MANOVA

MANOVA is also known as a multivariate analysis of variance. This test is similar to ANOVA, but in the case of MANOVA, you have two or more than two dependent variables.

In one-way MANOVA, there are the following:

• A categorical variable that is independent

• Dependant variables ( two or more)

Here is a Stata command for MANOVA:

manova sales cost size = model, category(model)

Here are the results of this query:

Here is the mathematical derivation for MANOVA:

• Samuel Stanley Wilks' formula is as follows:

  

• The Pillai-M. S. Bartlett trace formula is as follows:

  

• The Lawley-Hotelling trace formula is as follows:

  

• Roy's greatest root formula is as follows: