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General Linear Model: MANOVA SPSS Example

This example uses SPSS 7.5 for file "gss 93 subset.sav". The dependents are thre music variables: blues, blugras, and jazz. The factor (independents) are agecat4 (four age ranges) and race. " Note that in more recent versions of SPSS, this procedure is found under "GLM" (General Linear Model). Output is still MANOVA, but with GLM, parameters (coefficients) are created for every category of every factor and this "full parameterization" approach handles the problem of empty cells better than traditional MANOVA.

To obtain this output:

  1. File, Open, point to gss 93 subset.sav.
  2. Statistics, General Linear Model GLM - Multivariate.
  3. In the MANOVA dialog box, select blues, blugras, and jazz as the "dependents", and select agecat4 and race as the "factors."
  4. Click on Options and check all the options, then Continue.
  5. When the output comes up, go to the "Descriptives" table. Click on the table to select it. Right-click
  6. Click on Plots and let agecat4 be the "Horizontal Axis", then click Add, Continue.

    Comments in blue are by the instructor and are not part of SPSS output.

    Notes
    Output Created 19 Mar 98 08:07:01
    Comments
    Input Data Y:\PC\spss95\GSS93 subset.sav
    Filter <none>
    Weight <none>
    Split File <none>
    N of Rows in Working Data File 1500
    Missing Value Handling Definition of Missing User-defined missing values are treated as missing.
    Cases Used Statistics are based on all cases with valid data for all variables in the model.
    Syntax GLM
    blues blugrass jazz BY agecat4 race
    /METHOD = SSTYPE(3)
    /INTERCEPT = INCLUDE
    /POSTHOC = agecat4 race ( TUKEY BONFERRONI )
    /PLOT = PROFILE( agecat4 )
    /PRINT = DESCRIPTIVE ETASQ PARAMETER HOMOGENEITY RSSCP TEST(SSCP)
    /PLOT = SPREADLEVEL RESIDUALS
    /CRITERIA = ALPHA(.05)
    /DESIGN .
    Resources Elapsed Time 0:00:06.70




    Between-Subjects Factors

    Value Label N
    Age Categories 1.00 18-29 219
    2.00 30-39 309
    3.00 40-49 280
    4.00 50+ 483
    Racew of Respondent 1 white 1118
    2 black 118
    3 other 55


    Descriptive Statistics

    Age Categories Racew of Respondent Mean Std. Deviation N
    Blues or R & B Music 18-29 white 2.56 1.12 181
    black 1.71 .55 24
    other 2.21 1.12 14
    Total 2.45 1.10 219
    30-39 white 2.38 .96 270
    black 2.23 1.03 26
    other 2.23 .73 13
    Total 2.36 .96 309
    40-49 white 2.46 .95 235
    black 1.86 .99 29
    other 2.56 1.09 16
    Total 2.41 .98 280
    50+ white 2.66 1.00 432
    black 1.97 1.11 39
    other 3.33 1.07 12
    Total 2.63 1.03 483
    Total white 2.54 1.01 1118
    black 1.95 .98 118
    other 2.56 1.08 55
    Total 2.48 1.02 1291
    Bluegrass Music 18-29 white 2.88 1.07 181
    black 3.58 .97 24
    other 3.36 1.08 14
    Total 2.99 1.08 219
    30-39 white 2.61 .88 270
    black 3.38 1.10 26
    other 3.54 1.05 13
    Total 2.71 .95 309
    40-49 white 2.54 1.00 235
    black 3.17 .93 29
    other 2.75 .77 16
    Total 2.62 1.00 280
    50+ white 2.44 1.00 432
    black 3.08 .98 39
    other 2.92 .79 12
    Total 2.51 1.01 483
    Total white 2.57 1.00 1118
    black 3.27 1.00 118
    other 3.13 .96 55
    Total 2.66 1.02 1291
    Jazz Music 18-29 white 2.57 1.14 181
    black 2.04 1.08 24
    other 2.64 1.15 14
    Total 2.52 1.14 219
    30-39 white 2.46 .97 270
    black 2.00 1.17 26
    other 2.08 .95 13
    Total 2.40 1.00 309
    40-49 white 2.60 1.02 235
    black 1.76 .99 29
    other 2.25 1.29 16
    Total 2.49 1.06 280
    50+ white 2.91 1.10 432
    black 2.13 1.08 39
    other 3.00 1.13 12
    Total 2.84 1.12 483
    Total white 2.68 1.08 1118
    black 1.99 1.07 118
    other 2.47 1.17 55
    Total 2.61 1.10 1291




