# manova1

One-way multivariate analysis of variance

## Syntax

```d = manova1(X,group) d = manova1(X,group,alpha) [d,p] = manova1(...) [d,p,stats] = manova1(...) ```

## Description

`d = manova1(X,group)` performs a one-way Multivariate Analysis of Variance (MANOVA) for comparing the multivariate means of the columns of `X`, grouped by `group`. `X` is an m-by-n matrix of data values, and each row is a vector of measurements on n variables for a single observation. `group` is a grouping variable defined as a categorical variable, vector, character array, string array, or cell array of character vectors. Two observations are in the same group if they have the same value in the `group` array. The observations in each group represent a sample from a population.

The function returns `d`, an estimate of the dimension of the space containing the group means. `manova1` tests the null hypothesis that the means of each group are the same n-dimensional multivariate vector, and that any difference observed in the sample `X` is due to random chance. If `d` = `0`, there is no evidence to reject that hypothesis. If `d` = `1`, then you can reject the null hypothesis at the 5% level, but you cannot reject the hypothesis that the multivariate means lie on the same line. Similarly, if `d` = `2` the multivariate means may lie on the same plane in n-dimensional space, but not on the same line.

`d = manova1(X,group,alpha)` gives control of the significance level, `alpha`. The return value `d` will be the smallest dimension having `p` > `alpha`, where `p` is a p-value for testing whether the means lie in a space of that dimension.

`[d,p] = manova1(...)` also returns a `p`, a vector of p-values for testing whether the means lie in a space of dimension 0, 1, and so on. The largest possible dimension is either the dimension of the space, or one less than the number of groups. There is one element of `p` for each dimension up to, but not including, the largest.

If the ith p-value is near zero, this casts doubt on the hypothesis that the group means lie on a space of i-1 dimensions. The choice of a critical p-value to determine whether the result is judged statistically significant is left to the researcher and is specified by the value of the input argument `alpha`. It is common to declare a result significant if the p-value is less than 0.05 or 0.01.

`[d,p,stats] = manova1(...)` also returns `stats`, a structure containing additional MANOVA results. The structure contains the following fields.

FieldContents
`W`

Within-groups sum of squares and cross-products matrix

`B`

Between-groups sum of squares and cross-products matrix

`T`

Total sum of squares and cross-products matrix

`dfW`

Degrees of freedom for `W`

`dfB`

Degrees of freedom for `B`

`dfT`

Degrees of freedom for `T`

`lambda`

Vector of values of Wilks' lambda test statistic for testing whether the means have dimension 0, 1, etc.

`chisq`

Transformation of `lambda` to an approximate chi-square distribution

`chisqdf`

Degrees of freedom for `chisq`

`eigenval`

Eigenvalues of W-1B

`eigenvec`

Eigenvectors of W-1B; these are the coefficients for the canonical variables `C`, and they are scaled so the within-group variance of the canonical variables is 1

`canon`

Canonical variables `C`, equal to `XC*eigenvec`, where `XC` is `X` with columns centered by subtracting their means

`mdist`

A vector of Mahalanobis distances from each point to the mean of its group

`gmdist`

A matrix of Mahalanobis distances between each pair of group means

The canonical variables `C` are linear combinations of the original variables, chosen to maximize the separation between groups. Specifically, `C(:,1)` is the linear combination of the `X` columns that has the maximum separation between groups. This means that among all possible linear combinations, it is the one with the most significant F statistic in a one-way analysis of variance. `C(:,2)` has the maximum separation subject to it being orthogonal to `C(:,1)`, and so on.

You may find it useful to use the outputs from `manova1` along with other functions to supplement your analysis. For example, you may want to start with a grouped scatter plot matrix of the original variables using `gplotmatrix`. You can use `gscatter` to visualize the group separation using the first two canonical variables. You can use `manovacluster` to graph a dendrogram showing the clusters among the group means.

### Assumptions

The MANOVA test makes the following assumptions about the data in `X`:

• The populations for each group are normally distributed.

• The variance-covariance matrix is the same for each population.

• All observations are mutually independent.

## Examples

you can use `manova1` to determine whether there are differences in the averages of four car characteristics, among groups defined by the country where the cars were made.

```load carbig [d,p] = manova1([MPG Acceleration Weight Displacement],... Origin) d = 3 p = 0 0.0000 0.0075 0.1934```

There are four dimensions in the input matrix, so the group means must lie in a four-dimensional space. `manova1` shows that you cannot reject the hypothesis that the means lie in a 3-D subspace.

## References

[1] Krzanowski, W. J. Principles of Multivariate Analysis: A User's Perspective. New York: Oxford University Press, 1988.

## Version History

Introduced before R2006a