1 1

Comparison of Several
Multivariate Means
Shyh-Kang Jeng
Department of Electrical Engineering/
Graduate Institute of Communication/
Graduate Institute of Networking and
Multimedia
2 2
Paired Comparisons
Measurements are recorded under
different sets of conditions
See if the responses differ
significantly over these sets
Two or more treatments can be
administered to the same or similar
experimental units
Compare responses to assess the
effects of the treatments
3 3
Example 6.1:
Effluent Data from Two Labs
4 4
Single Response (Univariate) Case
n
s
t d
n
s
t d
t t H H
t
n s
D
t
N D
n j X X D
d
n
d
n
n
n
d
d j
j j j
) 2 / ( ) 2 / (
for interval confidence )% 1 ( 100
) 2 / ( if 0 : of favor in 0 : Reject
:
/
) , ( :
, , 2 , 1 ,
1 1
1 1 0
1
2
2 1
o o o
o o
o o o
o
o o

+ s s

> = =

=
= =
5 5
Multivariate Extension: Notations
2 tment under trea variable
2 tment under trea 2 variable
2 tment under trea 1 variable
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1 tment under trea variable
1 tment under trea 2 variable
1 tment under trea 1 variable
2
2 2
1 2
1
2 1
1 1
p X
X
X
p X
X
X
jp
j
j
jp
j
j
=
=
=
=
=
=


6 6
Result 6.1
| |
( ) ( )
( )( )

= =

= =

=
=
=
=
=
=
n
j
j j d
n
j
j
p n p d
d p j
jp j j j
jp jp jp
j j j
j j j
n n
F
p n
p n
n T
n j N
D D D
X X D
X X D
X X D
1 1
,
1 2
2 1
2 1
2 2 2 1 2
1 2 1 1 1
'
1
1
,
1
) (
) 1 (
: '
, , 2 , 1 ), , ( :
' , , ,
D D D D S D D
D S D
D
D

7 7
Test of Hypotheses and
Confidence Regions
| |
( ) ( )
n
s
p
t d
n
s
F
p n
p n
d
F
p n
p n
F
p n
p n
n T
H H
d d d
i i
d
n i i
d
p n p i i
p n p d
p n p d
jp j j j
2
1
2
,
,
1
,
1 2
1 0
2 1
'
2
: , ) (
) 1 (
:
) (
) 1 (
' : regions Confidence
) (
) 1 (
'
if 0 : of favor in 0 : Reject
s difference observed : , , ,
|
|
.
|

\
|

> =
= =
=

o
o o o
o
o
d S d
d S d

d
8 8
Example 6.1: Check
Measurements from Two Labs
| |
( )
( )
zero includes Both
32.25 5.71, - or 11 / 61 . 418 47 . 9 27 . 13 :
74 . 3 , 46 . 22 or 11 / 26 . 199 47 . 9 36 . 9 :
0 : Reject
47 . 9 ) 05 . 0 (
9
10 2
6 . 13
27 . 13
36 . 9
0026 . 0 0012 . 0
0012 . 0 0055 . 0
27 . 13 36 . 9 11
61 . 418 38 . 88
38 . 88 26 . 199
,
27 . 13
36 . 9
2
1
0
9 , 2
2
2
1

=
=

> =
(

=
(

=
(

=
(

=
o
o

S d
H
F
T
d
d
d
9 9
Experiment Design for
Paired Comparisons
. . .
. . .
1 2 3 n
Treatments
1 and 2
assigned at
random
Treatments
1 and 2
assigned at
random
Treatments
1 and 2
assigned at
random
Treatments
1 and 2
assigned at
random
10 10
Alternative View
| |
( ) x C CSC C x CSC S x C d Cx d
C
S S
S S
S
x
1
2
) 2 (
22 21
12 11
2 22 21 1 12 11
' ' ' , ' , ,
1 0 0 | 1 0 0
|
0 1 0 | 0 1 0
0 0 1 | 0 0 1
, , , , , , , '

= = = =
(
(
(
(

=
(

=
=
n T
x x x x x x
d j j
p p
p p





11 11
Repeated Measures Design for
Comparing Measurements
q treatments are compared with
respect to a single response variable
Each subject or experimental unit
receives each treatment once over
successive periods of time
12 12
Example 6.2: Treatments in an
Anesthetics Experiment
19 dogs were initially given the drug
pentobarbitol followed by four
treatments

Halothane
Present
Absent
CO
2
pressure
Low High
1 2
3 4
13 13
Example 6.2: Sleeping-Dog Data
14 14
Contrast Matrix
C
X X
=
(
(
(
(
(

(
(
(
(

=
(
(
(
(
(

= =
(
(
(
(
(

=
q q
j
jq
j
j
j
E n j
X
X
X

2
1
1
3 1
2 1
2
1
1 0 0 1
0 1 0 1
0 0 1 1
) ( , , 2 , 1 ,
15 15
Test for Equality of Treatments in a
Repeated Measures Design
( ) ( ) ) (
) 1 (
) 1 )( 1 (
' '
if Reject
0 : vs. 0 : of Test
matrix contrast : ), , ( :
1 , 1
1
2
0
1 0
o
+

+

> =
= =
q n q
q
F
q n
q n
n T
H
H H
N
x C CSC x C
C C
C X
16 16
Example 6.2: Contrast Matrix
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
(
(
(

=
= + +
= + +
= + +
1 1 1 1
1 1 1 1
1 1 1 1
n interactio CO H
contrast CO
contrast Halothane
2 3 2 4 1
2 4 2 3 1
2 1 4 3
C



