All-Possible-Subsets for MANOVA and Factorial MANOVAs: Less than a Weekend Project

Multivariate techniques are increasingly popular as researchers attempt to accurately model a complex world. MANOVA is a multivariate technique used to investigate the dimensions along which groups differ, and how these dimensions may be used to predict group membership. A concern in a MANOVA analysis is to determine if a smaller subset of variables may be used in the classification functions without any loss of explanatory power when precision of parameter estimates or parsimony needs to be addressed (cf. Huberty, 1984; Huberty & Olejnik, 2006). One way to address these concerns is through the use of all possible subsets. However, not all common statistical packages easily facilitate this analysis, and the analysis can be a weekend project (Huberty & Olejnik, 2006). As such, the purpose of the current paper is to examine and demonstrate R and SPSS solutions to conduct an all-possible-subsets MANOVA, including all-possible-subsets factorial MANOVA.