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A new method for non-parametric multivariate


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Article in Austral Ecology February 2001
DOI: 10.1111/j.1442-9993.2001.01070.pp.x

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Austral Ecology (2001) 26, 3246

A new method for non-parametric multivariate analysis


of variance
MARTI J. ANDERSON
Centre for Research on Ecological Impacts of Coastal Cities, Marine Ecology Laboratories A11,
University of Sydney, New South Wales 2006, Australia

Abstract Hypothesis-testing methods for multivariate data are needed to make rigorous probability statements
about the effects of factors and their interactions in experiments. Analysis of variance is particularly powerful for
the analysis of univariate data. The traditional multivariate analogues, however, are too stringent in their assumptions
for most ecological multivariate data sets. Non-parametric methods, based on permutation tests, are preferable.
This paper describes a new non-parametric method for multivariate analysis of variance, after McArdle and
Anderson (in press). It is given here, with several applications in ecology, to provide an alternative and perhaps
more intuitive formulation for ANOVA (based on sums of squared distances) to complement the description provided by McArdle and Anderson (in press) for the analysis of any linear model. It is an improvement on previous
non-parametric methods because it allows a direct additive partitioning of variation for complex models. It does
this while maintaining the flexibility and lack of formal assumptions of other non-parametric methods. The teststatistic is a multivariate analogue to Fishers F-ratio and is calculated directly from any symmetric distance or
dissimilarity matrix. P-values are then obtained using permutations. Some examples of the method are given for
tests involving several factors, including factorial and hierarchical (nested) designs and tests of interactions.
Key words: ANOVA, distance measure, experimental design, linear model, multifactorial, multivariate dissimilarity,
partitioning, permutation tests, statistics.

INTRODUCTION
The analysis of multivariate data in ecology is becoming increasingly important. Ecologists often need to test
hypotheses concerning the effects of experimental
factors on whole assemblages of species at once. This
is important for core ecological research and in studies
of biodiversity or environmental impacts in many
habitats, including marine subtidal environments
(Warwick et al. 1988; Gray et al. 1990; Chapman et al.
1995; Glasby 1997), mangroves (Skilleter 1996;
Kelaher et al. 1998), freshwater systems (Faith et al.
1995; Quinn et al. 1996) and terrestrial systems (Oliver
& Beattie 1996; Anderson & Clements, in press).
Univariate analysis of variance (ANOVA) provides an
extremely powerful and useful tool for statistical tests
of factors and their interactions in experiments
(Underwood 1981, 1997). Partitioning variation, as in
multifactorial ANOVA, is particularly important for testing hypotheses in complex ecological systems with natural temporal and spatial variability. This partitioning
is also needed to test multivariate hypotheses in ecology for experimental designs involving several factors.
*Present address: Department of Statistics, University of
Auckland, Private Bag 92019, Auckland, New Zealand (Email:
mja@stat.auckland.ac.nz).
Accepted for publication March 2000.

This paper describes a new non-parametric test of


the general multivariate hypothesis of differences in the
composition and/or relative abundances of organisms
of different species (variables) in samples from different groups or treatments. This test is a significant
advance on previous methods because it can be based
on any measure of dissimilarity and can partition
variation directly among individual terms in a multifactorial ANOVA model. The test is applicable to any
situation where the simultaneous responses of many
potentially non-independent variables (usually abundances of species in an assemblage) have been measured in samples from a one-factor or multifactorial
ANOVA design.
Powerful multivariate statistical methods, such as the
traditional multivariate analysis of variance (MANOVA),
have existed for decades (Hotelling 1931; Wilks 1932;
Fisher 1936; Bartlett 1939; Lawley 1939; Pillai 1955),
but tests using these statistics rely on assumptions that
are not generally met by ecological data. The assumption that the data conform to a multivariate normal distribution is particularly unrealistic for most ecological
data sets. This is because the distributions of abundances of individual species are usually highly aggregated or skewed (e.g. Gaston & McArdle 1994). Also,
abundances take discrete values rather than being
continuous, species with small means often have
asymmetric distributions because they are necessarily

N ON -PA R A M ET R I C M A N OVA FOR ECOLOG Y

truncated at zero, and rare species contribute lots of


zeros to the data set. MANOVA test statistics are not
particularly robust to departures from multivariate normality (Mardia 1971; Olson 1974; Johnson & Field
1993). Finally, many of these test statistics are simply
impossible to calculate when there are more variables
than sampling units, which often occurs in ecological
applications.
Many non-parametric methods for tests of differences among a priori groups of observations (as in
MANOVA) have been developed (Mantel 1967; Mantel
& Valand 1970; Hubert & Schultz 1976; Mielke et al.
1976; Clarke 1988, 1993; Smith et al. 1990; Excoffier
et al. 1992; Edgington 1995; Pillar & Orlci 1996;
Legendre & Anderson 1999). These methods generally have two things in common. First, they are based
on measures of distance or dissimilarity between pairs
of individual multivariate observations (which I will
refer to generally as distances) or their ranks. A statistic is constructed to compare these distances among
observations in the same group versus those in different groups, following the conceptual framework of
ANOVA. Second, they use permutations of the observations to obtain a probability associated with the null
hypothesis of no differences among groups.
These non-parametric methods generally fall into
two categories. First, there are those that can be based
on any chosen distance measure. There are many such
measures and these have different properties, which
make them appropriate for different kinds of data
(Legendre & Legendre 1998). For example, to express
differences in community structure, the semimetric
BrayCurtis measure of ecological distance (Bray &
Curtis 1957) or Kulczynskis (1928) semimetric measure are generally preferred over metric measures, like
Euclidean distance (Odum 1950; Hajdu 1981; Faith
et al. 1987; Clarke 1993). The methods that are flexible enough to be used with any such distance measure
(e.g. Mantel 1967; Hubert & Schultz 1976; Smith
et al. 1990; Clarke 1993) have much to recommend
them for this reason.
The drawback to using these methods is that they are
not able to cope with multifactorial ANOVA. That is, they
are not able to partition variation across the many
factors that form part of the experimental design.
Consequently, for most complex designs, one must
analyse data as one-way analyses in multiple subsets
within particular levels of factors. These multiple oneway analyses and qualitative interpretations of ordination plots are then used to infer something about
interactions or variability at different spatial scales (e.g.
Anderson & Underwood 1994; Kelaher et al. 1998).
Some of the proposed non-parametric methods do
allow partitioning for a complex design (e.g. Excoffier
et al. 1992; Edgington 1995; Pillar & Orlci 1996), but
these are restricted for use with metric distance measures, which are not ideal for ecological applications.

33

Furthermore, even if these statistics were to be used,


there has been disagreement concerning appropriate
permutational strategies for complex ANOVA, particularly for tests of interactions (e.g. Edgington 1995;
Manly 1997). There have been some recent examples
of direct statistical analyses of BrayCurtis distances
(Faith et al. 1995; Underwood & Chapman 1998).
These are restricted, however, to very specific experimental designs or hypotheses and cannot be used for
any multifactorial ANOVA design.
Ecologists need a non-parametric multivariate
method that can partition variation based on any distance measure in any ANOVA design. The method needs
to be robust, interpretable by reference to the experimental design, and should lack formal assumptions
concerning distributions of variables. The purpose of
this paper is to outline just such a method and to give
some ecological examples of its use. The more general
mathematical theory underlying this method, along
with simulations and a comparison with the related
approach of Legendre and Anderson (1999), is
described elsewhere (McArdle & Anderson, in press).

STRATEGY FOR NON-PARAMETRIC


MULTIVARIATE ANALYSIS
An outline for a general approach to the analysis of
multivariate data in ecology was given by Clarke and
Green (1988) and Clarke (1993). For experimental
designs used to test hypotheses defined a priori, there
are essentially four steps: (i) a choice is made concerning an appropriate transformation and/or standardization (if any) to apply to the data, given the hypothesis
and the scales and nature of the species variables; (ii)
a choice is made concerning the distance measure to
be used as the basis of the analysis (e.g. BrayCurtis,
Euclidean, x2 or other measure); (iii) ordination
(and/or clustering) is performed in order to visualize
patterns of resemblance among the observations based
on their community composition; and (iv) a nonparametric multivariate test for differences among
groups is done to obtain a rigorous probabilistic
statement concerning multivariate effects of a priori
groups. Note that (iii) is not essential in terms of
the statistical test; ordination simply gives a visual
representation by reducing the dimensionality of the
data. In this paper, I focus on step (iv) of this procedure, which currently poses a problem for multifactorial designs.

DESCRIPTION OF THE TEST: ONE-WAY


DESIGN
The two essential considerations for the test are: (i) the
construction of the test-statistic, and (ii) the calculation

34

M. J. ANDERSON

of a P-value using some method of permutation. I will


describe the method, which I shall simply call nonparametric MANOVA, first for the one-way design and
then for more complex designs, followed by some ecological examples. I deal here only with the case of
balanced ANOVA designs, but analogous statistics for any
linear model, including multiple regression and/or
unbalanced data, can be constructed, as described by
McArdle and Anderson (in press).

