Two-Way ANOVA

Two-way Analysis of Variance

Two-way ANOVA is applied to a situation in which you have two independent nominal-level variables and one interval or better dependent variable Each of the independent variables may have any number of levels or conditions (e.g., Treatment 1, Treatment 2, Treatment 3 No Treatment) In a two-way ANOVA you will obtain 3 F ratios One of these will tell you if your first independent variable has a significant main effect on the DV A second will tell you if your second independent variable has a significant main effect on the DV The third will tell you if the interaction of the two independent variables has a significant effect on the DV, that is, if the impact of one IV depends on the level of the other

The Three Effects in a Two-Way ANOVA

Lets consider an example: What is the impact of gender, ethnicity, and their interaction on annual income?

One of these will tell you if your first independent variable has a significant main effect on the DV

A second will tell you if your second independent variable has a significant main effect on the DV

What is the main effect of gender on income, regardless of (across all levels of) ethnicity? What is the main effect of ethnicity on income, regardless of (across all levels of) gender

The third will tell you if the interaction of the two independent variables has a significant effect on the DV

What is the combined effect of gender and ethnicity on income that could not be detected by considering the two IVs separately? (e.g., what is the interaction of gender and ethnicity with respect to income; is the effect of gender different for different categories of ethnicity?

The Null Hypotheses in a Two-Way ANOVA

The null hypotheses in a two-way ANOVA are these:

The population means for the DV are equal across levels of the first factor The population means for the DV are equal across levels of the second factor The effects of the first and second factors on the DV are independent of one another

An Interaction Effect in Two-Way Analysis of Variance

What is the impact of gender and ethnicity on annual salary, and how do they interact? In this example, there may not be much of a main effect either for gender or ethicnity, but there may be an interaction effect: for example, are females who are Hispanic paid more than males who are Hispanic, while females who are African-American are paid less than males who are African-American?
Female Hispanic Male

Salary Average Salary Average is High is Low Salary Average Salary Average is Low is High

AfricanAmerican

Some Conventions to Know

For convenience purposes, one factor or IV is usually called the column variable and the other the row variable When describing your design in the opening statement of a Method section you will refer to it as a 2 X 2 design, or a 3 X 3 design, where the first number refers to the number of levels of the row variable and the second number refers to the number of levels of the column variable. When there are more than two factors involved, in a multiple factor ANOVA, you will see 4 X 2 X 4, which means that there are three factors in the design, the first with four, the second with two, and the third with four levels of the factor. The order is usually arbitrary

More Conventions to Know

An independent variable is called a factor, and its separate impact on the DV is called a main effect The term between effect or between-groups effect in ANOVA language refers to the differences in the DV between or among levels of a factor and is the same thing as the variables main effect (e.g., differences in the DV between men and women, or between African Americans and Hispanics) The term within effect or within-groups effect in ANOVA language refers to the differences in the DV within a level of the factor (e.g., differences among the individuals within the female category or the African-American category

Various Estimates in Two-Way ANOVA

Estimates for the main effects of the two independent variables The between estimate, or between mean square for the row variable (for example, ethnicity) is based on the deviation of each row mean of the DV (mean for Hispanic, mean for African-American) from the overall or grand mean of the DV Similarly, the between estimate, or between mean square for the column variable, gender, is based on the deviation of each column mean of the DV (mean for females, mean for males) from the overall or grand mean of the DV Each of these estimates is calculated as if the other factor did not exist

Estimates in Anova

The estimate or mean square for the interaction effect of gender and ethnicity is based on the deviation of the cell means (mean on the DV from each of these combinations: Hispanic/female; Hispanic/male; African-American/female; African-American/male) from the grand mean, after differences due to the two factors (gender, ethnicity) acting independently and the error variance (individual variability within the cells) have been accounted for or removed

Within Estimate and F Ratio, TwoWay ANOVA

The estimate or mean square for the within-cell variance is based on the deviation of each score on the DV from the mean of its own cell. It is usually called the error term (error being whatever you cant explain by factors and their interaction) Whenever the independent variables are regarded as fixed, (levels are not randomly sampled) the F ratios for the two factors (gender, ethnicity) and their interaction are calculated by dividing the appropriate main effect or interaction effect estimate by the within estimate The degrees of freedom (DF) associated with each of the F ratios (Factor 1 main effect, Factor 2 main effect, their interaction) are k-1 and j-1, respectively, for each of the main effects, where k and j are the number of levels of the respective factors; df for the interaction term is (k-1)(j-1); and the df for the error term is N-jk