17 17
Example 6.2: Test of Hypotheses
( ) ( ) ( )
( )
0 : Reject
94 . 10 05 . 0
) 1 (
) 1 )( 1 (
116 ' '
44 . 7557 54 . 914 62 . 927
54 . 914 84 . 5195 92 . 1098
62 . 927 92 . 1098 32 . 9432
' ,
79 . 12
05 . 60
31 . 209
99 . 4878 63 . 4499 44 . 4065 35 . 2295
32 . 6851 98 . 5303 49 . 2943
14 . 7963 42 . 3568
29 . 2819
,
89 . 502
26 . 479
63 . 404
21 . 368
0
1 , 1
1
2
=
=
+

= =
(
(
(

=
(
(
(

=
(
(
(
(

=
(
(
(
(

=
+

C
x C CSC x C
CSC x C
S x
H
F
q n
q n
n T
q n q
18 18
Example 6.2: Simultaneous
Confidence Intervals
( ) ( )
97 . 65 79 . 12
19
44 . 7557
94 . 10 79 . 12
" n interactio " CO - H
70 . 54 5 . 60
19
84 . 5195
94 . 10 05 . 60
influence pressure CO
70 . 73 31 . 209
19
) 05 . 0 (
16
) 3 ( 18
influence halothane of Contrast
2
2
1
'
1
16 , 3 2 1 4 3
=
=
= + +
Sc c
F x x x x
19 19
Comparing Mean Vectors from
Two Populations
Populations: Sets of experiment
settings
Without explicitly controlling for unit-
to-unit variability, as in the paired
comparison case
Experimental units are randomly
assigned to populations
Applicable to a more general
collection of experimental units
20 20
Assumptions Concerning the
Structure of Data
2 1
2 1
2 22 21 1 12 11
2 2
2 22 21
1 1
1 12 11
normal te multivaria are s population Both
: small and when s assumption Further
, , , of t independen are , , ,
covariance and r mean vecto with population
variate from sample random : , , ,
covariance and r mean vecto with population
variate from sample random : , , ,
2 1
2
1

X X X X X X

X X X

X X X
=

n n
p
p
n n
n
n

21 21
Pooled Estimate of
Population Covariance Matrix
( )( ) ( )
( )( ) ( )
( )( ) ( )( )
2
2 1
2
1
2 1
1
2 1
1
2 2 2 2
1
1 1 1 1
2
1
2 2 2 2
1
1
1 1 1 1
2
1
2
1
2
' '
1 '
1 '
2 1
2
1
S S
x x x x x x x x
S
x x x x
x x x x
+

+
+

=
+
+
=
~
~

= =
=
=
n n
n
n n
n
n n
n
n
n
j
j j
n
j
j j
pooled
n
j
j j
n
j
j j
22 22
Result 6.2
( ) | |
( ) | |
( )
( )
1 ,
2 1
2 1
2 1 2 1
1
2 1
2 1 2 1
2
2 2 22 21
1 1 12 11
2 1
2
1
1
2
as d distribute is
1 1
'
) , ( : , , ,
) , ( : , , ,
+

+
+

(

|
|
.
|

\
|
+ =
p n n p
pooled
p n
p n
F
p n n
p n n
n n
T
N
N
X X
S X X
X X X
X X X

23 23
Proof of Result 6.2
( ) ( ) ( ) ( )
( ) ( )
( ) | |
( ) | |
( )
( )
1 ,
2 1
2 1
1
2 1
2
2 1 2 1
2 / 1
2 1
1
2 1 2 1
2 / 1
2 1
2
2 2 2 1 1
1 2 2 1 1 1
2 1
2 1
2
2
21
2
1
1
11
1
2 1
2 1
2 1
2 1
2 1
2 1
1
2
: ) , (
2
) (
)' , 0 (
1 1
'
1 1
) ( : 1 1
: 1 , : 1
)
1 1
, ( :
1 1 1 1
+

+

+
+
(

+
=

|
|
.
|

\
|
+

|
|
.
|

\
|
+ =
+

|
|
.
|

\
|
+
+ + + =
p n n p p
n n
p
pooled
n n
n n
p
n n
F
p n n
p n n
N
n n
W
N
n n
n n
T
W n n
W n W n
n n
N
n n n n
0

X X
S X X
S S
S S

X X X X X X
24 24
Wishart Distribution
| |
( )
) ' | ' ( : ' ) | ( :
) | ( :
) | ( : ), | ( :
: Properties
definite positive :
2
1
2
) | (
2 1 2 1
2 2 1 1
1
2 / ) 1 (
4 / ) 1 ( 2 / ) 1 (
2 / tr
2 / ) 2 (
1
2 1
2 1
1
C CAC CAC A A
A A A A
A A A A
A

A
A
A
m m
m m
m m
p
i
n
p p n p
p n
n
W W
W
W W
i n
e
w

+ +

|
.
|

\
|
I
=
+
=

t
25 25
Test of Hypothesis
( ) ( )
( )
X X
X X X X X X
X X
X X
x x S x x

|
|
.
|

\
|
+ = + =
+ =

=
+
+
>

(

|
|
.
|

\
|
+ =
= =
+

2 1
2 1
2 1 2 2 1 1
2 1
2 1 2 1
1 ,
2 1
2 1
0 2 1
1
2 1
0 2 1
2
0 2 1 1 0 2 1 0
1 1
) Cov( ) Cov(
) Cov( ) , Cov( ) , Cov( ) Cov(
) Cov(
) ( Note
) (
1
2
1 1
' if
: of favor in : Reject
2 1
n n
E
F
p n n
p n n
n n
T
H H
p n n p
pooled
o
26 26
Example 6.3: Comparison of Soaps
Manufactured in Two Ways
| |
| |
( )
65 . 0 25 . 0 , 15 . 1 25 . 0
25 . 0 ) 05 . 0 (
1
2 1 1
' 290 . 0 957 . 0 , 697 . 1
' 957 . 0 290 . 0 , 303 . 5
: of rs eigenvecto and s Eigenvalue
2 . 0
9 . 1
,
5 1
1 2
98
49
98
49
4 1
1 2
,
9 . 3
2 . 10
,
6 1
1 2
,
1 . 4
3 . 8
50
2 1
1 ,
2 1
2 1
2 1
1 2
1 1
2 1 2 1
2 2 1 1
2 1
2 1
= =
=
+
+
|
|
.
|

