UNDERSTANDING ANALYSIS OF COVARIANCE (ANCOVA)

In general, research is conducted for the purpose of explaining the effects of the independent
variable on the dependent variable, and the purpose of research design is to provide a structure
for the research. In the research design, the researcher identifies and controls independent
variables that can help to explain the observed variation in the dependent variable, which in turn
reduces error variance (unexplained variation). Since the research design is structured before the
research begins, this method of control is called experimental control.
Research design the science (and art) of planning procedures for conducting
studies so as to get the most valid findings. Called design for short. When
designing a research study, one draws up a set of instructions for gathering
evidence and for interpreting it. Experiments, quasi-experiments, double-blind
procedures, and correlated groups design are examples of types of research design
(Vogt, 1999).
Control for to subtract statistically the effects of a variable (a control variable)
to see what a relationship would be without it (Vogt, 1999).
Hold constant to subtract the effects of a variable from a complex
relationship so as to study what the relationship would be if the variable were in
fact a constant. Holding a variable constant essentially means assigning it an
average value (Vogt, 1999).
In addition to controlling and explaining variation through research design, it is also possible to
use statistical control to explain variation in the dependent variable. Statistical control, used
when experimental control is difficult, if not impossible, can be achieved by measuring one or
more variables in addition to the independent variables of primary interest and by controlling the
variation attributed to these variables through statistical analysis rather than through research
design. The analysis procedure employed in this statistical control is analysis of covariance
(ANCOVA).
Statistical control using statistical techniques to isolate or subtract
variance in the dependent variable attributable to variables that are not the subject
of the study (Vogt, 1999).
Analysis of Covariance (ANCOVA) an extension of ANOVA that provides
a way of statistically controlling the (linear) effect of variables one does not want
to examine in a study. These extraneous variables are called covariates, or control
variables. (Covariates should be measured on an interval or ratio scale.)
ANCOVA allows you to remove covariates from the list of possible explanations
of variance in the dependent variable. ANCOVA does this by using statistical
techniques (such as regression to partial out the effects of covariates) rather than
direct experimental methods to control extraneous variables. ANCOVA is used in
experimental studies when researchers want to remove the effects of some
antecedent variable. For example, pretest scores are used as covariates in pretestposttest experimental designs. ANCOVA is also used in non-experimental
research, such as surveys or nonrandom samples, or in quasi-experiments when
subjects cannot be assigned randomly to control and experimental groups.
Although fairly common, the use of ANCOVA for non-experimental research is
controversial (Vogt, 1999).

A one-way analysis of covariance (ANCOVA) evaluates whether

population means on the dependent variable are the same across levels of a factor
(independent variable), adjusting for differences on the covariate, or more simply
stated, whether the adjusted group means differ significantly from each other.
With a one-way analysis of covariance, each individual or case must have scores
on three variables: a factor or independent variable, a covariate, and a dependent
variable. The factor divides individuals into two or more groups or levels, while
the covariate and the dependent variable differentiate individuals on quantitative
dimensions. The one-way ANCOVA is used to analyze data from several types of
studies; including studies with a pretest and random assignment of subjects to
factor levels, studies with a pretest and assignment to factor levels based on the
pretest, studies with a pretest, matching based on the pretest, and random
assignment to factor levels, and studies with potential confounding (Green &
Salkind, 2003).
The analysis of covariance (ANCOVA) is typically used to adjust or control
for differences between the groups based on another, typically interval level,
variable called the covariate. The ANCOVA is an extension of ANOVA that
typically provides a way of statistically controlling for the effects of continuous or
scale variables that you are concerned about but that are not the focal point or
independent variable(s) in the study. For example, imagine that we found that
boys and girls differ on math achievement. However, this could be due to the fact
that boys take more math courses in high school. ANCOVA allows us to adjust
the math achievement scores based on the relationship between number of math
courses taken and math achievement. We can then determine if boys and girls still
have different math achievement scores after making the adjustment (Leech,
Barrett, & Morgan, 2005).