    MANOVA and MANCOVA assume that for each group (each cell in the factor design matrix) the covariance matrix is similar. Box's M tests this assumption. We want M not to be significant in order to conclude there is insufficient evidence that the covariance matrices differ. Here M is significant, so we have violated an assumption. That is, the various music groups differ in their covariance matrices. Note, however, that the F test is quite robust even when there are departures from this assumption.

    Box's Test of Equality of Covariance Matrices(a)
    Box's M 102.598
    F 1.478
    df1 66
    df2 27292
    Sig. .007
    Tests the null hypothesis that the observed covariance matrices of the dependent variables are equal across groups.
    a Design: Intercept+AGECAT4+RACE+AGECAT4 * RACE


    In the context of MANOVA without repeated measures, as here, a finding of significance means that the residual covariances among the multiple dependent variables include at least one significant non-zero correlation and hence the MANOVA model cannot be said to completely explain the dependent variables.


    Bartlett's Test of Sphericity(a)
    Likelihood Ratio .000
    Approx. Chi-Square 526.137
    df 5
    Sig. .000
    Tests the null hypothesis that the residual covariance matrix is proportional to an identity matrix.
    a Design: Intercept+AGECAT4+RACE+AGECAT4 * RACE



    The "multivariate tests" section simultaneously tests each factor effect on the dependent groups. This is the most important table in the SPSS output. Each factor (agecat4 and race in this example) and each covariate (in MANCOVA) has a main effect, as does the intercept. Interactions among the factors (here agecat4*race) are also assessed. SPSS offers four alternative multivariate significance tests. Hotelling's Trace is commonly used for two dependent groups, and Wilks' Lambda if there are more than two groups, as there are in this example. The significance of the F tests show if that effect is significant. Here all effects are significant except the interaction effect. Eta-squared is the proportion of the total variability in the dependent variable accounted for by the variation in the independent variable. Note that the covariate serves as a control. Thus, for the table below, race accounts for about 5% of the variability in the music variables. Significance, of course, is the chance of making a Type I error (thinking you have something when you don't), whereas power (the last column, below) is the chance of making a Type II error thinking you don't have something when you do). One wants the power level to be high (ex., above .90).


    Multivariate Tests(d)
    Effect Value F Hypothesis df Error df Sig. Eta Squared Noncent. Parameter Observed Power(a)
    Intercept Pillai's Trace .770 1426.005(b) 3.000 1277.000 .000 .770 4278.014 1.000
    Wilks' Lambda .230 1426.005(b) 3.000 1277.000 .000 .770 4278.014 1.000
    Hotelling's Trace 3.350 1426.005(b) 3.000 1277.000 .000 .770 4278.014 1.000
    Roy's Largest Root 3.350 1426.005(b) 3.000 1277.000 .000 .770 4278.014 1.000
    AGECAT4 Pillai's Trace .031 4.417 9.000 3837.000 .000 .010 39.750 .999
    Wilks' Lambda .969 4.432 9.000 3108.033 .000 .010 32.321 .992
    Hotelling's Trace .031 4.439 9.000 3827.000 .000 .010 39.949 .999
    Roy's Largest Root .023 9.636(c) 3.000 1279.000 .000 .022 28.907 .998
    RACE Pillai's Trace .097 21.823 6.000 2556.000 .000 .049 130.939 1.000
    Wilks' Lambda .903 22.284(b) 6.000 2554.000 .000 .050 133.707 1.000
    Hotelling's Trace .107 22.745 6.000 2552.000 .000 .051 136.473 1.000
    Roy's Largest Root .102 43.515(c) 3.000 1278.000 .000 .093 130.544 1.000
    AGECAT4 * RACE Pillai's Trace .020 1.448 18.000 3837.000 .099 .007 26.064 .911
    Wilks' Lambda .980 1.449 18.000 3612.387 .099 .007 24.584 .890
    Hotelling's Trace .020 1.450 18.000 3827.000 .098 .007 26.093 .912
    Roy's Largest Root .014 2.974(c) 6.000 1279.000 .007 .014 17.845 .906
    a Computed using alpha = .05
    b Exact statistic
    c The statistic is an upper bound on F that yields a lower bound on the significance level.
    d Design: Intercept+AGECAT4+RACE+AGECAT4 * RACE