\
|
+
= =
= =
(

=
(

= + =
(

=
(

=
(

=
(

=
= =
+

p n n p
pooled
pooled
F
p n n
p n n
n n
n n
e
e
S
x x S S S
S x S x
27 27
Example 6.3
28 28
Result 6.3: Simultaneous
Confidence Intervals
( )
pooled ii i i
i i
pooled
p n n p
s
n n
c X X

n n
c
F
p n n
p n n
c
,
2 1
2 1
2 1
2 1
2 1
2 1
1 ,
2 1
2 1
2
1 1
) (
by covered be will , particular In
all for ) ( ' cover will
1 1
' ) ( '
) (
1
2
2 1
|
|
.
|

\
|
+

|
|
.
|

\
|
+
+
+
=
+

o
a a
a S a X X a
29 29
Example 6.4: Electrical Usage of
Homeowners with and without ACs
26 . 6 ) 05 . 0 (
97
) 2 ( 98
3 . 63661 5 . 21505
5 . 21505 7 . 10963
2
1
2
1
55 ,
5 . 55964 7 . 19616
7 . 19616 0 . 8632
,
0 . 355
0 . 130
45 ,
4 . 73107 4 . 23823
4 . 23823 3 . 13825
,
6 . 556
4 . 204
97 , 2
2
2
2 1
2
1
2 1
1
1 2 2
1 1 1
= =
(

=
+

+
+

=
=
(

=
(

=
=
(

=
(

=
F c
n n
n
n n
n
n
n
pooled
S S S
S x
S x
30 30
Example 6.4: Electrical Usage of
Homeowners with and without ACs
5 . 328 7 . 4 7 or
3 . 63661
55
1
45
1
26 . 6 ) 0 . 355 6 . 556 ( :
1 . 127 7 . 21 or
7 . 10963
55
1
45
1
26 . 6 ) 0 . 130 4 . 204 ( :
intervals confidence us simultaneo 95%
22 12
22 12
21 11
21 11
s s
|
.
|

\
|
+
s s
|
.
|

\
|
+




31 31
Example 6.4:
95% Confidence Ellipse
32 32
Bonferroni Simultaneous
Confidence Intervals
( )
pooled ii n n i i
s
n n p
t x x
,
2 1
2 2 1 2 1
1 1
2
:
2 1 |
|
.
|

\
|
+
|
|
.
|

\
|

+
o

33 33
Result 6.4
( ) | |
( ) | |
( )
( ) a S S a x x a
a
x x
S S x x

|
|
.
|

\
|
+

s
(

2
2
1
1
2
2 1
2 1
2
2 1 2 1
1
2
2
1
1
2 1 2 1
2 1
2 1
1 1
' ) ( '
: ' for intervals confidence us Simultaneo
) (
1 1
'
: for ellipsoid confidence 100%
large are and
n n
n n
p n p n
p
p
o _
o _
34 34
Proof of Result 6.4
( )
( ) ( ) ( )
( ) | |
( ) | |
2 2 1 1
2
2 1 2 1
1
2
2
1
1
2 1 2 1
2
2
1
1
2 1 2 1
2
2
1
1
2 1 2 1
2 1 2 1
~ , ~
:
1 1
'
1 1
, nearly :
1 1
Cov Cov Cov
S S
X X
X X
X X
X X X X
X X
p
p
n n
n n
N
n n
E
_
|
|
.
|

\
|
+
|
|
.
|

\
|
+
+ = + =
=

35 35
Remark
( )
( ) ( )
|
.
|

\
|
+ =
|
.
|

\
|
+
+
+
=
+ = +
=
+

= =
n n n n n n
n n
n n n
n n
n
n n n
pooled
1 1 1 1
2
1 1
1 1 1
2
1
2
1
If
2 1
2 1 2
2
1
1
2 1
S
S S
S S S S
36 36
Example 6.5
( )
( )
| | | |
| |
(

=
(

+
= > =
(

+ =
=


(

= +

063 . 0
041 . 0
1 1
: n combinatio linear Critical
99 . 5 ) 05 . 0 ( 66 . 15
1 1
'
0 :
4 . 27 3 75.8, or 15 . 2642 99 . 5 6 . 201 :
127.1 21.7, or 17 . 464 99 . 5 4 . 74 :
15 . 2642 08 . 886
08 . 886 17 . 464
1 1
Data 6.4 Example
2 1
1
2
2
1
1
2
2 2 1
1
2
2
1
1
2 1
2
2 1 0
22 12
21 11
2
2
1
1
x x S S
x x S S x x

