# Multivariate GLM, MANOVA, and MANCOVA

The Multivariate Generalized Linear Model (GLM) is a sophisticated statistical approach that extends the capabilities of the standard GLM to handle multiple dependent variables alongside one or more independent variables. This model encompasses a variety of analyses, including Multivariate Analysis of Variance (MANOVA) and Multivariate Analysis of Covariance (MANCOVA), as well as regression models. These analyses build upon the foundations of ANOVA and ANCOVA, respectively, but are designed to work with several continuous dependent variables at once.

In a multivariate GLM framework, MANOVA extends the concept of ANOVA by considering multiple dependent variables simultaneously. These variables are combined into a single, composite measure through a weighted linear approach. MANOVA then examines if this composite variable varies significantly across different groups or levels defined by the independent variable(s). Essentially, it assesses whether the independent variable(s) can explain significant variations across the multiple outcomes measured.

A specific technique within this framework is the Stepdown MANOVA, also known as the Roy-Bargman Stepdown F test. This method is employed to assess the significance of main effects while minimizing the risk of Type I errors, which occur when a true null hypothesis is incorrectly rejected.

Similarly, MANCOVA extends ANCOVA by analyzing multiple continuous dependent variables, but it also incorporates one or more covariates. These covariates are control variables that the analysis accounts for, aiming to reduce the error variance and isolate the effect of the independent variable(s) on the dependent outcomes. By controlling for these covariates, MANCOVA provides a clearer picture of the relationship between the independent and dependent variables, adjusting for potential confounding factors.

Healthcare Example for MANCOVA: In a study comparing the effectiveness of two physical therapy treatments for knee osteoarthritis, researchers might measure outcomes such as pain reduction, range of motion, and walking speed. The independent variable would be the type of therapy (Treatment A vs. Treatment B), and the covariate could be the patients’ age, considering it might influence the effectiveness of the treatment.

Social Science Example for MANCOVA: A research project could investigate the impact of a new teaching method on student performance in mathematics, science, and language arts. Here, the independent variable is the teaching method (traditional vs. new), and covariates could include students’ initial performance levels and socio-economic status, to control for their potential effects on the study outcomes.

By integrating multiple dependent variables and controlling for covariates, the multivariate GLM, particularly through MANOVA and MANCOVA, offers a comprehensive tool for researchers to explore complex relationships within their data.

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MANCOVA is a kind of ‘what if analysis’ in which the researcher analyzes what the results would be if all the cases scored equally on the covariates, such that the factors over and beyond the covariates are diminished.

Basically, the MANOVA and MANCOVA in multivariate GLM are  two-step procedures which involve the significance test (are there significant differences) and the post hoc test (if significant differences exist, where do they lie).

There are certain significance tests in MANOVA/MANCOVA. These are the Hotelling’s T square test, the Wilk’s lambda U test, and the Pillai’s trace test.

There are certain assumptions of Multivariate GLM.  These assumptions are as follows:

• The independent variables are categorical in nature.
• The dependent variables are continuous and interval in nature.
• The covariate variables are assumed to be measured without error (or as reliably as possible).  They must be related to the dependent variables.  They can be either dichotomous, ordinal, or continuous.
• The residuals in multivariate GLM are randomly distributed.
• There should be no outliers as MANCOVA is highly sensitive to outliers in the covariates.

Resources

Bray, J. H., & Maxwell, S. E. (1985). Multivariate analysis of variance. Newbury Park, CA: Sage Publications.

de Leeuw, J. (1988). Multivariate analysis with linearizable regressions. Psychometrika, 53(4), 437-454.

Gill, J. (2001). Generalized Linear Models: A Unified Approach. Thousand Oaks, CA: Sage Publications.

Hand, D. J., & Taylor, C. C. (1987). Multivariate analysis of variance and repeated measures. London: Chapman and Hall.

Huberty, C. J., & Morris, J. D. (1989). Multivariate analysis versus multiple univariate analyses Psychological Bulletin, 105(2), 302-308.

Huynh, H., & Mandeville, G. K. (1979). Validity conditions in a repeated measures design. Psychological Bulletin, 86(5), 964-973.

Meulman, J. J. (1992). The integration of multidimensional scaling and multivariate analysis with optimal transformations. Psychometrika, 57(4), 539-565.

Nelder, J. A., & Wedderburn, R. W. M. (1972). Generalized liner models. Journal of the Royal Statistical Society, 135, 370-384.

Nichols, D. P. (1993). Interpreting MANOVA parameter estimates. SPSS Keywords, 50, 8-14.

Olson, C. L. (1976). On choosing a test statistic in multivariate analyses of variance. Psychological Bulletin, 83(4), 579-586.

Powell, R. S., & Lane, D. M. (1979). CANCOR: A general least-squares program for univariate and multivariate analysis of variance and covariance. Behavior Research Methods & Instrumentation, 11(1), 87-89.

Sclove, S. L. (1987). Application of model-selection criteria to some problems in multivariate analysis. Psychometrika, 52(3), 333-343.

Smith, H. F. (1958). A multivariate analysis of covariance. Biometrics, 14, 107-127.

Related Pages:

Conduct and Interpret a One-Way MANOVA

Conduct and Interpret a One-Way MANCOVA

Generalized Linear Models

MANOVA

Multivariate Analysis of Covariance (MANCOVA)