    MANOVA and MANCOVA assume that each dependent variable will have similar variances for all groups (all cells in the factor design matrix), Levene's test tests this assumption. If the Levene statistic is significant at the .05 level or better, the researcher rejects the null hypothesis that the groups have equal variances. The Levene test is robust in the face of departures from normality. Note, however, that failure to meet the assumption of homogeneity of variances is not fatal to ANOVA, which is relatively robust, particularly when groups are of equal sample size. For these data, the homogeneity of variances assumption is met for bluegrass and jazz but not for blues.


    Levene's Test of Equality of Error Variances(a)

    F df1 df2 Sig.
    Blues or R & B Music 2.594 11 1279 .003
    Bluegrass Music 1.665 11 1279 .076
    Jazz Music 1.138 11 1279 .327
    Tests the null hypothesis that the error variance of the dependent variable is equal across groups.
    a Design: Intercept+AGECAT4+RACE+AGECAT4 * RACE



    This section of output gives the univariate ANOVA effects for factor and interaction (and in MANCOVA each covariate). The significance of F and eta-squared have the same interpretation as in the multivariate analysis above. For instance, all univariate effects for race are significant, but for the agecat4 age categories factor, bluegrass is significant but not blues of jazz. The interaction of agecat4 and race is significant for blues. The "corrected model" effect reflects the variation in the dependent attributed to other effects (except the intercept) in the model, after corrected by the mean.


    Tests of Between-Subjects Effects
    Source Dependent Variable Type III Sum of Squares df Mean Square F Sig. Eta Squared Noncent. Parameter Observed Power(a)
    Corrected Model Blues or R & B Music 66.400(b) 11 6.036 6.050 .000 .049 66.554 1.000
    Bluegrass Music 99.953(c) 11 9.087 9.364 .000 .075 103.003 1.000
    Jazz Music 99.408(d) 11 9.037 7.958 .000 .064 87.535 1.000
    Intercept Blues or R & B Music 1764.511 1 1764.511 1768.625 .000 .580 1768.625 1.000
    Bluegrass Music 2919.174 1 2919.174 3008.259 .000 .702 3008.259 1.000
    Jazz Music 1795.647 1 1795.647 1581.176 .000 .553 1581.176 1.000
    AGECAT4 Blues or R & B Music 10.949 3 3.650 3.658 .012 .009 10.975 .802
    Bluegrass Music 13.775 3 4.592 4.732 .003 .011 14.195 .900
    Jazz Music 13.130 3 4.377 3.854 .009 .009 11.561 .824
    RACE Blues or R & B Music 34.544 2 17.272 17.312 .000 .026 34.625 1.000
    Bluegrass Music 58.858 2 29.429 30.327 .000 .045 60.654 1.000
    Jazz Music 43.839 2 21.920 19.301 .000 .029 38.603 1.000
    AGECAT4 * RACE Blues or R & B Music 13.602 6 2.267 2.272 .035 .011 13.634 .798
    Bluegrass Music 3.829 6 .638 .658 .684 .003 3.946 .265
    Jazz Music 5.202 6 .867 .763 .599 .004 4.580 .307
    Error Blues or R & B Music 1276.025 1279 .998




