MANOVA example datasetPermalink

Suppose we have a dataset of various plant varieties

(plant_var) and their associated phenotypic measurements
for plant heights (height) and canopy volume (canopy_vol).
We want to see if plant heights and canopy volume are
associated with different plant varieties using MANOVA.

For MANOVA, the dataset should contain more

observations per group in independent variables than a
number of the dependent variables. It is particularly
important for testing the Homogeneity of the variance-
covariance matrices using Box’s M-test.
Load dataset,
library(tidyverse)
df=read_csv("https://reneshbedre.github.io/assets/posts/ancova/manova_data.csv")
head(df, 2)
# output
plant_var height canopy_vol
<chr> <dbl> <dbl>
1 A 20 0.7
2 A 22 0.8

Summary statistics and visualization of datasetPermalink

Get summary statistics based on each dependent variable,

# summary statistics for dependent variable height
df %>% group_by(plant_var) %>% summarise(n = n(), mean = mean(height), sd =
sd(height))
# output
plant_var n mean sd
<chr> <int> <dbl> <dbl>
1 A 10 18.9 2.92
2 B 10 16.5 1.92
3 C 10 3.05 1.04
4 D 10 9.35 2.11

# summary statistics for dependent variable canopy_vol

df %>% group_by(plant_var) %>% summarise(n = n(), mean = mean(canopy_vol), sd =
sd(canopy_vol))
# output
plant_var n mean sd
<chr> <int> <dbl> <dbl>
1 A 10 0.784 0.121
2 B 10 0.608 0.0968
3 C 10 0.272 0.143
4 D 10 0.474 0.0945

Visualize dataset,
library(gridExtra)
p1 <- ggplot(df, aes(x = plant_var, y = height, fill = plant_var)) +
geom_boxplot(outlier.shape = NA) + geom_jitter(width = 0.2) +
theme(legend.position="top")
p2 <- ggplot(df, aes(x = plant_var, y = canopy_vol, fill = plant_var)) +
geom_boxplot(outlier.shape = NA) + geom_jitter(width = 0.2) +
theme(legend.position="top")
grid.arrange(p1, p2, ncol=2)
perform one-way MANOVAPermalink
dep_vars <- cbind(df$height, df$canopy_vol)
fit <- manova(dep_vars ~ plant_var, data = df)
summary(fit)
# output
Df Pillai approx F num Df den Df Pr(>F)
plant_var 3 1.0365 12.909 6 72 7.575e-10 ***
Residuals 36

# get effect size

library(effectsize)
effectsize::eta_squared(fit)
# output
Parameter | Eta2 (partial) | 95% CI
-----------------------------------------
plant_var | 0.52 | [0.36, 1.00]

The Pillai’s Trace test statistics is statistically significant

[Pillai’s Trace = 1.03, F(6, 72) = 12.90, p < 0.001] and
indicates that plant varieties has a statistically significant
association with both combined plant height and canopy
volume.

The measure of effect size (Partial Eta Squared; ηp2) is 0.52

and suggests that there is a large effect of plant varieties
on both plant height and canopy volume.

post-hoc testPermalink

The MANOVA results suggest that there are statistically

significant (p < 0.001) differences between plant varieties,
but it does not tell which groups are different from each
other. To know which groups are significantly different, the
post-hoc test needs to carry out.

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To test the between-group differences, the univariate
ANOVA can be done on each dependent variable, but this
will be not appropriate and lose information that can be
obtained from multiple variables together.
Here we will perform the linear discriminant analysis (LDA) to see the differences between each
group. LDA will discriminate the groups using information from both the dependent variables.
library(MASS)
post_hoc <- lda(df$plant_var ~ dep_vars, CV=F)
post_hoc
# output
Call:
lda(df$plant_var ~ dep_vars, CV = F)

Prior probabilities of groups:

A B C D
0.25 0.25 0.25 0.25

Group means:
dep_vars1 dep_vars2
A 18.90 0.784
B 16.54 0.608
C 3.05 0.272
D 9.35 0.474

Coefficients of linear discriminants:

LD1 LD2
dep_vars1 -0.4388374 -0.2751091
dep_vars2 -1.3949158 9.3256280

Proportion of trace:
LD1 LD2
0.9855 0.0145

# plot
plot_lda <- data.frame(df[, "plant_var"], lda = predict(post_hoc)$x)
ggplot(plot_lda) + geom_point(aes(x = lda.LD1, y = lda.LD2, colour = plant_var), size
= 4)
The LDA scatter plot discriminates against multiple plant
varieties based on the two dependent variables. The C and
D plant variety has a significant difference (well separated)
as compared to A and B. A and B plant varieties are more
similar to each other. Overall, LDA discriminated between
multiple plant varieties.
Test MANOVA assumptionsPermalink

Assumptions of multivariate normalityPermalink

This test may not be easy to test as it may not be available

in all statistical software packages. You can initially check
the univariate normality for each combination of the
independent and dependent variables. If this test does not
pass (significant p value), it may be possible that
multivariate normality is violated.

