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EPS 625 – ANALYSIS OF COVARIANCE (ANCOVA) EXAMPLE

USING THE GENERAL LINEAR MODEL PROGRAM


ANCOVA
One Continuous Dependent Variable (DVD Rating) – Interest Rating in DVD
One Categorical/Discrete Independent Variable (Promotion) with four levels (Promotion Group
1, 2, 3, and 4)
One Continuous Covariate (Age) – Actual Age of Consumer

Research Question: Is there a difference in interest ratings of a DVD depending on which type of
promotion is provided controlling for differences in the actual age of the consumer?

ANCOVA Syntax to test the Assumption of Regression (Slopes)

UNIANOVA
DVDRating BY Promotion WITH Age
/METHOD = SSTYPE(3)
/INTERCEPT = INCLUDE
/CRITERIA = ALPHA(.05)
/DESIGN = Promotion Age Age*Promotion .

Univariate Analysis of Variance


This first table identifies the four levels of the between-subjects factors used in the ANCOVA.

Between-Subjects Factors

N
Promotion 1 25
Group 2 25
3 25
4 25

This analysis is done to check the assumption of homogeneity of regression slopes, not to test the main
hypothesis. The factor (Promotion Group) and covariate (Actual Age) do not interact [p (.969) >
(.05)], so the assumption of homogeneity of regression slopes has been met.

Tests of Between-Subjects Effects

Dependent Variable: Interest Rating in DVD


Type III Sum
Source of Squares df Mean Square F Sig.
Corrected Model 1667.436a 7 238.205 5.218 .000
Intercept 17079.570 1 17079.570 374.163 .000
Promotion 193.595 3 64.532 1.414 .244
Age 231.690 1 231.690 5.076 .027
Promotion * Age 11.363 3 3.788 .083 .969
Error 4199.564 92 45.647
Total 126276.000 100
Corrected Total 5867.000 99
a. R Squared = .284 (Adjusted R Squared = .230)
ANCOVA Syntax to test the Assumption of Homogeneity of Variance, Linear Relationship between the
Covariate and the Dependent Variable, and the Main Hypothesis

UNIANOVA
DVDRating BY Promotion WITH Age
/METHOD = SSTYPE(3)
/INTERCEPT = INCLUDE
/PLOT = PROFILE( Promotion )
/EMMEANS = TABLES(Promotion) WITH(Age=MEAN)
/PRINT = DESCRIPTIVE HOMOGENEITY
/CRITERIA = ALPHA(.05)
/DESIGN = Age Promotion .
Syntax for ANCOVA to test the main hypothesis

Univariate Analysis of Variance


This first table identifies the four levels of the between-subjects factors used in the ANCOVA.

Between-Subjects Factors

N
Promotion 1 25
Group 2 25
3 25
4 25

The following table provides the UNADJUSTED group means and standard deviations.

Descriptive Statistics

Dependent Variable: Interest Rating in DVD


Promotion Group Mean Std. Deviation N
1 30.68 6.713 25
2 39.80 6.708 25
3 31.56 6.272 25
4 36.76 7.513 25
Total 34.70 7.698 100

The following table is the Levene’s Test of Homogeneity of Variance. As we can see – this assumption
is met since p (.995) > (.05).

a
Levene's Test of Equality of Error Variances

Dependent Variable: Interest Rating in DVD


F df1 df2 Sig.
.022 3 96 .995
Tests the null hypothesis that the error variance of
the dependent variable is equal across groups.
a. Design: Intercept+Age+Promotion

ANCOVA EXAMPLE
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If the Assumption of Homogeneity of Variance had not be met (found significant) – this is not a
major problem if the cell sizes are equal (i.e., the largest group size is not more than 1½ times
greater than the smallest group size). This is the case for two reasons, first, the ANCOVA
statistic is a robust statistic and second, because of the way SPSS calculates the ANCOVA
(Leech, Barrett, & Morgan, 2005).

The following table actually serves two purposes… First, we use it to test if there is a linear relationship
between the covariate and the dependent variable. As we can see – there is a (significant) linear
relationship between the covariate (Age) and the dependent variable (DVD Rating) since p (.020) < α
(.05).