S S
n n
n n
T
H
n n
_


37
Multivariate Behrens-Fisher
Problem
Test H
0
:
1
-
2
=0
Population covariance matrices are
unequal
Sample sizes are not large
Populations are multivariate normal
Both sizes are greater than the
number of variables
37
38
Approximation of T
2
Distribution
38
( ) ( ) ( ) ( )
2 1 2 1
2
1
2
1
2
2
1
1
2
1
2
2
1
1
2
1 ,
2 1 2 1
1
2
2
1
1
2 1 2 1
2
) , min(
1 1 1
tr
1 1 1
tr
1
1
1 1
'
n n n n
n n n
n n n
n
p p
F
p
p
n n
T
i
i
i
i
i
i
p p
+ s s

|
|
|
.
|

\
|
(
(

|
|
.
|

\
|
+
+
(
(

|
|
.
|

\
|
|
|
.
|

\
|
+
+
=
+
=

|
|
.
|

\
|
+ =

v
v
v
v
v
S S S
S S S
X X S S X X
39
Confidence Region
39
( ) ( ) ( ) ( )
) (
1
1 1
'
1 ,
2 1 2 1
1
2
2
1
1
2 1 2 1
o
v
v
v +

+
s

|
|
.
|

\
|
+
p p
F
p
p
n n
x x S S x x
40
Example 6.6
Example 6.4 data

40
rejected is 0 : , 32 . 6 66 . 15
32 . 6 12 . 3
6 . 76
2 . 155
) 05 . 0 (
1
6 . 77
354 . 0 092 . 0
060 . 0 224 . 0
1 1 1
646 . 0 092 . 0
060 . 0 776 . 0
1 1 1
2 1 0
2
1 ,
1
2
2
1
1
2
2
1
2
2
1
1
1
1
= > =
= =
+
=
(

=
|
|
.
|

\
|
+
(

=
|
|
.
|

\
|
+
+

S S S
S S S
H T
F
p
p
n n n
n n n
p p v
v
v
v
41 41
Example 6.10: Nursing Home Data
Nursing homes can be classified by
the owners: private (271), non-profit
(138), government (107)
Costs: nursing labor, dietary labor,
plant operation and maintenance
labor, housekeeping and laundry
labor
To investigate the effects of
ownership on costs
42 42
One-Way MANOVA
tly significan differ components
mean which not, if and, same, the are vectors
mean population he whether t e investigat to used is
VAriance) Of ANalysis ate (Multivari MANOVA
, , , : Population
, , , : 2 Population
, , , : 1 Population
2 1
2 22 21
1 12 11
2
1
g
gn g g
n
n
g X X X
X X X
X X X

43 43
Assumptions about the Data
normal te multivaria is population Each
matrix
covariance common a have s population All
t independen
are s population different from sample Random
, , 2 , 1 , mean with
population a from sample random : , , ,
2
1

X X X
g
n

=
44 44
Univariate ANOVA
( ) ( )

x x x x x x
n N e e X
H
H
g
N X X X
j j
g
j j j
g
g
n
+ + =
= + + =
= = = =
+ =
= = =
=

=
0 ), , 0 ( : ,
0 :
rization Reparamete
: hypothesis Null
, , 2 , 1
) , ( from sample random : , , ,
1
2
2 1 0
2 1 0
2
2 1
t o t
t t t
t

o
45 45
Univariate ANOVA
( ) ( ) ( ) ( )( )
( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
) SS ( ) SS ( ) SS ( ) (SS
) SS ( ) SS ( ) (SS
0
2
1 1
2
1
2
2
2 1
1 1
2
1 1
2
1
2
1 1
2
1
2 2
1
2
1
2 2 2
res tr mean obs
g n
j
j
g g n
j
j
res tr cor
g n
j
j
g g n
j
j
n
j
j
n
j
j
n
j
j
j j j
x x x x n x n n n x
x x x x n x x
x x x x n x x
x x
x x x x x x x x x x
+ + =
+ + + + + =
+ =
+ =
+ =
=
+ + =

= = = = =
= = = = =
= =
=

46 46
Univariate ANOVA
47 47
Univariate ANOVA
( )
tr res
res
res tr
g n g
g
res
tr
g
F
g n
g
F
H
SS SS
SS
SS / SS 1
1
) (
/ SS
) 1 / SS
if level at 0 : Reject
, 1
1
2 1 0
+
=
+

>
|
|
.
|

\
|

=
= = = =

=

o
o t t t

48 48
Concept of Degrees of Freedom
| |
( ) ( ) ( )
( ) ( ) ( )
g g
g
g gn n n
x x x x x x
x x x x x x
n n n n x x x x x
g
u u u
y
+ + + =
(
(
(
(
(
(
(
(
(
(
(
(

+ +
(
(
(
(
(
(
(
(
(
(
(
(

+
(
(
(
(
(
(
(
(
(
(
(
(

+ + + = =

2 2 1 1
2 1
2 1 2 21 1 11
1
1
0
0
0
0
0
0
1
1
0
0
0
0
0
0
1
1
vector Treatment
d.f. : , , , , , , , '
2 1
49 49
Concept of Degrees of Freedom
| |
( ) ( ) ( ) | |
g n
x x x x x x x
g x
g
g
g g
g
g

+ + + =

+ + + = =
: of d.f.
, , , by spanned hyperplane the lar to perpendicu
vector Residual
1 d.f. : r mean vecto
vector treatment the lar to perpendicu is
d.f. : , , , by spanned
hyperplane on the all are and vector Treatment
1 , , 1
2 1
2 2 1 1
2 1
2 1
e
u u u
u u u 1 y e
1
1
u u u
1
u u u 1

50 50
Examples 6.7 & 6.8
( )
level 1% at the rejected is 0 :
27 . 13 ) 01 . 0 ( 5 . 19
5 / 10
2 / 78
/ SS
) 1 /( SS
5 3 - 3) 2 (3 d.f. , 10 SS
2 1 3 d.f. , 78 SS
128 SS , 216 SS
0 1 1
1 1
1 2 1
2 2 2
3 3
4 4 4
4 4 4
4 4
4 4 4
2 1 3
2 0
9 6 9
3 2 1 0
5 , 2
= = =
= > = =

