Univariate & Multivariate Methods for the

Analysis of Repeated Measures Data.

Anthony J. Wragg

A thesis submitted in partial fulfilment of the requirements for the degree of Master of
Applied Science (Statistics and Operations Research).

Department of Statistics and Operations Research

Royal Melbourne Institute of Technology
December 1999
 2

Declaration
The work contained in this thesis has not been submitted previously, in whole or in
part, in respect of any academic award.

To the best of my knowledge and belief, this thesis contains no material previously
published or written by any other person except where due reference is given.

Anthony J. Wragg
31st December 1999
 3

Acknowledgments

I would like to thank my thesis supervisor Ms. Kaye E. Marion and Associate
Professor Panlop Zeephongsekul for their encouragement and guidance in the writing
of this minor thesis and throughout the rest of the course.
 4

Abstract

This thesis considers both univariate and multivariate approaches to the analysis of a
set of repeated-measures data. Since repeated measures on the same subject are
correlated over time, the usual analysis of variance assumption of independence is
often violated. The models in this thesis demonstrate different approaches to the
analysis of repeated-measures data, and highlight their advantages and disadvantages.

Milk from two groups of lactating cows, one group vaccinated, the other not, was
analysed every month after calving for eight months in order to measure the amount
of bacteria in the milk. The primary goal of the experiment was to determine if a
vaccine developed by the Royal Melbourne Institute of Technology’s Biology
Department led to a significant decrease in mean bacteria production per litre of milk
produced compared to the control group.

A univariate model suitable for repeated measures data was initially tried, with mean
bacteria production in the treatment group not significantly different from the control
group (p < 0.68).

The multivariate approach to repeated measures, profile analysis, yielded similar

results for treatment effects (p < 0.68), while meeting the necessary assumptions for
multivariate analysis.

Finally, a generalised multivariate analysis of variance was carried out in order to fit
polynomial growth curves for both the control and the vaccinated groups and to test if
the growth curves were equal for the two groups. It was found that a slope-intercept
model was adequate to describe both growth curves and that the growth curve for the
treatment group did not differ significantly from that of the control group (p < 0.11).
 5

Table of Contents

1. INTRODUCTION ..........................................................................................6

2. EXPLORING THE DATA ..............................................................................8

3. TIME BY TIME ANOVA...............................................................................11

4. UNIVARIATE APPROACH TO REPEATED MEASURES..........................12

4.1 Repeated Measures ANOVA..............................................................................................13
4.2 Testing For Compound Symmetry.....................................................................................20

5. MULTIVARIATE APPROACH TO REPEATED MEASURES.....................25

5.1 Profile Analysis..................................................................................................................26
5.2 Assumptions of Profile Analysis........................................................................................28
5.3 Testing For Multivariate Normality...................................................................................29
5.4 Testing For The Equality of Covariance Matrices.............................................................32
5.5 Hypothesis Tests for Profile Analysis................................................................................34

6. THE GENERALISED MULTIVARIATE ANALYSIS OF VARIANCE...........41

6.1 Growth Curves...................................................................................................................41
6.2 Hypothesis Tests For Growth Curves................................................................................47
6.3 Testing Polynomial Adequacy............................................................................................48
6.4 Testing For The Equality of Growth Curves......................................................................53

7. CONCLUSION.............................................................................................58

REFERENCES................................................................................................60

APPENDIX A...................................................................................................62
 6

1. Introduction

Milk from two groups of lactating cows, one group vaccinated, the other not, was
analysed every month after calving for eight months in order to measure the amount
of bacteria in the milk. The primary goal of the experiment was to determine if a
vaccine developed by the Royal Melbourne Institute of Technology’s Biology
Department led to a significant decrease in mean bacteria production compared to the
control group.

Experiments such as this fit into the family of designs known in the literature as
repeated measures data, longitudinal models, or growth curves. Data from these
models generally arise whenever more than two observations of the same variable are
made on an individual subject or experimental unit. These models are especially
common in biology, agriculture, and medicine and most often occur when
observations on a group of subjects are repeated over a period of time.

Repeated measures data such as this require somewhat different statistical treatment
than normal because the observations are not independent. This lack of independence
lies at the core of repeated measures analysis, and is what differentiates it from the
more commonly used statistical analyses. The implications of a lack of independence
within a subject’s responses are serious, as will be explained in Chapter 4. For the
data collected by the RMIT biology department, this implies that the amount of
bacteria found in a litre of a cow’s milk will, at any given time, be correlated with the
amount of bacteria found in that cow’s milk at subsequent or preceding times. In
addition, the correlation between the amount of bacteria produced at different times
also tends to be stronger the shorter the time interval. In other words, the amount of
bacteria produced per litre of milk is more dependent on the amount of bacteria
produced one month ago than the amount of bacteria produced five months ago.

Correlation between observations is usually present in these types of experiments.

Nearby plots in a field trial are usually more similar than plots further apart. When
applying different levels of a factor, the effects of this correlation are generally
overcome by randomisation – the levels are randomly allocated to the experimental
 7

subjects. Randomisation ensures that in the long run there is no correlation between
the factor levels, so that observations with any given factor level are not more similar
to some factor levels than to others. Since time is treated as a factor with the eight
months considered the eight levels of time, randomisation is impossible – the
observations must follow their natural sequence. Thus, it is not possible to randomise
the order of monthly observations: they must follow the sequence month 2, month 3,
month 4… As a result of the lack of randomisation, the means of two milk samples
taken a month apart, for example, tend to be more highly correlated than those taken 6
months apart. As a consequence, the precision of the difference tends to drop as the
time interval increases, nullifying the use of a single standard error of difference for
the time factor.

This variation in correlation between levels of the time factor means that it is
inappropriate to analyse the data as if time was a randomised factor. This thesis
covers some of the most commonly used techniques. Frequently, there is no single
best approach to analysis. It depends on what questions need to be answered. Often, it
is useful to use two or more approaches with the same data.

The analysis carried out on a set of repeated measures data is determined largely by
the questions the researcher wants answered. For this study, the most important
question is that concerning the vaccine: is there a significant difference between the
mean number of cells found in a litre of milk produced by cows in the treatment group
compared to the control group, over time? Secondary questions may include such
things as the change in cell production over the months irrespective of group
membership. The first question when studying repeated measures, or in fact any, data,
should not be how to analyse the data, but what is the experimenter is interested in
finding out (Lindsey, 1993). Once this is known, together with knowledge of the
techniques available, the selection of an appropriate technique becomes much easier.
 8

2. Exploring The Data

The biology department of RMIT has developed a vaccine which is thought to reduce
the number of cells of mastitis, hereto known as ‘cells’ found in a cow’s milk. The
vaccine was tested on a randomly chosen sample of 23 cows, while a randomly
chosen sample of 18 cows was used as the control. Readings of the cell count of each
cow’s milk were taken at 2, 3, 4, 5, 6, 7, 8, and 9 months after calving.

One of the attractive features of repeated measures data is that they can be displayed
in a graphical plot which is readily interpretable, without requiring a great effort and
little training is required to interpret the plots (Lindsey, 1993). Data plotting is
essential in order to get some feeling for what patterns are present in the data, whether
expected trends have occurred, what unexpected features are apparent and what
questions deserve analytical consideration. It should always precede detailed analysis
of the data. Figure 1 (a)-(d) shows various plots of the two groups.

Figure 1.

CONTROL TREATMENT

3500 3500

3000 3000

2500 2500

2000 2000

1500 1500

1000 1000

500 500

0 0
2 3 4 5 6 7 8 9 2 3 4 5 6 7 8 9
MONTH MONTH
(a) (b)

3500 3500

3000 3000

2500 2500

2000 2000
CELLS

CELLS

1500 1500

1000 1000

500 500

0 0
2 3 4 5 6 7 8 9 2 3 4 5 6 7 8 9
MONTH MONTH
(c) (d)
 9

The skew towards higher values of cells can be seen over most of the time periods,
although some months are worse than others. The boxplots, where the boxes contain
50% of the data, tend to vary over time in the control group. The pattern of variation
is roughly similar for the treatment group. The treatment group appears to have
comparatively smaller variances over time than the control group. If it were not for
the larger variance at month 3, the variance of the control group would be increasing
with time. The variance of the treatment group looks as if it decreases slightly over
time. Plots of the individual cow’s results show that the control group cows cell
production increases linearly over time, although the trend is not patent. The treatment
group does not show any apparent increase over time. There appears to be little
evidence of a quadratic or cubic growth curve from the plots.

The outliers were noted and checked for accuracy with the RMIT Biology department
to make sure there were no transcription errors or similar problems. The outliers were
all legitimate observations.

The sample means of each group are plotted in Figure 2(a). Plotting the medians,
Figure 2(b) as well as the means allows one to look at the data from a slightly
different perspective, one that is resistant to outliers. Since the observations for any
given month are generally skewed, the medians are a useful adjunct. The control
group’s mean response is not as stable as the treatment group’s.

