1 General Purpose
Multivariate analysis is a method that,
simultaneously, assesses more than a single outcome variable. It is
different from repeated measures analysis of variance and mixed
models, that assess both the difference between the outcomes and
the overall effects of the predictors on the outcomes. Multivariate
analysis, simultaneously, assesses the separate effects of the
predictors on one outcome adjusted for the other. E.g., it can
answer clinically important questions like: does drug-compliance
not only predict drug efficacy but also, independently of the first
effect, predict quality of life.
Path statistics can be used as an
alternative approach to multivariate analysis of variance (MANOVA)
(Chap. 18), with a result similar to that of
the more complex mathematical approach used in MANOVA.
2 Schematic Overview of Type of Data File

3 Primary Scientific Question
Does the inclusion of additional
outcome variables enable to make better use of predicting
variables.
4 Data Example
The effects of non compliance and
counseling on treatment efficacy of a new laxative was assessed in
the Chap. 16. But quality of life scores are
now added as additional outcome variable. The first 10 patients of
the data file is given underneath.
Stools
|
Qol
|
Counsel
|
Compliance
|
24,00
|
69,00
|
8,00
|
25,00
|
30,00
|
110,00
|
13,00
|
30,00
|
25,00
|
78,00
|
15,00
|
25,00
|
35,00
|
103,00
|
10,00
|
31,00
|
39,00
|
103,00
|
9,00
|
36,00
|
30,00
|
102,00
|
10,00
|
33,00
|
27,00
|
76,00
|
8,00
|
22,00
|
14,00
|
75,00
|
5,00
|
18,00
|
39,00
|
99,00
|
13,00
|
14,00
|
42,00
|
107,00
|
15,00
|
30,00
|
5 Traditional Linear Regressions
The entire data file is entitled
“chapter17multivariatewithpath”, and is in extras.springer.com.
Start by opening the data file in SPSS. For analysis the
statistical model Linear in the module Regression is
required.
Command:
-
Analyze....Regression....Linear....Dependent: therapeutic efficacy....Independent(s): counseling....OK.
Coefficientsa
Model
|
Unstandardized coefficients
|
Standardized coefficients
|
t
|
Sig.
|
||
---|---|---|---|---|---|---|
B
|
Std. error
|
Beta
|
||||
1
|
(Constant)
|
8,647
|
3,132
|
2,761
|
,009
|
|
Counseling
|
2,065
|
,276
|
,794
|
7,491
|
,000
|
The above table shows (1) the effect
of counseling on therapeutic efficacy.
Similar commands produce
(2) the effect of counseling on
quality of life (qol)
(3) the effect of compliance on
qol
(4) the effect of compliance on
therapeutic efficacy
(5) the effect of compliance on
counseling.
Coefficientsa
Model
|
Unstandardized coefficients
|
Standardized coefficients
|
t
|
Sig.
|
||
---|---|---|---|---|---|---|
B
|
Std. error
|
Beta
|
||||
1
|
(Constant)
|
69,457
|
7,286
|
9,533
|
,000
|
|
Counseling
|
2,032
|
,641
|
,483
|
3,168
|
,003
|
Coefficientsa
Model
|
Unstandardized coefficients
|
Standardized coefficients
|
t
|
Sig.
|
||
---|---|---|---|---|---|---|
B
|
Std. error
|
Beta
|
||||
1
|
(Constant)
|
59,380
|
11,410
|
5,204
|
,000
|
|
Non-compliance
|
1,079
|
,377
|
,446
|
2,859
|
,007
|
Coefficientsa
Model
|
Unstandardized coefficients
|
Standardized coefficients
|
t
|
Sig.
|
||
---|---|---|---|---|---|---|
B
|
Std. error
|
Beta
|
||||
1
|
(Constant)
|
10,202
|
6,978
|
1,462
|
,153
|
|
Non-compliance
|
,697
|
,231
|
,465
|
3,020
|
,005
|
Coefficientsa
Model
|
Unstandardized coefficients
|
Standardized coefficients
|
t
|
Sig.
|
||
---|---|---|---|---|---|---|
B
|
Std. error
|
Beta
|
||||
1
|
(Constant)
|
4,228
|
2,800
|
1,510
|
,141
|
|
Non-compliance
|
,220
|
,093
|
,382
|
2,373
|
,024
|
Next similar commands are given to
produce two multiple linear regressions:
(6) the effects of counseling and
compliance on qol
(7) the effects of counseling and
compliance on treatment efficacy.