This multivariate analogue can also be thought of


geometrically (e.g. Calinski & Harabasz 1974; Mielke
et al. 1976; Edgington 1995; Pillar & Orlci 1996), as
shown in Fig. 1 for the case of two groups and two variables (dimensions). Here, SSW is the sum of the
squared Euclidean distances between each individual
replicate and its group centroid (the point corresponding to the averages for each variable, Fig. 1 and

The test statistic: an F-ratio

The essence of analysis of variance is to compare variability within groups versus variability among different
groups, using the ratio of the F-statistic. The larger the
value of F, the more likely it is that the null hypothesis
(H0) of no differences among the group means (i.e.
locations) is false. For univariate ANOVA, partitioning
of the total sum of squares, SST, is achieved by calculating sums of squared differences (i) between individual replicates and their group mean (SSW, the
within-group sum of squares; Table 1a), and (ii)
between group means and the overall sample mean
(SSA, the among-group sum of squares). Next, consider
the multivariate case where p variables are measured
simultaneously for each of n replicates in each of a
groups, yielding a matrix of data where rows are observations and columns are variables. A natural multivariate analogue may be obtained by simply adding up
the sums of squares across all variables (Table 1b). An
F-ratio can then be constructed, as in the univariate
case.

Fig. 1. A geometric representation of MANOVA for two


groups in two dimensions where the groups differ in location.
The within-group sum of squares is the sum of squared distances from individual replicates to their group centroid. The
among-group sum of squares is the sum of squared distances
from group centroids to the overall centroid. () Distances
from points to group centroids; () distances from group
centroids to overall centroid; (q), overall centroid; (h), group
centroid; (d), individual observation.

Table 1. Calculations of within-group sums of squares for partitioning in (a) univariate ANOVA, (b) a multivariate analogue
obtained by summing across variables, (c) a multivariate analogue equivalent to (b) obtained using sums of squared Euclidean
distances, (d) the traditional MANOVA approach, which yields an entire matrix (W) of within-group sums of squares and cross
products, and (e) the partitioning using inter-point distances advocated here, equivalent to (b) and (c) if Euclidean distances
are used
Univariate
(a) One variable
Multivariate
(b) Summed across variables
(c) Geometric approach
(inner product, a scalar, based on Euclidean distances, correlations between
variables ignored)
(d) Traditional MANOVA
(outer product, a matrix, based on Euclidean distances, correlations between
variables matter)
(e) Inter-point geometric approach
(a scalar, based on any distance measure, correlations between variables ignored)

SSW 5 S i 5 1 S j 5 1 ( yij yi.)2


a
n
p
SSW 5 S i 5 1 S j 5 1 Sk 5 1 ( yijk yi.k)2
a
n
SSW 5 S i 5 1 S j 5 1 ( yij yi.)T( yij yi.)

a
n
W 5 S i 5 1 S j 5 1 ( yij yi.)( yij yi.)T

N1 N
1
2
SS1 5 n Si 5 1 Sj 5 i 1 1 d ij eij

yij, univariate observation of the jth replicate (j 5 1,, n) in the ith group (i 5 1,, a); yijk, observation of yij for the kth
variable (k 5 1,, p); yij, vector of length p, indicating a point in multivariate space according to p variables (dimensions) for
observation j in group i. A superscript )T9 indicates the transpose of the vector, bars over letters indicate averages and a dot
subscript indicates averaging was done over that subscripted variable.

N ON -PA R A M ET R I C M A N OVA FOR ECOLOG Y

Table 1c). Note that this additive partitioning using a


geometric approach yields one value for each of SSW,
SSA and SST as sums of squared Euclidean distances.
This geometric approach gives sums of squares equivalent to the sum of the univariate sums of squares
(added across all variables) described in the previous
paragraph. This differs from the traditional MANOVA
approach, where partitioning is done for an entire
matrix of sums of squares and cross-products (e.g.
Mardia et al. 1979; Table 1d).
The key to the non-parametric method described
here is that the sum of squared distances between points
and their centroid is equal to (and can be calculated
directly from) the sum of squared interpoint distances
divided by the number of points. This important
relationship is illustrated in Fig. 2 for points in two
dimensions. The relationship between distances to
centroids and interpoint distances for the Euclidean
measure has been known for a long time (e.g.
Kendall & Stuart 1963; Gower 1966; Calinski &
Harabasz 1974; Seber 1984; Pillar & Orlci 1996;
Legendre & Legendre 1998; see also equation B.1 in
Appendix B of Legendre & Anderson 1999). What is
important is the implication this has for analyses
based on non-Euclidean distances. Namely, an
additive partitioning of sums of squares can be obtained
for any distance measure directly from the distance
matrix, without calculating the central locations of
groups.

Fig. 3. Schematic diagram


for the calculation of (a) a distance matrix from a raw data
matrix and (b) a non-parametric MANOVA statistic for a
one-way design (two groups)
directly from the distance
matrix. SST, sum of squared
distances in the half matrix
(j) divided by N (total
number of observations); SSW,
sum of squared distances
within groups ( ) divided by
n (number of observations
per group). SSA 5 SST SSW
and F = [SSA/(a 1)]/[SSW/
(N a)], where a 5 the number of groups.

35

Why is this important? In the case of an analysis


based on Euclidean distances, the average for each variable across the observations within a group constitutes
the measure of central location for the group in
Euclidean space, called a centroid. For many distance
measures, however, the calculation of a central location
may be problematic. For example, in the case of the
semimetric BrayCurtis measure, a simple average
across replicates does not correspond to the central
location in multivariate BrayCurtis space. An
appropriate measure of central location on the basis
of BrayCurtis distances cannot be calculated
easily directly from the data. This is why additive

Fig. 2. The sum of squared distances from individual


points to their centroid is equal to the sum of squared interpoint distances divided by the number of points.

36

M. J. ANDERSON

partitioning (in terms of average differences among


groups) has not been previously achieved using
BrayCurtis (or other semimetric) distances. However,
the relationship shown in Fig. 2 can be applied to
achieve the partitioning directly from interpoint
distances.
Thus, consider a matrix of distances between every
pair of observations (Fig. 3a). If we let N 5 an, the total
number of observations (points), and let dij be the distance between observation i 5 1,, N and observation
j 5 1,, N, the total sum of squares is
1 N1
S
SST 5
N i5l

j 5 i 11

d ij

(1)

That is, add up the squares of all of the distances in


the subdiagonal (or upper-diagonal) half of the distance
matrix (not including the diagonal) and divide by N
(Fig. 3b). In a similar fashion, the within-group or
residual sum of squares is
SSW 5

1 N1
S
n i5l

d ij e ij

j 5 i 11

(2)

where eij takes the value 1 if observation i and observation j are in the same group, otherwise it takes the
value of zero. That is, add up the squares of all of the
distances between observations that occur in the same
group and divide by n, the number of observations per
group (Fig. 3b). Then SSA 5 SST SSW and a pseudo
F-ratio to test the multivariate hypothesis is
SSA /(a 1)
F5
SSW /(N a)

(3)

If the points from different groups have different central locations (centroids in the case of Euclidean distances) in multivariate space, then the among-group
distances will be relatively large compared to the withingroup distances, and the resulting pseudo F-ratio will
be relatively large.
One can calculate the sums of squares in equations
(1) and (2) and the statistic in equation (3) from a
distance matrix obtained using any distance measure.
The statistic in equation (3) corresponds exactly to
the statistic in equation (4) of McArdle and Anderson
(in press), who have shown more generally how
partitioning for any linear model can be done directly
from the distance matrix, regardless of the distance
measure used. Another important aspect of the statistic described above is that, in the case of a Euclidean
distance matrix calculated from only one variable,
equation (3) gives the same value as the traditional
parametric univariate F-statistic.
This is proposed as a new non-parametric MANOVA
statistic that is intuitively appealing, due to its analogy
with univariate ANOVA, and that is extremely relevant
for ecological applications. The results (in terms of
sums of squares, mean squares and pseudo F-ratios)
obtained for individual terms in a multivariate analysis

can be interpreted in the same way as they usually are


for univariate ANOVA. The difference is that the hypothesis being tested for any particular term is a multivariate
hypothesis.

OBTAINING A P-VALUE USING


PERMUTATIONS
The multivariate version of the F-statistic described
here is not distributed like Fishers F-ratio under the
null hypothesis. This is so because (i) we do not expect
the individual variables to be normally distributed, and
(ii) we do not expect that the Euclidean distance will
necessarily be used for the analysis. Even if each of the
variables were normally distributed and the Euclidean
distance used, the mean squares calculated for the multivariate data would not each consist of sums of independent x2 variables, because, although individual
observations are expected to be independent, individual species variables are not independent of one
another. Thus, traditional tabled P-values cannot be
used. A distribution of the statistic under the null
hypothesis can be created, however, using permutations
of the observations (e.g. Edgington 1995; Manly
1997). The only situation in which one could use the
traditional tabled probabilities would be if one had a
single variable that could reasonably be assumed to be
normally distributed and one used Euclidean distances
for the analysis.
Suppose the null hypothesis is true and the groups
are not really different (in terms of their composition
and/or their relative abundances of species, as measured
by the BrayCurtis distances). If this were the case,
then the multivariate observations (rows) would be
exchangeable among the different groups. Thus, the
labels on the rows that identify them as belonging to a
particular group could be randomly shuffled (permuted) and a new value of F obtained (called, say, F p).
This random shuffling and re-calculation of F p is then
repeated for all possible re-orderings of the rows relative to the labels. This gives the entire distribution of
the pseudo F-statistic under a true null hypothesis for
our particular data. Comparing the value of F obtained
with the original ordering of the rows to the distribution
created for a true null by permuting the labels, a P-value
is calculated as
P5

(No. of F p F)
(Total no. of F p)

(4)

Note that we consider the original observed value of F


to be a member of the distribution of F p under permutation (i.e. it is one of the possible orderings of the
labels on the rows). The usual scientific convention of
an a priori significance level of a 5 0.05 is generally
used for interpreting the significance of the result, as
in other statistical tests. It is also possible to view the

N ON -PA R A M ET R I C M A N OVA FOR ECOLOG Y

P-value as a measure of confidence concerning the null


hypothesis (Fisher 1955; Freedman & Lane 1983).
With a groups and n replicates per group, the number of distinct possible outcomes for the F-statistic in
a one-way test is (an)!/(a!(n!)a) (Clarke 1993). As it is
usually not practical to calculate all possible permutations, because of the time involved, P can be calculated
using a large random subset of all possible permutations
(Hope 1968). However, the precision of the P-value will
increase with increasing numbers of permutations.
Generally, at least 1000 permutations should be done
for tests with an a-level of 0.05 and at least 5000 permutations should be done for tests with an a-level of
0.01 (Manly 1997).

