An illustrated tutorial and introduction to multivariate general linear models, MANOVA, MANCOVA, and linear and nonlinear canonical correlation, using SPSS, SAS, and Stata for examples. Suitable for introductory graduate-level study.
The 2015 edition is a major update to the 2012 edition. Among the new features are these:
* Was 59 pages, now book length (270 pages total) * Has over 130 new illustrations * Now covers Stata and SAS as well as SPSS * Shows commands and options needed for similar results across packages. * Totally revised with new examples * New coverage detailing assumptions and testing for them. * New coverage of 29 Frequently Asked Questions. * New coverage of nonliner canonical correlation. * Links to all datasets used in the text.
Below is the unformatted table of contents.
MULTIVARIATE GLM, MANOVA, AND MANCOVA 1 Data examples for MANOVA 10 MANOVA & MANCOVA 10 GLM in statistics packages 12 SPSS 12 SAS 12 Stata 12 Key coefficients in multivariate GLM 13 F tests 13 t tests 13 Partial eta-square 14 R-Square 14 Omega-square 14 Multivariate GLM in SPSS 15 SPSS input 15 The main multivariate GLM dialog 15 The Model dialog 16 The Options dialog 18 The Contrasts dialog 19 The Plots dialog 20 The Save dialog 21 The Post hoc dialog 22 The Bootstrap dialog 23 SPSS syntax 24 SPSS output 25 Multivariate significance tests 25 Significance tests of between-subjects effects (F tests) 28 Parameter estimates 30 Differences in statistical inference 32 Lack of fit tests 32 Spread-versus-level plots 36 Residual plots 38 Outlier diagnostics 40 Analysis of covariance 40 Estimated marginal means 40 Profile plots 43 Pairwise comparison tables 46 Multiple comparison and post-hoc tests 48 Contrast tests 50 Multivariate GLM in SAS 53 SAS input 53 SAS Output 55 Multivariate significance tests 55 Significance tests of between-subjects effects 56 Parameter Estimates 60 Lack of fit tests 61 Spread-versus-level plots 61 Residual plots 63 Outlier diagnostics 68 Analysis of covariance 73 Estimated marginal means 74 Profile Plots 75 Pairwise comparison tables 76 Multiple comparison and post-hoc tests 80 Contrast tests 82 Multivariate GLM in Stata 85 Stata input 85 Stata output 87 Multivariate significance tests 87 Significance tests of between-subjects effects (F tests) 89 Parameter Estimates 91 Lack of fit tests 91 Spread-versus-level plots 91 Residual plots 95 Outlier diagnostics 101 Analysis of covariance 108 Estimated marginal means 110 Profile Plots 111 Pairwise comparison tables 113 Multiple comparison and post-hoc tests 115 Contrast tests 119 GLM multivariate assumptions 123 Measurement level 123 Observations are independent of one another 123 Random sampling 124 Homogeneity of error variances 124 Levene's test 125 SPSS 126 SAS 127 Stata 128 Homogeneity of regressions 130 Overview 130 SPSS 131 SAS 132 Stata 133 Homogeneity of covariances 135 Box's M test 135 SPSS 136 SAS 137 Stata 138 Sphericity 139 Bartlett's test of sphericity 139 SPSS 140 SAS 141 Stata 142 Low measurement error of the covariates 142 Similar group sizes 143 Adequate group sizes 143 Appropriate sums of squares 143 SPSS 144 SAS 144 Stata 144 Random normal residuals 145 Linearity 145 Multivariate normal distribution 145 No outliers 146 GLM frequently asked questions 146 Why can't I just use multiple univariate ANOVA tests rather than MANOVA? 146 How do I write up the results of my MANOVA analysis? 147 How many dependent variables can I have in MANOVA? 148 Can I enter just one dependent variable in MANOVA? 149 Is there a limit on the number of covariates which can be included in a multiple analysis of variance? 149 Explain the syntax for MANOVA in SPSS 149 What is analysis of residuals for in MANOVA 150 AND 120 MORE PAGES OF TOPICS