Model summary
Model
|
R
|
R square
|
Adjusted R square
|
Std. error of the estimate
|
---|---|---|---|---|
1
|
,560a
|
,313
|
,270
|
13,77210
|
ANOVAa
Model
|
Sum of squares
|
df
|
Mean square
|
F
|
Sig.
|
|
---|---|---|---|---|---|---|
1
|
Regression
|
2766,711
|
2
|
1383,356
|
7,293
|
,002b
|
Residual
|
6069,460
|
32
|
189,671
|
|||
Total
|
8836,171
|
34
|
Coefficientsa
Model
|
Unstandardized coefficients
|
Standardized coefficients
|
t
|
Sig.
|
||
---|---|---|---|---|---|---|
B
|
Std. error
|
Beta
|
||||
1
|
(Constant)
|
52,866
|
11,092
|
4,766
|
,000
|
|
Counseling
|
1,541
|
,667
|
,366
|
2,310
|
,027
|
|
Non-compliance
|
,740
|
,384
|
,306
|
1,929
|
,063
|
Model summary
Model
|
R
|
R square
|
Adjusted R square
|
Std. error of the estimate
|
---|---|---|---|---|
1
|
,813a
|
,661
|
,639
|
5,98832
|
ANOVAa
Model
|
Sum of squares
|
df
|
Mean square
|
F
|
Sig.
|
|
---|---|---|---|---|---|---|
1
|
Regression
|
2232,651
|
2
|
1116,326
|
31,130
|
,000b
|
Residual
|
1147,520
|
32
|
35,860
|
|||
Total
|
3380,171
|
34
|
Coefficientsa
Model
|
Unstandardized coefficients
|
Standardized coefficients
|
t
|
Sig.
|
||
---|---|---|---|---|---|---|
B
|
Std. error
|
Beta
|
||||
1
|
(Constant)
|
2,270
|
4,823
|
,471
|
,641
|
|
Counseling
|
1,876
|
,290
|
,721
|
6,469
|
,000
|
|
Non-compliance
|
,285
|
,167
|
,190
|
1,705
|
,098
|
The above tables show the correlation
coefficients of the two multiple regressions (r = 0,813 and 0,
560), and their levels of significance. Both of them are
significant, meaning that the correlation coefficients are much
larger than zero than could happen by chance.
6 Using the Traditional Regressions for Multivariate Analysis with Path Statistics
First, we have to check whether the
relationship of either of the two predictors with the two outcome
variables, treatment efficacy and quality of life, is significant
in the usual simple linear regression: they were so with p-values
of 0,0001, 0,005, 0,003 and 0,007. Then, a path diagram with
standardized regression coefficients is constructed. The underneath
figure gives the decomposition of correlation between treatment
efficacy and qol.
The standardized regression
coefficients of the residual effects are obtained by taking the
square root of (1- R Square). The standardized regression
coefficient of one residual effect versus another can be assumed to
equal 1.00.

1.
|
Direct effect of counseling
|
|
0.79 × 0.48 =
|
0.38
|
|
2.
|
Direct effect of non-compliance
|
|
0.45 × 0.47 =
|
0.21
|
|
3.
|
Indirect effect of counseling and
non-compliance
|
|
0.79 × 0.38 × 0.45 + 0.47 × 0.38 × 0.48
=
|
0.22
|
|
4.
|
Residual effects
|
|
1.00 × 0.58 × 0.83 =
|
0.48 +
|
|
Total
|
1.29
|
A path statistic of 1.29 is
considerably larger than that of the single outcome model: 1.29
versus 0.46 (Chap. 16), 2.80 times larger. Obviously,
two outcome variables make better use of the predictors in our data
than does a single one. An advantage of this nonmathematical
approach to multivariate regression is that it nicely summarizes
all relationships in the model, and it does so in a quantitative
way as explained in the above figure.
7 Conclusion
Multivariate analysis is a linear
model that works with more than a single outcome variable. It,
thus, simultaneously, assesses the separate effects of the
predictors on one outcome adjusted for the other. E.g., it can
answer clinically important questions like: does drug-compliance
not only predict drug efficacy but also, independently of the first
effect, predict quality of life. The current chapter shows that
path statistics can be used as an alternative approach to
multivariate analysis of variance (MANOVA) (Chap. 18), with a result similar to that of
the more complex mathematical approach used in MANOVA.
8 Note
More background, theoretical, and
mathematical information of multivariate analysis with path
statistics is given in Statistics applied to clinical trials 5th
edition, Chap. 25, Springer Heidelberg Germany, 2012, from the same
authors.