ASSUMPTIONS
The only assumption of the test is that the observations
(rows of the original data matrix) are exchangeable
under a true null hypothesis. To assume exchangeability
under the null hypothesis is generally to assume that
the observations are independent and that they have
similar distributions (e.g. Boik 1987; Hayes 1996). By
similar distributions, I mean similar multivariate dispersions of points, not that the points are necessarily
multivariate normal. The test described here is a test
for differences in location (means or centroids) among
groups of multivariate observations based on the
chosen distance measure. Like its univariate counterpart, which is sensitive to heterogeneity of variances,
this test and its predecessors that use permutations, like
ANOSIM (Clarke 1993), will also be sensitive to differences in the dispersions of points, even if the locations
do not differ.
The sensitivity of ANOSIM to differences in dispersion
has been suggested as an advantage by Clarke (1993).
This is because it was introduced in the context of
detecting environmental impacts, for which detection
of differences of any kind between control and impacted
locations is very important for environmental reasons.
Here, I simply suggest that caution be exercised in
interpreting the results of tests of significance.
Determining if significant differences among groups
may be due to differences in dispersion versus differences in location (or some combination of the two) is
an important statistical and ecological issue. The use
of permutation tests to obtain P-values does not avoid
this issue.
A useful comparative index of multivariate dispersion
has been given by Warwick and Clarke (1993). Also, a
separate permutation test for significant differences in
multivariate dispersions (after removing effects of differences in location), as an accompaniment to the nonparametric MANOVA approach given here, will be
described elsewhere (Anderson, Dutilleul, Lapointe &
Legendre, unpubl. data).

37

DISTINCTION FROM TRADITIONAL TEST


STATISTICS
Although the statistic described here is sensitive to differences in the relative dispersion of points among
groups, it takes no account of the correlations among
variables. In traditional MANOVA, the test-statistics (such
as Wilks Lambda) use information contained in the
between-group and/or within-group sample variance
covariance matrices (e.g. Table 1d, see Olson 1974;
Johnson & Field 1993). The traditional MANOVA tests
assume not only that the variance for each variable
remains constant across different groups (i.e. the
points in different groups have similar scatter), they also
assume that the relationships among the variables (their
covariances or correlations) do not differ across groups.
These differences in the sensitivities of different
multivariate test statistics are shown diagrammatically
in Fig. 4 for two variables (two dimensions). Figure 4(a)
shows two groups that differ in their correlation structure, but not in their variances or location. Figure 4(b)
shows two groups that differ only in their dispersions,
but not in their correlation or location. Although all
MANOVA statistics are designed to test for differences in
location, the traditional statistics will also be sensitive
to differences in correlations (Fig. 4a) as well as differences in dispersion (Fig. 4b). The method of nonparametric MANOVA described here will only be sensitive
to differences in dispersion (Fig. 4b). The correlations
among variables play no role in the analysis. If differences in the relationships amongst variables form a
hypothesis of interest, then some other non-parametric
techniques may be relevant (e.g. Biondini et al. 1991;
Krzanowski 1993).

ONE-WAY EXAMPLE: EFFECTS OF


GRAZERS
Consider the following example, taken from an ecological study by Anderson and Underwood (1997). The
study was designed to test the hypothesis that grazing
by gastropods affects intertidal estuarine assemblages.
The experiment was done at an intertidal oyster farm
from January to July 1994 in Quibray Bay, south of
Sydney, New South Wales, Australia. Experimental
surfaces (10 cm 3 10 cm) were enclosed in cages to
exclude gastropod grazers, while other surfaces were
left open to grazing. A third treatment consisted of
caged areas where natural densities of grazers were
included. This was a control for the effect of the cage
itself on assemblages. There were n 5 20 surfaces in
each of the three treatments. The numbers of individuals of each of 21 taxa (invertebrates and algae)
colonizing each surface were recorded.
The rationale for increasing the severity of the transformation to increase the relative contribution of rare

38

M. J. ANDERSON

versus abundant species in the analysis, given by Clarke


and Green (1988), is followed here. Note that the transformation is not done in an effort to make data conform to any assumptions of the analysis. In this
example, the data contained some species that occurred
on a very large relative scale of abundance (e.g.
Spirorbid worms occurred in the thousands), so the
data were transformed by taking double-square roots
before the analysis. To visualize the multivariate
patterns among observations, non-metric multidimensional scaling (MDS) was performed on the
BrayCurtis distances (Kruskal & Wish 1978), using
the PRIMER computer program. Non-parametric
MANOVA was then done on BrayCurtis distances, as
described in the previous section, using the computer
program NPMANOVA, written by the author in FORTRAN.

The number of possible permutations for the oneway test in the case of the grazing experiment is
9.6 3 1025. A random subset of 4999 permutations was
used (Fig. 5). In this case, the null hypothesis of no
differences among groups was rejected, as the observed
value was much larger than any of the values obtained
under permutation (Fig. 5, Table 2).

A POSTERIORI TESTS
As in univariate ANOVA where there is a significant result
in a comparison of 3 or more treatments, we may wish
to ask for the multivariate case: wherein does the significant difference lie? This can be done by using the
same test, given above for the one-way comparison of
groups, but where individual pair-wise comparisons
between particular groups are done. To continue with
the logic of the analogous univariate situation, we
can use a t-statistic (which is simply the square root of
the value of the F-statistic described above) for these
Table 2. Non-parametric MANOVA on BrayCurtis distances for assemblages of organisms colonizing intertidal surfaces in estuaries in three grazing treatments (grazers
excluded, grazers inside cages, and surfaces open to grazers)
Source

d.f.

SS

MS

Grazers
Residual
Total

2
57
59

18 657.65
14 520.89
33 178.54

9328.83
254.75

Comparison*
Open versus caged
Open versus cage control
Caged versus cage control

36.61 0.0002

8.071
3.268
6.110

0.0002
0.0002
0.0002

*Pair-wise a posteriori tests among grazing treatments.

Fig. 4. Two variables in each of two groups of observations


where (a) the groups differ in correlation between variables,
but not in location or dispersion and (b) the groups differ
in dispersion, but not in location or correlation between
variables.

Fig. 5. Distribution of the non-parametric MANOVA


F-statistic for 4999 permutations of the data on assemblages
in different grazing treatments. The real value of F for these
data is very extreme by reference to this distribution
(F 5 36.62): thus there are strong differences among the
assemblages in different grazing treatments.

N ON -PA R A M ET R I C M A N OVA FOR ECOLOG Y

pairwise comparisons. These have the same interpretation as univariate t-tests, but they test the general
multivariate hypothesis of no difference between the
groups on the basis of the BrayCurtis (or other
chosen) distances. This is Students univariate
t-statistic if Euclidean distances are chosen for the
analysis of only one variable. P-values for each test are
obtained using separate sets of permutations that are
only done across the pair of groups being compared.
In this example, a random subset of 4999 permutations
was used (out of a possible 6.8 3 109) for each pairwise comparison.
For the analysis of the experimental removal of grazers, there was a significant difference among all pairs
of treatments: assemblages colonizing surfaces in cages
differed from those in the open or in cage controls
(t 5 8.07, P 5 0.0002 and t 5 6.11, P 5 0.0002, respectively). Grazers had a significant effect on the assemblages, which is consistent with the pattern of
separation of points corresponding to different treatments in the non-metric MDS plot (Fig. 6). The fact
that assemblages on open surfaces also differed significantly from those in cage controls (t 5 3.27,
P 5 0.0002) suggested that there was some additional
artifact due to the presence of a cage in the experiment.
An important point here is that the a posteriori comparisons just described did not make any correction for
experiment-wise error rate (Day & Quinn 1989).
Similarly, the multivariate pair-wise tests available in
the computer program NPMANOVA are not corrected for
experiment-wise error rate. This means that with an a
priori significance level of a 5 0.05, one should expect
to obtain a significant result in one out of every 20

39

independent tests by chance alone. Nevertheless, the


P-value obtained under permutation for any individual
pair-wise test is exact. Many of the methods used for
correcting error rates for multiple comparisons, such
as the Bonferroni method, are very conservative but
may be applied.