Tests of Between-Subjects Effects

Dependent Variable: Interest Rating in DVD


Type III Sum
Source of Squares df Mean Square F Sig.
Corrected Model 1656.073a 4 414.018 9.340 .000
Intercept 17505.917 1 17505.917 394.940 .000
Age 249.233 1 249.233 5.623 .020
Promotion 1323.306 3 441.102 9.951 .000
Error 4210.927 95 44.326
Total 126276.000 100
Corrected Total 5867.000 99
a. R Squared = .282 (Adjusted R Squared = .252)

The following table is the test of the main hypothesis… Here we see that the Promotion Group Main
Effect is significant [p (.000) < (.05)] controlling for the effect of age. Because we found a significant
main effect – and there are more than two levels for the independent variable – we will need to conduct
follow-up procedures (i.e., post hoc procedures or multiple comparisons tests) to determine significant
pairwise differences.

Tests of Between-Subjects Effects

Dependent Variable: Interest Rating in DVD


Type III Sum
Source of Squares df Mean Square F Sig.
Corrected Model 1656.073a 4 414.018 9.340 .000
Intercept 17505.917 1 17505.917 394.940 .000
Age 249.233 1 249.233 5.623 .020
Promotion 1323.306 3 441.102 9.951 .000
Error 4210.927 95 44.326
Total 126276.000 100
Corrected Total 5867.000 99
a. R Squared = .282 (Adjusted R Squared = .252)

The covariate is included in the analysis to control for differences on this variable and is not the
focus of the main analysis (it is used to test the linear relationship between the covariate and the
dependent variable as noted above). Consequently, the results of the covariate are frequently not
reported in a Results section.
ANCOVA EXAMPLE
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Since we found a significant between-subjects main effect, we will want to calculate the measure of
association, omega squared (ω2). Calculating the measure of association (omega squared) 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…

SS B' − ( K − 1) MSW'
ω =
2

SS T' + MSW'

For our example – we substitute into the formula and get:

1323.306 − (4 − 1)44.326 1323.303 − (3)44.326 1323.303 − 132.978 1190.325


ω2 = = = = = .201363
5867.000 + 44.326 5911.326 5911.326 5911.326

ω2 = .20, which means that the four levels of promotion group (the independent variable) account for
approximately 20% of the total variance in the individual’s interest rating of the DVD (the
dependent variable) controlling for the effect of the actual age of the individuals (the covariate).

Estimated Marginal Means


The following table shows the adjusted group means… These means are adjusted for the covariate.

Promotion Group

Dependent Variable: Interest Rating in DVD


95% Confidence Interval
Promotion Group Mean Std. Error Lower Bound Upper Bound
1 30.883a 1.334 28.234 33.532
2 39.882 a 1.332 37.238 42.527
3 31.695a 1.333 29.050 34.341
4 36.339 a 1.343 33.672 39.006
a. Covariates appearing in the model are evaluated at the following
values: Actual Age = 36.28.

Note the difference between the unadjusted and the adjusted means… For this example – they
are relatively the same – however, depending on the effect (influence) of the covariate – these
means can be notably different.

ANCOVA EXAMPLE
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Profile Plots

Estimated Marginal Means of Interest Rating in DVD

40

38
Estimated Marginal Means

36

34

32

30

1 2 3 4

Promotion Group

The Profile Plot will give us a visual picture of what is going on with our study. As we can see the line
represents the estimated marginal means for the interest rating in DVD at each of the levels of
promotion. These values correspond to those found in the estimated marginal means table.

Post hoc Analyses


Because we found a significant between-subjects main effect – and there are four levels to our
independent variable – we will need to conduct a follow-up test to determine where any significant
pairwise differences are.

One option is to use the lmatrix syntax command which uses the appropriate error term to make pairwise
comparisons. We will still need to control for Type I error. While there are several methods from which
to choose – we will use the Bonferroni adjustment (alpha divided by the number of comparisons).

ANCOVA EXAMPLE
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Syntax for the lmatrix command

UNIANOVA
DVDRating BY Promotion WITH Age
/METHOD = SSTYPE(3)
/lmatrix 'Promotion Group 1 vs Promotion Group 2'
promotion 1 -1 0 0
/lmatrix 'Promotion Group 1 vs Promotion Group 3'
promotion 1 0 -1 0
/lmatrix 'Promotion Group 1 vs Promotion Group 4'
promotion 1 0 0 -1
/lmatrix 'Promotion Group 2 vs Promotion Group 3'
promotion 0 1 -1 0
/lmatrix 'Promotion Group 2 vs Promotion Group 4'
promotion 0 1 0 -1
/lmatrix 'Promotion Group 3 vs Promotion Group 4'
promotion 0 0 1 -1.