Two-Way ANOVA, Example of F tests

Test of the impact of sex and race on socioeconomic status: Significant main effect for race (see red dots) No significant main effect for sex (see green dots) No significant interaction of race and sex (see blue dots)

Factors (main effects and interaction effect)

Two-Way ANOVA, Example of F Tests, Contd

a Le v e ne 's Te st of Equality of Error Variance s

According to the Levene test the group variances are significantly different so we will F df1 df2 Sig. use the Tamhane post hoc test instead of 3.785 5 1413 .002 Sheffe to see which group means are Tests the null hypothesis that the error variance of the dependent variable is equal across groups. significantly different. We will only do a test a. Design: Intercept+RACE+SEX+RACE * SEX on the factors for which the main effect was significant According to the Tamhane test the means for blacks and whites in Socioeconomic status were 2. Race w of Re sponde nt significantly Dependent Variable: Respondent Socioeconomic Index different, but 95% Confidence Interval neither group Racew of Respondent Mean Std. Error Lower Bound Upper Bound white 48.514 .536 47.464 49.565 was significantly black 40.099 1.526 37.107 43.092 different from other 45.197 2.355 40.577 49.817 other
Dependent Variable: Respondent Socioeconomic Index

Plots of Main Effects and Interaction Effect

Estimated Marginal Means of Respondent Socioeconomic Index
50

Estimated Marginal Means of Respondent Socioeconomic Index

52 50 48

48

46

Estimated Marginal Means

44

42

40

Estimated Marginal Means

46 44 42 40 38 36 w hite black other

38 w hite black other

Racew of Respondent

Estimated Marginal Means of Respondent Socioeconomic Index

46.5 46.0 45.5

Respondent's Sex
Male Female

Estimated Marginal Means

45.0 44.5 44.0 43.5 43.0 Male Female

Racew of Respondent

Respondent's Sex

Plot of interaction effect: Note that the lines for males (red) and females (green) are very similar although there is a tiny bit of an interaction effect in the Other category where women are actually higher than men

Two-Way ANOVA, SPSS example

Suppose you hypothesized that the amount of time a person spent on the Internet each week was influenced by two factors, their educational level and their marital status. (This will be a 3 X 2 design with three levels of education (high school only, some post-high school, and college degree or more), and two levels of marital status (married/with partner or not married/with partner).

Main effects may be interpreted in a straightforward way (treated as independent of one another and interpreted individually) only if there is no significant interaction present; otherwise the interpretation of the main effects must take the interaction into account

Your first hypothesis was that the more educated people are, the more time they will spend on the net. Your second hypothesis was that the amount of time people spend on the net is likely to be influenced by their marital status, such that persons without partners are more likely to spend time on the net than those who are married/have a partner. Your third hypothesis is that education level and marital status will interact, but you dont predict the nature of the interaction

SPSS Output, Two-Way ANOVA: Tests of Main Effects of Marital Status and Educational Level and Their Interaction on Time Spent on the Net

Tests of Hypotheses: (1) There is no significant main effect for education level (F(2, 58) = 1.685, p = . 194, partial eta squared = .055) (2) There is no significant main effect for marital status (F (1, 58) = .441, p = . 509, partial eta squared = .008) (3) There is a significant interaction effect of marital status and education level (F (2, 58) = 3.586, p = .034, partial eta squared = .110)

Deconstructing the Interaction Effect

Since there were no significant main effects for either educational level or marital status, we wont do any post-hoc (Sheffe, Tamhane) tests of the differences between pairs of levels of the factors (for example, between high school and some post-high school) However, we do want to examine the interaction effect since it was significant. Note how the direction of the difference in time spent on the net reverses itself for married vs. not married as a function of level of education, particularly high school vs. some post-high school
4. College orNot * M arrie dorNot Dependent Variable: TIMENET CollegeorNot HighSchool SomePostHigh CollegeorMore MarriedorNot Married/Partner NotMarried/Partner Married/Partner NotMarried/Partner Married/Partner NotMarried/Partner Mean 5.955 3.091 2.667 8.556 3.071 2.577 Std. Error 1.474 1.474 1.995 1.629 1.306 1.356 95% Confidence Interval Lower Bound Upper Bound 3.005 8.904 .141 6.041 -1.327 6.661 5.294 11.817 .457 5.686 -.137 5.290

