Analysis of Covariance (ANOCOVA) Models

ANOCOVA, like blocking, is another technique of local control to increase the precision of a statistical
experiment. Consider an experimental design where different treatments are allocated randomly to
units (CRD, one way layout) or after dividing the units into homogeneous blocks, the treatments are
randomly allocated equally often in each block (RBD, two way layout). Suppose in this setup, for
every experimental unit we have, in addition to the value of the response variable y values on p
other variables, say, 𝑥1,𝑥2,…,𝑥𝑝. We assume that these p auxiliary variables are correlated with the
response y. They are called concomitant variables. In the usual one or two way layouts, we split the
total variation of the response into several components, namely, variation in treatments and
variation in blocks (in case of an RBD). This leaves a portion of the total variation unexplained by the
treatments (and blocks for an RBD). The advantage of having information on the concomitant
variables is that, after making relevant tests for assessing the structural dependence of y on 𝑥1,𝑥2,…,
𝑥𝑝 one can make use of this dependence to account for a considerable portion of the unexplained
variation by attributing it to the regression of y on 𝑥1,𝑥2,…,𝑥𝑝, leaving a reduced portion of the
variation still unexplained. Through this, we can adjust for the variation in treatments and the
unexplained variation to carry out a more efficient test for the differential effects of treatments. This
is a useful technique since some sources of variation which cannot be controlled by the design but is
known to affect the response indirectly can be measured. As discussed previously in the context of
nuisance factors, ANOCOVA is a method of reducing the experimental error variation by adjusting
for the differences in the response with nuisance factors which are uncontrollable but measurable.

Some important assumptions in an ANOCOVA model are :

i) The values of the concomitant/auxiliary variables must not be affected by treatments
because the, the elimination of the effect of x-values also eliminates the effect due to
the treatments.
ii) The relationship between the response and the concomitant variables is linear.
iii) The concomitant variables are non-stochastic in nature.

In our case, we will consider only one concomitant variable along with the response.

Examples :
1. In comparing different diets on the yield of milk in cows, the age of the cow may be
considered as a concomitant variable.
2. In administering the effect of different tutors on the performance of students, the IQ of the
students may be considered as a concomitant variable.
3. In comparing several seed varieties on the yield of a crop, the number of plants per plot can
be considered as a concomitant variable.

I. ANOCOVA in a CRD with one concomitant variable :

Let us consider v treatments under comparison, say 𝐴1,𝐴2,…,𝐴𝑣. Let 𝑦𝑖𝑗 denote the value
of the response variable y corresponding to the jth unit subjected to the ith treatment,
𝑥𝑖𝑗 denote the value of the concomitant variable x corresponding to 𝑦𝑖𝑗, 𝜏𝑖 denote the
 additional effect due to the ith treatment, μ denote the general additive constant or the
mean effect, β denote the regression coefficient of y on x and 𝜀𝑖𝑗 denote the random
error associated with 𝑦𝑖𝑗, 𝑖 = 1(1)𝑣, 𝑗 = 1(1)𝑛𝑖.

Model, LSE, Tests --- To be done in class

II. ANOCOVA in a RBD with one concomitant variable

Let us consider v treatments under comparison, say 𝐴1,𝐴2,…,𝐴𝑣. We consider an RBD

where the experimental units are divided into homogeneous groups called blocks, each
block containing v units. The total number of experimental units is n=rv. Let 𝑦𝑖𝑗 denote
the value of the response variable y corresponding to the unit receiving the jth
treatment in the ith block, 𝑥𝑖𝑗 denote the value of the concomitant variable x
corresponding to 𝑦𝑖𝑗, 𝛽𝑖 denote the additional effect due to the ith block, 𝜏𝑗 denote the
additional effect due to the jth treatment, μ denote the general additive constant or the
mean effect, β denote the regression coefficient of y on x and 𝜀𝑖𝑗 denote the random
error associated with 𝑦𝑖𝑗, 𝑖 = 1(1)𝑟, 𝑗 = 1(1)𝑣.

Model, LSE, Tests --- To be done in class.