statsmodels.multivariate.manova.MANOVA

class statsmodels.multivariate.manova.MANOVA(endog, exog, missing='none', hasconst=None, **kwargs)[source]

Multivariate analysis of variance

The implementation of MANOVA is based on multivariate regression and does not assume that the explanatory variables are categorical. Any type of variables as in regression is allowed.

Parameters
  • endog (array_like) – Dependent variables. A nobs x k_endog array where nobs is the number of observations and k_endog is the number of dependent variables.

  • exog (array_like) – Independent variables. A nobs x k_exog array where nobs is the number of observations and k_exog is the number of independent variables. An intercept is not included by default and should be added by the user. Models specified using a formula include an intercept by default.

endog

See Parameters.

Type

array

exog

See Parameters.

Type

array

Notes

MANOVA is used though the mv_test function, and fit is not used.

The from_formula interface is the recommended method to specify a model and simplifies testing without needing to manually configure the contrast matrices.

References

*

ftp://public.dhe.ibm.com/software/analytics/spss/documentation/statistics/20.0/en/client/Manuals/IBM_SPSS_Statistics_Algorithms.pdf

Methods

fit()

Fit a model to data.

from_formula(formula, data[, subset, drop_cols])

Create a Model from a formula and dataframe.

mv_test([hypotheses])

Linear hypotheses testing

predict(params[, exog])

After a model has been fit predict returns the fitted values.

Attributes

endog_names

Names of endogenous variables

exog_names

Names of exogenous variables