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Part 1 Analysis of Covariance: ANCOVA

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ANCOVA 1.Why bother with ANCOVA? ANCOVA offers 2 benefits… 2.First, ANCOVA can reduce the error term! Recall that all of statistics in the “F Family” are based on MSb / MSw. If we can reduce the error term (MSw) by removing covariates we can increase our sensitivity. 3.Second, ANCOVA can eliminate confounding variables! Confounding variables systematically co-vary with the independent variable. (Emphasis on “systematically”.) If we can eliminate the confounds, our inference can be stronger (…a better shot at drawing a cause/effect relation). What were the three necessary criteria for inferring causal relations?

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Page 1: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

Part 1

Analysis of Covariance:ANCOVA

Page 2: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

Analysis of Covariance

• ANCOVA

• Like an analysis of variance in which one or more variables (called covariates) have been controlled for

• Analogous to a partial correlation

Page 3: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

ANCOVA1. Why bother with ANCOVA? ANCOVA offers 2 benefits…

2. First, ANCOVA can reduce the error term!Recall that all of statistics in the “F Family” are based on MSb / MSw.

If we can reduce the error term (MSw) by removing covariates we can increase our sensitivity.

3. Second, ANCOVA can eliminate confounding variables! Confounding variables systematically co-vary with the independent variable. (Emphasis on “systematically”.) If we can eliminate the confounds, our inference can be stronger (…a better shot at drawing a cause/effect relation).

What were the three necessary criteria for inferring causal relations?

Page 4: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

ANCOVA1. Example 1: Viagra

D.V. = LibidoI.V. = Dosage of Viagra: 3 levels…

(Placebo, Low Dosage, High Dosage)

2. An initial ANOVA indicated a non-significant difference in libido (sex drive) across the 3 levels of Viagra.

3. The researchers considered that a participant’s libido might depend, too, on the partner’s libido. (It takes two to tango!)So, the researchers used the data from the ANOVA but now entered Partner’s Libido as a covariate, and ran an ANCOVA…

Page 5: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

ANCOVA

Initially ANOVA Was Run…no covariates.

There was a non-significant effect of the various Viagra dosages on libido.

Page 6: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

ANCOVA

Subsequently, an ANCOVA Was Run: Covariate = Partner’s Libido.

The effect of Viagra-Dosage is significant now, after ‘partialing out’ the (significant) effect of the partner’s libido!!!(note the reduction in the Error Term, despite the same ‘total’ SS)

Page 7: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

Stats

The Joy of Stats…

ANCOVA canreduce an error term,

which canrender a non-significant effect

…significant!!

Page 8: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

ANCOVA1. Example 2: D.V. = Social adjustment in school-age boys.

I.V. = Parental Transitions…4 levels (No transitions, loss of father, new step- father 2 or more new step-fathers)

2. An ANOVA indicated a significant difference in social adjustment across the 4 levels of parental transition.

3. To eliminate the possibility that the significant effect could be explained by confounds with Parental SES and Per Capita Income, those variables were made covariates in an ANCOVA. The ANCOVA, too, was significant. So, parental transitions alone are significantly correlated with the D.V..

Page 9: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

Part 2

Introduction ToMultivariate Statistics

Page 10: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

Independent vs. Dependent Variables

• Independent variables– Divide groups from each other– Often based on random assignment– Analogous to predictor variables in regression

• Dependent variables– Represent the effect of the experimental

procedure– Analogous to criterion variables in regression

Page 11: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

Introduction To Multivariate Statistics1. So far this semester, each of our analyses has

addressed just a single dependent variable at a time.

2. Univariate Analysis – Any statistical analysis that focuses on a single dependent variable, regardless of the number of I.V.s, or ‘predictor variables’.

3. We can now consider a more complicated case…

Page 12: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

Multivariate Analyses

1. Multivariate Analysis – Any statistical analysis that focuses two or more dependent variable SIMULTANEOUSLY, regardless of the number of I.V.s, or ‘predictor variables’.

2. There are many different multivariate tests! We’ll begin with a MANOVA…

Page 13: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

Part 3

MANOVAAnd

Music Therapy For Chimpanzees

Page 14: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVA

• More than one dependent variable

• Multivariate ANalysis Of VAriance– MANOVA– Like an analysis of variance with two or more

dependent variables

Page 15: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVA

• Why bother with MANOVAs?

• To appreciate the motivation for MANOVAs, let’s re-visit a question that we asked when began factorial designs….

• Critical Thinking Question: Why bother with factorial ANOVAs, when we can run a bunch of one-way ANOVAs?

Page 16: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVA

• Similarly, MANOVA offers a major advantage over running ‘many little ANOVAs’ (i.e., one for each D.V.)…

• MANOVA is sensitive to relationships among dependent variables!!!!

• ANOVA is not, because it address only one D.V. at a time.

