Title: Comparison of Several Multivariate Means
1Comparison of Several Multivariate Means
- Shyh-Kang Jeng
- Department of Electrical Engineering/
- Graduate Institute of Communication/
- Graduate Institute of Networking and Multimedia
2Paired 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
3Example 6.1 Effluent Data from Two Labs
4Single Response (Univariate) Case
5Multivariate Extension Notations
6Result 6.1
7Test of Hypotheses and Confidence Regions
8Example 6.1 Check Measurements from Two Labs
9Experiment 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
10Alternative View
11Repeated 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
12Example 6.2 Treatments in an Anesthetics
Experiment
- 19 dogs were initially given the drug
pentobarbitol followed by four treatments
Present
Halothane
Absent
Low
High
CO2 pressure
13Example 6.2 Sleeping-Dog Data
14Contrast Matrix
15Test for Equality of Treatments in a Repeated
Measures Design
16Example 6.2 Contrast Matrix
17Example 6.2 Test of Hypotheses
18Example 6.2 Simultaneous Confidence Intervals
19Comparing 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
20Assumptions Concerning the Structure of Data
21Pooled Estimate of Population Covariance Matrix
22Result 6.2
23Proof of Result 6.2
24Wishart Distribution
25Test of Hypothesis
26Example 6.3 Comparison of Soaps Manufactured in
Two Ways
27Example 6.3
28Result 6.3 Simultaneous Confidence Intervals
29Example 6.4 Electrical Usage of Homeowners with
and without ACs
30Example 6.4 Electrical Usage of Homeowners with
and without ACs
31Example 6.4 95 Confidence Ellipse
32Bonferroni Simultaneous Confidence Intervals
33Result 6.4
34Proof of Result 6.4
35Remark
36Example 6.5
37Example 6.9 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
38One-Way MANOVA
39Assumptions about the Data
40Univariate ANOVA
41Univariate ANOVA
42Univariate ANOVA
43Univariate ANOVA
44Concept of Degrees of Freedom
45Concept of Degrees of Freedom
46Examples 6.6 6.7
47MANOVA
48MANOVA
49MANOVA
50Distribution of Wilks Lambda
51Test of Hypothesis for Large Size
52Popular MANOVA Statistics Used in Statistical
Packages
53Example 6.8
54Example 6.8
55Example 6.8
56Example 6.8
57Example 6.9 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
58Example 6.9
59Example 6.9
60Example 6.9
61Bonferroni Intervals for Treatment Effects
62Result 6.5 Bonferroni Intervals for Treatment
Effects
63Example 6.10 Example 6.9 Data
64Example 6.11 Plastic Film Data
65Two-Way ANOVA
66Two-Way ANOVA
67Two-Way ANOVA
68Two-Way MANOVA
69Effect of Interactions
70Two-Way MANOVA
71Two-Way MANOVA
72Two-Way MANOVA
73Bonferroni Confidence Intervals
74Example 6.11 MANOVA Table
75Example 6.11 Interaction
76Example 6.11 Effects of Factors 1 2
77Profile 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?
78Example 6.12 Love and Marriage Data
79Population Profile
80Profile Analysis
81Test for Parallel Profiles
82Test for Coincident Profiles
83Test for Level Profiles
84Example 6.12
85Example 6.12 Test for Parallel Profiles
86Example 6.12 Sample Profiles
87Example 6.12 Test for Coincident Profiles
88Example 6.13 Ulna Data, Control Group
89Example 6.13 Ulna Data, Treatment Group
90Comparison of Growth Curves
91Comparison of Growth Curves
92Example 6.13
93Example 6.14 Comparing Multivariate and
Univariate Tests
94Example 6.14 Comparing Multivariate and
Univariate Tests
95Strategy 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
96Importance 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