Analysis of Covariance

Analysis of Covariance
Analysis of Covariance (ANCOVA) is a
statistical test related to ANOVA
It tests whether there is a significant
difference between groups after controlling
for variance explained by a covariate
A covariate is a continuous variable that
correlates with the dependent variable
 So, what does all that mean?
This means that you can, in effect, partial
out a continuous variable and run an
ANOVA on the results
This is one way that you can run a
statistical test with both categorical and
continuous independent variables
 Hypotheses for ANCOVA
H0 and H1 need to be stated slightly
differently for an ANCOVA than a regular
ANOVA
H0: the group means are equal after
controlling for the covariate
H1: the group means are not equal after
controlling for the covariate
 Assumptions for ANCOVA
ANOVA assumptions:
Variance is normally distributed
Variance is equal between groups
All measurements are independent
Also, for ANCOVA:
Relationship between DV and covariate is
linear
The relationship between the DV and
covariate is the same for all groups
 How does ANCOVA work?
ANCOVA works by adjusting the total SS,
group SS, and error SS of the
independent variable to remove the
influence of the covariate
However, the sums of squares must also
be calculated for the covariate. For this
reason, SSdv will be used for SS scores for
the dependent variable, and SScv will be
used for the covariate
 Sum of Squares

SSxtotal
( xij x) 2

SSxgroup
n j ( x j x) 2

SSxerror
( xij x j ) 2

SSx error SSx total SSx group

 Sum of Products
To control for the covariate, the sum of products
(SP) for the DV and covariate must also be
used
This is the sum of the products of the residuals
for both the DV and the covariate
In the following slides, x is the covariate, and y
is the DV. i is the individual subject, and j is the
group.
 Total Sum of Products

SPxytotal
j i
( xij x)( yij y)

This is just the sum of the multiplied residuals

for all data points.
 Group Sum of Products

SPxygroup
j
nj( xj x)( yj y)

This is the sum of the products of the group

means minus the grand means times the group
size.
 Error Sum of Products
SPxyerror
j i
( xij xj )( yij yj )

SPxyerror SPxytotal SPxygroup

This is the sum of the products of the DV and

residual minus the group means of the DV and
residual
This just happens to be the same as the difference
between the other two sum of products
 Adjusting the Sum of Squares
Using the SSs for the covariate and the
DV, and the SPs, we can adjust the SSs
for the DV
 Sum of Squares

SS adjtotal SS total
SP xy total 2

y y
SSx total

SS adjgroup SS group
y
SP xy error SP
2
xy total 2

y
SSx error SSx total
2
(SPxy error )
SS y adjerror SS y error
SSx error
 Now what?
Using the adjusted SSs, we can now run
an ANOVA to see if there is a difference
between groups.
This is the exact same as a regular
ANOVA, but using the adjusted SSs
instead of the original ones.
Degrees of freedom are not affected
 A few more things
We can also determine whether the
covariate is significant by getting a F score

(SPxy total ) 2
N 2
SSx total
F(1, N 2)
SS y adjtotal
 A few more things
The group means can also be adjusted to
eliminate the effect of the covariate

SPxy error
adj y j y j
xj x

SSx error
 Post-hocs for ANCOVA
Post-hoc tests can be done using the
adjusted means for ANCOVA, including
LSD and Bonferroni
 Example of ANCOVA
Imagine we gave subjects a self-esteem
test, with scores of 1 to 10
Then we primed subjects with either
positive or negative emotions.
Then we asked them to spend a few
minutes writing about themselves.
Our dependent measure is the number of
positive emotion words they used (e.g.
happy, good)
 Example of ANCOVA, cont.
The null hypothesis is that the priming
doesnt make a difference after controlling
for self-esteem
The alternative hypothesis is that the
priming does make a difference after
controlling for self-esteem
 Data
Subject # Priming Self-Esteem Positive Words
1 Positive 1 7
2 Positive 5 10
3 Positive 7 11
4 Negative 8 7
5 Negative 3 4
6 Negative 6 5
 ANCOVA in SPSS
To do ANCOVA in SPSS, all you need to
do is add your covariate to the covariate
box in the univariate menu
Everything else is the exact same as it is
for ANOVA