    Bluegrass Music 1241.124 1279 .970




    Jazz Music 1452.484 1279 1.136




    Total Blues or R & B Music 9309.000 1291





    Bluegrass Music 10486.000 1291





    Jazz Music 10328.000 1291





    Corrected Total Blues or R & B Music 1342.424 1290





    Bluegrass Music 1341.077 1290





    Jazz Music 1551.892 1290





    a Computed using alpha = .05
    b R Squared = .049 (Adjusted R Squared = .041)
    c R Squared = .075 (Adjusted R Squared = .067)
    d R Squared = .064 (Adjusted R Squared = .056)



    When MANOVA or MANCOVA are computed through the GLM (general linear model) module, coefficients are computed as part of GLM's full parameterization approach. This additional optional output allows the researcher to assess the significance of each parameter coefficient. For instance, for jazz music, the parameter associated with race=1 is not significant but it is significant for race=2 (there is no coefficient for race=3 as one category is left out as the reference category, similar to dummy variables).


    Parameter Estimates

    B Std. Error t Sig. 95% Confidence Interval Eta Squared Noncent. Parameter Observed Power(a)
    Dependent Variable Parameter



    Lower Bound Upper Bound


    Blues or R & B Music Intercept 3.333 .288 11.560 .000 2.768 3.899 .095 11.560 1.000
    [AGECAT4=1.00] -1.119 .393 -2.848 .004 -1.890 -.348 .006 2.848 .812
    [AGECAT4=2.00] -1.103 .400 -2.757 .006 -1.887 -.318 .006 2.757 .787
    [AGECAT4=3.00] -.771 .381 -2.021 .044 -1.519 -2.252E-02 .003 2.021 .524
    [AGECAT4=4.00] 0(b) . . . . . . . .
    [RACE=1] -.669 .292 -2.289 .022 -1.242 -9.551E-02 .004 2.289 .628
    [RACE=2] -1.359 .330 -4.121 .000 -2.006 -.712 .013 4.121 .985
    [RACE=3] 0(b) . . . . . . . .
    [AGECAT4=1.00] * [RACE=1] 1.018 .403 2.528 .012 .228 1.808 .005 2.528 .714
    [AGECAT4=1.00] * [RACE=2] .853 .471 1.812 .070 -7.040E-02 1.776 .003 1.812 .441
    [AGECAT4=1.00] * [RACE=3] 0(b) . . . . . . . .
    [AGECAT4=2.00] * [RACE=1] .816 .407 2.003 .045 1.695E-02 1.615 .003 2.003 .517
    [AGECAT4=2.00] * [RACE=2] 1.359 .473 2.872 .004 .431 2.287 .006 2.872 .819
    [AGECAT4=2.00] * [RACE=3] 0(b) . . . . . . . .
    [AGECAT4=3.00] * [RACE=1] .570 .390 1.463 .144 -.195 1.335 .002 1.463 .309
    [AGECAT4=3.00] * [RACE=2] .659 .453 1.453 .147 -.231 1.548 .002 1.453 .306
    [AGECAT4=3.00] * [RACE=3] 0(b) . . . . . . . .
    [AGECAT4=4.00] * [RACE=1] 0(b) . . . . . . . .
    [AGECAT4=4.00] * [RACE=2] 0(b) . . . . . . . .
    [AGECAT4=4.00] * [RACE=3] 0(b) . . . . . . . .
    Bluegrass Music Intercept 2.917 .284 10.257 .000 2.359 3.475 .076 10.257 1.000
    [AGECAT4=1.00] .440 .388 1.137 .256 -.320 1.201 .001 1.137 .206
    [AGECAT4=2.00] .622 .394 1.577 .115 -.152 1.395 .002 1.577 .351
