<p><div><div><div><div data-width="100" data-show-faces="false" data-send="true" data-layout="button_count" data-height="21" data-href="https://www.r-bloggers.com/using-manova-to-analyse-a-banking-crisis-exercises/"></div></div><div><a data-url="https://www.r-bloggers.com/using-manova-to-analyse-a-banking-crisis-exercises/" data-counturl="https://www.r-bloggers.com/using-manova-to-analyse-a-banking-crisis-exercises/" data-count="horizontal" data-text="Using MANOVA to Analyse a Banking Crisis Exercises" class="twitter-share-button" data-via="rbloggers" href="https://twitter.com/share"></a></div><div></div></div><div></div></div>
<div>
(This article was first published on <strong><a href="http://r-exercises.com/2016/08/24/using-manova-to-analyse-banking-crises/"> R-exercises</a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
<p><a target="_blank" href="http://r-exercises.com/wp-content/uploads/2016/08/multivariate-q-q-plot.png?132f69"><img sizes="(max-width: 300px) 100vw, 300px" alt="multivariate-q-q-plot" class="wp-image-1231" src="https://i0.wp.com/r-exercises.com/wp-content/uploads/2016/08/multivariate-q-q-plot-300x300.png?resize=300%2C300" data-recalc-dims="1"></a>In this set of exercises we will practice multivariate analysis of variance – MANOVA.</p>
<p>We shall try to find if there is a difference in the combination of export and bank reserves, depending on the status of banking sector (is there a crisis or not). The data set is fictitious and servers for education purposes only. It consist of variables <code>crisis</code>, which is factor, meaning that there exists or there does not exist banking crisis and <code>export</code> and <code>reserves</code>, in billions of currency units. You can download it <a target="_blank" href="http://r-exercises.com/wp-content/uploads/2016/08/banking-crises-data.csv">here</a>.</p>
<p>In this set of exercises we use two packages: <code>MVN</code> and <code>heplots</code>. If you haven’t already installed them, do it using the following code:</p>
<p><code><br>
install.packages(c(&quot;MVN&quot;, &quot;heplots&quot;))<br>
</code></p>
<p>and load them into the session using the following code:</p>
<p><code><br>
library(&quot;MVN&quot;)<br>
library(&quot;heplots&quot;)<br>
</code></p>
<p>before proceeding.</p>
<p>Answers to the exercises are available <a target="_blank" href="http://r-exercises.com/2016/08/24/using-manova-to-analyse-banking-crises-solutions/">here</a>.</p>
<p>If you have different solution, feel free to post it.</p>
<p><strong>Exercise 1</strong></p>
<p>Is the sample size large enough for conducting MANOVA? <i>(Tip: You should have at least 2 cases for each cell.)</i></p>
<ol>
<li>Yes</li>
<li>No</li>
</ol>
<p><strong>Exercise 2</strong></p>
<p>Are there univariate and multivariate outliers?</p>
<ol>
<li>There are univariate, but not multivariate outliers</li>
<li>There doesn’t exist a univariate outlier, but there are multivariate outliers</li>
<li>There exist both univariate and multivariate outliers</li>
</ol>
<p><strong>Exercise 3</strong></p>
<p>How do you estimate univariate and multivariate normality of dependent variables?</p>
<ol>
<li>Both variables are univariate normal, but they are not multivariate normally distributed</li>
<li>None of the variables is univariate normal, and hence there doesn’t exist multivariate normality</li>
<li>Both variables are univariate normal and the data is multivariate normally distributed</li>
</ol>
<p><strong>Exercise 4</strong></p>
<p>Using the matrix of scatter plots, check for the linearity between dependent variables <code>export</code> and <code>reserves</code> for each category of independent variable.</p>
<p><strong>Exercise 5</strong></p>
<p>Calculate the correlation between dependent variables <code>export</code> and <code>reserves</code>. Is it appropriate to justify conducting MANOVA?</p>
<ol>
<li>Yes</li>
<li>No</li>
</ol>
<p><strong>Exercise 6</strong></p>
<p>Is there equality of covariances of the dependent variables <code>export</code> and <code>reserves</code> across the groups. <i>(Tip: You should perform Box’s M test of equality of covariance matrices.)</i></p>
<ol>
<li>Yes</li>
<li>No</li>
</ol>
<p><strong>Exercise 7</strong></p>
<p>Is there equality of variances of the dependent variables <code>export</code> and <code>reserves</code> across groups? <i>(Tip: Use Levens’s test of error variances.)</i></p>