MORE COMPLEX DESIGNS


For more complex designs, we can start by considering the situation with two factors in a factorial (or
orthogonal) design. The principles used to partition the
variation directly from the distance matrix and to obtain
the statistics and permutation methods for individual
terms in the model can be readily generalized to other
multifactorial cases. The logic applied to multifactorial
ANOVA of univariate data (e.g. see Underwood 1981,
1997) also applies to the analysis of multivariate data
using this non-parametric procedure. For example,
tests of main effects should be examined after tests for
interactions.

Calculating the statistic

Let A designate factor 1 with a levels (treatments or


groups) and B designate factor 2 with b levels, with n
replicates in each of the ab combinations of the two factors. The total number of observations is N 5 abn. The
total sum of squares in the analysis is calculated as for
the one-way case according to equation (1). To partition
the variation, the within-group sum of squares for factor
A, ignoring any influence of B, is calculated as
SSW(A) 5

1 N1
S
bn i 5 1

d ij e(A)
ij

j 5 i 11

(5)

where e(A)
ij takes the value 1 if observation i and observation j are in the same group of factor A, otherwise it
takes the value of zero. Similarly, the within-group sum
of squares for factor B, ignoring any influence of A, is
1 N1
S
SSW(B) 5
an i 5 l

j 5 i 11

d ij e(B)
ij

(6)

Then, the corresponding sums of squares for each of


the main effects in the analysis are SSA 5 SST SSW(A)
and SSB 5 SST SSW(B).
The residual sum of squares is calculated by considering the interpoint distances within each of the ab
combinations of factor A and B, thus:
SSR 5
Fig. 6. Non-metric MDS plot of assemblages colonizing
intertidal surfaces in Quibray Bay in each of three different
grazing treatments: (m), cage control; (s), open; ( ) caged.

1 N1
S
n i5l

j 5 i 11

d ij e(AB)
ij

(7)

where e(AB)
takes the value 1 if observation i and obserij
vation j are in the same combination of factors A and
B, otherwise it takes the value of zero. We then can

40

M. J. ANDERSON

easily obtain the sum of squares corresponding to the


interaction term: SSAB 5 SST SSA SSB SSR. It may
be easier to consider the squared distances being
summed in equations (5) through (7) by reference to
their physical location in the distance matrix itself, as
illustrated in Fig. 7.
In the case of a two-factor design where one factor
is nested in the other, the same general approach is
used. In this case, however, there is no interaction term
in the analysis and we have instead SSB(A) 5 SST SSA
SSR, where B(A) denotes that factor B is nested in
factor A.
Having obtained appropriate sums of squares, the
construction of the pseudo F-statistic for each term in
the analysis for non-parametric MANOVA then follows
the same rules and formulae as it would for the usual
univariate ANOVA. The construction of the F-ratio
depends on the experimental design, that is, whether
factors are nested or factorial and whether they are fixed
or random, exactly as for univariate ANOVA (e.g.
Underwood 1981, 1997; Winer et al. 1991).

Doing the permutations

The method of permutation required to obtain an exact


test is not so simple if there is more than one factor in
the design. The choice of an appropriate permutation
method is not trivial and should be considered carefully for each term in the model. Indeed, the lack of
exact tests or knowledge of how the available approximate permutation tests might behave for complex
models has been a sticking point in the development
of multivariate non-parametric methods (e.g. Crowley
1992; Clarke 1993). To construct exact tests, two
important issues must be considered (Anderson & ter
Braak, unpublished data). First, which units should be
permuted (i.e. what are exchangeable under the null
hypothesis) and second, should any restrictions be
imposed on the permutations to account for other
factors in the design?
In many important situations, such as tests of interactions, no exact permutation test can be done. Also,
there are times when the exact test imposes so many

Fig. 7. Schematic diagram of the interpoint distances used


to partition the variability in the multivariate data set and to
calculate the sum of squares for each term in a two-factor
orthogonal design (each factor has two groups or levels). (a)
SSW(A) 5 sum of squared distances within groups of A (j),
divided by (bn). (b) SSW(B) 5 sum of squared distances
within groups of B ( ), divided by (an). (c) SSR 5 sum of
squared distances within combinations of AB ( ), divided
by (n) (residual sum of squares). SST 5 sum of squared
distances in the total half matrix, divided by (abn),
SSA 5 SST SSW(A), SSB 5 SST SSW(B), SSAB 5 SST SSA
SSB SSR.

N ON -PA R A M ET R I C M A N OVA FOR ECOLOG Y

restrictions as to render the test meaningless, due to


there being too few possible permutations left. In these
cases, approximate permutation tests should be used,
of which there are several alternatives, including
permutation of residuals and permutation of raw data
across all terms in the analysis (e.g. Freedman & Lane
1983; ter Braak 1992; Manly 1997). Some empirical
comparisons of these methods are provided by
Gonzalez and Manly (1998) and Anderson and
Legendre (1999).

ECOLOGICAL EXAMPLES
Two-way factorial design

The first example is from an experiment in Middle


Harbour (part of Sydney Harbour) to test for the effect
of shade and proximity to the seafloor on assemblages
of invertebrates and algae colonizing subtidal hard surfaces near marinas (Glasby 1999). The experiment was
a two-way crossed (orthogonal) design with n 5 4 replicate settlement plates (15 cm 3 15 cm sandstone)
either far from or near to the seafloor (the factor of
position; all plates were at a similar depth of approximately 2 m below low water) and in one of three
shading treatments: (i) shade (an opaque plexiglass
roof), (ii) a procedural control (a clear plexiglass roof),
and (iii) no shade. Organisms colonizing the plates after
33 weeks were counted and a total of 46 taxa were
included in the analyses. Organisms that occurred
only once across the entire data set were not included.
Non-parametric MANOVA was done on BrayCurtis
distances calculated from double-root transformed data
using the FORTRAN program NPMANOVA. The sample
size was reasonably small for this study (n < 5), so the

41

test was done using unrestricted permutation of raw


data (e.g. Manly 1997; Gonzalez & Manly 1998) with
4999 random permutations. Similar results were
obtained using permutation of residuals under a
reduced model (not shown).
There was no significant interaction of shade and
position, but both main effects were significant
(Table 3, Fig. 8). It was then of interest to compare the
groups corresponding to different shading treatments
using a posteriori tests (Table 3). It was not necessary
to do this for the effect of position, because this factor
only had two groups. Assemblages of organisms on
settlement plates near the bottom were extremely different from those far away from the bottom (Fig. 8). Also,
assemblages on shaded plates were significantly different from those on either the procedural control or on
unshaded plates, which themselves did not differ
(Table 3, Fig. 8). This analysis also shows how the effect
of position relative to the bottom was much greater than
the effect of shading on assemblages in this experiment
(compare the values of their mean squares in Table 3).
The non-parametric approach advocated here allows
tests of significance, but it also allows relative sizes of
effects to be compared directly through the partitioning
of the variation and examination of mean squares.

Three-way design, including nesting

The second example comes from an experiment to test


the hypothesis that the size of a patch available for

Table 3. Non-parametric MANOVA on BrayCurtis distances for assemblages of organisms colonizing subtidal sandstone settlement panels after 33 weeks in an estuary at
different distances from the seafloor (positions either near or
far) and in three different shading treatments
Source
Position
Shade
Position 3
shade
Residual
Total

d.f.
1
2
2
18
23

SS

MS

5595.40 5595.40
3566.44 1783.22
1238.94 619.47
7440.66
17 841.43

Comparison*
Shade versus control
Shade versus no shade
Control versus no shade

13.536
4.314
1.499

0.0002
0.0006
0.1394

413.37

1.783
1.987
0.866

0.0154
0.0018
0.5560

*Pair-wise a posteriori tests among shading treatments.

Fig. 8. Two-factor non-metric MDS plot of subtidal


assemblages colonizing sandstone settlement plates after
33 weeks in Middle Harbour that were either near to or far
from the seafloor and in one of three shading treatments. (r),
Shaded; ( ), control; (s), no shade; 1, far from the sea floor;
2, close to the sea floor.