Figure 2.

MEANS MEDIANS

1500 CELLS 1500

CELLS

1000 1000

500
500

0
0
2 3 4 5 6 7 8 9
2 3 4 5 6 7 8 9
MONTH
MONTH
(a)
(b)

 Control − − − − − Treatment

 10

Fitting ordinary linear regression equations to the data gives an indication of the linear
trend for each group. Figure 3 (a) shows the control group has a positive slope which
highlights the increase in cells over time, while Figure 3(b) shows the treatment
group’s slope is negative and flatter. At first it might appear that a possible model for
these observations is the general linear model. The problem is, like ANOVA, that the
assumptions of linear regression require independence of the variables. In chapter 6
growth curves will be fitted to the data using a multivariate approach which does not
have the restrictive assumption of independence.

Figure 3.

Regression Plot Regression Plot

Y = 280.095 + 48.0218X Y = 528.168 - 2.35559X
R-Sq = 3.9 % R-Sq = 0.0 %

3500 2500

3000
2000

2500

1500
CELLS

CELLS

2000

1500
1000

1000
500
500

0 0

2 3 4 5 6 7 8 9 2 3 4 5 6 7 8 9

MONTH MONTH

(a) (b)

Although plotting the data is imperative with any analysis, it does not allow the
analyst to make anything more than general statements summarizing the apparent
behaviour of the subjects being studied. What is really needed is to be able to quantify
the responses and formally test the research questions given in chapter 1 as
hypotheses. Chapter 3 describes the most simple method for doing this.
 11

3. Time by Time ANOVA

One of the simplest forms of longitudinal analysis is a time-by-time ANOVA. It

consists of p separate analyses, on for each subset of data corresponding to each time
of observation t. For more than two groups each analysis is a conventional ANOVA,
however since there are only two groups being compared in this study, the ANOVA
reduces to a two-sample t-test of H0: µcontrol = µtreatment at each of the p = 8 times of
measurement. Table 1 shows the time-by-time ANOVA results for the data

Table 1.

Month 2 3 4 5 6 7 8 9
t -0.80 0.14 -1.12 -1.56 -0.45 -0.47 1.02 1.21
p-value 0.43 0.89 0.27 0.13 0.65 0.64 0.32 0.24

The time-by-time analysis indicates that mean cells count does not differ between the
control and treatment groups in any of the 8 months. This suggests that the two mean
response profiles are alike. Month 5 has a large t test statistic (t = -1.56), but not
enough to be significant.

A time-by-time ANOVA is reasonably clear and uncomplicated, however Diggle,

Liang and Zeger (1994) point out its two major limitations. Firstly, it cannot address
questions concerning treatment effects which relate to the longitudinal growth of the
mean response curves, i.e. the growth rates between successive months. Secondly, the
inferences made within each of the p separate tests are not independent of each other,
nor is it clear how they should be combined. For example, a succession of marginally
significant group mean differences may be compelling with weakly correlated data,
but much less so if there are strong correlations between successive observations on
each cow.

The principal virtue of the time-by-time ANOVA approach to longitudinal studies is

its simplicity. The computational operations are elementary and the approach uses
familiar procedures in finding a solution to the problem.
 12

In summary, whilst the time-by-time ANOVA may be useful in particular

circumstances, Diggle, Liang and Zeger (1994), do not recommend it as a viable
approach to longitudinal data analysis.

4. Univariate Approach to Repeated Measures

 13

A more sophisticated approach than the time-by-time t-tests is a repeated measures

analysis of variance (ANOVA). In contrast to the time-by-time approach, Diggle,
Liang and Zeger (1994), regard it as a first attempt to provide a single analysis of a
complete longitudinal data set.

4.1 Repeated Measures ANOVA

Experiments utilising repeated measures designs differ from the usual ANOVA
models in that the levels of time cannot be randomly assigned to one or more the
experimental units in the experiment. In this case the levels of time cannot be
assigned at random to the time intervals, and thus the usual ANOVA models may not
be valid. Because of the non-random assignment of time, the errors corresponding to
the respective experimental units may have a covariance matrix which does not
conform to those for which the usual ANOVA analysis are valid.

The inherent dependence that is associated with repeated measures data introduces
extra complications into the analysis. Unfortunately, the simplifying properties arising
from data which are independently and identically distributed can no longer be relied
upon. To yield conclusions which are valid the analyst must take into account the
possible dependence within subjects. Fortunately, Diggle, Liang and Zeger (1994) and
Vonesh and Chinchilli (1997) have outlined methods which modify the problem so
that independence based methods like ANOVA can be used.

Superficially, the N cows by p months structure of the data resembles that of a

randomised block or split plot design, so there is a temptation to carry out a standard
two factor group × month ANOVA. Using the standard ANOVA approach to this
problem presents problems for the unwary. Employing a standard ANOVA model
would regard the control and treatment groups as a factor on two levels, and more
importantly, it would regard time as a factor on p levels. One of the difficulties with
this approach is that the allocation of times to the p observations within each cow
cannot be randomised.
 14

As was mentioned in the introduction, randomisation of the various levels of a factor

is an essential requirement of ANOVA. Usually treatment factors are randomised
within blocks. This is assumed in ANOVA. For example, the various treatments in
Block 1 can be randomised.

BLOCK 1
D F A E B C H G

COW 1
Month 4 Month 2 Month 9 Month 3 Month 5 Month 7 Month 6 Month 8

The times, if they are regarded as factor levels, cannot be randomised as above, an
essential requirement of ANOVA. They must follow their natural sequence. The first
measurement is the first measurement, it cannot be taken third. In general, these extra
complications mean that the simple univariate ANOVA F-tests will no longer be valid.

An approach that takes advantage of the fact that the p = 8 measurements on each cow
are repeated observations on the same response variable, namely, cells, is given in
Vonesh and Chinchilli (1997). The additive model is

y ijk = µ + τ j + δ i ( j ) + γ k + (τγ ) jk + ε ijk

where

i = 1,…,nj is an index for cow i within group j,

j = 1,…,r is an index for group membership,
k = 1,…,p is an index for levels of time,
yijk is the response measurement at time k for cow i within group j,
µ is the overall mean,
τj is the added effect for group j,
γk is the added effect for time k,
 15

δi(j) is the random effect due to cow i within group j,

(τγ)jk is the added effect for the group j × time k interaction, and
εijk is the random effect on time k for cow i within group j.

In the general model for this experiment, 18 cows were randomly assigned to the
control group and 23 cows were randomly assigned to the treatment group, and each
cow’s milk was tested on eight occasions (months).

Geisser (1980) gives the form of the ANOVA table

Anova Table
_____________________________________________________________________
Source df S.S. F
_____________________________________________________________________
SSM
Month p-1 SSM (N − r)
SSE

( N − r ) SSG
Group r–1 SSG
(r − 1) SSC (G )

Cows(within Group) (N - r) SSC(G)

( N − r ) SSG × SSM
Group × Month (p - 1)(r - 1) SSG × SSM
(r − 1) SSE

Error (p - 1)(N - r) SSE

_____________________________________________________________________
Total Np – 1 SST
_____________________________________________________________________
 16

Note that in this model there are two error terms, where δ i ( j ) represents the random

error due to cow i within group j. In addition, there is the assumption that the δ i ( j ) ’s

and the ε ijk ’s are independent with

ε ijk ∼ i.id .N (0, σ ε2 ) and δ i ( j ) ∼ i.i.d .N (0, σ δ2 )

For this approach to be appropriate, Milliken and Johnson (1984) claim that the

variance structure of Σ = Cov( ε ij ) must satisfy the assumption of compound

symmetry. A covariance matrix Σ is of compound symmetry form if it can be

expressed as

1 ρ ρ  ρ
ρ 1 ρ  ρ 

Σ = σ ε2  ρ ρ 1  ρ
 
    
 ρ ρ ρ ρ 1 

The compound symmetry condition implies that the random variables are equally
correlated and have equal variances. In other words, the variances of the differences

between pairs of errors, such as ε ijk - ε ijk ′ are equal for all k and k′, k ≠ k′. The
variance structure is also called the uniform-variance, equi-variance or the equi-
correlation structure.

Assuming that the univariate repeated measures approach is appropriate, i.e. Σ has the
compound symmetry structure described above, the F tests for the hypothesis of
parallelism (no group × month interaction), coincidence (no differences between
groups), and constancy (no differences among months) are more powerful than the
corresponding multivariate tests where no structure is assumed for Σ (Vonesh &
Chinchilli, 1997).
 17

Tests exist for compound symmetry. Firstly, the above model will be applied to the
raw data and an analysis of the residuals for the usual assumptions done before testing
the variance structure of the residuals for compound symmetry.

