One-way multivariate analysis of variance
d = manova1(X,group)
d = manova1(X,group,alpha)
[d,p] = manova1(...)
[d,p,stats] = manova1(...)
d = manova1(X,group) performs a one-way Multivariate Analysis of Variance (MANOVA) for comparing the multivariate means of the columns of X, grouped by group. X is an m-by-n matrix of data values, and each row is a vector of measurements on n variables for a single observation. group is a grouping variable defined as a categorical variable, vector, string array, or cell array of strings. Two observations are in the same group if they have the same value in the group array. The observations in each group represent a sample from a population.
The function returns d, an estimate of the dimension of the space containing the group means. manova1 tests the null hypothesis that the means of each group are the same n-dimensional multivariate vector, and that any difference observed in the sample X is due to random chance. If d = 0, there is no evidence to reject that hypothesis. If d = 1, then you can reject the null hypothesis at the 5% level, but you cannot reject the hypothesis that the multivariate means lie on the same line. Similarly, if d = 2 the multivariate means may lie on the same plane in n-dimensional space, but not on the same line.
d = manova1(X,group,alpha) gives control of the significance level, alpha. The return value d will be the smallest dimension having p > alpha, where p is a p-value for testing whether the means lie in a space of that dimension.
[d,p] = manova1(...) also returns a p, a vector of p-values for testing whether the means lie in a space of dimension 0, 1, and so on. The largest possible dimension is either the dimension of the space, or one less than the number of groups. There is one element of p for each dimension up to, but not including, the largest.
If the ith p-value is near zero, this casts doubt on the hypothesis that the group means lie on a space of i-1 dimensions. The choice of a critical p-value to determine whether the result is judged statistically significant is left to the researcher and is specified by the value of the input argument alpha. It is common to declare a result significant if the p-value is less than 0.05 or 0.01.
Within-groups sum of squares and cross-products matrix
Between-groups sum of squares and cross-products matrix
Total sum of squares and cross-products matrix
Degrees of freedom for W
Degrees of freedom for B
Degrees of freedom for T
Vector of values of Wilk's lambda test statistic for testing whether the means have dimension 0, 1, etc.
Transformation of lambda to an approximate chi-square distribution
Degrees of freedom for chisq
Eigenvalues of W-1B
Eigenvectors of W-1B; these are the coefficients for the canonical variables C, and they are scaled so the within-group variance of the canonical variables is 1
Canonical variables C, equal to XC*eigenvec, where XC is X with columns centered by subtracting their means
A vector of Mahalanobis distances from each point to the mean of its group
A matrix of Mahalanobis distances between each pair of group means
The canonical variables C are linear combinations of the original variables, chosen to maximize the separation between groups. Specifically, C(:,1) is the linear combination of the X columns that has the maximum separation between groups. This means that among all possible linear combinations, it is the one with the most significant F statistic in a one-way analysis of variance. C(:,2) has the maximum separation subject to it being orthogonal to C(:,1), and so on.
You may find it useful to use the outputs from manova1 along with other functions to supplement your analysis. For example, you may want to start with a grouped scatter plot matrix of the original variables using gplotmatrix. You can use gscatter to visualize the group separation using the first two canonical variables. You can use manovacluster to graph a dendrogram showing the clusters among the group means.
The MANOVA test makes the following assumptions about the data in X:
The populations for each group are normally distributed.
The variance-covariance matrix is the same for each population.
All observations are mutually independent.
you can use manova1 to determine whether there are differences in the averages of four car characteristics, among groups defined by the country where the cars were made.
load carbig [d,p] = manova1([MPG Acceleration Weight Displacement],... Origin) d = 3 p = 0 0.0000 0.0075 0.1934
There are four dimensions in the input matrix, so the group means must lie in a four-dimensional space. manova1 shows that you cannot reject the hypothesis that the means lie in a 3-D subspace.
 Krzanowski, W. J. Principles of Multivariate Analysis: A User's Perspective. New York: Oxford University Press, 1988.