42

M. J. ANDERSON

colonization would affect the succession of assemblages


in equal areas on those patches (Anderson 1998). This
hypothesis was tested using wooden panels of three
different sizes (10 cm 3 10 cm, 20 cm 3 20 cm and
40 cm 3 40 cm). Two panels of a given size were
attached to sticks that were then strapped to the
structure of an intertidal oyster farm in the Port
Stephens estuary in New South Wales, Australia in
January of 1995 (see Anderson 1998 for details). Six
sticks (two for each of the three patch sizes) were then
collected independently after periods of 3, 6, 9, 12
and 18 months of exposure to colonization. The experimental design thus consisted of three factors: time
(5 periods of submersion), patch (3 sizes) and sticks
(2 sticks per time 3 patch combination, a random
nested factor), with n 5 2 panels per stick. Organisms
colonizing panels were quantified in a 10 cm 3 10 cm
area from each panel (chosen randomly from the largersized panels). A total of 33 taxa were included in
multivariate analyses.
The analysis was done using NPMANOVA on Bray
Curtis distances calculated on double-root transformed data, as for the previous examples. In this case,
however, an exact permutation test for the nested factor
(sticks) was carried out by permuting the observations
randomly across sticks, but only within the 5 3 3 combinations of levels of time 3 patch. Then, for the test
of the upper-level terms (the main effects of time, patch
size and their interaction), individual replicates on a
stick were permuted together as a unit (i.e. whole sticks
were permuted). This is done so that the upper-level
effects can be tested against the variability across sticks,
not across individual replicates, as is necessary under
the null hypothesis for a nested hierarchy (e.g. Clarke
1993). For all tests, a subset of 4999 permutations was
used.
The nested factor of sticks was not significant in the
multivariate analysis, but the time 3 patch size interaction was significant (Table 4). Individual pair-wise
comparisons of effects of patch size for each time were
nearly identical to the one-way tests given in Anderson
(1998) using analysis of similarities (ANOSIM, Clarke
1993). Assemblages were significantly different on the
smallest patches compared to the other sized patches
after 3, 6, 9 or 12 months. Assemblages on the two
larger sized patches did not differ significantly from one
another except after 12 months. After 18 months,
assemblages were similar on all patch sizes.
Non-metric MDS plots helped to interpret these
results. Two separate ordinations were done on these
data, as the stress value for the non-metric MDS
plot that included all observations was too high for a
reasonable interpretation. The effect of different patch
sizes appeared to be fairly consistent (in terms of
its magnitude and direction) after 3, 6 or 9 months
(Fig. 9a). After 12 or 18 months, the observations
become more scattered within and across the groups

and the effects of patch size become less clear (Fig. 9b).
Increased dispersion (variability in assemblages) after
these longer periods of time, compared to earlier
periods, is seen clearly in the two-factor plot of stick
centroids (Fig. 9c, which includes all data). As noted
earlier, the tests are sensitive to such differences in dispersion. Overall, although the two factors did interact,
the effect of time (i.e. succession) was relatively more
important in distinguishing assemblages than the size
of the patch (compare their mean squares in Table 4),
and effects of patch size decreased through time for
these assemblages (see Anderson 1998 for further
details).

DISCUSSION
Natural temporal and spatial variability is intrinsic to
ecological systems. Indeed, variability might be considered the currency of ecological scientific work. It is
for this reason that statistical analysis plays such an
important role in the development of ecology as a
science. In Design of Experiments, R. A. Fisher (1935,
p. 4) wrote:
We may at once admit that any inference from the
particular to the general must be attended with
some degree of uncertainty, but this is not the
same as to admit that such inference cannot be
absolutely rigorous, for the nature and degree of
uncertainty may itself be capable of rigorous
expression.
Quantitative statistical inference is indeed what is
needed for the rigorous interpretation of mensurative
or manipulative ecological experiments. Although our
conclusions may be uncertain, they are still rigorous in
the sense that the degree of uncertainty can be
expressed in terms of mathematical probability. In univariate analysis, W. S. Gosset (Student 1908) made
this possible for comparisons of two treatments, while
R. A. Fisher made this possible for many treatments
and experimental factors. In a complex and intrinsically variable world, ANOVA allows us to identify simultaneous effects and interactions of more than one
factor, and to identify the uncertainty of our inferences
with rigour (e.g. Underwood 1981, 1997).
An important advance in the analysis of multivariate
data in ecology was the development of non-parametric
methods for testing hypotheses concerning whole
communities (e.g. Clarke 1988, 1993; Smith et al.
1990; Biondini et al. 1991). Some parallel advances
were made in the context of tests for significant clusters in cluster analysis (e.g. Good 1982; Gordon 1994).
Before these applications, particularly ANOSIM (Clarke
1993), became widely available, most multivariate
analyses in ecology focused on the reduction of dimensionality to produce and interpret patterns (ordination

N ON -PA R A M ET R I C M A N OVA FOR ECOLOG Y

43

methods) and the use of numerical strategies for placing


observations into natural groups (clustering). These
methods, although extremely useful towards their
purpose, do not rigorously express the nature and
degree of uncertainty concerning a priori hypotheses.
Methods like Mantels test (Mantel 1967), ANOSIM
(Clarke 1993) and multiresponse permutation procedures (Mielke et al. 1976) allow such rigorous
probabilistic statements to be made for multivariate
ecological data.
The drawback to such non-parametric tests is that
they cannot easily be extended to the multifactorial
designs so common now in ecological studies. Two
sticking points prevented this: (i) the lack of a generalized statistic for partitioning variation, and (ii) the lack
of appropriate permutation methods (e.g. Clarke 1993;
Legendre & Anderson 1999). Although traditional
test-statistics used for MANOVA allow partitioning,
their restrictive assumptions have prevented their
effective use in ecology. The method of distancebased redundancy analysis (Legendre & Anderson
Table 4. Non-parametric MANOVA on BrayCurtis distances for assemblages of organisms colonizing wooden
settlement panels of three different sizes after 3, 6, 9, 12 or
18 months on an intertidal oyster farm
Source

d.f.

Time
4
Patch Size
2
Time 3 patch 8
Sticks (time 3 15
patch)
Residual
30
Total
59

Comparison

SS

MS

30 305.71 7576.43 20.50


6414.99 3207.49
8.68
6224.03 778.004 2.10
5544.66 369.64
1.28
8697.09
57 186.48

P
0.0002
0.0002
0.0062
0.3384

289.90

3
6
9
12
18
months months months months months

Small versus
2.24*
medium
Small versus
2.30*
large
Medium versus 1.49
large

1.86*

1.48*

2.00*

1.38

2.87*

2.38*

2.54*

3.02*

1.47

1.69

1.75*

1.43

*P < 0.05; pair-wise a posteriori tests among patch sizes


within each time using the t-statistic. Sticks were ignored in
the pair-wise tests. There were 35 possible permutations for
each.

Fig. 9. Two-factor non-metric MDS plots of assemblages


colonizing intertidal wooden settlement panels of three different sizes for (a) periods of 3, 6 or 9 months and (b) periods of 12 or 18 months for raw data and (c) where centroids
were plotted corresponding to each stick across all combinations of time 3 patch size. The points corresponding to
assemblages after particular times of submersion (numbers
indicate the period in months) have been outlined for clarity. (d), Small; (h), medium; (m), large.

44

M. J. ANDERSON

1999) largely solved these issues, but it has many


rather complicated steps and involves the use of a
correction constant to distances. Although this
correction does not adversely affect the test (generally
making it more conservative, if anything), accurate
P-values are not given by this method in the case of
anything other than a one-factor design (McArdle &
Anderson, in press).
The method presented here has, in some sense,
combined the best of both worlds. Like the traditional
test-statistics, it can partition variation according to
any ANOVA design. Like the most flexible nonparametric methods, it can be based on any symmetric dissimilarity or distance measure (or their
ranks) and provides a P-value using appropriate permutation methods. That is, one can still choose a relevant transformation and an appropriate distance
measure (or use ranks of distances), consistent with the
method of ordination used to visualize patterns. By
using permutations, the test requires no specific
assumption concerning the number of variables or the
nature of their individual distributions or correlations.
The statistic used is analogous to Fishers F-ratio and
is constructed from sums of squared distances (or
dissimilarities) within and between groups. Another
feature of this statistic is that it is equal to to Fishers
original F-ratio in the case of one variable and when
Euclidean distances are used.
It is perhaps important to point out that the
BrayCurtis measure of dissimilarity may or may not
be the most appropriate measure to use in any given
situation. A point still commonly ignored is that
BrayCurtis and related measures, such as Kulczynskis
coefficient, will tend to under-estimate true ecological
distances when distances become large (i.e. when
observations have very few species in common),
as determined by simulations (Faith et al. 1987;
Belbin 1991). The BrayCurtis measure may therefore
only be useful insofar as it will produce reasonable
ecological ordinations, through the ranks used for
MDS. In light of this issue, Faith (1990) proposed
doing MANOVA on ordination scores obtained from
MDS.
An analysis based only on ordination scores will omit
some portion of the ecological information contained
in the original distance matrix and will depend on the
number of dimensions chosen for the MDS (Clarke
1993). The severity of this potential problem will
obviously increase with increases in the stress value
associated with an MDS plot. The actual amount
and the kind of information lost in reducing dimensions
using MDS are generally unknown and will depend
on the particular data set. Also, any subsequent
statistical inferences on ordination scores (using
traditional MANOVA, as described in Faith 1990; or
based on permutation tests) would be limited to
points in the ordination plots, rather than being applicable to the original observations.

It is not possible to identify a single best distance


measure for ecological data. The method described
here may be used with any distance measure chosen
(or on ranks of distances). It is useful to have the flexibility to choose a distance measure appropriate for the
data and hypothesis being tested. Although the
BrayCurtis measure has now become commonplace
in ecological studies (perhaps due to its availability in
the PRIMER computer program, or due to its intuitive
interpretation as percentage difference, or due to the
results presented in Faith et al. 1987), there are still
many rivals. Over 60 measures of similarity or dissimilarity have been described, with very few actual comparisons of their performance with different kinds
of ecological data (see Lamont & Grant 1979;
Legendre & Legendre 1998). This is undoubtedly an
area needing further research.
The approach advocated here is that multifactorial
analysis of variance, as successfully applied to univariate
data in ecology (e.g. Underwood 1981, 1997), can and
should also be applied to multivariate data for testing
hypotheses in a logical and rigorous way. It stands to
reason that the developments in experimental design
for ecology that require multifactorial ANOVA, in order
to, for example, avoid pseudo-replication (Hurlbert
1984), test for generality (Beck 1997) or test for environmental impact (e.g. Green 1979, 1993; Underwood
1993; Glasby 1997), should be incorporated into
multivariate analysis. The method described here
allows that to happen, but within a framework that is
general enough to suit our need for few assumptions
and flexibility in the multivariate analysis of ecological
data.