The results from carrying out the analysis on Minitab are

General Linear Model

Factor Type Levels Values

month fixed 8 2 3 4 5 6 7 8 9
group fixed 2 0 1
cow(group) random 41 1 2 3 4 5 6 7 8 9 10 11 12 13 14
15 16 17 18 19 20 21 22 23 24 25 26 27
28 29 30 31 32 33 34 35 36 37 38 39 40 41

Analysis of Variance for cells, using Adjusted SS for Tests

Source DF Seq SS Adj SS Adj MS F P

group 1 67952 67952 67952 0.10 0.758

cow(group) 39 27522342 27522342 705701 4.94 0.000

month 7 2383923 2874711 410673 2.88 0.007

month*group 7 2178344 2178344 311192 2.18 0.036
Error 273 38992902 38992902 142831

Total 327 71145463

The ANOVA table shows a significant effect for the group × month interaction, as
well as month alone. Before any conclusions can be made, an analysis of the residuals
needs to be made. Figure 4 (a) shows the residuals plotted against the fitted values
from the above model. There is evidence of increasing variance as the predicted
values increase. There also appear to be many outliers with larger than expected
positive values. Also alarming is the obvious lack of normality of the residuals in
Figure 4(b).
 18

Figure 4.

Residuals Versus the Fitted Values Normal Probability Plot of the Residuals

3000 3

2
2000

Normal Score
1
Residual

1000 0

-1
0
-2

-1000 -3

0 1000 2000 -1000 0 1000 2000 3000

Fitted Value Residual

(a) (b)

Since the residuals from the raw data are highly skewed as well as exhibiting
increased variance with higher values of fits, and a strong departure from normality, a
transformation was applied. The raw data were transformed by applying loge to the
cell counts. The transformed data are shown in Figure 5 (a)-(d).

Figure 5.

CONTROL TREATMENT

9 9

8 8

7 7
ln(CELLS)

ln(CELLS)

6 6

5 5

4 4

3 3

2 2

2 3 4 5 6 7 8 9 2 3 4 5 6 7 8 9

MONTH MONTH

(a) (b)

9 9

8 8

7 7
ln(CELLS)
ln(CELLS)

6 6

5
5
4
4
3
3
2
2
2 3 4 5 6 7 8 9
2 3 4 5 6 7 8 9
MONTH
MONTH

(c)
 19

The loge transformation has had the effect of making the data more symmetrical, in
that it does not have the highly skewed values previously seen with the raw data. Most
of the outliers have also disappeared. Note that the treatment group still has a smaller
variance over time than the control group.

The univariate ANOVA was then re-run with the transformed data. The transformed
data produced the following results for the repeated measures ANOVA .

General Linear Model

Analysis of Variance for ln(cells), using Adjusted SS for Tests

Source DF Seq SS Adj SS Adj MS F P

group 1 0.3232 0.3232 0.3232 0.17 0.684

cow(group) 39 74.9833 74.9833 1.9226 5.44 0.000

month 7 15.4230 16.6787 2.3827 6.75 0.000

month*group 7 3.3003 3.3003 0.4715 1.33 0.234
Error 273 96.4203 96.4203 0.3532

Total 327 190.4500

The transformed data ‘ln(cells)’ produced a different set of test statistics than the raw
data. Most importantly, the month × group interaction is no longer significant (p =
0.234). This indicates that the loge of the number of cells found in a cow’s milk over
time does not depend on whether the cow was vaccinated or not. The main effect for
month is still highly significant (p = 0.000), indicating that at least two of the eight
months have unequal means. As with the raw data, there was no significant difference
in the mean number of cells produced between the two groups, ignoring time,
(p=0.684). The residual plots of the transformed data are seen in Figure 6(a) –(d).

Figure 6.
 20

Residuals Versus the Fitted Values Normal Probability Plot of the Residuals

3
2

2
1

Normal Score
1
Residual

0
0

-1
-1

-2 -2

-3 -3

4.5 5.5 6.5 7.5 -3 -2 -1 0 1 2

Fitted Value Residual

y = .5 26 + .0 14× time
(a) (b)

Residuals Versus month

1
Residual

-1

-2

-3

2 3 4 5 6 7 8 9

month
(c)

The residuals for the transformed data do not exhibit the skewness of the raw data, nor
do the residuals increase in variance as the fitted values increase. The normal
probability plot also shows marked improvement, although the tails are less than
satisfactory. Many transformations were tried, but with little impact on the tails. The
variance of the residuals over both month and group appear reasonably uniform.

4.2 Testing For Compound Symmetry

Some software packages, SPSS, for example, test for compound symmetry, while
others, like Minitab, do not. Since Minitab was used for this analysis, testing for
compound symmetry was carried out using the method outlined by Milliken and
Johnson (1984). The compound symmetry test can be applied to test the hypothesis
that Σ is compound symmetric, i.e. the variance-covariance matrix of the residuals is
approximately
 21

1 ρ ρ  ρ
ρ 1 ρ  ρ 

Σ = σ ε2  ρ ρ 1  ρ
 
    
 ρ ρ ρ ρ 1 

This is a likelihood ratio test and it rejects H0: Σ is compound symmetric, for
θ ≠ 1 where the range of θ is

1
≤θ ≤1
p −1

An estimate of θ can be derived from the residuals by using

p 2 ( sii ) 2
θˆ =
[( p − 1)∑ p
i =1 ∑
p
s2
j =1 ij
]
where sij is the ij th element of the matrix Sε and sii is the mean of the diagonal

elements of Sε. The residuals for cow i in group j are represented as

εˆij1 
εˆ 
 ij 2 
εˆij = εˆ ij 3 
 
 
εˆ ijp 
 

The variance-covariance matrix of the residuals can be calculated as

∑ ∑
r nj
j =1
εˆ εˆ
i =1 ijk ijk '
skk ' =
N −1
 22

The residual variance-covariance matrix for the transformed data is

 0.656 0.072 − 0.054 − 0.073 − 0.180 − 0.161 − 0.131 − 0.126

 0.072 0.403 0.064 − 0.080 − 0.145 − 0.072 − 0.123 − 0.119

− 0.054 0.064 0.258 0.011 − 0.085 − 0.016 − 0.084 − 0.092
 
− 0.073 − 0.080 0.011 0.257 0.013 − 0.043 − 0.046 − 0.038
Sε = 
− 0.180 − 0.145 − 0.085 0.013 0.241 0.017 0.109 0.029
 
 − 0.161 − 0.072 − 0.016 − 0.043 0.017 0.175 0.028 0.073
 − 0.131 − 0.123 − 0.084 − 0.046 0.109 0.028 0.195 0.051
 
− 0.126 − 0.119 − 0.092 − 0.038 0.029 0.073 0.051 0.222

The test statistic for the compound symmetry test is

Q = (1- A)M

Where Q is approximately distributed as a χ 2 random variable with f degrees of

freedom where

M = -v loge( θˆ )

p ( p + 1) 2 (2 p − 3)
A=
6v ( p − 1)( p 2 + p − 4)

p2 + p − 4
f=
2

and v is the degrees of freedom associated with the elements in Σ. To ensure division
by zero does not occur in calculating the formula for A, the condition p ≥ 2 must

hold. If Q > χα , f then the null hypothesis is rejected, and the resulting F tests will
2

no longer be valid. In the case where Q is significant, then the usual procedure is to
multiply the degrees of freedom by εˆ in an attempt to adjust for the lack of compound
symmetry. A non-significant unadjusted test implies a non-significant adjusted test
result. For the purposes of exposition, however, we shall complete the analysis.
 23

The value for the test statistic outlined above is computed below

8(81)(13) 68
v = 273 θˆ = 0.6138 A= = 0.0108 f = = 34 M = 133.23
6(273)(7)(68) 2

Q = (1- A)M = 131.80

Since Q = 131.80 > χ 0.05,34 = 44 the null hypothesis is rejected (p = 0.000) and, due
2

to the lack of compound symmetry, the usual F tests will not be valid. If the calculated
value of Q exceeds the tabulated chi-square value, then a multivariate analysis should
be used on the data (Milliken & Johnson, 1984).

When the repeated measures are over time, the errors can often be correlated through
an autoregressive error structure. The covariance matrix corresponding to errors with
a first order regressive process is

 1 ρ ρ2  ρ p −1 
 
ρ 1 ρ  ρ p−2 
σ ε  2
2
Σ= ρ ρ 1  ρ p −3 
1− ρ2  
      
 ρ p −1 ρ p−2 ρ p −3  1 


For this data set, the correlations among the residuals from the previous ANOVA are
as follows
 24

MONTH 2 3 4 5 6 7 8 9

2 1.000 0.597 0.351 0.127 -0.605 -0.254 -0.312 -0.211

3 0.597 1.000 0.669 -0.043 -0.799 -0.109 -0.531 -0.384
4 0.351 0.669 1.000 0.243 -0.726 0.060 -0.545 -0.409
5 0.127 -0.043 0.243 1.000 -0.358 -0.258 -0.529 -0.386
6 -0.605 -0.799 -0.726 -0.358 1.000 0.260 0.742 0.329
7 -0.254 -0.109 0.060 -0.258 0.260 1.000 0.487 0.713
8 -0.312 -0.531 -0.545 -0.529 0.742 0.487 1.000 0.584
9 -0.211 -0.384 -0.409 -0.386 0.329 0.713 0.584 1.000

The correlations are certainly not uniform. For example, the correlation between
Month 3 and Month 6 is -0.799, while the correlation between Month 4 and Month 7
is only 0.060. This disparity is quite large, and not indicative of the variables being
equi-correlated. Also interesting is the way the correlations between Month 9 and the
previous months do not slowly decrease. Since some of the sample residual
correlations fall off with separation in time, an autoregressive error structure is a
possibility.