=
= + + = =
= = =
= =
|
|
|
.
|

\
|

+
|
|
|
.
|

\
|

+
|
|
|
.
|

\
|
=
|
|
|
.
|

\
|

t t t H
F
g n
g
F
res
tr
res
tr
mean obs

51 51
MANOVA
( ) ( )
( )( ) ( )( )
( )( )

= =
= = =
=
+ = +
=
+ + = + + =
=
= = + + =
g n
j
j j
g n
j
g
j j
j j j
g
p j
j j
n
n
N
g n j
1 1
1 1 1
1
'
' '

effect, nt th treatme :
(level) mean overall : ), , ( :
, , 2 , 1 ; , , 2 , 1 ;

W B x x x x
x x x x x x x x
e x x x x x x
0
0 e
e X
52 52
MANOVA
53 53
MANOVA
( )( )
( ) ( ) ( )
( )( )
( )( )
small too is
'
'
lambda s Wilk' if 0 : Reject
1 1 1
'
1 1
1 1
*
2 1 0
2 2 1 1
1 1

= =
= =
= =


=
+
= A
= = = =
+ + + =
=
g n
j
j j
g n
j
j j
g
g g
g n
j
j j
W B
W
H
n n n

x x x x
x x x x

S S S
x x x x W
54 54
Distribution of Wilks Lambda
55 55
Test of Hypothesis for Large Size
) ( ln
2
1
if level ce significan at Reject
: ln
2
1
large, is and true is If
2
) 1 (
0
2
) 1 (
*
0
o _
o
_

>
|
|
.
|

\
|
+
|
.
|

\
|
+

A
|
.
|

\
|
+

=

g p
g p
g p
n -
H
g p
n -
n n H
W B
W

56 56
Popular MANOVA Statistics Used
in Statistical Packages
| |
| |
1
1
1
*
) ( of eigenvalue maximum
root largest s Roy'
) ( trace Pillai
trace Hotelling - Lawley
lambda s Wilk'

+
=
+ =
=
+
= A
W B W
W B B
BW
W B
W
tr
tr
57 57
Example 6.9
272 24 48 200 SS SS SS SS ,
7 9 8
0 4
7 2 3
216 10 78 128 SS SS SS SS ,
2 1 3
2 0
9 6 9
5
4
,
5
4
,
2
1
,
4
8
7
2
9
1
8
3
0
2
4
0
7
9
2
6
3
9
3 2 1
= + + = + + =
|
|
|
.
|

\
|
= + + = + + =
|
|
|
.
|

\
|
(

=
(

=
(

=
(

=
|
|
|
|
|
|
|
|
.
|

\
|
(

res tr mean obs

res tr mean obs
x x x x
58 58
Example 6.8
149 7 2 7 9 2 6 3 9 : Total
1 (-1) 0 3 1 (-2) (-2) (-1) 1 : Residual
-12 3 (-2) 3 (-3) (-3) 2 (-1) 4 3 : Treatment
160 5 4 8 : Mean
products Cross
1 1 0
2 2
3 2 1
3 3 3
3 3
1 1 1
5 5 5
5 5
5 5 5
7 9 8
0 4
7 2 3
0 1 1
1 1
1 2 1
2 2 2
3 3
4 4 4
4 4 4
4 4
4 4 4
2 1 3
2 0
9 6 9
= + + + +
= + + + +
= + +
=
|
|
|
.
|

\
|

+
|
|
|
.
|

\
|


+
|
|
|
.
|

\
|
=
|
|
|
.
|

\
|
|
|
|
.
|

\
|

+
|
|
|
.
|

\
|

+
|
|
|
.
|

\
|
=
|
|
|
.
|

\
|

59 59
Example 6.9
60 60
Example 6.9
0
8 , 4 1 2 ), 1 ( 2
*
*
*
Reject
01 . 7 ) 01 . 0 ( ) 01 . 0 ( 19 . 8
1 3
1 3 8
0385 . 0
0385 . 0 1
1
1
1
0385 . 0
72 11
11 88
24 1
1 10
H
F F
g
g n
g n g
= = > =


|
|
.
|

\
|

=

|
|
.
|

\
|
A
A
=

=
+
= A

W B
W
61 61
Example 6.10: Nursing Home Data
Nursing homes can be classified by
the owners: private (271), non-profit
(138), government (107)
Costs: nursing labor, dietary labor,
plant operation and maintenance
labor, housekeeping and laundry
labor
To investigate the effects of
ownership on costs
62 62
Example 6.10
63 63
Example 6.10
| |
( )( )
(
(
(
(

= =
=
+ +
+ +
=
(
(
(
(

=
+ + =

=
304 . 0 230 . 0 610 . 0 584 . 0
235 . 0 453 . 0 821 . 0
225 . 1 111 . 1
475 . 3
'
' 380 . 0 102 . 0 519 . 0 136 . 2
538 . 6 394 . 0 428 . 2 581 . 9
484 . 1 633 . 0 695 . 1
200 . 8 408 . 4
962 . 182
) 1 ( ) 1 ( ) 1 (
1
3 2 1
3 3 2 2 1 1
3 3 2 2 1 1
g
n
n n n
n n n
n n n

x x x x B
x x x
x
S S S W
64 64
Example 6.10
analyses both by Reject
09 . 20 ) 01 . 0 ( ) 01 . 0 (
76 . 132 ln ) 2 / ) ( 1 (
analysis e approximat or,
51 . 2 8 / ) 01 . 0 ( ) 01 . 0 (
67 . 17
1
2
7714 . 0
0
2
8
2
) 1 (
2
8 510 2 , 4 2
*
*
*
H
W B
W
g p n
F
p
p n
W B
W
g p
= =
=
|
|
.
|

