11  Visualizing Multivariate Models

Tests of multivariate models, including multivariate analysis of variance (MANOVA) for group differences and multivariate multiple regression (MMRA) can be easily visualized by plots of a hypothesis (“H”) data ellipse for the fitted values relative to the corresponding plot of the error ellipse (“E”) of the residuals, which I call the HE plot framework.

For more than a few response variables, these result can be projected onto a lower-dimensional “canonical discriminant” space providing an even simpler description.

Packages

In this chapter we use the following packages. Load them now

11.1 HE plot framework

Chapter 9 illustrated the basic ideas of the framework for visualizing multivariate linear models in the context of a simple two group design, using Hotelling’s \(T^2\). These are illustrated in Figure 11.1.

  • In data space, each group is summarized by its data ellipse, representing the means and covariances.

  • Variation against the hypothesis of equal means can be seen by the \(\mathbf{H}\) ellipse in the HE plot, representing the data ellipse of the fitted values. Error variance is shown in the \(\mathbf{E}\) ellipse, representing the pooled within-group covariance matrix, \(\mathbf{S}_p\) and the data ellipse of the residuals from the model.

  • The MANOVA (or Hotelling’s \(T^2\)) is formally equivalent to a discriminant analysis, predicting group membership from the response variables which can be seen in data space.

  • This effectively projects the \(p\)-dimensional space of the predictors into the smaller canonical space that shows the greatest differences among the groups.

Figure 11.1: The Hypothesis Error plot framework. Source: author

For more complex models such as MANOVA with multiple factors or multivariate multivariate regression, there is one \(\mathbf{H}\) ellipse for each term in the model. …

11.1.1 HE plot details

11.2 Canonical discriminant analysis

#> Writing packages to  C:/R/Projects/Vis-MLM-book/bib/pkgs.txt
#> 8  packages used here:
#>  broom, car, carData, dplyr, ggplot2, heplots, knitr, tidyr