When the responses of a single subject are measured sequentially, the errors are often
correlated through an autoregressive structure rather than an error structure satisfying
the compound symmetry structure (Lindsey, 1993). Rather than test for an
autoregressive error structure, which can be difficult with only 8 observations per
series of responses, in addition to the fact that many software packages do not supply
a test for this in a repeated measures context, Milliken and Johnson (1984) suggest
analysing the data using multivariate data analysis methods when the number of
subjects exceed the number of repeated measures. The multivariate approach is often
preferable because it is conceptually simpler in that it imposes no restrictive
assumptions on the error covariance matrix – in fact it assumes the matrix to be
unstructured, contrast this to the ANOVA models which have several restrictive
assumptions. As was mentioned previously, a non-significant unadjusted test implies a
non-significant adjusted test result. If the experimenter was following the strategy
outlined above they could comfortably stop now, since the p value for group × month
is not significant. For the purposes of comparison, however, the multivariate approach
will be applied in the next chapter.
 25

5. Multivariate Approach to Repeated Measures

Multivariate analysis of variance (MANOVA) is an alternative to repeated measures

ANOVA in which responses to the levels of the within-subjects variables are regarded
as separate variables. In the study being undertaken here, the MANOVA approach
regards the observations at the p = 8 different time points as separate variables. Since
the multivariate approach has less restrictive assumptions than the univariate
approach, i.e. MANOVA imposes no restrictive assumptions on the form of the error
covariance matrix, in fact it assumes that this matrix is unstructured. Recall from
Chapter 4 the complicating feature of the univariate analysis is the fact that the
repeated measures are correlated, violating the usual ANOVA assumption of
independence. The choice between the multivariate approach and univariate repeated
measures ANOVA depends on sample size, power, and whether the statistical
assumptions of the univariate ANOVA are met.

The MANOVA model for comparing r population mean vectors is

X ji = µ + τ i + e ji

where i = 1, 2, … nj and j = 1, 2, … r

µ is the overall population mean vector

τ j is the j th treatment effect

and

eji are the Np(0, Σ) residuals.

Alternatively, the MANOVA model can be expressed in matrix form

E(X) = Θ̂ A

Where

X is a p × N matrix of observations
A is an r × N matrix which indicates group membership
and
 26

Θ̂ is a p × r matrix of parameters estimated from the data.

Since there are only two groups being compared and p > 1, Johnson and Wichern
(1982) advise using a multivariate analogue of the two-sample t-test called Hotelling’s
T2. Hotelling’s generalised Student T2 is uniformly most powerful as well as being
robust to violations of the assumptions of multivariate normality and homogeneity of
variance-covariance matrices (Ito, 1980). The test statistic can be defined as follows.

If X1,1, X1,2, X1,3, … X1,n1 is a random sample of size n1 from an Np(µ 1, Σ) and
X2,1, X2,2, X2,3, … X2,n2 is a random sample of size n2 from an Np(µ 2, Σ)

Then

−1
 1 1  
T = [ X1 − X2 − ( µ1 − µ 2 )]'  + S  [ X1 − X2 − ( µ1 − µ 2 )]
2

 n1 n2  

is distributed as

(n1 + n2 − 2) p
Fp , n1 + n 2 − p −1
(n1 + n2 − p − 1)

This is the test statistic which will be used in the profile analysis of the data in the
next section. The variance-covariance matrix S used in the above equation is given by

1 N
S= ∑ (Xi − X)(Xi − X)' .
N − 1 i =1

5.1 Profile Analysis

 27

Profile analysis is an application of multivariate analysis of variance in which several

dependent variables are measured on the same scale. Profile analysis is useful where
subjects are measured repeatedly on the same dependent variable, and can serve as an
alternative to the univariate repeated measures ANOVA carried out in Chapter 4.

The kinds of questions profile analysis answers depends on the kinds of research
questions asked. For this study the main questions are

(1) Do different groups have parallel profiles? This is known as the test for
parallelism and is the primary question answered by profile analysis (Timm,
1980). For this study, the hypothesis of parallel profiles translates into asking if
the control group and the vaccine group have the same pattern of means on the
various months. In other words, does the vaccine lead to the same pattern of mean
bug production over the course of the experiment as the control group? This is
equivalent to the interaction hypothesis in the repeated measures ANOVA carried
out in Chapter 4

(2) Regardless of whether or not the two groups produce parallel profiles, does one
group, on average, produce higher numbers of cells than the other, ignoring time?
This is called the levels hypothesis in the literature (Johnson & Wichern, 1982;
Tabachnick & Fidell, 1989). It addresses the same question as the between
subjects main effect, ‘group’, in repeated measures ANOVA.

(3) The third question addressed by profile analysis concerns the similarity of
response to all months, independent of groups. Does each month elicit the same
response? This question is relevant only if the profiles are parallel. If the profiles
are not parallel, then at least one of them is not flat. The flatness test evaluates
whether mean cell production changes over the period of testing. The flatness test
evaluates the same hypothesis as the within subjects main effect, ‘month’, in
repeated measures ANOVA.

As with the univariate approach, profile analysis has certain assumptions, all of
which are common to the various forms of multivariate analysis of variance.
 28

5.2 Assumptions of Profile Analysis

Although using a multivariate approach circumvents the problems caused by the

correlated observations, there are some assumptions that should be checked.

The primary requirement of multivariate analyses is that the number of experimental

units in the smallest group, if the groups have unequal numbers of subjects, exceeds
the number of repeated measurements, p. For this study there are 18 cows in the
smallest group and p = 8 months, thus this most important of assumptions is safely
met. If this assumption were not met, then the residual matrix would be singular and
the analysis could not be done. In the choice between univariate repeated measures
and the multivariate approach this is often the deciding factor (Tabachnick & Fidell,
1989; Lindsey, 1993). As with the univariate approach, unequal sample sizes provide
no special difficulty.

The second assumption requires that the dependent variables, months in this case,
must have been subject to the same scaling metric. In situations where profile analysis
is used as an alternative to repeated measures designs this is automatically met since
the dependent variables, months, measure the same characteristic but at different
times.

As with the univariate approach, the results of profile analysis generalize only to the
populations from which the subjects are randomly sampled. Since the cows in this
study were randomly selected, this assumption is met.

Profile analysis is as robust to violation of multivariate normality as other forms of

MANOVA. Unless there are under 20 subjects in the smallest group and highly
unequal numbers of subjects in the groups, the assumption of multivariate normality
is not likely to be violated (Tabachnick & Fidell, 1989). Although there are less than
20 cows in the control group, the sample sizes are not highly disparate.
 29

Multivariate methods are extremely sensitive to outliers. Since this data set contains
numerous outliers, it is important that a test for multivariate normality be carried out.
Vonesh and Chinchilli (1997) recommend carrying out a test for multivariate
normality on the residuals rather than the original observations, while Johnson and
Wichern (1982) advise testing the dependent variables.

Homogeneity of the variance-covariance matrices is important, especially so if the

sample sizes are notably discrepant. Since the sample sizes in this study are not too
disparate, this assumption need not be strictly observed. Univariate homogeneity of
variance is also assumed but the robustness of univariate ANOVA generalizes to
profile analysis.

First, the test of multivariate normality will be carried out.

5.3 Testing For Multivariate Normality

The Multivariate normal density is a generalisation of the univariate normal density.

The univariate normal density with mean µ and variance σ2 has the density function

1 2
f ( x) = e −[( x − µ ) / σ ] /2

2πσ 2

Which leads to the joint density for a multivariate normal population with mean
vector µ and covariance matrix Σ. Assuming that the p × 1 vectors X1, X2, … XN
represent a random sample from a multivariate normal distribution, are mutually
independent, and each has a distribution Np(µ , Σ ).

The joint density for all the observations is the product of the marginal normal
densities. Therefore, the joint density of the vectors X1, X2, … XN is

N
 1 
∏  (2π )
−1
e −( xi − µ )'Σ ( xi − µ ) / 2

i =1 
p/2
|Σ|
1/ 2

 30

1 − ∑ ( x i − µ )'Σ −1 ( x i − µ ) / 2
= e i =1

(2π ) Np / 2 | Σ |N / 2

As previously mentioned, testing for multivariate normality can be carried out on the
original observations or the residuals. Johnson & Wichern (1982) test for multivariate
normality using the original observations, and the method they use will be applied to
the transformed (loge ) observations.