\
|
+
+
= ~
=
|
|
.
|

\
|
A
A
|
|
.
|

\
|
=
+
= A

_ _
_

65 65
Bonferroni Intervals for
Treatment Effects
( ) ( )
( ) ( ) ( )
( )
2 / ) 1 (
) (
1 1

Var
) ( ) (
1 1 1
1 1
Var

Var

,

2 2 1 1
=

|
|
.
|

\
|
+ ~
~ =
+ + + =
|
|
.
|

\
|
+ = =
= =
g pg m
g n
w
n n
g n g n
n n n
n n
x x
x x x x
ii
k
i ki
pooled
g g
ii
k
i ki i ki
i ki i ki i ki ki

t t
o t t
t t t
S
S S S W
66 66
Result 6.5: Bonferroni Intervals for
Treatment Effects
|
|
.
|

\
|
+

|
|
.
|

\
|

n n g n
w
g pg
t x x
k
ii
g n i ki
i ki
1 1
) 1 (
to belongs
) 1 ( least at confidence With
o
t t
o
67 67
Example 6.11: Example 6.10 Data
| |
| |
( )
( ) ( ) 019 . 0 , 021 . 0 , 026 . 0 , 058 . 0 : and
for intervals confidence us simultaneo 95%
025 . 0 , 061 . 0 or 0.00614 2.87 0.043 -
for interval confidence us simultaneo 95%
87 . 2 ) 2 3 4 / 05 . 0 (
00614 . 0
3 516
484 . 1
107
1
271
1 1 1
516 , 043 . 0 023 . 0 20 . 0

' 003 . 0 023 . 0 002 . 0 137 . 0

' 020 . 0 020 . 0 039 . 0 070 . 0

33 23 23 13
33 13
513
33
3 1
33 13
3 3
1 1



=
=

|
.
|

\
|
+ =

|
|
.
|

\
|
+
= = =
= =
= =
t t t t
t t
t t
t
g n
w
n n
n
x x
x x
68
Test for Equality of Covariance
Matrices
With g populations, null hypothesis
H
0
: E
1
= E
2
= . . . = E
g
= E
Assume multivariate normal
populations
Likelihood ratio statistic for testing
H
0



( )
( ) ( ) { }
g g pooled
n
pooled
n n
n
S S S
S
S
1 1
1
1
1 1
2 / ) 1 (
+ +

=
|
|
.
|

\
|
= A

69
Boxs M-Test
( ) ( ) | |
( ) ( )
) ( if Reject
) 1 )( 1 (
2
1
e approximat : ) 1 (
) 1 )( 1 ( 6
1 3 2
1
1
1
1
ln 1 ln 1 ln 2
2
0
2
2
o _
v
_
v
v
>
+ =
=
(

+
+
(
(
(

=

(

= A =

C H
g p p
M u C
g p
p p
n n
u
n n M
pooled

S S
70
Example 6.12
Example 6.10 - nursing home data

( )
| |
| |
C H
C
M
u
n n n p g
pooled
with comparison for table from ce significan of lelel reasonable any at rejected is
20 2 / ) 1 3 )( 1 4 ( 4
5 . 285 3 . 289 ) 0133 . 0 1 (
3 . 289 ) 741 . 15 ( 106 ) 926 . 13 ( 137 ) 397 . 17 ( 270
) 564 . 15 ( 106 137 270
0133 . 0
) 1 3 )( 1 4 ( 6
1 ) 4 ( 3 4 2
106 137 270
1
106
1
137
1
270
1
564 . 15 ln , 741 . 15 ln
926 . 13 ln , 397 . 17 ln
107 , 138 , 271 , 4 , 3
2
0
2
3
2 1
3 2 1
v
_
v = + =
= =
= + +
+ + =
=
(

+
+
(

+ +
+ + =
= =
= =
= = = = =
S S
S S
71 71
Example 6.13: Plastic Film Data
72 72
Two-Way ANOVA
( )
( ) ( ) ( ) ( )
( ) ( ) ( )
( ) ( )
res int fac fac cor
g b
k
n
r
k kr
g b
k
k k
b
k
k
g g b
k
n
r
kr
k kr k k k kr
k k kr
kr
b
k
k
g
k
b
k
k
g
kr k k kr
x x x x x x n
x x gn x x bn x x
x x x x x x x x x x x x
X E
N e
n r b k g
e X
SS SS SS SS SS
) , 0 ( : , 0
, , 2 , 1 ; , , 2 , 1 ; , , 2 , 1
2 1
1 1 1
2
1 1
2
1
2
1
2
1 1 1
2
2
1 1 1 1
+ + + =
+ + +
+ =
+ + + + + =
+ + + =
= = = =
= = =
+ + + + =



= = = = =
- -
=
-
=
-
= = =
- - - -
= = = =

| t
o | t
| t
73 73
Effect of Interactions
74 74
Two-Way ANOVA
75 75
Two-Way ANOVA
( )
( )
( )
n intercatio 2 factor - 1 factor
of effects for :
) 1 ( / SS
) 1 )( 1 /( SS
2 factor of effects for :
) 1 ( / SS
) 1 /( SS
1 factor of effects for :
) 1 ( / SS
) 1 /( SS
tests ratio
2
1

n gb
b g
n gb
b
n gb
g
F
res
int
res
fac
res
fac
76 76
Two-Way MANOVA
( ) ( ) ( ) ( )
( )( )
( )( ) ( )( )
( )( )
( )( )

