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 MANCOVA1 Data examples for MANOVA10 MANOVA & MANCOVA10 GLM in statistics packages12 SPSS12 SAS12 Stata12 Key coefficients in multivariate GLM13 F tests13 t tests13 Partial eta-square14 R-Square14 Omega-square14 Multivariate GLM in SPSS15 SPSS input15 The main multivariate GLM dialog15 The Model dialog16 The Options dialog18 The Contrasts dialog19 The Plots dialog20 The Save dialog21 The Post hoc dialog22 The Bootstrap dialog23 SPSS syntax24 SPSS output25 Multivariate significance tests25 Significance tests of between-subjects effects (F tests)28 Parameter estimates30 Differences in statistical inference32 Lack of fit tests32 Spread-versus-level plots36 Residual plots38 Outlier diagnostics40 Analysis of covariance40 Estimated marginal means40 Profile plots43 Pairwise comparison tables46 Multiple comparison and post-hoc tests48 Contrast tests50 Multivariate GLM in SAS53 SAS input53 SAS Output55 Multivariate significance tests55 Significance tests of between-subjects effects56 Parameter Estimates60 Lack of fit tests61 Spread-versus-level plots61 Residual plots63 Outlier diagnostics68 Analysis of covariance73 Estimated marginal means74 Profile Plots75 Pairwise comparison tables76 Multiple comparison and post-hoc tests80 Contrast tests82 Multivariate GLM in Stata85 Stata input85 Stata output87 Multivariate significance tests87 Significance tests of between-subjects effects (F tests)89 Parameter Estimates91 Lack of fit tests91 Spread-versus-level plots91 Residual plots95 Outlier diagnostics101 Analysis of covariance108 Estimated marginal means110 Profile Plots111 Pairwise comparison tables113 Multiple comparison and post-hoc tests115 Contrast tests119 GLM multivariate assumptions123 Measurement level123 Observations are independent of one another123 Random sampling124 Homogeneity of error variances124 Levene's test125 SPSS126 SAS127 Stata128 Homogeneity of regressions130 Overview130 SPSS131 SAS132 Stata133 Homogeneity of covariances135 Box's M test135 SPSS136 SAS137 Stata138 Sphericity139 Bartlett's test of sphericity139 SPSS140 SAS141 Stata142 Low measurement error of the covariates142 Similar group sizes143 Adequate group sizes143 Appropriate sums of squares143 SPSS144 SAS144 Stata144 Random normal residuals145 Linearity145 Multivariate normal distribution145 No outliers146 GLM frequently asked questions146 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 SPSS149 What is analysis of residuals for in MANOVA150 AND 120 MORE PAGES OF TOPICS