Example 45.6 Multivariate Analysis of Variance
This example employs multivariate analysis of variance (MANOVA) to measure differences in the chemical characteristics of
ancient pottery found at four kiln sites in Great Britain. The data are from Tubb, Parker, and Nickless (1980), as reported in Hand et al. (1994).
For each of 26 samples of pottery, the percentages of oxides of five metals are measured. The following statements create
the data set and invoke the GLM procedure to perform a one-way MANOVA. Additionally, it is of interest to know whether the
pottery from one site in Wales (Llanederyn) differs from the samples from other sites; a CONTRAST
statement is used to test this hypothesis.
title "Romano-British Pottery";
data pottery;
input Site $12. Al Fe Mg Ca Na;
datalines;
Llanederyn 14.4 7.00 4.30 0.15 0.51
Llanederyn 13.8 7.08 3.43 0.12 0.17
Llanederyn 14.6 7.09 3.88 0.13 0.20
Llanederyn 11.5 6.37 5.64 0.16 0.14
Llanederyn 13.8 7.06 5.34 0.20 0.20
Llanederyn 10.9 6.26 3.47 0.17 0.22
Llanederyn 10.1 4.26 4.26 0.20 0.18
Llanederyn 11.6 5.78 5.91 0.18 0.16
Llanederyn 11.1 5.49 4.52 0.29 0.30
Llanederyn 13.4 6.92 7.23 0.28 0.20
Llanederyn 12.4 6.13 5.69 0.22 0.54
Llanederyn 13.1 6.64 5.51 0.31 0.24
Llanederyn 12.7 6.69 4.45 0.20 0.22
Llanederyn 12.5 6.44 3.94 0.22 0.23
Caldicot 11.8 5.44 3.94 0.30 0.04
Caldicot 11.6 5.39 3.77 0.29 0.06
IslandThorns 18.3 1.28 0.67 0.03 0.03
IslandThorns 15.8 2.39 0.63 0.01 0.04
IslandThorns 18.0 1.50 0.67 0.01 0.06
IslandThorns 18.0 1.88 0.68 0.01 0.04
IslandThorns 20.8 1.51 0.72 0.07 0.10
AshleyRails 17.7 1.12 0.56 0.06 0.06
AshleyRails 18.3 1.14 0.67 0.06 0.05
AshleyRails 16.7 0.92 0.53 0.01 0.05
AshleyRails 14.8 2.74 0.67 0.03 0.05
AshleyRails 19.1 1.64 0.60 0.10 0.03
;
proc glm data=pottery;
class Site;
model Al Fe Mg Ca Na = Site;
contrast 'Llanederyn vs. the rest' Site 1 1 1 -3;
manova h=_all_ / printe printh;
run;
After the summary information, displayed in Output 45.6.1, PROC GLM produces the univariate analyses for each of the dependent variables, as shown in Output 45.6.2 through Output 45.6.6. These analyses show that sites are significantly different for all oxides individually. You can suppress these univariate
analyses by specifying the NOUNI
option in the MODEL
statement.
Output 45.6.1: Summary Information about Groups
The GLM Procedure
4 |
AshleyRails Caldicot IslandThorns Llanederyn |
Output 45.6.2: Univariate Analysis of Variance for Aluminum Oxide
The GLM Procedure
Dependent Variable: Al
3 |
175.6103187 |
58.5367729 |
26.67 |
<.0001 |
22 |
48.2881429 |
2.1949156 |
|
|
25 |
223.8984615 |
|
|
|
0.784330 |
10.22284 |
1.481525 |
14.49231 |
3 |
175.6103187 |
58.5367729 |
26.67 |
<.0001 |
3 |
175.6103187 |
58.5367729 |
26.67 |
<.0001 |
1 |
58.58336640 |
58.58336640 |
26.69 |
<.0001 |
Output 45.6.3: Univariate Analysis of Variance for Iron Oxide
The GLM Procedure
Dependent Variable: Fe
3 |
134.2216158 |
44.7405386 |
89.88 |
<.0001 |
22 |
10.9508457 |
0.4977657 |
|
|
25 |
145.1724615 |
|
|
|
0.924567 |
15.79171 |
0.705525 |
4.467692 |
3 |
134.2216158 |
44.7405386 |
89.88 |
<.0001 |
3 |
134.2216158 |
44.7405386 |
89.88 |
<.0001 |
1 |
71.15144132 |
71.15144132 |
142.94 |
<.0001 |
Output 45.6.4: Univariate Analysis of Variance for Calcium Oxide
The GLM Procedure
Dependent Variable: Ca
3 |
0.20470275 |
0.06823425 |
29.16 |
<.0001 |
22 |
0.05148571 |
0.00234026 |
|
|
25 |
0.25618846 |
|
|
|
0.799032 |
33.01265 |
0.048376 |
0.146538 |
3 |
0.20470275 |
0.06823425 |
29.16 |
<.0001 |
3 |
0.20470275 |
0.06823425 |
29.16 |
<.0001 |
1 |
0.03531688 |
0.03531688 |
15.09 |
0.0008 |
Output 45.6.5: Univariate Analysis of Variance for Magnesium Oxide
The GLM Procedure
Dependent Variable: Mg
3 |
103.3505270 |
34.4501757 |
49.12 |
<.0001 |
22 |
15.4296114 |
0.7013460 |
|
|
25 |
118.7801385 |
|
|
|
0.870099 |
26.65777 |
0.837464 |
3.141538 |
3 |
103.3505270 |
34.4501757 |
49.12 |
<.0001 |
3 |
103.3505270 |
34.4501757 |
49.12 |
<.0001 |
1 |
56.59349339 |
56.59349339 |
80.69 |
<.0001 |
Output 45.6.6: Univariate Analysis of Variance for Sodium Oxide
The GLM Procedure
Dependent Variable: Na
3 |
0.25824560 |
0.08608187 |
9.50 |
0.0003 |
22 |
0.19929286 |
0.00905877 |
|
|
25 |
0.45753846 |
|
|
|
0.564424 |
60.06350 |
0.095178 |
0.158462 |
3 |
0.25824560 |
0.08608187 |
9.50 |
0.0003 |
3 |
0.25824560 |
0.08608187 |
9.50 |
0.0003 |
1 |
0.23344446 |
0.23344446 |
25.77 |
<.0001 |
The PRINTE
option in the MANOVA
statement displays the elements of the error matrix, also called the Error Sums of Squares and Crossproducts matrix. (See
Output 45.6.7.) The diagonal elements of this matrix are the error sums of squares from the corresponding univariate analyses.
