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Chapter 13 C

ANCOVA combines linear regression and ANOVA to compare group means after controlling for a quantitative covariate factor. It allows testing for differences among group means while statistically controlling for the effect of the covariate. ANCOVA provides adjusted group means that account for the covariate. Tests of hypotheses examine whether regression slopes differ among groups (interaction) and whether group means differ after accounting for the covariate (main effects).

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23 views

Chapter 13 C

ANCOVA combines linear regression and ANOVA to compare group means after controlling for a quantitative covariate factor. It allows testing for differences among group means while statistically controlling for the effect of the covariate. ANCOVA provides adjusted group means that account for the covariate. Tests of hypotheses examine whether regression slopes differ among groups (interaction) and whether group means differ after accounting for the covariate (main effects).

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Usama
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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 + L + 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 + L + g 1Z g 1 + 1 XZ1 + L + 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 + L + g 1Z g 1 + 1 XZ1 + L + 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:
Fobs

SSER SSEC RC2 RR2


df df df df
C
R
C
= R
=
SSEC
1 RC2
df
df
C
C

Inference in ANCOVA
Test for Group Differences, controlling for covariate
E (Y ) = + X + 1Z1 + L + 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:

Fobs

SSER SSEC RC2 RR2


df df df df
C
R
C
= R
=
SSEC
1 RC2
df
df
C
C

Inference in ANCOVA
Test for Effect of Covariate controlling for qualitative
variable
E (Y ) = + X + Z + L + Z
1

g 1

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

tobs =

b
^

g 1

Adjusted Means
Goal: Compare the g group means, after
controlling for the covariate
Unadjusted Means: Y 1 ,..., Y g
'
1

'
g

Adjusted Means: Y ,..., Y Obtained by


evaluating regression equation at X = X
Comparing adjusted means (based on
regression equation):
'
i

bi = Y Y

'
g

'
i

'

bi b j = Y Y j

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:

(b b ) t
i

C / 2 , N g 1

^ 2

^ 2

b + b 2COV (bi , b j )
i

Variances and covariances are obtained from

computer software packages (SPSS, SAS)

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