MANOVA Lecture 12.ppt

MANOVA Lecture 12 Nuance stuff Psy 524 Andrew Ainsworth Multivariate Analysis of Covariance The linear combination of DVs is adjusted for one or more Covariates. The adjusted linear combinations of the DVs is the combination that would have been had all of the subjects scored the same on the CVs. Multivariate Analysis of Covariance Each subjects score is made up of the DVs and the CVs Multivariate Analysis of Covariance So that each S is a combination of the original S plus the SSCP for the CVs and the covariances between the DVs and the CVs. Multivariate Analysis of Covariance Multivariate Analysis of Covariance Calculating Wilk’s Lambda is the same and for the most part the F-test is the same except calculating s and DF2: Different Multivariate test criteria Hotelling’s Trace Wilk’s Lambda, Pillai’s Trace Roy’s Largest Root Different Multivariate test criteria When there are only two levels for an effect s=1 and all of the tests should be identical When there are more than two levels the tests should be nearly identical but this is not always the case Different Multivariate test criteria When there are more than two levels there are multiple ways in which the data can be combined to separate the groups (e.g. one dimension separates group 1 from groups 2 and 3, a second dimension separates group 2 from group 3, etc.) Different Multivariate test criteria Wilk’s Lambda, Hotelling’s Trace and Pillai’s trace all pool the variance from all the dimensions to create the test statistic. Roy’s largest root only uses the variance from the dimension that separates the groups most (the largest “root” or difference). Different Multivariate test criteria The various formulas are (E is error and H is hypothesized effect): Wilk’s Lambda - |E| |H + E| - It’s the ratio of error to effect plus error. Analogous to 1 – R2. Middle of the road in terms of how conservative a test it is. Different Multivariate test criteria The various formulas are (E is error and H is hypothesize