| The Analysis of Covariance (ANCOVA) |
ANOVA can be extended to include one or more continuous variables that predict the outcome (or dependent variable). Continuous variables such as these, that are not part of the main experimental manipulation but have an influence on the dependent variable, are known as covariates and they can be included in an ANOVA analysis. For example, in the Viagra example, we might expect there to be other things that influence a person's libido other than Viagra. Some possible influences on libido might be the libido of the participant's spouse (after all 'it takes two to tango'!), other medication that suppresses libido (such as antidepressants), and fatigue. If these variables are measured, then it is possible to control for the influence they have on the dependent variable by including them in the model. What, in effect, happens is that we carry out a hierarchical regression in which our dependent variable is the outcome, and the covariate is entered in the first block. In a second block, our experimental manipulations are entered (in the form of what are called Dummy variables). So, we end up seeing what effect an independent variable has after the effect of the covariate. As such, we control for (or partial out) the effect of the covariate. The purpose of including covariates in ANOVA is two-fold:
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1. To reduce within-group error variance: in ANOVA we assess the effect of an
experiment by comparing the amount of variability in the data that the
experiment can explain, against the variability that it cannot explain. If we
can explain some of this 'unexplained' variance in terms of other variables
(covariates), then we reduce the error variance, allowing us to more accurately
assess the effect of the experimental manipulation. |
Assumptions in ANCOVA
ANCOVA has the same assumptions as ANOVA except that there are two important additional considerations: (1) independence of the covariate and treatment effect, and (2) homogeneity of regression slopes. The first one basically means that the covariate should not be different across the groups in the analysis (in other words, if you did an ANOVA or t-test using the groups as the independent variable and the covariate as the outcome, this analysis should be non-significant).
When an ANCOVA is conducted we look at the overall relationship between the outcome (dependent variable) and the covariate: we fit a regression line to the entire data set, ignoring to which group a person belongs. in fitting this overall model we, therefore, assume that this overall relationship is true for all groups of participants. For example, if there's a positive relationship between the covariate and the outcome in one group, we assume that there is a positive relationship in all of the other groups too, if, however, the relationship between the outcome (dependent variable) and covariate differs across the groups then the overall regression model is inaccurate (it does not represent all of the groups). This assumption is very important and is called the assumption of homogeneity of regression slopes. The best way to think of this assumption is to imagine plotting a scatterplot for each experimental condition with the covariate on one axis and the outcome on the other. If you then calculated, and drew, the regression line for each of these scatterplots you should find that the regression lines look more or less the same (i.e. the values of b in each group should be equal). We will have a peek at an example of this assumption and how to test it later.
Main Analysis
| Most of the General Linear Model (GLM) procedures in SPSS
contain the facility to include one or more covariates. For designs that don't
involve repeated measures it is easiest to conduct ANCOVA via the GLM
Univariate procedure.
To access the main
dialog box select |
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Contrasts and Other Options
There are various dialog boxes that can be
accessed from the main dialog box. The first thing to notice is that if a
covariate is selected, the post hoc tests are disabled (you cannot access this
dialog box). Post hoc tests are not designed for situations in which a covariate
is specified, however, some comparisons can still be done using contrasts. Click
on
to access the contrasts dialog box. This
dialog box is different to the one
we met for ANOVA in that you cannot enter codes to specify particular contrasts.
Instead, you can specify one of several standard contrasts. These standard
contrasts were listed in my book. In this example, there was a placebo control
condition (coded as the first group), so a sensible set of contrasts would be
simple contrasts comparing each experimental group with the control. To select a
type of contrast click on
to access a drop-down list of possible
contrasts. Select a type of contrast (in this case Simple) from this list and
the list will automatically disappear. For simple contrasts you have the option
of specifying a reference category (which is the category against which all other groups are compared). By default the reference category is the last
category: because in this case the control group was the first category
(assuming that you coded placebo as 1) we need to change this option by
selecting
. When you have selected a new contrast option, you must click
to get
this change. The final dialog box should look like Figure 2. Click on
to return
to the main dialog box.

Another way to get post hoc tests is by clicking on
to access the options
dialog box. To specify post hoc tests,
select the independent variable (in this case Dose) from the box labeled
Estimated Marginal Means: Factor(s) and Factor Interactions and drag it to the
box labeled Display Means for or click on
. Once a variable has been
transferred, the box labeled Compare main effects becomes active and you should
check this option (
). If this option is
selected, the box labeled Confidence Interval Adjustment becomes active and you can
click on
to see a choice of
three adjustment levels. The default is to have no adjustment and simply perform
a TukeyLSD post hoc test (this option is not recommended); the second is
to ask
for a Bonferroni correction (recommended); the final option is to have a Sidak
correction. The Sidak correction is similar to the Bonferroni correction but is
less conservative and so should be selected if you are concerned about the loss
of power associated with Bonferroni corrected values. For this example use the
Sidak correction. As well as
producing post hoc tests for the Dose variable, placing dose in the Display
Means for box will create a table of estimated marginal means for this variable.
These means provide an estimate of the adjusted group means (i.e. the means
adjusted for the effect of the covariate). When you have selected the options
required, click on
to return to the main dialog box and click on
to run
the analysis.