<ol>
<li>Yes</li>
<li>No</li>
</ol>
<p><strong>Exercise 8</strong></p>
<p>On the level of significance of 0.05, is there effect of banking crisis to export and banking reserves combination?</p>
<ol>
<li>Yes</li>
<li>No</li>
</ol>
<p><strong>Exercise 9</strong></p>
<p>How much of the variance in the dependent variables <code>export</code> and <code>reserves</code> is explained by banking crisis?</p>
<p><strong>Exercise 10</strong></p>
<p>Does the export differ when banking sector is in the crisis compared to when banking sector is not in the crisis? What about reserves?</p>
<ol>
<li>Only export differ</li>
<li>Only reserves differ</li>
<li>Both export and reserves differ</li>
<li>None of them differ</li>
</ol>
<p><div><div><div><div data-width="55" data-show-faces="false" data-send="true" data-layout="box_count" data-height="62" data-href="https://www.r-bloggers.com/using-manova-to-analyse-a-banking-crisis-exercises/"></div></div><div><a data-url="https://www.r-bloggers.com/using-manova-to-analyse-a-banking-crisis-exercises/" data-counturl="https://www.r-bloggers.com/using-manova-to-analyse-a-banking-crisis-exercises/" data-count="vertical" data-text="Using MANOVA to Analyse a Banking Crisis Exercises" class="twitter-share-button" data-via="rbloggers" href="https://twitter.com/share"></a></div><div></div></div><div></div></div>
<div>
<div>To <strong>leave a comment</strong> for the author, please follow the link and comment on their blog: <strong><a href="http://r-exercises.com/2016/08/24/using-manova-to-analyse-banking-crises/"> R-exercises</a></strong>.</div>
<hr>
<a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers.com</a> offers <strong><a rel="nofollow" href="https://feedburner.google.com/fb/a/mailverify?uri=RBloggers">daily e-mail updates</a></strong> about <a title="The R Project for Statistical Computing" rel="nofollow" href="https://www.r-project.org/">R</a> news and <a title="R tutorials" rel="nofollow" href="https://www.r-bloggers.com/?s=tutorial">tutorials</a> on topics such as: <a title="Data science" rel="nofollow" href="https://www.r-bloggers.com/?s=data%20science">Data science</a>, <a title="Big Data" rel="nofollow" href="https://www.r-bloggers.com/?s=Big%20Data">Big Data, <a title="R jobs" rel="nofollow" href="https://www.r-users.com/">R jobs</a>, visualization (<a title="ggplot and ggplot2 tutorials" rel="nofollow" href="https://www.r-bloggers.com/?s=ggplot2">ggplot2</a>, <a title="Boxplots using lattice and ggplot2 tutorials" rel="nofollow" href="https://www.r-bloggers.com/?s=boxplot">Boxplots</a>, <a title="Maps and gis" rel="nofollow" href="https://www.r-bloggers.com/?s=map">maps</a>, <a title="Animation in R" rel="nofollow" href="https://www.r-bloggers.com/?s=animation">animation</a>), programming (<a title="RStudio IDE for R" rel="nofollow" href="https://www.r-bloggers.com/?s=RStudio">RStudio</a>, <a title="Sweave and literate programming" rel="nofollow" href="https://www.r-bloggers.com/?s=sweave">Sweave</a>, <a title="LaTeX in R" rel="nofollow" href="https://www.r-bloggers.com/?s=LaTeX">LaTeX</a>, <a title="SQL and databases" rel="nofollow" href="https://www.r-bloggers.com/?s=SQL">SQL</a>, <a title="Eclipse IDE for R" rel="nofollow" href="https://www.r-bloggers.com/?s=eclipse">Eclipse</a>, <a title="git and github, Version Control System" rel="nofollow" href="https://www.r-bloggers.com/?s=git">git</a>, <a title="Large data in R using Hadoop" rel="nofollow" href="https://www.r-bloggers.com/?s=hadoop">hadoop</a>, <a title="Web Scraping of google, facebook, yahoo, twitter and more using R" rel="nofollow" href="https://www.r-bloggers.com/?s=Web+Scraping">Web Scraping</a>) statistics (<a title="Regressions and ANOVA analysis tutorials" rel="nofollow" href="https://www.r-bloggers.com/?s=regression">regression</a>, <a title="principal component analysis tutorial" rel="nofollow" href="https://www.r-bloggers.com/?s=PCA">PCA</a>, <a title="Time series" rel="nofollow" href="https://www.r-bloggers.com/?s=time+series">time series</a>, <a title="finance trading" rel="nofollow" href="https://www.r-bloggers.com/?s=trading">trading</a>) and more...
<img height="1" alt="" width="1" src="http://feeds.feedburner.com/~r/RBloggers/~4/p4xz0FbCIc0"></a></div>