For each of the N = 41 cows, the squared generalised distance

d i2 = ( X i − X)' S −1 ( X i − X), i = 1, 2, 3,..., N

is calculated, while the usual unbiased estimator of Σ is S. When p variables are

observed on each experimental subject, the variation is described by the sample
variance-covariance matrix

 s1,1 s1, 2  s1, p 

s s2 , 2  s2, p 
S=
2 ,1

    
 
 s p ,1 s p,2  s p , p 

given by

1 N
S= ∑ (Xi − X)(Xi − X)'
N − 1 i =1

which estimates the population variance-covariance matrix Σ

 31

 σ 1,1 σ 1, 2  σ 1, p 
σ σ 2, 2  σ 2, p 
Σ=
2,1

     
 
σ p ,1 σ p , 2  σ p , p 

This definition of the sample variance-covariance matrix is commonly used in many

multivariate test statistics (Johnson & Wichern, 1982). It contains p variances and
1
2 p ( p − 1) potentially different covariances.

When the parent population is multivariate normal and both N and N - p are greater
than 25, each of the d2 should behave like a χ2 random variable. The values of d2 can

1 1 1
be plotted against χ p ((i − ) / N ) where χ p ((i − ) / N ) is the 100(i − ) / N
2 2

2 2 2
percentile of the χ2 distribution with p degrees of freedom. To construct the plot the
values of d2 should be ordered from smallest to largest as

1
d (21) ≤ d (22 ) ≤ d (23) ≤  ≤ d (2N ) . Next, the pairs (d (2i ) , χ 2p ((i − ) / N )) are plotted. The
2
chi-squared plot should resemble a straight line if the assumption of multivariate
normality holds. Another way of evaluating p-variate normality is if roughly half of

the d2 are less than or equal to χ p (0.5) .

2

Another benefit of the chi-square plot is the ease of identification of outliers. The plot
does not show the presence of any outliers. This is important because multivariate
analysis is extremely sensitive to outliers. Figure 7 shows the chi-square plot for this
data set.
 32

Figure 7.

20

ChiSq8 10

0
2 7 12 17
DsqSorted

Since the Figure 7 shows little deviation from linearity, the assumption of multivariate
normality is acceptable for the transformed data. The next assumption to be tested is
that of the equality of the variance-covariance matrices.

5.4 Testing For The Equality of Covariance Matrices

The MANOVA approach assumes that the observation vectors for each individual
arise from a multivariate normal distributions, and that the distributions for each
group have the same covariance matrix. The latter assumption is an extension of the
equal variance assumption in univariate ANOVA. The error rates of tests are less
affected if the assumption of equal covariance matrices is false when the sample sizes
are approximately equal. Departures from variance homogeneity have more serious
effects on the Type 1 error rate than departures from multivariate normality (Vonesh
& Chinchilli, 1997). Fortunately, a violation of variance homogeneity has minimal
impact if the groups are of approximately equal size (if the largest group divided by
the smallest group is less than 1.5 (Tabachnick & Fidell, 1989)). A procedure to test
for the equality of variance-covariance matrices is given in Hand and Crowder (1996).
It is less complicated than the more common Box’s M test, and will be used here.
 33

To test the equality of variance-covariance matrices

H0 : Σ control = Σ treatment

H1 : Σ control ≠ Σ treatment

Let Sp be the unbiased estimator of Σ p, with Scontrol and Streatment estimating Σ control and Σ
, respectively. The likelihood ratio test statistic is
treatment

r r
M = ∑ (n j − 1) ln S p − ∑ (n j − 1) ln S j
j =1 j =1

This leads to Mk following a χ2 distribution with (r –1)p(p + 1)/2 degrees of freedom,

where k is defined as

 
 r 
2 p + 3p −1 
2
1 1 
k = 1− ∑
6( p + 1)(r − 1) j =1 ( n j − 1)
 − r 
 ∑ ( n j − 1) 
 j =1 

where r = the number of groups in study, 2 in this case. For the data set in question,
the above calculations result in Mk = (70.192)(0.78) = 54.7. Since Mk is distributed

as χ 2 with 36 degrees of freedom, the p value of the test statistic = 0.03. This test is
extremely sensitive, and provided the sample sizes are not too discrepant, the
hypothesis of equal variance-covariance matrices should only be rejected at the 0.01
level of significance (Hand & Crowder, 1996). Therefore the null hypothesis is not
rejected in this case.
 34

5.5 Hypothesis Tests for Profile Analysis

Since none of the assumptions appear to have been violated, the profile analysis can
proceed. Both Johnson and Wichern (1982) and Tabachnick and Fidell (1989)
recommend profile analysis as an alternative to repeated measures ANOVA.

The hypothesis tests in profile analysis are the same as those tested in the univariate
ANOVA carried out in Chapter 4, although the terminology is slightly different.

The first hypothesis test is called the test for parallelism in the profile analysis
literature, and as was mentioned earlier, is essentially a test for the interaction
between the groups and the repeated-measures factor. It tests whether the mean
responses along the levels of a repeated-measures factor (months in this case) are
similar for both groups. Parallelism exists when the interaction is not significant. The
mean cell production over time for both groups is shown in Figure 8.

Figure 8.

ln(CELLS) 7

4
2 3 4 5 6 7 8 9

MONTH

 Control
− − − − − Treatment
 35

Formally, the test for parallelism (interaction between time and group) can be written
as

 µ control , 2 − µ treatment , 2  0

µ   
 control ,3 − µ treatment ,3  0
H0:  µ control , 4 − µ treatment , 4  = 0
   
     
 µ control , p − µ treatment , p  0
 

are true simultaneously,

against

H1 : at least one µcontrol,k - µtreatment,k ≠ 0, for all k from k = 2, 3, …, p.

Or alternatively,
H0 : Cµ1 = Cµ 2
H1 : Cµ1 ≠ Cµ 2

Where C is the (p –1) × p contrast matrix

 -1 1 0 0 0 0 0 0
 0 -1 1 0 0 0 0 0 

 0 0 -1 1 0 0 0 0
 
C =  0 0 0 -1 1 0 0 0
 0 0 0 0 -1 1 0 0
 
 0 0 0 0 0 -1 1 0
 0 0 0 0 0 0 -1 1 


and µ 1 and µ 2 represent the p × 1 mean population vectors of cell production for the
control and treatment groups respectively.
 36

The null hypothesis of parallel profiles is rejected at level α if

−1
 1 1  
T = ( X1 − X 2 )' C'  + CSC' C( X1 − X 2 ) > c 2
2

 n1 n2  

(n1 + n2 − 2)( p − 1)
where c =
2
F p −1, n1 + n2 − p (α )
n1 + n2 − p

and X1 and X 2 are estimates of µ 1 and µ 2 . As usual the population variance-

1 N
covariance matrix Σ is estimated by S = ∑ (Xi − X)(Xi − X)'
N − 1 i =1

The transformed data has mean vectors X1 for the control group and X 2 for the
treatment group

5.373 5.633
6.127  6.088
   
5.803 6.048
   
1 n1  5.656  1 n2  5.974
X1 = ∑ Xi
n1 i =1
=
5.945
X2 = ∑ Xi
n2 i =1
=
6.028
   
5.978 6.087 
6.342 6.129
   
 6.373 6.118
 37

then ( X1 - X 2 ) is

 − 0.260
 0.039
 
 − 0.244
 
X1 − X 2 = − 0.317 
 − 0.082
 
 − 0.108
 0.212
 
 0.255

For this data set, the calculated value of T2 = 10.098, while c2 = 19.27 with α = 0.05.
The p-value of T2 can be calculated, with some rearrangement of the above equation,
as p = 0.32. Given this result the null hypothesis cannot be rejected, i.e. mean changes
in cell production over time do not depend on group membership. This result is in
accord with the results of the interaction hypothesis tested in the univariate ANOVA.

The next hypothesis test in this profile analysis tests the same hypothesis as the
‘Groups’ test in the univariate ANOVA of Chapter 4. It tests whether the group means
differ when the levels of time are collapsed. The mean cell production, ignoring time,
for both groups is shown in Figure 9.

Figure 9.

y = .5 26 + .0 14× time
 38

Thus the levels hypothesis asks whether the means of the two groups are the same,
ignoring times. Formally, the levels hypothesis is

H0: µ control = µ treatment

H1: µ control ≥ µtreatment

This is similar to the univariate two-sample t-test. The hypothesis of equal group
means is rejected at the α level of significance if

2
 
 
 1' ( X1 − X 2 ) 
T2 =   > F1, n1 + n 2 − 2 (α )
 1 1 
  + 1' S pooled 1 
  n1 n2  

For this data set, the value of T2 = 0.172, while the α = 0.05 level results in a value of
4.08 for the right-hand side of the equation and the p-value of this test statistic is 0.68.
Therefore the hypothesis of equal group means cannot be rejected, which is in
agreement with the univariate ANOVA test of group equality.