ACKNOWLEDGEMENTS
I am indebted to those who have worked on and developed multivariate methods and permutation tests that
have led to the ideas in this manuscript, including
K. R. Clarke, E. S. Edgington, R. A. Fisher,
P. Legendre, B. F. J. Manly, N. Mantel, B. H. McArdle,
L. Orlci, V. D. P. Pillar, E. P. Smith, and C. J. F. ter
Braak. I also owe a great deal to A. J. Underwood for
his work in the statistical analysis of ecological experiments using ANOVA, which inspired my pursuit of this
topic for multivariate analysis. T. Glasby kindly
provided data for the two-way factorial example. The
PRIMER computer program was provided courtesy of
M. R. Carr and K. R. Clarke, Plymouth Marine
Laboratories, UK. My colleagues at the Special
Research Centre for Ecological Impacts of Coastal
Cities provided logistic support, tested out the computer program and commented on earlier versions of
the manuscript. The computer program NPMANOVA is
available from the author. This research was supported
by a U2000 Post-doctoral Fellowship at the University
of Sydney.

N ON -PA R A M ET R I C M A N OVA FOR ECOLOG Y

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FORUM

An Entomologist Guide to Demystify Pseudoreplication: Data Analysis


of Field Studies With Design Constraints
LUIS FERNANDO CHAVES1,2

J. Med. Entomol. 47(3): 291298 (2010); DOI: 10.1603/ME09250

ABSTRACT Lack of independence, or pseudoreplication, in samples from ecological studies of


insects reects the complexity of working with living organisms: the nite and limited input of
individuals, their relatedness (ecological and/or genetic), and the need to group organisms into
functional experimental units to estimate population parameters (e.g., cohort replicates). Several
decades ago, when the issue of pseudoreplication was rst recognized, it was highlighted that
mainstream statistical tools were unable to account for the lack of independence. For example, the
variability as a result of differences across individuals would be confounded with that of the experimental units where they were observed (e.g., pans for mosquito larvae), whereas both sources of
variability now can be separated using modern statistical techniques, such as the linear mixed effects
model, that explicitly consider the different scales of variability in a dataset (e.g., mosquitoes and pans).
However, the perception of pseudoreplication as a problem without solution remains. This study
presents concepts to critically appraise pseudoreplication and the linear mixed effects model as a
statistical solution for analyzing data with pseudoreplication, by separating the different sources of
variability and thereby generating correct inferences from data gathered in studies with constraints
in randomization.
KEY WORDS linear mixed effects model, Culex quinquefasciatus, Anopheles nuneztovari, bootstrap,
data analysis

Pseudoreplication is probably one of the most widely


cited and misunderstood concepts in the statistical
analysis of ecological studies on insects and other
organisms. Pseudoreplication is dened as the use of
inferential statistics to test for treatment effects with
data from experiments where either treatments are
not replicated . . . or replicates are not statistically different . . . (Hurlbert 1984). This concept has been
very inuential and pervasive, to the extent that pseudoreplication is widely cited as a major aw of most
eld studies (Heffner et al. 1996). Hurlberts major
claim was correct, and he basically showed that mainstream statistical tools at that time (e.g., analysis of
variance) were not suitable for the analysis of most
experimental designs. However, the uncritical appraisal of his study has been a major barrier for the
publication of results and, therefore, the advancement
of ecology (Oksanen 2001). Hurlberts study did not
prevent the unsuitable analysis of valuable datasets or
the proliferation of unsound experimental practices,
such as the movement of sampling units to control for
spatial/temporal variability (Alto and Juliano 2001a,
2001b; Reiskind and Wilson 2004). As thoughtfully
1 Corresponding author: Department of Environmental Studies,
Emory University, 400 Dowman Drive, Suite E510, Atlanta GA 30322
(e-mail: lfchave@emory.edu).
2 Laboratorio de Biologa Teo
rica, Instituto de Zoologa y Ecologa
Tropical, Facultad de Ciencias, Universidad Central de Venezuela,
Caracas, Venezuela.

presented by Oksanen (2001), the goal of ecological


studies is not the application of statistical analysis to
ecological data per se, but rather its application to the
understanding of ongoing ecological phenomena from
variation of individual phenotypic traits to the assemblages of organisms in populations, communities, and
ecosystems. Unlike physics or chemistry, in which the
supply of individual objects of study is practically
unlimited, the objects of study for an entomologist (or
more generally a naturalist) are nite and constrained.
Thus, limitations in randomization will likely arise, and
the science of statistics has developed new solutions to
correctly analyze the lack of independence in eld
data since Hurlberts study (Millar and Anderson
2004). The current forum article presents the following: 1) key concepts of experimental design to critically appraise and demystify the concept of pseudoreplication; 2) linear mixed effects models
(LMEMs) as powerful tools to analyze data originated
from constrained designs or to produce more general
inferences from classical randomized designs (e.g.,
blocks); and 3) how these tools can be used to further
gain insights from the data that can strengthen our
understanding of insect ecology. In developing point
2, equations and a guide to interpret them as models
used to analyze common entomological data are presented, as well as the implementation of this type of
analysis in the open source software R.

0022-2585/10/02910298$04.00/0 2010 Entomological Society of America

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JOURNAL OF MEDICAL ENTOMOLOGY

Field Studies, Experiments, and Statistical Data


Analysis
Experiments are one of the major tools for hypothesis testing (Fisher 1935). In general, the idea is to
subject individual units of observation to varying degrees of independent and/or controllable factor(s),
and to determine how the levels of variation explain a
given pattern (Box 1980). Field studies focus on the
impacts of natural (or controlled) variation in environmental factors on individual units of observation.
Hypothesis testing has been central to the development of modern science, to the point that hypothesisdriven experiments or eld studies are one of the most
prominent requirements for project support by funding agencies. One of the major reasons for the widespread appeal of hypothesis-driven experiments and
eld studies has been their close association with tools
for data analysis to determine the impact of different
independent variables. The best example of a statistical tool guiding experimental design is the use of the
linear model (LM). This model assumes that variability across a set of individual units of observation (yi)
is explained by a series of n independent variables (x1,
x2, . . . , xn) and by a unique source of unexplained
variability, normally referred to as error (). These
models are linear, because the parameters enter linearly into the equation that relates the independent
variables to the outcome (Faraway 2006, Chaves and
Pascual 2007). A major constraint of these models is
that they assume total independence among the subjects of study, i.e., individual observation units are
unrelated at least within strata (i.e., after accounting
for the explanatory variables), which is the formal
denition of replication. When there is a lack of
independence across objects of study (i.e., pseudoreplication), the use of LMs with a unique source of
variability is inappropriate, because the variability is
modeled incorrectly and can lead to spurious inferences. For example, if mosquitoes are reared in pans
(or kissing bugs in jars) to measure body size of emerging adults from different experimental conditions, the
lack of independence that arises from the aggregation
into pans (or jars) will inate the error value (a.k.a.
residual variance) of the LM, in some cases leading to
incorrect inferences when the LM is compared with a
model that explicitly models the lack of independence
because of the aggregation into a functional experimental unit (i.e., the pan or jar). More than 20 yr ago,
because of the limited statistical toolbox in ecology,
this issue was a major problem for the correct analysis
of datasets from studies with design constraints (Hurlbert 1984). However, strategies to handle the problem
of pseudoreplication were around at the time. For
example, in evolutionary ecology, individuals have
different degrees of common descent, and this variability by itself is often a subject of study. In the 1980s,
it was common to use nested half-sibling designs to
estimate the variance of families and individuals belonging to those families (Conner and Hartl 2004).
Also, the use of dened designs such as Greco-Roman
squares, Roman squares, and fractional factorials was

Vol. 47, no. 3

well established in the eld of engineering and process


control (Montgomery 2005). Some of these balanced
designs were even used in studies of medically important insects (Carpenter 1982, Chesson 1984). In
fact, sophistication in randomization, when possible,
can be very useful to evaluate the impact of strategies
to control human-vector contact (Kirby et al. 2008).
For example, randomized control trials have been
used to demonstrate the importance of mosquito
screening in reducing the risk of malaria transmission
(Kirby et al. 2009). However, one of the major limitations of designs that handle pseudoreplication is the
need for balanced designs, i.e., an equal number of
replicates per treatment. The inability to analyze unbalanced designs with unequal number of replicates
per treatment has been overcome with the development of maximum likelihood methods, especially the
restricted maximum likelihood method and its application to estimate LMEM (Pinheiro and Bates 2000).
LMEM has the same fundamental assumptions of the
LM; it tries to explain the sources of variability across
a set of individual units of observation (yi) as function
of a series of n independent variables (x1, x2, . . . ., xn),
referred to as xed factors, but it can incorporate
additional sources of variability (the random factors),
besides the error (). The random factors can accommodate the lack of independence among the individual units of observation as a result of spatial, temporal,
genetic, or any exogenous environmental factor that is
not fully randomized. For example, the variance of
functional experimental units such as pans for mosquitoes or jars for kissing bugs can be explicitly modeled, thus allowing the proper estimation of the
error variance, and thus limiting the chances of
committing a type II error, i.e., rejecting the null
hypothesis when true. Therefore, LMEMs allow the
statistical analysis of pseudoreplicated data. The
next section will provide a series of examples illustrating the use of LMEMs and how they compare
with similar LMs. The data used in the examples and
code to perform the analyses using the open source
statistical software R are included as supplementary
online material (http://www.envs.emory.edu/research/
Chaves_SOM_Pseudoreplication.html).
LMs Versus LMEMs
Factorial Designs. To illustrate the most basic differences between LMs and LMEMs, I reference a eld
experiment designed to study oviposition by Culex
quinquefasciatus Say in Atlanta, GA (Chaves et al.
2009). Cx. quinquefasciatus larvae are normally absent
from lotic systems, such as rivers and creeks. However,
several cities have relic sewage treatment systems
where runoff water and sewage are combined in the
same system, and after large rainfall events the combined sewage efuent can overow into urban water
bodies (Chaves et al. 2009). In this experiment, the
effects of combined sewage overow water and nutrient addition on oviposition site selection by this
mosquito species were studied using 10 experimental
pools (water containers) at four sites in a forest patch.

