Analysis of Covariance

Combines linear regression and ANOVA

Can be used to compare g treatments, after
controlling for quantitative factor believed to be
related to response (e.g. pre-treatment score)
Can be used to compare regression equations
among g groups (e.g. common slopes and/or
intercepts)
Model: (X quantitative, Z1,...,Zg-1 dummy variables)

E (Y ) X 1Z1 g 1Z g 1

Tests for Additive Model

Relation for group i (i=1,...,g-1): E(Y)=+X+i
Relation for group g: E(Y)=+X
H0: 1=...=g-1=0 (Controlling for covariate, no
differences among treatments)

Interaction Model
Regression slopes between Y and X are
allowed to vary among groups
E (Y ) X 1Z1 g 1Z g 1 1 XZ1 g 1 XZ g 1
Group i (i=1,...,g-1): E(Y)=+X+i+iX=(+ i)+(+i)X
Group g: E(Y)=+X
No interaction means common slopes: 1=...=g-1=0

Inference in ANCOVA
Model: E (Y ) X 1Z1 g 1Z g 1 1 XZ1 g 1 XZ g 1
Construct 3 sets of independent variables:
{X} , {Z1,Z2,...,Zg-1}, {XZ1,...,XZg-1}
Fit Complete model, containing all 3 sets.
Obtain SSEC (or, equivalently RC2) and dfC
Fit Reduced, model containing {X} , {Z1,Z2,...,Zg-1}
Obtain SSER (or, equivalently RR2) and dfR
H0:1=...=g-1=0 (No interaction). Test Statistic:
Fobs

SSER SSEC
df df
R
C

SSEC
df
C

RC2 RR2
df df
C
R
1 RC2
df
C

Inference in ANCOVA
Test for Group Differences, controlling for covariate
E (Y ) X 1Z1 g 1Z g 1

Fit Complete, model containing {X} , {Z1,Z2,...,Zg-1}

Obtain SSEC (or, equivalently RC2) and dfC
Fit Reduced, model containing {X}
Obtain SSER (or, equivalently RR2) and dfR
H0: 1=...=g-1=0 (No group differences) Test Statistic:
Fobs

SSER SSEC
df df
R
C

SSEC
df
C

RC2 RR2
df df
C
R
1 RC2
df
C

Inference in ANCOVA
Test for Effect of Covariate controlling for qualitative
variable
E (Y ) X Z Z
1 1

g 1

H0:=0 (No covariate effect) Test Statistic:

tobs

b
^

g 1

Adjusted Means
Goal: Compare the g group means, after
controlling for the covariate
Unadjusted Means: Y 1 ,..., Y g
'
1

'
g

Adjusted Means: Y ,..., Y Obtained by

evaluating regression equation at X X
Comparing adjusted means (based on
regression equation):
'
i

bi Y Y

'
g

'
i

'

bi b j Y Y j

Multiple Comparisons of Adjusted Means

Comparisons of each group with group g:
^

bi t C / 2, N g 1 bi

i 1,..., g 1

Comparisons among the other g-1 groups:

b b t
i

C / 2 , N g 1

^ 2

^ 2

bi b j 2COV (bi , b j )

Variances and covariances are obtained from

computer software packages (SPSS, SAS)