The final hypothesis tests the main effect for the repeated-measures factor time.
It is a test of whether the whole sample (ignoring group membership) is flat or has a
"profile" (i.e., shows reliable differences across the levels of the repeated-measures
factor – here time). This is analogous to the univariate ANOVA test of time effect in
Chapter 3, and in the multivariate literature it is known as the test of flatness. Johnson
and Wichern (1982) liken it to a multivariate generalisation of a one-sample t-test.
Figure 10 shows the mean ln(cell) counts for each month, ignoring group
membership. The plot shows that, in general, the mean ln(cell) count increases over
time.
 39

Figure 10.

6.3
ln(CELLS)
6.2

6.1

6.0

5.9

5.8

5.7

5.6

5.5
2 3 4 5 6 7 8 9
MONTH

Formally, the hypothesis can be defined as

H0: µ 2 = µ3 = µ 4 =  = µ p

H1: at least two of the µ k ' s are different

Or, in terms of the contrast matrix C

H0 : Cµ = 0

H1 : Cµ ≠ 0

The null hypothesis is rejected at the α level of significance if

(n1 + n2 ) X' C' [ CSC'] CX > Fp −1, n1 + n 2 − p (α )

−1
 40

The mean vector of transformed cell counts, ignoring group membership, is

5.519
6.106
 
5.940
 
1 N  5.834
X = ∑ Xi =
N i =1 5.992
 
6.039
6.223
 
6.230

which leads to a test statistic of 32.68 and a critical value of 2.33. Since the
calculated value for the left-hand side of the above equation, 32.68, is larger than the

critical value of the right hand side, 2.33, the hypothesis of µ 2 = µ 3 = µ 4 =  = µ p

can be rejected at the α = 0.05 level of significance. The p-value of this hypothesis is
0.0000.

In summary, the profile analysis confirmed the results produced by the univariate
ANOVA in Chapter 4. While profile analysis is applicable in many experimental
situations, it has several limitations if an experimenter wants to analyse and fit growth
curves to the average growth of a population over time (Morrison, 1976). The
generalised multivariate analysis of variance is a simple extension of the multivariate
approach used in this chapter, and is the subject of the next chapter.
 41

6. The Generalised Multivariate Analysis of

Variance

At first it might appear appropriate that linear regression could be used to model the
mean responses for the two groups. The problem, however, is that concerning the
assumptions of linear regression, i.e. the random variables are assumed to be
independent of one another. This is clearly not the case here, as cell counts on the
same cow taken at different times are highly correlated. For example, if the cell count
of a particularly healthy cow in the control sample was low at month 3 relative to the
population cell count at month 3, it would tend to be low at month 4. Thus the
observations on any given cow are not independent across time, so a model other than
the linear regression model may be more appropriate.

6.1 Growth Curves

The Generalised Multivariate Analysis of Variance model (GMANOVA) was

developed by Potthoff and Roy (1964) to fit polynomials or other functions linear in
their parameters to time series of the sizes and weights of organisms. The assumptions
of the GMANOVA are the same as that of profile analysis so the highly correlated
nature of the observations are not problematic.

For the purposes of this study, the model proposed by Potthoff and Roy (1964) and
later by Kshirsagar and Smith (1995) will be used to find the growth curves for both
the control sample and the vaccinated sample. It can also be used to test if the growth
curves are equal for the two groups.
 42

As was mentioned in the previous chapter, the GMANOVA can be used to circumvent
the problem of correlated observations. Stated briefly, the Generalised Multivariate
Analysis of Variance has the form

A
E(X) = B Θ

where X is a p × N matrix corresponding to p = 8 observations on N = 41 cows. The

matrix B is a p × q matrix where the rows correspond to the p equi-distant time points
and the q columns represent the degree of polynomial fitted to the data. The matrix A
is an r × N group indicator matrix. The rows of A represent the group an observation
belongs to, while each column of A represents a subject in the study.
Symbolically, B can be represented as

 t10 t11  t1q −1 

 0 
t1 t12  t2q −1 
B = 
   
0 
 t p t 1p  t qp −1 

While A, the group membership matrix is

1 1 1  0 0 0 0
A=  
0 0 0  1 1 1 1 

Where the rows of A represent group membership, here control or treatment, and the
columns represent the N = 41 individual cows.

The model that is being developed can be described in more formal terms as follows:

A polynomial regression of the form

E(xt) = θj0t0 + θj1t1 + … + θjq-1tq-1

 43

where

t = t1, t2, …, tp; p > q; j = 1, 2,...r

The notation assumes that there are r different groups or treatments and a single
growth variable x is measured at p time points t1, t2, … tp on nj cows chosen at random
from the j-th group (j = 1, 2,…,r).

For the data being analysed in this thesis, the above notation translates into the
following
expected cell count at time t = E(xt) = θj0t0 + θj1t1

where q = 2 and j indicates membership of the group 1 (control) or group 2

(treatment) and r, which is the number of groups, is 2. Hence j = 1 or 2.

Finally, the number of equidistant time points t = 2, 3, 4, 5, 6, 7, 8, 9, which are the

months after vaccination the cell counts were taken at, equals 8, which means p = 8.

As in the general linear model case, the GMANOVA depends on certain assumptions
being met. These assumptions are the same as that of profile analysis. Since the
assumptions were safely met, there is no need to restate them here.

Since the characteristic being measured is the result of a biological process, a tentative
regression polynomial of

expected cell count at time t = E(xt) = θj0t0 + θj1t1

was chosen to represent the growth curves of the two groups. The regression plots in
the beginning of the thesis indicated that the relationship is close to linear. A better fit
may be obtained by choosing a quadratic term as well, but the plots do not indicate
substantial curvature. In the next section a goodness-of-fit test will be carried out to
ascertain the adequacy of the degree of polynomial.
 44

The first step in obtaining the coefficients for the growth curves is to obtain the matrix
S, where S is given by

S = X( I − A '( AA ' ) −1 ) X'

where X is the matrix of observations and A is the group indicator matrix outlined
earlier.

The above equation results in the matrix

 4350
. 17.44 1153
. 8.48 2.63 8.57 7.17 7.08
17.44 27.97 13.61 5.48 134. 9.42 4.81 4.67
 
 1153
. 13.61 20.54 8.39 2.93 10.86 556
. 4.93
 
 8.48 5.48 8.39 15.90 4.59 7.52 4.78 4.81
S=
 2.63 134. 2.93 4.59 12.15 8.37 9.48 5.99
 
 8.57 9.42 10.86 7.52 8.37 19.87 1141. 12.92
 7.17 4.81 556
. 4.78 9.48 1141
. 1550
. 9.45
 
 7.08 4.67 4.93 4.81 5.99 12.92 9.45 15.98

and an estimate of Θ is given by

Θ = (B ' S −1B ) −1 (B ' S −1 X) A ' ( AA ') −1

5.25771 5.80479 
Θ̂ = 
0.13554 0.04205 

The first column of Θ̂ are the control group coefficients attached to t0 and t1, while
the second column contains the treatment group’s coefficients. This leads to the
equations y = 5.26 + 0.14 × time for the control and y = 5.80 + 0.04 × time for the
treatment group. Figure 11 shows the two regression lines, while figures 12 and 13
show the connected means and the regression lines superimposed.
 45

Figure 11.

8
ln(CELLS)

4
2 3 4 5 6 7 8 9
MONTH

 Control
− − − − − Treatment

Figure 12.

6.5
ln(CELLS)

6.0

5.5

2 3 4 5 6 7 8 9
MONTH

× and  Control
+ and ∗ Treatment
 46

Figure 13.

6
ln(CELLS)

2
2 3 4 5 6 7 8 9
MONTH

× and  Control
+ and ∗ Treatment

While figures 12 and 13 show the same data, the vertical scale, loge(cells) has been
changed to illustrate the often deceptive nature of some plots. While Figure 12
provides ample detail, it gives the reader the impression that the differences between
the groups are quite large. Figure 13’s vertical scale has been resized to reflect the
amount of variability in the data. Recall from Figure 5 that the data were quite
variable, with values between 3 and 8 being plotted. When viewed in the context of
the amount of variability in the data, the differences between the two groups are not
as striking. Transforming the regression lines back to the original scale by applying a
transformation of ex to the slope-intercept parameters allows a visual comparison on
the original metric (see Figure 14).
 47

Figure 14.

1000

CELLS

500

0
2 3 4 5 6 7 8 9

MONTH

 Control
− − − − − Treatment

Control regression line = 192.04 + 1.145 × month

Treatment regression line = 331.89 + 1.043 × month

6.2 Hypothesis Tests For Growth Curves

There are two hypotheses to test in this chapter:

(1) Is the degree of polynomial adequate to fit the model?

(2) Are the growth curves for the two groups equal?

