS Software. SAS Press/ John Wileyand Sons (Copublished).

[12] Everitt, B. S. (2006). An R and S-PLUS companion tomultivariate analysis. Springer Science and Business Media.

[13] Douglas Wiens. http://www.mathstat.ualberta.ca/~wiens/stat575/stat575.html.Accessed on July 11, 2015.

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 80 / 80

Page 104: Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive Medicine …hsc.unm.edu/research/ctsc/docs/manova.pdf · Fares Qeadan, Ph.D (Department of Internal

Links to Data and Syntax

Thank you.For questions, Email: [email protected]

For STATA:Data: http://www.mathalpha.com/MANOVA/hrate.dta

Do file: http://www.mathalpha.com/MANOVA/stataManova.do

For SAS:Syntax: http://www.mathalpha.com/MANOVA/ManovaAnalysis.sas

Macro: http://www.mathalpha.com/MANOVA/multnorm.sasMacro: http://www.mathalpha.com/MANOVA/cqplot.sasMacro: http://www.mathalpha.com/MANOVA/canplot.sas

For R:Data: http://www.mathalpha.com/MANOVA/hrate.csv

Script: http://www.mathalpha.com/MANOVA/ManovaAnalysis.R

Fares Qeadan, Ph.D (Department of Internal Medicine Division of Epidemiology, Biostatistics, & Preventive MedicineUniversity of New Mexico Health Sciences Center)On MANOVA using STATA, SAS & R July 13, 2015 80 / 80