The PRINTE
option also displays the partial correlation matrix associated with the E matrix. In this example, none of the oxides are
very strongly correlated; the strongest correlation (r = 0.488) is between magnesium oxide and calcium oxide.
Output 45.6.7: Error SSCP Matrix and Partial Correlations
The GLM Procedure
Multivariate Analysis of Variance
48.288142857 |
7.0800714286 |
0.6080142857 |
0.1064714286 |
0.5889571429 |
7.0800714286 |
10.950845714 |
0.5270571429 |
-0.155194286 |
0.0667585714 |
0.6080142857 |
0.5270571429 |
15.429611429 |
0.4353771429 |
0.0276157143 |
0.1064714286 |
-0.155194286 |
0.4353771429 |
0.0514857143 |
0.0100785714 |
0.5889571429 |
0.0667585714 |
0.0276157143 |
0.0100785714 |
0.1992928571 |
The PRINTH
option produces the SSCP matrix for the hypotheses being tested (Site
and the contrast); see Output 45.6.8 and Output 45.6.9. Since the Type III SS are the highest-level SS produced by PROC GLM by default, and since the HTYPE=
option is not specified, the SSCP matrix for Site
gives the Type III matrix. The diagonal elements of this matrix are the model sums of squares from the corresponding univariate analyses.
Four multivariate tests are computed, all based on the characteristic roots and vectors of . These roots and vectors are displayed along with the tests. All four tests can be transformed to variates that have F distributions under the null hypothesis. Note that the four tests all give the same results for the contrast, since it has
only one degree of freedom. In this case, the multivariate analysis matches the univariate results: there is an overall difference
between the chemical composition of samples from different sites, and the samples from Llanederyn are different from the average
of the other sites.
Output 45.6.8: Hypothesis SSCP Matrix and Multivariate Tests for Overall Site Effect
The GLM Procedure
Multivariate Analysis of Variance
175.61031868 |
-149.295533 |
-130.8097066 |
-5.889163736 |
-5.372264835 |
-149.295533 |
134.22161582 |
117.74503516 |
4.8217865934 |
5.3259491209 |
-130.8097066 |
117.74503516 |
103.35052703 |
4.2091613187 |
4.7105458242 |
-5.889163736 |
4.8217865934 |
4.2091613187 |
0.2047027473 |
0.154782967 |
-5.372264835 |
5.3259491209 |
4.7105458242 |
0.154782967 |
0.2582456044 |
96.39 |
0.09562211 |
-0.26330469 |
-0.05305978 |
-1.87982100 |
-0.47071123 |
3.53 |
0.02651891 |
-0.01239715 |
0.17564390 |
-4.25929785 |
1.23727668 |
0.08 |
0.09082220 |
0.13159869 |
0.03508901 |
-0.15701602 |
-1.39364544 |
0.00 |
0.03673984 |
-0.15129712 |
0.20455529 |
0.54624873 |
-0.17402107 |
0.00 |
0.06862324 |
0.03056912 |
-0.10662399 |
2.51151978 |
1.23668841 |
0.01230091 |
13.09 |
15 |
50.091 |
<.0001 |
1.55393619 |
4.30 |
15 |
60 |
<.0001 |
35.43875302 |
40.59 |
15 |
29.13 |
<.0001 |
34.16111399 |
136.64 |
5 |
20 |
<.0001 |
Output 45.6.9: Hypothesis SSCP Matrix and Multivariate Tests for Differences between Llanederyn and the Other Sites
58.583366402 |
-64.56230291 |
-57.57983466 |
-1.438395503 |
-3.698102513 |
-64.56230291 |
71.151441323 |
63.456352116 |
1.5851961376 |
4.0755256878 |
-57.57983466 |
63.456352116 |
56.593493386 |
1.4137558201 |
3.6347541005 |
-1.438395503 |
1.5851961376 |
1.4137558201 |
0.0353168783 |
0.0907993915 |
-3.698102513 |
4.0755256878 |
3.6347541005 |
0.0907993915 |
0.2334444577 |
100.00 |
-0.08883488 |
0.25458141 |
0.08723574 |
0.98158668 |
0.71925759 |
0.00 |
-0.00503538 |
0.03825743 |
-0.17632854 |
5.16256699 |
-0.01022754 |
0.00 |
0.00162771 |
-0.08885364 |
-0.01774069 |
-0.83096817 |
2.17644566 |
0.00 |
0.04450136 |
-0.15722494 |
0.22156791 |
0.00000000 |
0.00000000 |
0.00 |
0.11939206 |
0.10833549 |
0.00000000 |
0.00000000 |
0.00000000 |
0.05839360 |
58.05 |
5 |
18 |
<.0001 |
0.94160640 |
58.05 |
5 |
18 |
<.0001 |
16.12516462 |
58.05 |
5 |
18 |
<.0001 |
16.12516462 |
58.05 |
5 |
18 |
<.0001 |