STATISTICAL CONTROL USING ANCOVA

Controlling and explaining variation in the dependent variable can be accomplished with either
experimental control, using research design, or statistical control, using analysis of covariance.
Analysis of covariance is used primarily as a procedure for the statistical control of an
extraneous variable. ANCOVA, which combines regression analysis and analysis of variance
(ANOVA), controls for the effects of this extraneous variable, called a covariate, by
partitioning out the variation attributed to this additional variable. In this way, the researcher is
better able to investigate the effects of the primary independent variable. The ANCOVA F test
evaluates whether the population means on the dependent variable, adjusted for differences on
the covariate, differ across levels of a factor. If a factor has more than two levels and the F is
significant, follow-up tests should be conducted to determine where there are differences on the
adjusted means between groups. For example, if a factor has three levels, three pairwise
comparisons among the adjusted means can be conducted: Group 1 versus Group 2, Group 1
versus Group 3, and Group 2 versus Group 3.
Covariate (also called a concomitant or confound variable) a variable that
a researcher seeks to control for (statistically subtract the effects of) by using such
techniques as multiple regression analysis (MRA) or analysis of covariance
(ANCOVA) (Leech, Barrett, & Morgan, 2005; Vogt, 1999).
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Extraneous variable (sometimes called nuisance variable.) any condition

not part of a study (that is, one in which researchers have no interest) but that
could have an effect on the studys dependent variable. (Note that, in this context,
extraneous does not mean unimportant.) Researchers usually try to control for
extraneous variables by experimental isolation, by randomization, or by statistical
techniques such as analysis of covariance (Vogt, 1999).
An ANCOVA will be superior to its ANOVA counterpart in two distinct respects (i.e., increased
statistical power and control), so long as a good covariate is used. The covariate role is to reduce
the probability of a Type II error when tests are made of main or interaction effects, or when
comparisons are made within planned or post hoc investigations. Since the probability of a Type
II error is inversely related to statistical power, the ANCOVA will be more powerful than its
ANOVA counterpart, presuming that other things are held constant and that a good covariate has
been used within the ANCOVA. As you have seen, the F-tests associated with a standard
ANOVA are computed by dividing the MS for error into the MS for the main effect. If MSerror can
somehow be made smaller, then the calculated F will be larger, the calculated p will also be
smaller, and as a result, theres a better chance that null hypotheses will be rejected. When a
good covariate is used within a covariance analysis, this is exactly what happens. Data on the
covariate function to explain away a portion of within-group variability, thus resulting in a
smaller value for MSerror. Recall that mean square is often referred to as error variance. In
addition to its power function, the covariate in an ANCOVA has another function. This second
function can be summed up the word control. In fact, some researchers will refer to the covariate
of their ANCOVA studies as the control variable.
The logic behind the control feature of the ANCOVA is simple. To bring about the desired
control, ANCOVA adjusts each group mean on the dependent variable. Although the precise
formula used to make these adjustments are somewhat complicated, the rationale behind the
adjustment process is easy to understand. If one of the comparison groups had an above-average
mean on the control variable (as compared with the other groups in the study), then that groups
mean score on the dependent variable will be lowered. In contrast, any group that has a belowaverage mean on the covariate will have its mean score on the dependent variable raised. The
degree to which any groups mean score on the dependent variable is adjusted depends on how
far above or below average that group stands on the control variable. By adjusting the mean
scores on the dependent variable in this fashion, ANCOVA provides the best estimates of how
the comparison groups would have performed if they had all possessed identical (statistically
equivalent) means on the control variable(s).
The researcher must carefully select the covariate. In order for ANCOVA to be effective, the
covariate must be linearly related to the dependent variable. In addition, the covariate must be
unaffected by other independent variables. For example, in an experiment, it must be unaffected
by the manipulation of the experimental variable. By statistically controlling for the variation
attributed to the covariate, the researcher increases the precision (accuracy) of the research by
reducing the error variance, which is illustrated in the Schema of Partitioning Variation in
ANCOVA figure. The area inside the circle represents the total variation of the scores on the
dependent variable. The proportion of the variation attributed to the treatment effect is shown,
along with the variation attributed to the covariate. Note that, if the effects of the covariate were
not considered, the amount of error variance would be considerably larger. However, with the
ANCOVA, this variation can be controlled statistically and partitioned out of the error variance.
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NULL AND ALTERNATIVE HYPOTHESES

The null hypothesis and the alternative hypothesis for ANCOVA are similar to those for
ANOVA. Conceptually, however, these population means have been adjusted for the covariate.
Thus, in reality, the null hypothesis of ANCOVA is of no difference among the adjusted
population means.
H0: 1' = 2' = ... = k'

Ha: i' k'

for some i, k

ANCOVA SUMMARY TABLE

The format of the summary table for ANCOVA is similar to that for ANOVA; the difference is
that the values for the sums of squares and degrees of freedom have been adjusted for the effects
of the covariate. The between-groups degrees of freedom are still K 1, but the within-groups
degrees of freedom and the total degrees of freedom are N K 1 and N 1, respectively. This
reflects the loss of a degree of freedom when controlling for the covariate; this control places an
additional restriction on the data. The test statistic for ANCOVA (F) is the ratio of the adjusted
between-groups mean squares ( MS B' ) to the adjusted within-groups mean square ( MSW' ).The
underlying distribution of this test statistic is the F distribution with K 1 and N K 1 degrees
of freedom.
MS B'
F=
MSW'
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SUMMARY TABLE FOR THE ONE-WAY ANCOVA