Plots of Main Effects (non-significant) of Marital Status and Education Level

Estimated Marginal Means of TIMENET
4.8 6.0 5.5 4.6 5.0

Estimated Marginal Means of TIMENET

Estimated Marginal Means

Estimated Marginal Means

NotMarried/Partner

4.4

4.5 4.0 3.5 3.0 2.5 HighSchool SomePostHigh CollegeorMore

4.2

4.0

3.8

Married/Partner

MarriedorNot

CollegeorNot

Generally, although the results are not significant, it would appear that unmarried or non-partnered people spend more time on the net, and net use peaks with the post-high school group and declines for college grads

Plots of Interaction Effect of Education Level and Marital Status on Time Spent on the Net
Estimated Marginal Means of TIMENET
9 8 7

6 5 4 3 2 SomePostHigh

MarriedorNot
Married/Partner NotMarried/Partner CollegeorMore

HighSchool

CollegeorNot

Education Level is plotted along the horizontal axis and hours spent on the net is plotted along the vertical axis. The red and green lines show how marital status interacts with education level. If marital status had the same effect on time spent on the net across all levels of education, the lines would be more or less parallel. In an interaction effect, they cross or diverge from parallel in some way. Here we note that the general trend for single people to spend more time on the net is very strong for the post-high school group but is reversed for high school grads and college grads, where married people spend more time What do you think might explain this?

Estimated Marginal Means

Step-by-step Two-Way ANOVA in SPSS

First, download the socialsurveysmall.sav data file We are going to test the hypotheses that

Go to Analyze/General Linear Model/ Univariate

Sex of respondent has a significant main effect on hours per day spent watching TV Home ownership has a significant main effect on hours per day spent watching TV Sex of respondent and home ownership have a significant interaction effect on hours per day spent watching TV Move the variables Respondents Sex and OwnsOwnHome into the Fixed Factor window Move the Hours per Day Watching TV variable into the Dependent Variables window Click on Model, select Full Factorial, and Continue Ignore the Contrasts Button for now

Step-by-Step Two-Way ANOVA in SPSS

Next, we are going click on the Plots button to select the plots we want. First we get plots for the main effects

Next we will get plots for the interaction effect

Move the Sex factor into the Horizonal Axis window and click the Add button Move the Homeown factor into the Horizontal Axis window and click the Add button Move the Sex factor into the Horizontal Axis window and the Homeown factor into the Separate Lines window and click the Add button Move the Homeown factor into the Horizontal Axis window and the Sex factor into the Separate Lines window and click the Add button Click Continue

Step-by-step Two-Way ANOVA in SPSS

We will skip the post-hoc tests button this time because our variables only have two levels each and the post-hoc tests are only performed when there are more than two levels. Otherwise you do the post hoc tests just as you did for one-way ANOVA by moving the factors you want to test into the Post Hoc Tests box and selecting Sheffe and Tamhane tests Click on Options and move all of the Factors (overall, Sex, Homeown, and Sex*Homeown) into the Display Means for box Check Compare Main Effects, Descriptives, Estimates of Effect Size, Observed Power, and Homogeneity Tests, and set the confidence interval to 95% Click Continue and then OK Compare your output to the next several slides

Your SPSS Output for Two-Way ANOVA

1. Sex of respondent has a significant main effect on hours per day spent watching TV 2. Home ownership has a significant main effect on hours per day spent watching TV 3. Sex of respondent and home ownership have a significant interaction effect on hours per day spent watching TV Now write a paragraph in which you report the results of the significance tests! Remember that the interpretation of the main effects in a straightforward way is complicated by the significant interaction We also need to be a bit skeptical since the partial eta squares are very low and as you will see on the next slide there is a very large SD in one of the conditions

Examining the Main Effects of Sex and Homeownership

As you can see in the table of means, there is a trend for females to watch more TV than males and for nonhomeowners to watch more TV than homeowners, but there is a particularly pronounced trend for female non-homeowners to watch more TV than everybody else.

De scriptiv e Statistics Dependent Variable: Hours Per Day Watching TV Respondent's Sex OwnsOwnHome Male Owns Own Home Doesn't Own Home Total Female Owns Own Home Doesn't Own Home Total Total Owns Own Home Doesn't Own Home Total Mean 2.77 2.93 2.82 2.63 3.69 3.02 2.70 3.37 2.93 Std. Deviation 2.197 2.249 2.213 1.790 3.173 2.436 1.989 2.842 2.339 N 305 146 451 353 201 554 658 347 1005

Examining the Interaction Effect of Sex and Homeownership

Although the interaction effect is not extremely strong, there is a trend for the relationship between homeownership and hours spent watching TV to be different for men than women; women who dont own homes are much more likely to spend more time watching tv than owners, compared to men, for whom homeownership makes less of a difference