Because we use the top three lines of the ANCOVA syntax – we will get a few redundant tables… i.e.,
the Between-Subjects Factors and the Tests of Between-Subjects Effects. These can be ignored here.

Univariate Analysis of Variance

Between-Subjects Factors

N
Promotion 1 25
Group 2 25
3 25
4 25

Tests of Between-Subjects Effects

Dependent Variable: Interest Rating in DVD


Type III Sum
Source of Squares df Mean Square F Sig.
Corrected Model 1656.073a 4 414.018 9.340 .000
Intercept 17505.917 1 17505.917 394.940 .000
Age 249.233 1 249.233 5.623 .020
Promotion 1323.306 3 441.102 9.951 .000
Error 4210.927 95 44.326
Total 126276.000 100
Corrected Total 5867.000 99
a. R Squared = .282 (Adjusted R Squared = .252)

ANCOVA EXAMPLE
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The following table provides a summary of the lmatrix syntax that we just requested. For this analysis –
there is no pertinent information contained in this table – as such, it too can be ignored.

Custom Hypothesis Tests Index


1 Contrast Coefficients LMATRIX
(L' Matrix) Subcommand 1:
Promotion Group 1 vs
Promotion Group 2
Transformation
Identity Matrix
Coefficients (M Matrix)
Contrast Results (K
Zero Matrix
Matrix)
2 Contrast Coefficients LMATRIX
(L' Matrix) Subcommand 2:
Promotion Group 1 vs
Promotion Group 3
Transformation
Identity Matrix
Coefficients (M Matrix)
Contrast Results (K
Zero Matrix
Matrix)
3 Contrast Coefficients LMATRIX
(L' Matrix) Subcommand 3:
Promotion Group 1 vs
Promotion Group 4
Transformation
Identity Matrix
Coefficients (M Matrix)
Contrast Results (K
Zero Matrix
Matrix)
4 Contrast Coefficients LMATRIX
(L' Matrix) Subcommand 4:
Promotion Group 2 vs
Promotion Group 3
Transformation
Identity Matrix
Coefficients (M Matrix)
Contrast Results (K
Zero Matrix
Matrix)
5 Contrast Coefficients LMATRIX
(L' Matrix) Subcommand 5:
Promotion Group 2 vs
Promotion Group 4
Transformation
Identity Matrix
Coefficients (M Matrix)
Contrast Results (K
Zero Matrix
Matrix)
6 Contrast Coefficients LMATRIX
(L' Matrix) Subcommand 6:
Promotion Group 3 vs
Promotion Group 4
Transformation
Identity Matrix
Coefficients (M Matrix)
Contrast Results (K
Zero Matrix
Matrix)

ANCOVA EXAMPLE
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This first set of information provides the pairwise comparison of Promotion Group 1 vs. Promotion
Group 2.

Custom Hypothesis Tests #1


Note the -8.999 – this is the adjusted mean difference of Promotion Group 1 (M = 30.883) and
Promotion Group 2 (M = 39.882). The negative value is simply because of the order (low – high =
negative). Typically, we would report the absolute value (i.e., 9.00).

Contrast Results (K Matrix)a

Dependent
Variable
Interest
Contrast Rating in DVD
L1 Contrast Estimate -8.999
Hypothesized Value 0
Difference (Estimate - Hypothesized)
-8.999
Std. Error 1.884
Sig. .000
95% Confidence Interval Lower Bound -12.739
for Difference Upper Bound -5.259
a. Based on the user-specified contrast coefficients (L') matrix: Promotion
Group 1 vs Promotion Group 2

Note the footnote (a) provides a reminder of which groups are being compared… that is, provided we
indicated that in the lmatrix syntax. While the above table also indicates significance – it does not
provide us with the F values needed to put into a report.

The following table provides the necessary information to determine if the group difference is
significant. In this case we see F(1, 95) = 22.821, p < .001 – indicating that Promotion Group 1 is
significantly different from Promotion Group 2. This is compared to our adjusted alpha level
(Bonferroni adjustment) of .0083 ( /3 = .05/6 = .0083). A review of the group means shows that
Promotion Group 1 (M = 30.883) is significantly lower than Promotion Group 2 (M = 39.882) on their
DVD interest levels controlling for age.

