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Analysis of Covariance: Dummy Variables) Z Z X Y E

Analysis of covariance (ANCOVA) combines linear regression and ANOVA to compare group means after controlling for a quantitative covariate factor. It allows testing whether group means differ significantly after adjusting for the covariate and whether regression slopes differ among groups, indicating an interaction effect. ANCOVA provides adjusted group means that control for pre-existing differences on the covariate. Multiple comparisons can then be made between the adjusted group means.

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45 views8 pages

Analysis of Covariance: Dummy Variables) Z Z X Y E

Analysis of covariance (ANCOVA) combines linear regression and ANOVA to compare group means after controlling for a quantitative covariate factor. It allows testing whether group means differ significantly after adjusting for the covariate and whether regression slopes differ among groups, indicating an interaction effect. ANCOVA provides adjusted group means that control for pre-existing differences on the covariate. Multiple comparisons can then be made between the adjusted group means.

Uploaded by

LiezlLzeilCarreonGalgo
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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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:
 SSE R  SSEC   RC2  RR2 
 df  df   df  df 
Fobs  R C  R C 

 SSEC  1  RC2 
 df   df 
 C   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:
 SSE R  SSEC   RC2  RR2 
 df  df   df  df 
Fobs  R C  R C 

 SSEC  1  RC2 
 df   df 
 C   C 
Inference in ANCOVA
• Test for Effect of Covariate controlling for qualitative
variable E (Y )     X   Z     Z
1 1 g 1 g 1

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

b
tobs  ^
b
Adjusted Means
• Goal: Compare the g group means, after
controlling for the covariate
• Unadjusted Means: Y 1 ,..., Y g

' '
• Adjusted Means: Y ,..., Y Obtained by
1 g

evaluating regression equation at X  X


• Comparing adjusted means (based on
regression equation):
' ' ' '
bi  Y  Y
i g bi  b j  Y  Y j
i
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:

^ 2 ^ 2
b  b   t
i j  C / 2 , N  g 1  bi   b j  2COV (bi , b j )

• Variances and covariances are obtained from


computer software packages (SPSS, SAS)

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