= = =
= =
- - - -
=
- -
=
- -
= = =
- - - -
= = = =
+
+ + +
+
=
+ + + + + =
= = = =
= = =
+ + + + =
g b
k
n
r
k kr k kr
g b
k
k k k k
b
k
k k
g
g b
k
n
r
kr kr
k kr k k k kr
p kr
b
k
k
g
k
b
k
k
g
kr k k kr
n
gn bn
N
n r b k g
1 1 1
1 1
1 1
1 1 1
1 1 1 1
'
'
' '
'
) , ( : , 0
, , 2 , 1 ; , , 2 , 1 ; , , 2 , 1

x x x x
x x x x x x x x
x x x x x x x x
x x x x
x x x x x x x x x x x x
0 e
e X
77 77
Two-Way MANOVA
78 78
Two-Way MANOVA
tion interpreta clear
a have not do effects factor the exist, effects n interactio If
SSP SSP
SSP
lambda s Wilk'
) ( ln
2
) 1 )( 1 ( 1
) 1 (
if 0 : reject samples, large For
n interactio for Test
*
2
) 1 )( 1 (
*
12 11 0
res int
res
b g
gb
b g p
n gb
H
+
= A
> A
(

+

= = = =

o _

79 79
Two-Way MANOVA
res fac
res
p b
b
res fac
res
p g
g
b g p
n gb
H
b g p
n gb
H
SSP SSP
SSP
lambda s Wilk'
) ( ln
2
) 1 )( 1 ( 1
) 1 (
if 0 : reject samples, large For
effect 2 factor for Test
SSP SSP
SSP
lambda s Wilk'
) ( ln
2
) 1 )( 1 ( 1
) 1 (
if 0 : reject samples, large For
effect 1 factor for Test
2
*
2
) 1 (
*
2 1 0
1
*
2
) 1 (
*
2 1 0
+
= A
> A
(

+

= = = =
+
= A
> A
(

+

= = = =

o _
o _

80 80
Bonferroni Confidence Intervals
( )
( )
res
qi ki
ii
p qi ki
mi i
ii
p i m i
n gb
gn
E
b pb
t x x
bn
E
g pg
t x x
SSP ), 1 (
for
2
) 1 (
and
for
2
) 1 (
are intervals confidence s simultaneu the
ns, interactio negligible With
= =

|
|
.
|

\
|

|
|
.
|

\
|

- -
- -
E v
| |
v
o
t t
v
o

81 81
Example 6.13: MANOVA Table
82 82
Example 6.13: Interaction
( )
( )
rejected not is n) interactio (no 0 :
34 . 3 ) 05 . 0 ( 34 . 1
14 1 ) 1 (
3 1 ) 1 )( 1 (
:
2 / 1 ) 1 )( 1 (
2 / 1 ) 1 ( 1
1 ) 1 )( 1 (
7771 . 0
SSP SSP
SSP
22 21 12 11 0
14 , 3
2
1
,
*
*
*
2 1
= = = =
= < =
= + =
= + =
+
+
|
|
.
|

\
|
A
A
=
=
=
+
= A
H
F F
p n gb
p b g
F
p b g
p n gb
F
b g
res int
res
v
v
v v
83 83
Example 6.13: Effects of
Factors 1 & 2
( )
( )
0 : reject , 34 . 3 ) 05 . 0 (
0 : reject , 34 . 3 ) 05 . 0 (
14 1 ) 1 (
3 1 1 , 26 . 4
2 /
2 / 1
3 1 1 , 55 . 7
2 /
2 / 1
5230 . 0
SSP SSP
SSP
3819 . 0
SSP SSP
SSP
2 1 0 14 , 3 2
2 1 0 14 , 3 1
2
1
1
2
*
2
*
2
2
1
1
2
*
1
*
1
1
2
*
2
1
*
1
= = = >
= = = >
= + =
= + = =
|
|
.
|

\
|
A
A
=
= + = =
|
|
.
|

\
|
A
A
=
=
+
= A
=
+
= A


H F F
H F F
p n gb
p b F
p g F
res fac
res
res fac
res
v
v
v
v
v
v
v
84 84
Profile Analysis
A battery of p treatments (tests,
questions, etc.) are administered to
two or more group of subjects
The question of equality of mean
vectors is divided into several
specific possibilities
Are the profiles parallel?
Are the profiles coincident?
Are the profiles level?
85 85
Example 6.14:
Love and Marriage Data
86 86
Population Profile
87 87
Profile Analysis
p p
i i
i i i i
H
p i H
p i H
2 22 21 1 12 11 03
2 1 02
1 2 2 1 1 1 01
:
level? profiles the Are
, , 2 , 1 , :
? coincident profiles the Are
, , 3 , 2 , :
parallel? profiles the Are
s population two Assume



= = = = = = =
= =
= =

88 88
Test for Parallel Profiles
( ) ( )
) (
) 1 )( 2 (
'
1 1
' '
if level at : Reject
) ' , ( : ), ' , ( :
1 1 0 0 0 0
0 0 0 1 1 0
0 0 0 0 1 1
2 1
, 1
2 1
2 1
2
2
2 1
1
2 1
2 1
2
2 1 01
2 1 2 1 1 1
) 1 (
o
o
p n n p
pooled
p j p j
p p
F
p n n
p n n
c
c
n n
T
H
C N N
+

+
+
=
>
(

|
|
.
|

\
|
+ =
=
(
(
(
(

=
x x C C CS C x x
C C
C CX C C CX
C

89 89
Test for Coincident Profiles
( ) ( )
( )
) ( )
2
(
'
1 1
'
' '
1 1
'
if level at ' ' : Reject
profiles parallel Given
2 , 1
2
2
2
2 1
2 1
2 1
1
2 1
2 1
2
2 1 02
2 1 2 1
o
o
o
+ +