The first hypothesis is important from a model building perspective. If the polynomial
regression that is fit to the growth curves is not adequate, i.e. the degree of polynomial
is too small, then the amount of unexplained error in the model may be too great.
Conversely, in the interests of parsimony, the degree of polynomial should not be too
great.
 48

Many researchers (Graybill, 1976; Morrison, 1976) feel that a regression of linear,
quadratic or cubic degree on the time variable t is adequate for most growth curves
encountered in a practical setting. From looking at the graphs, a growth curve of
degree one was chosen to initiate the analysis.

If the degree of polynomial is found to be inadequate using the goodness-of-fit test, in

the sense that the true model is quadratic or higher order, then a possible strategy is to
continue to increase the order of the polynomial until the goodness-of-fit test does not
lead to a rejection of the null hypothesis. This strategy is dubious however, because
the final analysis of the data would be based on a series of preliminary tests and this
could enlarge the overall significance level (Vonesh & Chinchilli, 1997). They suggest
sticking with a straight profile analysis model if this is the case.

6.3 Testing Polynomial Adequacy

The hypothesis that a polynomial of degree q -1 = 2 - 1 is adequate to describe the

model can be stated formally,

H0: The degree of polynomial is adequate.

H1: The degree of polynomial is not adequate.

The level of significance chosen for testing this hypothesis is α = 0.01.

A matrix D of order p × (p - q) needs to be obtained. The matrix D needs to satisfy the

condition

D' B = 0
 49

where B is the matrix

1 2
1 3

1 4
 
1 5
B=
1 6
 
1 7
1 8
 
1 9 

where the first column corresponds to t0, the second, t1. Naturally, the rows of B are
the p time points, 8 in this study, at which the cell growth is measured at.

The matrix D may be derived by choosing any (p - q), here (8 - 2) = 6 linearly

independent columns of

I p − B (B ' B ) −1 B '

where Ip is an 8 × 8 identity matrix. For this study the matrix D was found to be

 0.583333 - 0.333333 - 0.250000 - 0.166667 - 0.083333 - 0.000000 

- 0.333333 0.726190 - 0.214286 - 0.154762 - 0.095238 - 0.035714 
 
- 0.250000 - 0.214286 0.821429 - 0.142857 - 0.107143 - 0.071429 
 
- 0.166667 - 0.154762 - 0.142857 0.869048 - 0.119048 - 0.107143
D= 
 - 0.083333 - 0.095238 - 0.107143 - 0.119048 0.869048 - 0.142857 
 
 0.000000 - 0.035714 - 0.071429 - 0.107143 - 0.142857 0.821429 
 0.083333 0.023810 - 0.035714 - 0.095238 - 0.154762 - 0.214286 
 
 0.166667 0.083333 0.000000 - 0.083333 - 0.166667 - 0.250000 
 50

−1
where the columns of D are the first six columns of the matrix I p − B (B ' B ) B ' .

The GMANOVA test for polynomial adequacy

Source df SS & SP matrix

H0 r H 0 = D' X[ A '( AA ' ) −1 A ]X' D
Error N-r E 0 = D' SD
Total N H 0 + E 0 = D' XX' D

where the appropriate test statistic is Wilks’ Lambda given by

E0
Λ0 =
E0 + H0

Carrying out the above computations results in H0, E0 and H0 + E0 as follows

 1.912 − 2.604 − 0.570 0.981 0.253 0.450

− 2.604 4.322 0.538 − 1.984 − 0.492 − 1.008

 − 0.570 0.538 0.243 − 0.093 − 0.031 − 0.013
H0 =  
 0.981 − 1.984 − 0.093 1.046 0.252 0.561
 0.253 − 0.492 − 0.031 0.252 0.061 0.134
 
 0.450 − 1.008 − 0.013 0.561 0.134 0.307 
 51

 12.333 − 6.214 − 6.437 − 3.269 − 1.414 − 0.800

 − 6.214 10.223 − 0.085 − 3.344 − 1.772 0.781

− 6.437 − 0.085 9.245 0.583 − 1.178 1.011
E0 =  
 − 3.269 − 3.344 0.583 10.478 1.125 − 1.626
 − 1.414 − 1.772 − 1.178 1.125 8.275 − 1.758
 
 − 0.800 0.781 1.011 − 1.626 − 1.758 4.706

 14.246 − 8.818 − 7.008 − 2.288 − 1.161 − 0.350

 − 8.818 14.546 0.453 − 5.330 − 2.263 − 0.227 

 − 7.008 0.453 9.488 0.490 − 1.209 0.998
H 0 + E0 =  
− 2.288 − 5.330 0.490 11.525 1.377 − 1.065
 − 1.161 − 2.263 − 1.209 1.377 8.336 − 1.623
 
− 0.350 − 0.227 0.998 − 1.065 − 1.623 5.013

The determinant of E0 = 1690.51, while the determinant of E0 + H0 = 2806.56,

therefore the test statistic for testing if the degree of polynomial is adequate is

1690.51
Λ0 = = 0.6023
2806.56

To find the critical value for the hypothesis test the following are required

dm = order of the error matrix E0

dE = degrees of freedom associated with the error matrix E0

dH = degrees of freedom associated with the hypothesis matrix H0,

Since the error matrix is a square matrix of size 6 × 6, it has order 6. The degrees of
freedom for the error matrix are given in the table as N - r, which for this study results
in 41 - 2 = 39. The degrees of freedom associated with the hypothesis matrix are
given in the table as r, which in this study is equal to 2.
 52

Therefore,

dm = 6 dE = 39 and dH = 2

Kshirsagar and Smith (1995) supply the general rule for rejecting a null hypothesis
based on Wilks’ Λ using a significance level of α.

If dH =2 reject the null hypothesis when

1 − Λ ( d H + d E − d m − 1)
Λ
×
dm
( )
≥ F α ; 2d m , 2( d H + d E − d m − 1) .

Therefore, for the test of degree of polynomial with α = 0.01, the above equation
results in

1 − 0.6023
×
( 2 + 39 − 6 − 1) ≥ F ( 0.01;12,68)
0.6023 6

Since F(0.01; 12, 68) = 2.5 and the left hand side of the equation is equal to 1.635,
the null hypothesis cannot be rejected (p = 0.1038). As a result the polynomial of
degree 1 is an adequate model to represent the growth curves in this study.

As the null hypothesis that a polynomial regression of the form

E(xt) = θj0t0 + θj1t1

cannot be rejected at the α = 0.01 level of significance, the next stage of the study will
test the second hypothesis, namely that of the equality of the growth curves for the
control group and the group receiving the vaccination.
 53

6.4 Testing For The Equality of Growth Curves

Formally, the test of the equality of the growth curves for the control group and the
group receiving the vaccination is

H0: Θ 1 - Θ 2 = 0

H1: Θ 1 - Θ 2 ≠ 0

where Θ 1 is a 2 × 1 vector of coefficients for the control group’s growth curve and Θ 2
is a 2 × 1 vector of coefficients for the vaccination group’s growth curve. In this case,

ˆ  ˆ 
ˆ = θ 1,0 
Θ ˆ = θ 2,0 
Θ
θˆ1,1  θˆ2,1 
1 2

Therefore the hypothesis test is testing whether Θ 1 - Θ 2 = 0

can be represented as

θ 1,0 − θ 2,0  0

θ − θ  =  
 1,1 2 ,1  0 

To test the general linear hypothesis of the equality of growth curves, the hypothesis
test needs to put into a form

H0: LΘM = 0
H1: LΘM ≠ 0

where L is a matrix of order l × q and M is a matrix of order r × m. For the hypothesis

under question the choice of matrix L is
 54

1 0
L= 
0 1

The columns of L correspond to the coefficients attached to t0 and t1, Therefore L is

constructed by putting a 1 in the appropriate column of L and 0 elsewhere, depending
on which coefficient or coefficients are of interest.

The rows of M correspond to the r groups in the study. Because there are two groups
in this study, M has the form

 1
M= 
− 1

where the columns of M represent the contrasts one wishes to compare. Therefore the
equation LΘM has the form

1 0 θ 1,0 θ 2,0   1 θ 1,0 − θ 2, 0 

0 1 × θ ×  =  
   1,1 θ 2,1  − 1 θ 1,1 − θ 2,1 

where the matrix LΘM is estimated by

θˆ1,0 − θˆ2,0 
ˆ 
θ 1,1 − θˆ2,1 

which is equivalent to the estimator of the matrix Θ 1 - Θ 2 as given earlier. The matrix
R needs to be derived using the equation

R = ( AA ') −1 [ I + AX' (S −1 − S −1B (B ' S −1B ) −1 B ' S −1 ) XA '( AA ' ) −1 ]

 55

The MANOVA test for the equality of growth curves

Source degrees of freedom SS and SP matrix, order l

H1 m H1
Error N - r - (p - q) E1
Total N - r - (p - q) + m H1 + E1

Where the error matrix E1 is of the form

E1 = L(B' S −1B) −1 L'

and H1 is of the form

ˆ M )(M ' RM ) −1 (LΘ

H1 = (LΘ ˆ M )'

Carrying out the above equations produces the matrices R, E1, H1, and H1 + E1 as
follows

0.0839810 0.0086996 
R= 
0.0086996 0.0486768 

 23.7637 -2.9487 
E1 =  
 -2.9487 0.5076 

 2.59674 -0.44373 
H1 =  
 -0.44373 0.07583 

 26.3604 -3.3924 
H 1 + E1 =  
 -3.3924 0.5834 

The test statistic for the hypothesis LΘM = 0 is Wilks’ Lambda

 56

E1
Λ1 =
E1 + H 1

For the current hypothesis, this results in

3.36658
Λ1 = = 0.870
3.86979

Kshirsagar and Smith (1995) give the procedure for ascertaining the critical values to
test the above.