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CHAVES: DEMYSTIFYING PSEUDOREPLICATION

Table 1. Analysis of variance for the effects of water quality


and nutrient addition on the ln of total number of egg rafts 1
oviposited over 5 d by Culex quinquefasciatus in Atlanta, GA
(Chaves et al. 2009)
Factor

df

Sum
Mean
square square

Water (1)
Nutrient (2)
Water nutrient (3)
Block (4)
Error ()

1
1
1
3
9

0.653
50.634
0.013
0.467
0.58

0.653
50.634
0.013
0.156
0.064

ulation and models block variability as a random


factor (Fig. 1). The equivalent to equation 1 for a
LMEM is:
y il 1x 1 2x 2 3x 1x 2 l il

F Value

Pr(F)

10.1401
786.0312
0.2055
2.4186

0.01111*
4.54E-10*
0.66105
0.13339

This design was balanced. Original data and R code for analysis are
in the supplementary online material (http://www.envs.emory.edu/
research/Chaves_SOM_Pseudoreplication.html).
*Statistically signicant (P 0.05).

For this example, data will be used from the experiment when egg rafts were removed daily. Data use has
been restricted to a randomly extracted subsample
from the original data (only four pools per site) to
have a dataset similar to that of a balanced design. In
this experiment, oviposition (y) was measured by
counting the total number of egg rafts oviposited over
5 d. The experiment has three independent variables
(i.e., n 3): 1) x1 water quality (with two levels:
combined sewage overow water and tap water as
control); 2) x2 nutrient addition (added or absent
as control); and 3) x3 sites (four in total). Only x1
and x2 are factors (each with two levels), because x3
is an independent variable considered to test the
block effects of forest site on oviposition. Because
all treatments were present at each site, this is a
randomized block 2 2 factorial design, which is
randomized because both factors were present in all
four sites (blocks in the model), and 2 2 factorial
because each factor has two levels. The goal of a
factorial experiment is to test whether the factors
interact, which can be expressed by the following
LM:
y il 1x 1 2x 2 3x 1x 2 4x 3l il [1]
where is the average value of the observations; 1,
2, and 4 quantify the impact of each independent
variable; 3 the interaction of water quality and nutrient addition; and is the error, which is assumed to
be normally distributed. The subscript l denotes block
(site within the forest patch), and i is for individual
pools within a block (containers in a forest site).
Therefore, yil is the total number of rafts from a
given pool and block (i.e., container in a site). Table
1 shows the results of the analysis of variance for the
data using the model presented in (1). The natural
logarithm transformation of ln (y 1) is done to
normalize the data and fulll model assumptions.
Table 1 shows that neither block nor the interaction
between water quality and nutrient addition was
signicant (P 0.05).
The inuence of water quality and nutrients on Cx.
quinquefasciatus oviposition can be reanalyzed using a
LMEM. By contrast with the LM analysis, in which
inferences are done over blocks, the LMEM assumes
that blocks are random samples from a larger pop-

293

[2]

where , the s, and y and have the same interpretation as in equation 1, and quanties the variability
across the blocks, which is assumed to be normally
distributed. The signicance of factors can be tested
using F tests, which work well when designs are balanced (equal number of samples per treatment and
block) and parameters can be estimated using maximum likelihood. More generally, signicance may be
tested using parametric bootstraps, for balanced or
unbalanced designs where parameters are estimated
by restricted maximum likelihood (Pinheiro and Bates
2000, Faraway 2006). Table 2 shows the results of an
analysis of deviance, with parameters of equation 2
estimated using restricted maximum likelihood and
inference based on 1000 replications of parametric
bootstrap (an analysis in which datasets are simulated
and the results of likelihood ratio tests for studied
factors are compared with those of the true data to
compute the signicance of factors). In this example,
inference about the impact of water quality and nutrient addition is qualitatively similar using LM or
LMEM. However, LMEM provides additional insight;
it indicates oviposition is nely grained. The variance
at the individual container level is larger than at the
block level (Table 2: 0.059 and 0.024), a
pattern also observed in the original study for the full
dataset (Chaves et al. 2009). The data can be observed
in Fig. 2.
Constrained Designs. One of the major limitations
of the LM is that it is not suited to analyze datasets with
constraints in randomization. For example, all replicates from a treatment should be present in all blocks.
This is a frequent limitation in eld studies in which
features of a given landscape cannot be altered, an
underlying motivation behind split-plot designs, in
which some treatments do not vary across blocks.
Split-plots are widely used in agriculture (Faraway
2006) and economic entomology (Blumberg et al.
1997, Haile et al. 2000, Oyediran et al. 2007). However,
constraints in randomization can also arise as a product of other trade-offs in experimentation or by the
nature of the questions asked. For example, the original design of Chaves et al. (2009) was unbalanced in
the sense that each block had an unequal number of
replicates for each one of the treatments. However, for
each block the amount of total nutrients and water
quality was constant; one of the questions was to
determine the grain of mosquito perception for oviposition choices. The largest variance was among the
individual oviposition containers, indicating a nely
grained perception, in contrast to a scenario of
coarsely grained mosquito perception, in which the
largest variance would be expected for the blocks or
sites. To illustrate the analysis of constrained designs,
the original data of Chaves et al. (2009) are sampled
in such a way that all experimental pools with nutrients added and combined sewage overow water

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Vol. 47, no. 3

Fig. 1. Blocks: xed or random? The left panel shows the case for blocks as a xed factor in LM, in which the assumption
is that inferences are exclusive for the observed blocks (within squares). The right panel shows the case for blocks as a random
factor in LMEMs, in which the observed blocks (within squares) come from a larger population (i.e., blocks inside and outside
squares). (Online gure in color.)

came from the same block (Fig. 2), and therefore the
design becomes unbalanced (Fig. 3). Thus, the LM
from equation 1 cannot be employed to analyze the
data, but the LMEM from equation 2 is suitable for
such an analysis. Results are presented in Table 3 and
are similar to those presented in Table 2, showing a
decreased variability in the blocks and a larger error.
In summary, LMEMs can uncover the same variance
pattern in data under pseudoreplication, a major advantage over LMs.
Table 2. Analysis of deviance for the effects of water quality
and nutrient addition on the ln of total number of egg rafts 1
oviposited over 5 d by Culex quinquefasciatus in Atlanta, GA
(Chaves et al. 2009)
Fixed

df

Log likelihood

LRT

Water (1)
Nutrient (2)
Water nutrient (3)

1
1
1

7.241
31.089
4.304

5.874
53.569
8.612

0.009*
0.000*
0.664

Random
Blocks ()
Error ()

Mean square (variance)

Spatial Variability
Organisms can be clustered in space, for example,
the larvae of mosquitoes can be associated with only
certain habitats where eggs are oviposited, thus making their abundance autocorrelated in space (Pitcairn
et al. 1994). Several statistical tools can accommodate
the lack of spatial independence in data from eld
studies (Fortin and Dale 2005), and they have been
widely used with insects of medical importance
(Koenraadt et al. 2007, 2008; Vazquez-Prokopec et al.
2008). However, their description is outside the scope
of this article. LMEM can also be used to consider
spatial variability. LMEM are especially suitable for
cases when spatial scales are nested. For example,
mosquito larval samples coming from containers in
several houses that belong to the same neighborhood
are hierarchically nested. Several studies have used
this approach in recent studies on medically important
insects (Harrington et al. 2008, Chaves et al. 2009,
Gurtler et al. 2009). The LMEM tting procedure is
similar to the one used next to consider the lack of
temporal independence in longitudinal studies.

0.024
0.059

This design was balanced. Original data and R code for analysis are
in the supplementary online material (http://www.envs.emory.edu/
research/Chaves_SOM_Pseudoreplication.html). LRT, likelihood ratio test.

Obtained with a parametric bootstrap.


*Statistically signicant (P 0.05).

