In: Statistics and Probability
Multivariate analysis of variance (MANOVA) is simply an ANOVA with several dependent variables. That is to say, ANOVA tests for the difference in means between two or more groups, while MANOVA tests for the difference in two or more vectors of means.
A multivariate analysis of variance (MANOVA) could be used to test this hypothesis. Instead of a univariate F value, we would obtain a multivariate F value (Wilks' λ) based on a comparison of the error variance/covariance matrix and the effect variance/ covariance matrix. Although we only mention Wilks' λ here, there are other statistics that may be used, including Hotelling's trace and Pillai's criterion. The "covariance" here is included because the two measures are probably correlated and we must take this correlation into account when performing the significance test. Testing the multiple dependent variables is accomplished by creating new dependent variables that maximize group differences. These artificial dependent variables are linear combinations of the measured dependent variables.
MANOVA is useful in experimental situations where at least some of the independent variables are manipulated. It has several advantages over ANOVA. First, by measuring several dependent variables in a single experiment, there is a better chance of discovering which factor is truly important. Second, it can protect against Type I errors that might occur if multiple ANOVA’s were conducted independently. Additionally, it can reveal differences not discovered by ANOVA tests. However, there are several cautions as well. It is a substantially more complicated design than ANOVA, and therefore there can be some ambiguity about which independent variable affects each dependent variable. Thus, the observer must make many potentially subjective assumptions. Moreover, one degree of freedom is lost for each dependent variable that is added. The gain of power obtained from decreased SS error may be offset by the loss in these degrees of freedom. Finally, the dependent variables should be largely uncorrelated. If the dependent variables are highly correlated, there is little advantage in including more than one in the test given the resultant loss in degrees of freedom. Under these circumstances, use of a single ANOVA test would be preferable.