Summary ANOVA
Sum of Squares

Degrees of
Freedom

Variance Estimate
(Mean Square)

F Ratio

Covariate

SSCov

MSCov

MSCov
MSW'

Between

SSB

K1

Within

SSW

NK-1

Total

SST

N1

Source

MSB =
MSW =

SS '
B
K 1

MS '
B
MS '
W

SS '
W
N K 1

The summary table produced in SPSS contains several additional lines. Below is a sample SPSS
printout with the applicable lines marked through to reflect the above table.
Tests of Between-Subjects Effects
Dependent Variable: Total DVD assessment
Source
Corrected Model
Intercept
age
promotion
Error
Total
Corrected Total

Type III Sum

of Squares
1656.073a
17505.917
249.233
1323.306
4210.927
126276.000
5867.000

df
4
1
1
3
95
100
99

Mean Square
414.018
17505.917
249.233
441.102
44.326

F
9.340
394.940
5.623
9.951

Sig.
.000
.000
.020
.000

a. R Squared = .282 (Adjusted R Squared = .252)

ASSUMPTIONS FOR ANCOVA

In addition to the assumptions underlying the ANOVA, there are two major assumptions that
underlie the use of ANCOVA; both concern the nature of the relationship between the dependent
variable and the covariate.
The first is that the relationship is linear. If the relationship is nonlinear, the
adjustments made in the ANCOVA will be biased; the magnitude of this bias depends on
the degree of departure from linearity, especially when there are substantial differences
between the groups on the covariate. Thus it is important for the researcher, in
preliminary analyses, to investigate the nature of the relationship between the dependent
variable and the covariate (by looking at a scatter plot of the data points), in addition to
conducting an ANOVA on the covariate.
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The second assumption has to do with the regression lines within each of
the groups. We assume the relationship to be linear. Additionally, however, the
regression lines for these individual groups are assumed to be parallel; in other words,
they have the same slope. This assumption is often called homogeneity of regression
slopes or parallelism and is necessary in order to use the pooled within-groups regression
coefficient for adjusting the sample means and is one of the most important assumptions
for the ANCOVA. Failure to meet this assumption implies that there is an interaction
between the covariate and the treatment. This assumption can be checked with an F test
on the interaction of the independent variable(s) with the covariate(s). If the F test is
significant (i.e., significant interaction) then this assumption has been violated and the
covariate should not be used as is. A possible solution is converting the continuous scale
of the covariate to a categorical (discrete) variable and making it a subsequent
independent variable, and then use a factorial ANOVA to analyze the data.
The assumptions underlying the ANCOVA had a slight modification from those for the
ANOVA, however, conceptually, they are the same.
Assumption 1: The cases represent a random sample from the population, and the
scores on the dependent variable are independent of each other, known as the
assumption of independence.
The test will yield inaccurate results if the independence assumption is violated.
This is a design issue that should be addressed prior to data collection. Using
random sampling is the best way of ensuring that the observations are
independent; however, this is not always possible. The most important thing to
avoid is having known relationships among participants in the study.
Assumption 2: The dependent variable is normally distributed in the population for
any specific value of the covariate and for any one level of a factor (independent
variable), known as the assumption of normality.
This assumption describes multiple conditional distributions of the dependent
variable, one for every combination of values of the covariate and levels of the
factor, and requires them all to be normally distributed. To the extent that
population distributions are not normal and sample sizes are small, p values may
be invalid. In addition, the power of ANCOVA tests may be reduced considerably
if the population distributions are non-normal and, more specifically, thick-tailed
or heavily skewed. The assumption of normality can be checked with skewness
values (e.g., within +3.29 standard deviations).
Assumption 3: The variances of the dependent variable for the conditional
distributions are equal, known as the assumption of homogeneity of variance.
To the extent that this assumption is violated and the group sample sizes differ,
the validity of the results of the one-way ANCOVA should be questioned. Even
with equal sample sizes, the results of the standard post hoc tests should be
mistrusted if the population variances differ. The assumption of homogeneity of
variance can be checked with the Levenes F test.