Test Results

Dependent Variable: Interest Rating in DVD


Sum of
Source Squares df Mean Square F Sig.
Contrast 1011.540 1 1011.540 22.821 .000
Error 4210.927 95 44.326

Because we found a significant difference – we will need to follow this up with the calculation of an
Effect Size. Don’t forget to use the appropriate error term (MS’W = 44.326) which we get from the above
table. To calculate the effect size (adjusted Cohen’s d), we use the following formula:

ANCOVA EXAMPLE
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X 'i − X 'k
dˆ = where '
MSerror = 44.326 = 6.6578
'
MSerror

8.999
dˆ = = 1.351648 = 1.35
6.6578

This next set of information provides the pairwise comparison of Promotion Group 1 vs. Promotion
Group 3.

Custom Hypothesis Tests #2


Note the -.812 – this is the adjusted mean difference of Promotion Group 1 (M = 30.883) and Promotion
Group 3 (M = 31.695). The negative is simply because of the order (low – high = negative). Typically,
we would report the absolute value (i.e., .81).

Contrast Results (K Matrix)a

Dependent
Variable
Interest
Contrast Rating in DVD
L1 Contrast Estimate -.812
Hypothesized Value 0
Difference (Estimate - Hypothesized)
-.812
Std. Error 1.883
Sig. .667
95% Confidence Interval Lower Bound -4.551
for Difference Upper Bound 2.927
a. Based on the user-specified contrast coefficients (L') matrix: Promotion
Group 1 vs Promotion Group 3

The following table provides the necessary information to determine if the group difference is
significant. In this case we see F(1, 95) =.186, p = .667 – indicating that Promotion Group 1 is not
significantly different from Promotion Group 3. This is compared to our adjusted alpha level
(Bonferroni adjustment) of .0083 ( /3 = .05/6 = .0083). A review of the group means shows that while
Promotion Group 1 (M = 30.883) is lower than Promotion Group 3 (M = 31.695) on their DVD interest
levels controlling for age, it is not significantly different.

Test Results

Dependent Variable: Interest Rating in DVD


Sum of
Source Squares df Mean Square F Sig.
Contrast 8.245 1 8.245 .186 .667
Error 4210.927 95 44.326

Because no significant difference was found for these two groups – no Effect Size needs to be
calculated.
ANCOVA EXAMPLE
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This next set of information provides the pairwise comparison of Promotion Group 1 vs. Promotion
Group 4.

Custom Hypothesis Tests #3


Note the -5.456 – this is the adjusted mean difference of Promotion Group 1 (M = 30.883) and
Promotion Group 4 (M = 36.339). The negative is simply because of the order (low – high = negative).
Typically, we would report the absolute value (i.e., 5.46).

Contrast Results (K Matrix)a

Dependent
Variable
Interest
Contrast Rating in DVD
L1 Contrast Estimate -5.456
Hypothesized Value 0
Difference (Estimate - Hypothesized)
-5.456
Std. Error 1.901
Sig. .005
95% Confidence Interval Lower Bound -9.231
for Difference Upper Bound -1.681
a. Based on the user-specified contrast coefficients (L') matrix: Promotion
Group 1 vs Promotion Group 4

The following table provides the necessary information to determine if the group difference is
significant. In this case we see F(1, 95) = 8.233, p = .005 – indicating that Promotion Group 1 is
significantly different from Promotion Group 4. This is compared to our adjusted alpha level
(Bonferroni adjustment) of .0083 ( /3 = .05/6 = .0083). A review of the group means shows that
Promotion Group 1 (M = 30.883) is significantly lower than Promotion Group 4 (M = 36.339) on their
DVD interest levels controlling for age.

Test Results

Dependent Variable: Interest Rating in DVD


Sum of
Source Squares df Mean Square F Sig.
Contrast 364.941 1 364.941 8.233 .005
Error 4210.927 95 44.326

Because we found a significant difference – we will need to follow this up with the calculation of an
Effect Size. Don’t forget to use the appropriate error term (MS’W = 44.326) which we get from the above
table.

X 'i − X 'k 5.456


ˆ
d= dˆ = = .819490 = .82
'
MSerror 6.6578

ANCOVA EXAMPLE
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This next set of information provides the pairwise comparison of Promotion Group 2 vs. Promotion
Group 3.

Custom Hypothesis Tests #4


Note the 8.187 – this is the adjusted mean difference of Promotion Group 2 (M = 39.882) and Promotion
Group 3 (M = 31.695).