= >
|
|
|
|
|
|
.
|

\
|
(

|
|
.
|

\
|
+

|
|
.
|

\
|
+ =
=
n n n n
pooled
pooled
F t
n n
n n
T
H
1 S 1
x x 1
x x 1 1 S 1 x x 1
1 1
90 90
Test for Level Profiles
| |
2
2 1
2
1
2 1
1
1 , 1
2 1
2 1
2
2
1
2 1
03
) (
1
) 1 )( 1 (
' ' ' ) (
if level at : Reject
profiles coincident Given
2 1
x x x
x C CSC C x
0 C
n n
n
n n
n
F
p n n
p n n
c
c n n
H
p n n p
+
+
+
=
+
+
=
> +
=
+ +

o
o
91 91
Example 6.14
(
(
(
(

=
(
(
(
(

=
(
(
(
(

=
306 . 0 029 . 0 143 . 0 161 . 0
029 . 0 810 . 0 173 . 0 066 . 0
143 . 0 173 . 0 637 . 0 262 . 0
161 . 0 066 . 0 262 . 0 606 . 0
533 . 4
000 . 4
000 . 7
633 . 6
,
700 . 4
967 . 3
033 . 7
833 . 6
2 1
pooled
S
x x
92 92
Example 6.14:
Test for Parallel Profiles
( )
7 . 8 ) 05 . 0 (
4 30 30
) 1 4 )( 2 30 30 (
005 . 1
200 . 0
066 . 0
167 . 0
167 . 0
033 . 0
033 . 0
200 . 0
1 1 0 0
0 1 1 0
0 0 1 1
1 0 0
1 1 0
0 1 1
0 0 1
1 1 0 0
0 1 1 0
0 0 1 1
'
56 , 3
2
2 1
=
+
+
< =
(
(
(

=
(
(
(
(

(
(
(

=
(
(
(
(

(
(
(

=
F T
pooled pooled
x x C
S C CS
93 93
Example 6.14: Sample Profiles
94 94
Example 6.14:
Test for Coincident Profiles
( )
0 . 4 ) 05 . 0 ( 501 . 0
207 . 4
30
1
30
1
367 . 0
207 . 4 '
367 . 0 '
58 , 1
2
2
2 1
= < =
|
|
|
|
|
.
|

\
|
|
.
|

\
|
+
=
=
=
F T
pooled
1 S 1
x x 1
95 95
Example 6.15: Ulna Data,
Control Group
96 96
Example 6.15: Ulna Data,
Treatment Group
97 97
Comparison of Growth Curves

B
X
X
X
=
(
(
(
(
(

(
(
(
(
(

=
(
(
(
(
(

+ + +
+ + +
+ + +
=
= =
q
q
p p
q
q
q
p q p
q
q
q
q
j
j
j
t t
t t
t t
t t
t t
t t
E
g n j
j p
|
|
|
| | |
| | |
| | |
1
0
2 2
1 1
1 0
2 2 1 0
1 1 1 0
1
1
1
) (
model Roy - Putthoff
covariance with normal te Multivaria :
, , 2 , 1 ; , , 2 , 1
group in subject on ts measuremen of vector :
98 98
Comparison of Growth Curves
( )
( ) ( )
( )
( )( )
( ) ) ( ln 2 / ) (
if adequate is polynomial that the hypothesis null Reject the
, '

) 1 )( /( ) 1 )( (
' )

( Cov ,
) 1 1 (
1
' '

: of estimators likelihood Maximum

2
) 1 (
*
*
1 1
1
1
^
1
1 1
1
1
1
o _
g q p
q
j
g n
j
j q
pooled
g
g g pooled
pooled pooled
g q p N
q p g N q p g N g N g N k
n
k
n N
g N
n n
g N

= =

> A +
= A =
+ + + =
= =

= + +

=
=

W
W
B X B X W
B S B
W
S S S
X S B B S B

99 99
Example 6.15
| |
( ) 21 . 9 ) 01 . 0 ( 86 . 7 ln 2 / ) (
7627 . 0
85 1 09 4 14 70 : Group Treatment
03 2 64 3 07 73 : Group Control
) 27 . 0 ( 8534 . 1 ) 28 . 0 ( 0274 . 2
) 80 . 0 ( 0900 . 4 ) 83 . 0 ( 6444 . 3
) 50 . 2 ( 1387 . 70 ) 58 . 2 ( 0701 . 73

model growth quadratic Use
2
2 ) 1 2 4 (
*
*
2
2
2 1
= < = A +
= A
+
+
(
(
(

=

_
| |
g q p N
t . t . .
t . t . .
100 100
Example 6.16: Comparing
Multivariate and Univariate Tests
101 101
Example 6.14: Comparing
Multivariate and Univariate Tests
2 1
17 , 2
2 2
2 1
18 , 1 2
18 , 1 1
Reject
94 . 12 ) 01 . 0 (
17
2 18
29 . 17
: test s Hotelling'
Accept
01 . 3 ) 10 . 0 ( 68 . 2 : on test Univariate
01 . 3 ) 10 . 0 ( 46 . 2 : on test Univariate


=
=

= > =
=
= < =
= < =
F c T
F F x
F F x
102 102
Strategy for Multivariate
Comparison of Treatments
Try to identify outliers
Perform calculations with and without
the outliers
Perform a multivariate test of
hypothesis
Calculate the Bonferroni
simultaneous confidence intervals
For all pairs of groups or treatments,
and all characteristics
103 103
Importance of Experimental Design
Differences could appear in only one
of the many characteristics or a few
treatment combinations
Differences may become lost among
all the inactive ones
Best preventative is a good
experimental design
Do not include too many other variables
that are not expected to show
differences