    [AGECAT4=3.00] -.167 .376 -.443 .658 -.905 .571 .000 .443 .073
    [AGECAT4=4.00] 0(b) . . . . . . . .
    [RACE=1] -.475 .288 -1.646 .100 -1.040 9.104E-02 .002 1.646 .376
    [RACE=2] .160 .325 .493 .622 -.478 .798 .000 .493 .078
    [RACE=3] 0(b) . . . . . . . .
    [AGECAT4=1.00] * [RACE=1] 1.372E-03 .397 .003 .997 -.778 .781 .000 .003 .050
    [AGECAT4=1.00] * [RACE=2] 6.593E-02 .464 .142 .887 -.845 .977 .000 .142 .052
    [AGECAT4=1.00] * [RACE=3] 0(b) . . . . . . . .
    [AGECAT4=2.00] * [RACE=1] -.457 .402 -1.137 .256 -1.245 .332 .001 1.137 .206
    [AGECAT4=2.00] * [RACE=2] -.314 .467 -.673 .501 -1.229 .601 .000 .673 .103
    [AGECAT4=2.00] * [RACE=3] 0(b) . . . . . . . .
    [AGECAT4=3.00] * [RACE=1] .265 .385 .689 .491 -.489 1.019 .000 .689 .106
    [AGECAT4=3.00] * [RACE=2] .262 .447 .586 .558 -.615 1.139 .000 .586 .090
    [AGECAT4=3.00] * [RACE=3] 0(b) . . . . . . . .
    [AGECAT4=4.00] * [RACE=1] 0(b) . . . . . . . .
    [AGECAT4=4.00] * [RACE=2] 0(b) . . . . . . . .
    [AGECAT4=4.00] * [RACE=3] 0(b) . . . . . . . .
    Jazz Music Intercept 3.000 .308 9.752 .000 2.396 3.604 .069 9.752 1.000
    [AGECAT4=1.00] -.357 .419 -.852 .394 -1.180 .465 .001 .852 .136
    [AGECAT4=2.00] -.923 .427 -2.164 .031 -1.760 -8.615E-02 .004 2.164 .580
    [AGECAT4=3.00] -.750 .407 -1.843 .066 -1.548 4.838E-02 .003 1.843 .453
    [AGECAT4=4.00] 0(b) . . . . . . . .
    [RACE=1] -9.491E-02 .312 -.304 .761 -.707 .517 .000 .304 .061
    [RACE=2] -.872 .352 -2.478 .013 -1.562 -.182 .005 2.478 .697
    [RACE=3] 0(b) . . . . . . . .
    [AGECAT4=1.00] * [RACE=1] 2.664E-02 .430 .062 .951 -.816 .870 .000 .062 .050
    [AGECAT4=1.00] * [RACE=2] .271 .502 .539 .590 -.715 1.256 .000 .539 .084
    [AGECAT4=1.00] * [RACE=3] 0(b) . . . . . . . .
    [AGECAT4=2.00] * [RACE=1] .474 .435 1.090 .276 -.379 1.326 .001 1.090 .193
    [AGECAT4=2.00] * [RACE=2] .795 .505 1.575 .116 -.195 1.785 .002 1.575 .350
    [AGECAT4=2.00] * [RACE=3] 0(b) . . . . . . . .
    [AGECAT4=3.00] * [RACE=1] .445 .416 1.069 .285 -.371 1.261 .001 1.069 .188
    [AGECAT4=3.00] * [RACE=2] .380 .484 .787 .432 -.568 1.329 .000 .787 .123
    [AGECAT4=3.00] * [RACE=3] 0(b) . . . . . . . .
    [AGECAT4=4.00] * [RACE=1] 0(b) . . . . . . . .
    [AGECAT4=4.00] * [RACE=2] 0(b) . . . . . . . .
    [AGECAT4=4.00] * [RACE=3] 0(b) . . . . . . . .
    a Computed using alpha = .05
    b This parameter is set to zero because it is redundant.



    Below is the error sums-of-squares and crossproducts (SSCP) matrix for the effects noted in earlier tables. The ratio of effect sums of squares and error sums of squares is what was used in testing the significance of each effect. Thus this optional table shows the researcher more about the data on the basis of which significance was computed.