Note: As per Multivariate Central Limit Theorem, if the

sample size is large (say n > 20) for each combination of
the independent and dependent variable, we can assume
the assumptions of multivariate normality.
library(rstatix)
df %>% group_by(plant_var) %>% shapiro_test(height, canopy_vol)
plant_var variable statistic p
<chr> <chr> <dbl> <dbl>
1 A canopy_vol 0.968 0.876
2 A height 0.980 0.964
3 B canopy_vol 0.882 0.137
4 B height 0.939 0.540
5 C canopy_vol 0.917 0.333
6 C height 0.895 0.194
7 D canopy_vol 0.873 0.109
8 D height 0.902 0.231

As the p value is non-significant (p > 0.05) for each

combination of independent and dependent variable, we
fail to reject the null hypothesis and conclude that data
follows univariate normality.
If the sample size is large (say n > 50), the visual
approaches such as QQ-plot and histogram will be better
for assessing the normality assumption. Read more here
Now, let’s check for multivariate normality using Mardia’s
Skewness and Kurtosis test,
library(mvnormalTest)
mardia(df[, c("height", "canopy_vol")])$mv.test
# output
Test Statistic p-value Result
1 Skewness 2.8598 0.5815 YES
2 Kurtosis -0.9326 0.351 YES
3 MV Normality <NA> <NA> YES

As the p value is non-significant (p > 0.05) for Mardia’s

Skewness and Kurtosis test, we fail to reject the null
hypothesis and conclude that data follows multivariate
normality.

Here both Skewness and Kurtosis p value should be > 0.05

for concluding the multivariate normality.

Homogeneity of the variance-covariance matricesPermalink

We will use Box’s M test to assess the homogeneity of the

variance-covariance matrices. Null hypothesis: variance-
covariance matrices are equal for each combination
formed by each group in the independent variable
library(heplots)
boxM(Y = df[, c("height", "canopy_vol")], group = df$plant_var)
# output
Box M-test for Homogeneity of Covariance Matrices

data: df[, c("height", "canopy_vol")]

Chi-Sq (approx.) = 21.048, df = 9, p-value = 0.01244
As the p value is non-significant (p > 0.001) for Box’s M
test, we fail to reject the null hypothesis and conclude that
variance-covariance matrices are equal for each
combination of dependent variable formed by each group
in independent variable.

If this assumption fails, it would be good to check the

homogeneity of variance assumption using Bartlett’s or
Levene’s test to identify which variable fails in equal
variance.

Multivariate outliersPermalink

MANOVA is highly sensitive to outliers and may

produce type I or II errors. Multivariate outliers can be
detected using the Mahalanobis Distance test. The larger
the Mahalanobis Distance, the more likely it is an outlier.
library(rstatix)
# get distance
mahalanobis_distance(data = df[, c("height", "canopy_vol")])$is.outlier
# output
[1] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
FALSE FALSE FALSE FALSE
[18] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
FALSE FALSE FALSE FALSE
[35] FALSE FALSE FALSE FALSE FALSE FALSE

From the results, there is no multivariate outliers (all

is.outlier = FALSE or p > 0.001) in the dataset. If is.outlier =
TRUE, it means there is multivariate outlier in the dataset.

Linearity assumptionPermalink
Linearity assumption can be checked by visualizing the
pairwise scatterplot for the dependent variable for each
group. The data points should lie on the straight line to
meet the linearity assumption. The violation of the linearity
assumption reduces the statistical power.
library(gridExtra)
p1 <- df %>% group_by(plant_var) %>% filter(plant_var == "A") %>% ggplot(aes(x =
height, y = canopy_vol)) + geom_point() + ggtitle("Variety: A")
p2 <- df %>% group_by(plant_var) %>% filter(plant_var == "B") %>% ggplot(aes(x =
height, y = canopy_vol)) + geom_point() + ggtitle("Variety: B")
p3 <- df %>% group_by(plant_var) %>% filter(plant_var == "C") %>% ggplot(aes(x =
height, y = canopy_vol)) + geom_point() + ggtitle("Variety: C")
p4 <- df %>% group_by(plant_var) %>% filter(plant_var == "D") %>% ggplot(aes(x =
height, y = canopy_vol)) + geom_point() + ggtitle("Variety: D")
grid.arrange(p1, p2, p3, p4, ncol=2)
The scatterplot indicates that dependent variables have a
linear relationship for each group in the independent
variable

Multicollinearity assumptionPermalink
Multicollinearity can be checked by correlation between
the dependent variable. If you have more than two
dependent variable you can use correlation matrix
or variance inflation factor to assess the multicollinearity.

The correlation between the dependent variable should

not be> 0.9 or too low. If the correlation is too low, you
can perform separate univariate ANOVA for each
dependent variable.
cor.test(x = df$height, y = df$canopy_vol, method = "pearson")$estimate
# output
cor
0.8652548

As the correlation coefficient between the dependent

variable is < 0.9, there is no multicollinearity.

References

1. Warne RT. A primer on multivariate analysis of

variance (MANOVA) for behavioral scientists. Practical
Assessment, Research & Evaluation. 2014 Nov 1;19.
2. Mardia KV. Measures of multivariate skewness and
kurtosis with applications. Biometrika. 1970 Dec
1;57(3):519-30.
3. French A, Macedo M, Poulsen J, Waterson T, Yu
A. Multivariate analysis of variance (MANOVA).