Please note that in Stata 11 the _cons is the last element in the design matrix. Stata 10 has the _cons as the first element. This will make a difference in xm matrix below.input id y1 y2 y3 grp 1 19 20 18 1 2 20 21 19 1 3 19 22 22 1 4 18 19 21 1 5 16 18 20 1 6 17 22 19 1 7 20 19 20 1 8 15 19 19 1 9 12 14 12 2 10 15 15 17 2 11 15 17 15 2 12 13 14 14 2 13 14 16 13 2 14 15 14 17 3 15 13 14 15 3 16 12 15 15 3 17 12 13 13 3 18 8 9 10 4 19 10 10 12 4 20 11 10 10 4 21 11 7 12 4 end tabstat y1 y2 y3, by(grp) Summary statistics: mean by categories of: grp grp | y1 y2 y3 ---------+------------------------------ 1 | 18 20 19.75 2 | 13.8 15.2 14.2 3 | 13 14 15 4 | 10 9 11 ---------+------------------------------ Total | 14.52381 15.61905 15.85714 ---------------------------------------- /* preliminary one-way manova */ manova y1 y2 y3 = grp Number of obs = 21 W = Wilks' lambda L = Lawley-Hotelling trace P = Pillai's trace R = Roy's largest root Source | Statistic df F(df1, df2) = F Prob>F -----------+-------------------------------------------------- grp | W 0.0479 3 9.0 36.7 10.12 0.0000 a | P 1.1609 9.0 51.0 3.58 0.0016 a | L 15.6417 9.0 41.0 23.75 0.0000 a | R 15.3753 3.0 17.0 87.13 0.0000 u |-------------------------------------------------- Residual | 17 -----------+-------------------------------------------------- Total | 20 -------------------------------------------------------------- e = exact, a = approximate, u = upper bound on F manovatest, showorder Order of columns in the design matrix 1: (grp==1) 2: (grp==2) 3: (grp==3) 4: (grp==4) 5: _cons
/* test of parallelism */
matrix c1 = (1,-1,0\0,1,-1)
manovatest grp, ytrans(c1)
Transformations of the dependent variables
(1) y1 - y2
(2) y2 - y3
W = Wilks' lambda L = Lawley-Hotelling trace
P = Pillai's trace R = Roy's largest root
Source | Statistic df F(df1, df2) = F Prob>F
-----------+--------------------------------------------------
grp | W 0.5633 3 6.0 32.0 1.77 0.1364 e
| P 0.4873 6.0 34.0 1.83 0.1234 a
| L 0.6853 6.0 30.0 1.71 0.1522 a
| R 0.5088 3.0 17.0 2.88 0.0662 u
|--------------------------------------------------
Residual | 17
--------------------------------------------------------------
e = exact, a = approximate, u = upper bound on F
/* test of levels (group differencs) */
mat c2 = (1,1,1)
manovatest grp, ytrans(c2)
Transformation of the dependent variables
(1) y1 + y2 + y3
W = Wilks' lambda L = Lawley-Hotelling trace
P = Pillai's trace R = Roy's largest root
Source | Statistic df F(df1, df2) = F Prob>F
-----------+--------------------------------------------------
grp | W 0.0740 3 3.0 17.0 70.93 0.0000 e
| P 0.9260 3.0 17.0 70.93 0.0000 e
| L 12.5165 3.0 17.0 70.93 0.0000 e
| R 12.5165 3.0 17.0 70.93 0.0000 e
|--------------------------------------------------
Residual | 17
--------------------------------------------------------------
e = exact, a = approximate, u = upper bound on
/* test of flatness */
matrix xm = (.25,.25,.25,.25,1)
/* the xm matrix used to select the contrast */
/* Stata 11: matrix xm = (.25,.25,.25,.25,1) */
/* Stata 10: matrix xm = (1,.25,.25,.25,.25) */
manovatest, test(xm) ytrans(c1)
Transformations of the dependent variables
(1) y1 - y2
(2) y2 - y3
Test constraint
(1) .25*1.grp + .25*2.grp + .25*3.grp + .25*4.grp + _cons = 0
W = Wilks' lambda L = Lawley-Hotelling trace
P = Pillai's trace R = Roy's largest root
Source | Statistic df F(df1, df2) = F Prob>F
-----------+--------------------------------------------------
manovatest | W 0.5637 1 2.0 16.0 6.19 0.0102 e
| P 0.4363 2.0 16.0 6.19 0.0102 e
| L 0.7739 2.0 16.0 6.19 0.0102 e
| R 0.7739 2.0 16.0 6.19 0.0102 e
|--------------------------------------------------
Residual | 17
--------------------------------------------------------------
e = exact, a = approximate, u = upper bound on F
In this example the test of parallism was not significant, i.e., the profiles are parallel.
The test of levels (groups differences) was significant, showing separation of the
group profiles. The test of flatness was also significant indicating that the profiles
were not flat.
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