Analysis of Covariance, ANCOVA (GLM2)

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Presentation transcript:

Analysis of Covariance, ANCOVA (GLM2) Prof. Andy Field Slide 1

Aims When and why do we use ANCOVA? Partitioning Variance Carrying out on IBM SPSS Interpretation Main Effects Covariates Slide 2

When And Why To test for differences between group means when we know that an extraneous variable affects the outcome variable. Used to held known extraneous variables constant. Slide 3

Advantages of ANCOVA Reduces Error Variance By explaining some of the unexplained variance (SSR) the error variance in the model can be reduced. Greater Experimental Control: By holding known extraneous variables constant, we gain greater insight into the effect of the predictor variable(s). Slide 4

Variance SST SSM SSR Covariate SSR Slide 5 Total Variance In The Data Improvement Due to the Model SSR Error in Model Covariate SSR Slide 5

An Example We will use Field’s (2013) Viagra example (from the ANOVA lecture). There are several possible confounding variables – e.g. Partner’s libido, medication. We can conduct the same study but measure partner’s libido over the same time period following the dose of Viagra. Outcome (or DV) = Participant’s libido Predictor (or IV) = Dose of Viagra (Placebo, Low & High) Covariate = Partner’s libido Slide 6

Relationships between the IV and Covariate

Homogeneity of Regression Slopes

Slide 9

How Does ANCOVA Work? Imagine we had just two groups: Placebo Low Dose This paradigm can be expressed as a regression equation using a dummy coding variable: Slide 10

Dummy Coding Dummy Coding Placebo = 0, Low Dose = 1 When Dose = Placebo, Predicted Libido = mean of placebo group: When Dose = Low Dose, Predicted Libido = mean of Low Dose group: Slide 11

ANOVA as Regression We can run a regression with Libido as the outcome and the Dose (Placebo or Low) as the predictor, Note: Intercept is the mean of Placebo group b for the Dummy Variable is the difference between the means of the placebo and low dose group (4.88-3.22 = 1.66) Slide 12

ANCOVA ANCOVA extends this basic idea. The covariate can be added to the regression model of the ANOVA. To evaluate the effect of the experimental manipulation holding the covariate constant we enter the covariate into the model first (think back to hierarchical regression). Slide 13

To Recap To hold the effect of a covariate constant all we do is do a multiple regression in which we enter the covariate in the first step. We enter Dose in a second step The result is that we see the effect of dose above and beyond the effect of the covariate. Slide 14

Slide 15

1.66 Slide 16

ANCOVA on IBM SPSS Slide 17

Contrasts Slide 18

Options Slide 19

Without the Covariate Slide 20

Output Slide 21

Output Continued Slide 22

SPSS Output: Contrasts Slide 23

Output: Pairwise Comparisons

Unadjusted Means 4.85 4.88 3.22 Slide 25

The Main Effect F(2, 26) = 4.14, p < .05 Slide 26

The Covariate F(1, 26) = 4.96, p < .05 Slide 27

Calculating the Effect Size of Main Effects

Calculating Effect Size of Contrasts

Reporting Main Effects The covariate, partner’s libido, was significantly related to the participant’s libido, F(1, 26) = 4.96, p = .035, r = .40. There was also a significant effect of Viagra on levels of libido with the effect of partner’s libido held constant, F(2, 26) = 4.14, p = .027, partial η2 = .24.

Reporting Contrasts Planned contrasts revealed that having a high dose of Viagra significantly increased libido compared to having a placebo, t(26) = −2.77, p = .01, r = .48, but not compared to having a low dose, t(26) = −0.54, p = .59, r = .11.

Conclusion ANCOVA tests the effect manipulated independent variables, with one or more covariates held constant ANCOVA is a special case of multiple regression Like ANOVA, ANCOVA supports planned comparisons and post-hoc tests

Conclusion (2) Rationale for ANCOVA Sources of variability as a basis for statistical inference Model, covariate, residual/error, total ANCOVA as multiple regression Effect size: partial eta squared (ANCOVA) r (contrasts)