    Between-Subjects SSCP Matrix

    Blues or R & B Music Bluegrass Music Jazz Music
    Hypothesis Intercept Blues or R & B Music 1764.511 2269.562 1780.011
    Bluegrass Music 2269.562 2919.174 2289.499
    Jazz Music 1780.011 2289.499 1795.647
    AGECAT4 Blues or R & B Music 10.949 -8.680 8.764
    Bluegrass Music -8.680 13.775 -3.550
    Jazz Music 8.764 -3.550 13.130
    RACE Blues or R & B Music 34.544 -37.371 37.827
    Bluegrass Music -37.371 58.858 -47.597
    Jazz Music 37.827 -47.597 43.839
    AGECAT4 * RACE Blues or R & B Music 13.602 -.388 3.398
    Bluegrass Music -.388 3.829 .273
    Jazz Music 3.398 .273 5.202
    Error Blues or R & B Music 1276.025 322.520 727.809
    Bluegrass Music 322.520 1241.124 172.769
    Jazz Music 727.809 172.769 1452.484
    Based on Type III Sum of Squares


    Residual SSCP Matrix

    Blues or R & B Music Bluegrass Music Jazz Music
    Sum-of-Squares and Cross-Products Blues or R & B Music 1276.025 322.520 727.809
    Bluegrass Music 322.520 1241.124 172.769
    Jazz Music 727.809 172.769 1452.484
    Covariance Blues or R & B Music .998 .252 .569
    Bluegrass Music .252 .970 .135
    Jazz Music .569 .135 1.136
    Correlation Blues or R & B Music 1.000 .256 .535
    Bluegrass Music .256 1.000 .129
    Jazz Music .535 .129 1.000
    Based on Type III Sum of Squares

    Post Hoc Tests

    Age Categories


    If the F test establishes that there is an effect on the dependent variable, the researcher then proceeds to determine just which group means differ significantly from others. This helps specify the exact nature of the overall effect determined by the F test. Pairwise multiple comparison tests test each pair of groups to identify similarities and differences.

      Bonferroni test: If the Bonferroni test is requested, SPSS will print out a table of "Multiple Comparisons" giving the mean difference in the dependent variable between any two groups (ex., differences in test scores for any two educational groups). The significance of this difference is also printed, and an asterisk is printed next to differences significant at the .05 level or better. The Bonferroni method is preferred when the number of groups is small.

      Tukey test: If the Tukey test is requested, SPSS will produce a similar table which is interpreted in the same way. The Tukey method is preferred when the number of groups is large.

      Methods when the assumption of homogeneity of variances is not met: SPSS provides these alternate methods not shown here: Games-Howell, Tamhane's T2, Dunnett's T3, and Dunnett's C.


    Multiple Comparisons

    Mean Difference (I-J) Std. Error Sig. 95% Confidence Interval
    Dependent Variable (I) Age Categories (J) Age Categories


    Lower Bound Upper Bound
    Blues or R & B Music Tukey HSD 18-29 30-39 8.83E-02 .088 .749 -.14 .31
    40-49 4.03E-02 .090 .970 -.19 .27
    50+ -.18 .081 .127 -.39 3.13E-02
    30-39 18-29 -8.83E-02 .088 .749 -.31 .14
    40-49 -4.79E-02 .082 .938 -.26 .16
    50+ -.27(*) .073 .001 -.45 -7.91E-02
    40-49 18-29 -4.03E-02 .090 .970 -.27 .19
    30-39 4.79E-02 .082 .938 -.16 .26
    50+ -.22(*) .075 .019 -.41 -2.54E-02
    50+ 18-29 .18 .081 .127 -3.13E-02 .39
    30-39 .27(*) .073 .001 7.91E-02 .45
    40-49 .22(*) .075 .019 2.54E-02 .41
    Bonferroni 18-29 30-39 8.83E-02 .088 1.000 -.14 .32
    40-49 4.03E-02 .090 1.000 -.20 .28
    50+ -.18 .081 .175 -.39 3.72E-02
    30-39 18-29 -8.83E-02 .088 1.000 -.32 .14
    40-49