If dH = 1 then reject the null hypothesis when

1 − Λ dH + d E − dm
× > F (α ; d m , d H + d E − d m )
Λ dm

Since dH, the degrees of freedom for the hypothesis matrix H0, is equal to 1, the above
critical value takes the form, for α = 0.05

1 − 0.87 1 + 33 − 2
× > F (0.05; 2, 32)
0.87 2

Therefore reject H0 if 2.39 > 3.32

Since 2.39 < 3.33 the null hypothesis cannot be rejected, p = 0.11, and conclude that
the growth curve for the control group is not significantly different than that of the
treatment group. No analysis if complete without examining the residuals. The
GMANOVA on the transformed (loge) cell counts produced residuals which appeared
quite satisfactory. Figure 16 (a) shows the residuals plotted against the predicted
values. The residuals appear uniform over time, with only one outlier. Figure 15 (b) &
(c) show the normal distribution of the residuals.

Figure 15.
 57

Histogram of RES, with Normal Curve

3 50

2
40

1
30

Frequency
0
RES

-1 20

-2
10
-3

0
-4
5.5 6.0 6.5 -4 -3 -2 -1 0 1 2 3

FITS RES

(a) (b)
Normal Probability Plot

.999
.99
.95
.80
Probability

.50
.20
.05
.01
.001

-3 -2 -1 0 1 2
RES
Average: -0.0386646 Anderson-Darling Normality Test
StDev: 0.744071 A-Squared: 0.525
N: 328 P-Value: 0.179

(c)
 58

7. Conclusion

In this thesis several approaches to the analysis of repeated measures data have been
illustrated. First, the time-by-time ANOVA, a rather simple approach consisting of
conducting t-tests of control versus treatment at each month, was considered. In none
of the 8 months of the experiment did the mean cell production differ between the 2
groups. Although the time-by-time approach is not recommended for reasons given in
Chapter 3, it is valuable from a heuristic perspective.

The repeated measures ANOVA provided a more useful, albeit more complex, model
which allows for the fact that the 8 measurements on each cow are correlated.
Univariate models such as this have the advantage of being more powerful than
corresponding multivariate tests illustrated in Chapters 5 and 6 (Vonesh & Chinchilli,
1997). Unfortunately, the assumptions regarding the univariate tests require that the
correlations between the 8 measurements are all the same. This is often an unrealistic
assumption, as those months that are closer together tend to be more closely
correlated than those months which are further apart. An adjustment developed by
Greenhouse and Geisser (1959) can be made if the correlation matrix does not
conform to the equi-correlation structure. This adjustment is only necessary if the
effects being tested are significant. However, Geisser (1980) recommends using a
multivariate procedure if the number of subjects, N, exceeds the number of
measurements made per subject, p.

The multivariate alternative to repeated measures ANOVA, profile analysis, is

conceptually simpler in that it imposes no restrictions on the form of the correlation
matrix. The results of the profile analysis were similar to the univariate approach in
that no significant interaction was found between group membership and time.
 59

The table below summarises the p values produced by the univariate and multivariate
approaches

Effect Univariate Multivariate

Group 0.68 0.68
Month 0.00 0.00
Group × Month 0.23 0.32

Given the results of both the univariate and multivariate models, the vaccine to reduce
the cell production in cows does not appear to be effective.

The generalised multivariate analysis of variance allows separate growth curves to be

developed for each group. This allows the information contained within the data set to
be put in a form which is compact and easily interpretable. Unfortunately, analysts
often avoid the use of the GMANOVA due to their lack of familiarity with the
technique and the lack of readily available software (Kshirsagar & Smith, 1996).

In conclusion, carrying out the profile analysis was easier and quicker than the
univariate ANOVA and the GMANOVA. Provided the main assumption of N > p
holds, profile analysis should be used in subsequent experiments of this kind.
 60

References

Diggle, P.J., Liang, K.Y., and Zeger, S.L. 1994. Analysis of Longitudinal Data. New
York : Oxford University Press.

Geisser, S. 1980. Growth Curve Analysis. In Handbook of Statistics, Vol 1.

Krishnaiah, P.R. (Ed.), 89-115. North-Holland, Amsterdam.

Graybill, F. A. 1976. Theory and Application of the Linear Model. North Sciute,
Mass. : Duxbury.

Greenhouse, S.W., and Geisser, S. 1959. On methods in the analysis of profile data.
Psychometrika, 24, 95-112.

Hand, D., and Crowder, M. 1996. Practical Longitudinal Data Analysis. London:
Chapman & Hall.

Ito, P.K. 1980. Robustness of ANOVA and MANOVA Test Procedures. In Handbook
of Statistics, Vol 1. Krishnaiah, P.R. (Ed.), 199-225. North-Holland, Amsterdam.

Johnson, R.A., and Wichern, D.W. 1982. Applied Multivariate Statistical Analysis.
Englewood Cliffs, NJ: Prentice-Hall.

Kshirsagar, A.M., and Smith, W.B. 1995. Growth Curves. New York: Marcel-Dekker.

Lindsey, J.K. 1993. Models for Repeated Measurements. New York: Oxford
University Press.

Milliken, G.A., and Johnson, D.E. 1984. Analysis of Messy Data, Vol 1. New York:
Van Nostrand Reinhold.

Morrison, D.F. 1976. Multivariate Statistical Methods. New York: McGraw-Hill.

Potthoff, R.F., and Roy, S.N. 1964. A Generalized Multivariate Analysis of Variance
Model Useful Especially for Growth Curve Problems. Biometrika 51:313-326.
 61

Tabachnick, B.G., and Fidell, L.S. 1989. Using Multivariate Statistics. New York,
NY: Harper-Collins.

Timm, N.H. 1980. Multivariate Analysis of Variance of Repeated Measures. In

Handbook of Statistics, Vol 1. Krishnaiah, P.R. (Ed.), 41-87. North-Holland,
Amsterdam.

Vonesh, E.F., and Chinchilli, V.M. 1997. Linear and Nonlinear Models for the
Analysis of Repeated Measurements. New York: Marcel Dekker.
 62

Appendix A
Cow Month2 Month3 Month4 Month5 Month6 Month7 Month8 Month9 Group

1 273 738 416 840 604 321 398 371 0

2 425 748 567 550 1765 1826 3472 2848 0
3 137 3421 150 174 320 339 219 429 0
4 856 1108 273 540 429 1092 2054 1680 0
5 54 87 270 215 263 288 299 738 0
6 300 450 318 108 835 1048 1098 800 0
7 71 160 356 174 230 319 261 271 0
8 133 216 234 135 646 411 454 561 0
9 242 284 228 548 216 171 295 605 0
10 342 1214 1402 877 642 687 769 1145 0
11 71 221 330 207 156 374 254 322 0
12 1878 788 214 195 158 209 447 355 0
13 356 665 342 404 252 729 859 1114 0
14 539 1025 788 557 689 764 998 601 0
15 109 130 115 118 555 48 1024 105 0
16 184 249 344 286 306 379 599 1177 0
17 69 400 350 201 241 260 474 557 0
18 165 531 403 238 259 263 246 268 0
19 2142 785 2209 1304 400 581 476 383 1
20 646 666 529 538 177 572 290 226 1
21 2501 1136 1000 950 900 1811 1487 1403 1
22 328 519 268 102 279 309 448 501 1
23 200 308 374 158 369 273 451 476 1
24 127 326 160 149 250 154 245 196 1
25 579 662 330 433 400 233 430 392 1
26 182 324 543 429 359 315 413 396 1
27 196 383 305 444 583 465 288 271 1
28 809 1939 1354 183 190 434 426 264 1
29 390 857 739 323 829 930 924 1219 1
30 195 268 488 291 350 603 554 613 1
31 252 675 504 325 685 1149 800 890 1
32 601 703 568 608 648 345 359 254 1
33 11 585 352 367 383 395 461 385 1
34 157 78 64 573 363 175 307 290 1
35 323 277 992 560 601 627 404 496 1
36 109 164 232 339 447 458 517 577 1
 63

37 223 598 521 748 516 662 542 361 1

38 205 513 638 623 609 425 613 378 1
39 958 308 148 210 229 151 132 768 1
40 127 861 704 599 223 409 547 630 1
41 99 72 101 450 817 724 736 577 1

0 = control
1 = treatment