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INTERPRETING AN ANALYSIS OF COVARIANCE

Interpreting an analysis of covariance can present certain problems, depending on the nature of
the data and, more important, the design of the experiment. The ideal application for an analysis
of covariance is an experiment in which subjects are randomly assigned to treatments (or cells of
a factorial design). In that situation, the expected value of the covariate mean for each group or
cell is the same, and any differences can be attributed only to chance, assuming that the covariate
was measured before the treatments were applied. In this situation, the analysis of covariance
will primarily reduce the error term, but it will also, properly, remove any bias in the dependent
variable means caused by change group differences on the covariate.
In a randomized experiment in which the covariate is measured after the treatment has been
applied and has affected the covariate, interpreting the results of an analysis of covariance is
difficult at best. In this situation the expected values of the group covariate means are not equal,
even though the subjects were assigned randomly. It is difficult to interpret the results of the
analysis because you are asking what the groups would have been like had they not differed on
the covariate, when in fact the covariate differences may be an integral part of the treatment
effect. This problem is particularly severe if the covariate was measured in error (i.e., if it is not
perfectly reliable). In this case an alternative analysis, called the true-score analysis of
covariance, may be appropriate if the other interpretive problems can be overcome.
When subjects are not assigned to the treatment groups at random, interpreting the analysis of
covariance can be particularly troublesome. The most common example of this problem is what
is called the nonequivalent group design. In this design, two (or more) intact groups are chosen
(e.g., schools or classrooms of children), a pretest measure is obtained from subjects in both
groups, the treatment is applied to one of the groups, and the two groups are then compared on
some posttest measure. Since subjects are not assigned to the groups at random, we have no basis
for assuming that any differences that exist on the pretest are to be attributed to chance.
Similarly, we have no basis for expecting the two groups to have the same mean on the posttest
in the absence of a real treatment effect.
The problem of interpreting results of designs in which subjects are not randomly assigned to the
treatment groups is not easily overcome. This is one of the reasons why random assignment is
even more important than random selection of subjects. It is difficult to overestimate the virtues
of randomization, both for interpreting data and for making causal statements about the
relationship between variables. Anyone using covariance analysis must think carefully about
their data and the practical validity of the conclusions they draw.

EFFECT SIZES IN AN ANALYSIS OF COVARIANCE

Computing effect sizes for an ANCOVA is a bit more complicated compared to the One-way
ANOVA. We have choices to make in the means we compare and the error term that we use. We
can look at effect size with r-family and d-family measures. It is common to use the r-family
measures when looking at an omnibus (overall) F test and a d-family measure when looking at
specific contrasts (e.g., pairwise comparisons). Keep in mind that there are several options when
it comes to effect size measures. What is shown here is only one example of each family.

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r-FAMILY MEASURE
A common r-family measure of association (effect size index) is the omega
square. Calculating the omega squared (2) for the ANCOVA is very similar to
that for the One-way ANOVA. We only need to make a few minor adjustments to
the formula to account for the adjusted values of interest

2 =
Where

SS B' ( K 1) MSW'
SS T' + MSW'

SSB is the sums of square for the adjusted treatment

(independent variable).

The omega square ranges in value from 0 to 1, and is interpreted as the proportion
of variance of the dependent variable related to the factor (independent variable),
holding constant (partialling out) the covariate. That is, the proportion of total
variance in the dependent variable accounted for by the independent variable,
controlling for the effect of the covariate.
d-FAMILY MEASURE
A common d-family measure (effect size index) is Cohens d. Like with the Oneway ANOVA, the effect size consists of the (numerator) mean difference between
the contrasts (pairs) divided by the (denominator) averaged or pooled variability.
We can estimate the average variability by taking the square root of MSerror
( MSW' ) from the analysis of covariance, which would standardize the mean
difference in the metric of the adjusted scores. As such, we can estimate Cohens
d ( d ) with the following formula:
X 'i X 'k
d =
'
MSerror

References
Green, S. B., & Salkind, N. J. (2003). Using SPSS for Windows and Macintosh: Analyzing and
Understanding Data (3rd ed.). Upper Saddle River, NJ: Prentice Hall.
Hinkle, D. E., Wiersma, W., & Jurs, S. G. (2003). Applied Statistics for the Behavioral Sciences
(5th ed.). Boston, MA: Houghton Mifflin Company.
Howell, D. C. (2002). Statistical Methods for Psychology (5th ed.). Pacific Grove, CA: Duxbury.
Huck, S. W. (2004). Reading Statistics and Research (4th ed.). Boston, MA: Allyn and Bacon.
Leech, N. L., Barrett, K. C., & Morgan, G. A. (2005). SPSS for Intermediate Statistics: Use and
Interpretation (2nd ed.). Mahwah, NJ: Lawrence Erlbaum Associates.
Vogt, W. P. (1999). Dictionary of Statistics and Methodology: A Nontechnical Guide for the
Social Sciences (2nd ed.). Thousand Oaks, CA: Sage Publications.
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