Longitudinal Studies
The fact that observations are repeated through
time in the same place (or from the same organisms)
can lead to data that are not independent and are
autocorrelated in time. One approach to this problem

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CHAVES: DEMYSTIFYING PSEUDOREPLICATION

295

Table 3. Analysis of deviance for the effects of water quality


and nutrient addition on the ln of total number of egg rafts 1
oviposited over 5 d by Culex quinquefasciatus in Atlanta, GA
(Chaves et al. 2009)
Fixed

df

Log likelihood

LRT

Water (1)
Nutrient (2)
Water nutrient (3)

1
1
1

10.45
29.03
7.711

5.477
42.638
0.0409

0.012*
0.000*
0.801

Random
Blocks ()
Error ()

Mean square (variance)


5.0405e-14
0.125

This design was unbalanced (because of the sampling from the full
dataset). Original data and R code for analysis are in the supplementary online material (http://www.envs.emory.edu/research/Chaves_
SOM_Pseudoreplication.html). LRT, likelihood ratio test.

Obtained with a parametric bootstrap.


*Statistically signicant (P 0.05).

Fig. 2. Boxplots (median and quartiles) for the natural


logarithm number of Cx. quinquefasciatus egg rafts 1: (A) in
the balanced (Tables 1 and 2) and (B) unbalanced (Table 3)
block designs to study the effects of water quality and nutrient
enrichment on oviposition. Tap indicates tap water and CSO
indicates combined sewage overow water. Y stands for nutrient addition, and N for no additional nutrients. Data extracted
from Chaves et al. (2009). Original data are available in the
supplementary online material (http://www.envs.emory.edu/
research/Chaves_SOM_Pseudoreplication.html).

is to use repeated measurements analysis (Faraway


2006) and time series analysis techniques (Shumway
and Stoffer 2000, Chaves and Pascual 2007). Time
series techniques have been used for longitudinal
studies of some vectors (Hayes and Downs 1980,
Strickman 1988, Feliciangeli and Rabinovich 1998,
Scott et al. 2000, Salomon et al. 2004). Alternatively,
LMEM can model the lack of temporal independence
as a random factor, which is one of the many methods

for repeated measurements analysis (Faraway 2006).


Modeling the lack of temporal independence will be
illustrated by examining data from a study on the
biting and resting behavior of anophelines using experimental huts in three villages of western Venezuela
(Rubio-Palis and Curtis 1992). Mosquitoes were collected during two nights per month and by catching
the landing mosquitoes on the legs of two catchers
between 1900 and 0700 hours, inside and outside experimental huts. Although several species were found,
only data for Anopheles nuneztovari Gabaldo n from
Guaquitas collected between August 1988 and October 1989 will be analyzed in this study (Fig. 4). In this
case, the response or dependent variable (y) is the
total number of landings for all huts, as presented in
the original study (Rubio-Palis and Curtis 1992). The
xed factors are as follows: 1) x1, the site with two
levels, inside and outside the hut; 2) x2, the landing time
with 12 levels corresponding to the hours between 1900
and 0700 hours; and 3) x3, the rainfall season with two
levels: dry (December-May) and wet (JuneNovember). The random factors consider the different scales of
temporal variability: 1) l, the year l; 2) kl, the month k
within a given year l; 3) jkl, the sampling day j within a
given month k and year l; and 4) ijkl, which is the error
i (error for an observation belonging to day j within a
given month k and year l). All random factors are assumed to be independent and normally distributed. The
model equation is as follows:
y ijkl 1x 1 2x 2 3x 3 4x 2x 3
l kl jkl ijkl [3]

Fig. 3. Unbalanced design. Note that one block contains


all samples with added nutrients and combined sewage overow water, and other treatments have unequal number
across other blocks. (Online gure in color.)

In this model, represents the mean value of all


observations; 1, 2, and 3 quantify the impact of each
independent variable on the number of landings; and
4 the interaction of season and landing time. Note
that choice of factors is dictated by the study objective:
quantication of the seasonal nocturnal biting pattern
outside and inside the experimental huts. Such quantication requires landing time, site, and season to be
treated as xed independent variables. The other temporal variables need to be random factors accounting

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Vol. 47, no. 3

Fig. 4. Boxplots (median and quartiles) for the hourly number of Anopheles nuneztovari landings: (A) outside the house,
dry season; (B) inside the house, dry season; (C) outside the house, wet season; (D) inside the house, wet season. Data
extracted from Rubio-Palis and Curtis (1992). Original data are available in the supplementary online material (http://
www.envs.emory.edu/research/Chaves_SOM_Pseudoreplication.html).

for the lack of independence that arises from the repeated measurements through time. There was no variability because of the year of the observation ( 0; see
supplementary online material http://www.envs.emory.
edu/research/Chaves_SOM_Pseudoreplication.html),
and a simpler model, without a parameter for the annual
variability, was t, as follows:

effects of site and season are statistically signicant


(P 0.05). Daily observations for each month were
more homogeneous, having a lower variance than
those observations across months. For comparison
purposes, a LM was also t, as follows:
y i 1x 1 2x 2 3x 3 4x 2x 3
i . . .

y ijk 1x 1 2x 2 3x 3 4x 2x 3 k
jk ijk [4]
Results for this model are presented in Table 4. The
interaction between season and time and the main
Table 4. Analysis of deviance for the effects of site, landing
time, and season on Anopheles nuneztovari abundance in Guaquitas, Venezuela (Rubio-Palis and Curtis 1992)
Factor

df

Log likelihood

LRT

Site (1)
Landing time (2)
Season (3)
Landing time
season (4)

1
11
1
11

3550
3619
3548
3542

15.1
154.2
11.2
124.4

0.000*
0.073
0.000*
0.000*

Random
Month ()
Day ()
Error ()

Mean square (variance)


751.46
182.68
1669.42

Original data and R code for analysis are in the supplementary


online material (http://www.envs.emory.edu/research/Chaves_
SOM_Pseudoreplication.html). LRT, likelihood ratio test.

Obtained with a parametric bootstrap.


*Statistically signicant (P 0.05).

[5]

Table 5 shows the results for the analysis with equation 5. All factors are signicant with this model (P
0.05). However, when compared with the model with
random effects, the main effect for landing time is not
signicant when the lack of independence in the data
is properly modeled with a LMEM (Table 4). These
analyses illustrate one of the problems of incorrectly
Table 5. Analysis of variance for the effects of site, landing
time, and season on Anopheles nuneztovari abundance in Guaquitas, Venezuela (Rubio-Palis and Curtis 1992)
Factor

df

Sum
square

Mean
square

F Value

Pr(F)

1
17,914 17,914
6.727
0.009704*
Site (1)
5.5483
1.55E-08*
Landing time (2) 11 162,525 14,775
1 286,446 286,446 107.5666 2.2e-16*
Season (3)
11
77,851
7077
2.6577
0.002432*
Landing time
season (4)
Error ()
671 178,6849
2663
Original data and R code for analysis are in the supplementary
online material (http://www.envs.emory.edu/research/Chaves_
SOM_Pseudoreplication.html).
*Statistically signicant (P 0.05).

May 2010

CHAVES: DEMYSTIFYING PSEUDOREPLICATION

modeling the lack of independence across observations: the LM rejects a null hypothesis that is true
(type II error) by saying that landing time by itself is
signicant (Table 5), when in reality it is only significant when considered in conjunction with the season
(Table 4).
Pseudoreplication: an Issue of the Past
As shown in this forum, pseudoreplication no longer
is an issue preventing the statistical analysis of experiments and eld studies. Current statistical tools such
as LMEM can model the lack of independence in eld
observations. However, pseudoreplication will most
likely always be present in any ecological study, because of the complexity of working with living organisms that constrains full randomization or limits the
number of replicates. Although other objects of study,
like molecules or atoms, are numerous and widespread, samples of living organisms are comparatively
few and organisms always are evolutionary and ecologically related at some scale. Although this forum has
been focused on demystifying statistical concepts and
presents how to use LMEM models to address the lack
of independence in datasets, the ingenuity of statisticians is laudable because many other techniques outside the scope of this article have been developed over
recent years. A best example includes the extension of
LMEM to accommodate non-normal observations in
generalized LMEMs (Bolker et al. 2009). Other tools
that do not consider the individual variability of observations, but rather the average across all samples,
like the generalized estimating equations (Faraway
2006), can address the lack of independence in observations, and have been used in the study of medically important insects (Lindblade et al. 2000, Gurevitz et al. 2009). A third line of new computer-based
tools, including neural networks, trees (Olden et al.
2008), and random forests (Ruiz et al. 2010), does not
have assumptions on data independence, and has been
successfully used to study insects of public health
importance (Hu et al. 2006, Ruiz et al. 2010). Thus,
pseudoreplication should no longer be considered as
a major aw that impairs the statistical analysis of
experiments and eld studies. Independence constraints in the manipulation and observation of organisms are adequately handled by many available statistical tools, thus enabling valid inferences from
valuable entomological data.
Acknowledgments
I am thankful to Yasmin Rubio-Palis for sharing her original data on Anopheles nuneztovari from Guaquitas, Venezuela. This work was funded by a Gorgas Research Award from
the American Society of Tropical Medicine and Hygiene and
Emory University. This work also beneted from comments
by the editor, anonymous reviewers, Jorge Rabinovich,
Nicole Gottdenker, and Greg Decker, and helpful discussions
from a National Institutes of Health-Research and Policy on
Infectious Disease Dynamics (NIH-RAPIDD) study group
on mosquito-borne diseases.

297

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Received 12 October 2009; accepted 20 January 2010.