Page 17: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVA• Example: Can experienced drivers (5+ years), new

drivers (1 year), and drunk drivers (legal conviction) be distinguished from each other based on a single DV –the number of pedestrians they kill?

• ANOVA can tell us whether groups are distinguishable from each other on the basis of a single DV.

• In this example, the groups may be indistinguishable -given this single D.V…

Page 18: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVA• However, these groups might become

readily distinguishable from each other if you simultaneously analyze the combination of….

• # of pedestrians killed, AND• # of lamp posts hit, AND• # of cars crashed into.

Page 19: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVA• Again, any of those D.V.s alone may have

produced a non-significant ANOVA…

• But a MANOVA is sensitive to the relations among those variables and may be able to achieve significance…

• In short, a MANOVA can be more sensitive than ANOVA!!! That’s it’s first advantage.

Page 20: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVA• A second advantage of MANOVA is it (like other

multivariate tests) can evaluate “latent variables”…

• Latent Variables – Are present implicitly, rather than explicitly.

• A latent variable might only ‘potentially’ exist, and is contingent on an operational definition that synthesizes several explicitly defined D.V.s…

Page 21: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVAAgitated / Aggressive – From Article On Music Therapy for Chimps

Agitated / Aggressive Operationally defined by the following explicit D.V.s

Aggression: Display-Charging: Display-Hunching: Threat: Pant Hoot

You could run separate ANOVAs on each explicit DV, or run a MANOVA on “Agitated / Aggressive” (informally, an ‘uber’ variable)

Page 22: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVAAnxious/Fearful – From Article On Music Therapy for Chimps

Anxious/Fearful Operationally defined by the following explicit D.V.s

Apprehension: Fear: Scratch: Yawning: Attachment: Locomotion: Vocalization

You could run separate ANOVAs on each explicit DV, or run a MANOVA on “Anxious/Fearful ” (informally, an ‘uber’ variable)

Page 23: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVAExcited – From Article On Music Therapy for Chimps

Excited Operationally defined by the following explicit D.V.s

Food Barks: Pant Hoot to Scream: Tandem Walk: Non-Directed Display

You could run separate ANOVAs on each explicit DV, or run a MANOVA on “Excited ” (informally, an ‘uber’ variable)

Page 24: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVAActive/Explore – From Article On Music Therapy for Chimps

Active/Explore Operationally defined by the following explicit D.V.s

Explore: Locomotion: Rough-And-Tumble Play

You could run separate ANOVAs on each explicit DV, or run a MANOVA on “Active/Explore” (informally, an ‘uber’ variable)

Page 25: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVAInactive / Relaxed – From Article On Music Therapy for Chimps

Inactive / RelaxedOperationally defined by the following explicit D.V.s

Rest: Quiet Play: Groom: Foraging/Eating

You could run separate ANOVAs on each explicit DV, or run a MANOVA on “Inactive / Relaxed ” (informally, an ‘uber’ variable)

Page 26: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVA

MANOVA’s generate F statistics, just like ANOVAs.

The p-values (‘sig’) values are also typically evaluatedat the 0.05 level, just like ANOVAs.

(no big wup!)

Page 27: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVAThe DF in this summary table is 2 (that’s 3 minus 1).

There were three levels of the I.V.Each D.V. (actually ‘uber’ variable) was measured

Before (pre), During (test) and After (post) the chimps heard music.

These are means, not p values!

Page 28: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVAMusic AffectedThree Separate

Dependent Variables,Each of which

was a latent variable(‘uber variable’)

Agitated/AggressiveActive/Explore

Inactive/Relaxed

The I.V.sin this Analysis Were

Time of Day (AM/PM)And

Music (pre, test, post)

So this was a 2x3 within Subjects

MANOVA!

Each chimp was evaluatedIn each of the 2x3

Conditions

The df here refersTo the main effect of

Time-of-day…2 levels…df=1

Now They’ve added Time-of-Day as an IV

Page 29: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVAMusic AffectedFour Separate

Dependent Variables,Each of which

was a latent variable(‘uber variable’)

Agitated/AggressiveActive/Explore – SolitaryActive/Explore – Social

Inactive/Relaxed

The I.V.sin this Analysis Were

Social Group (M, F, Mixed)And

Music (pre, test, post)

So this was a 3x3 MixedMANOVA!

Chimps were evaluatedIn each of the 3x3

Conditions

The df here refersTo the main effect of

Social Group…3 levels…df=2

Now They’ve added Social Group as an IV

Page 30: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have

MANOVA• We will NOT calculate MANOVAs by hand!

• Nor will we use SPSS to compute MANOVAs!

• But if you were to do MANOVAs for your senior research here’s how you’d get started…

• Analyze GLM Multivariate (not univariate)The dependent variable box now allows you to

slide in multiple DVs (rather than just 1 in the univariate case)

Page 31: Part 1 Analysis of Covariance: ANCOVA. Analysis of Covariance ANCOVA Like an analysis of variance in which one or more variables (called covariates) have