Contrast Results (K Matrix)a

Dependent
Variable
Interest
Contrast Rating in DVD
L1 Contrast Estimate 8.187
Hypothesized Value 0
Difference (Estimate - Hypothesized)
8.187
Std. Error 1.883
Sig. .000
95% Confidence Interval Lower Bound 4.448
for Difference Upper Bound 11.925
a. Based on the user-specified contrast coefficients (L') matrix: Promotion
Group 2 vs Promotion Group 3

The following table provides the necessary information to determine if the group difference is
significant. In this case we see F(1, 95) = 18.898, p < .001 – indicating that Promotion Group 2 is
significantly different from Promotion Group 3. This is compared to our adjusted alpha level
(Bonferroni adjustment) of .0083 ( /3 = .05/6 = .0083). A review of the group means shows that
Promotion Group 2 (M = 39.882) is significantly higher than Promotion Group 3 (M = 31.695) on their
DVD interest levels controlling for age.

Test Results

Dependent Variable: Interest Rating in DVD


Sum of
Source Squares df Mean Square F Sig.
Contrast 837.672 1 837.672 18.898 .000
Error 4210.927 95 44.326

Because we found a significant difference – we will need to follow this up with the calculation of an
Effect Size. Don’t forget to use the appropriate error term (MS’W = 44.326) which we get from the above
table.

X 'i − X 'k 8.187


dˆ = dˆ = = 1.229685 = 1.23
'
MSerror 6.6578

ANCOVA EXAMPLE
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This next set of information provides the pairwise comparison of Promotion Group 2 vs. Promotion
Group 4.

Custom Hypothesis Tests #5


Note the 3.543 – this is the adjusted mean difference of Promotion Group 2 (M = 39.882) and Promotion
Group 4 (M = 36.339).

Contrast Results (K Matrix)a

Dependent
Variable
Interest
Contrast Rating in DVD
L1 Contrast Estimate 3.543
Hypothesized Value 0
Difference (Estimate - Hypothesized)
3.543
Std. Error 1.895
Sig. .065
95% Confidence Interval Lower Bound -.219
for Difference Upper Bound 7.305
a. Based on the user-specified contrast coefficients (L') matrix: Promotion
Group 2 vs Promotion Group 4

The following table provides the necessary information to determine if the group difference is
significant. In this case we see F(1, 95) = 3.496, p = .065 – indicating that Promotion Group 2 is not
significantly different from Promotion Group 4. This is compared to our adjusted alpha level
(Bonferroni adjustment) of .0083 ( /3 = .05/6 = .0083). A review of the group means shows that while
Promotion Group 2 (M = 39.882) is higher than Promotion Group 4 (M = 36.339) on their DVD interest
levels controlling for age, it is not significantly different.

Test Results

Dependent Variable: Interest Rating in DVD


Sum of
Source Squares df Mean Square F Sig.
Contrast 154.963 1 154.963 3.496 .065
Error 4210.927 95 44.326

Because no significant difference was found for these two groups – no Effect Size needs to be
calculated.

ANCOVA EXAMPLE
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This next set of information provides the pairwise comparison of Promotion Group 3 vs. Promotion
Group 4.

Custom Hypothesis Tests #6


Note the -4.644 – this is the adjusted mean difference of Promotion Group 3 (M = 31.695) and
Promotion Group 4 (M = 36.339). The negative is simply because of the order (low – high = negative).
Typically, we would report the absolute value (i.e., 4.64).

Contrast Results (K Matrix)a

Dependent
Variable
Interest
Contrast Rating in DVD
L1 Contrast Estimate -4.644
Hypothesized Value 0
Difference (Estimate - Hypothesized)
-4.644
Std. Error 1.898
Sig. .016
95% Confidence Interval Lower Bound -8.411
for Difference Upper Bound -.876
a. Based on the user-specified contrast coefficients (L') matrix: Promotion
Group 3 vs Promotion Group 4

The following table provides the necessary information to determine if the group difference is
significant. In this case we see F(1, 95) = 5.988, p = .016 – indicating that Promotion Group 3 is not
significantly different from Promotion Group 4. This is compared to our adjusted alpha level
(Bonferroni adjustment) of .0083 ( /3 = .05/6 = .0083). A review of the group means shows that while
Promotion Group 3 (M = 31.695) is lower than Promotion Group 4 (M = 36.339) on their DVD interest
levels controlling for age, it is not significantly different.

Test Results

Dependent Variable: Interest Rating in DVD


Sum of
Source Squares df Mean Square F Sig.
Contrast 265.410 1 265.410 5.988 .016
Error 4210.927 95 44.326

Because no significant difference was found for these two groups – no Effect Size needs to be
calculated.

ANCOVA EXAMPLE
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