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Example 39.6 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 39.6.1, PROC GLM produces the univariate analyses for each of the dependent variables, as shown in Output 39.6.2 through Output 39.6.6. 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 39.6.1
Summary Information about Groups
4 |
AshleyRails Caldicot IslandThorns Llanederyn |
Output 39.6.2
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 39.6.3
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 39.6.4
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 39.6.5
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 39.6.6
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 39.6.7.) 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 () is between magnesium oxide and calcium oxide.
Output 39.6.7
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 39.6.8 and Output 39.6.9. 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 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 39.6.8
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 39.6.9
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 |
Copyright
© 2009 by SAS Institute Inc., Cary, NC, USA. All
rights reserved.