EPS 625 – ANALYSIS OF COVARIANCE (ANCOVA) EXAMPLE USING THE GENERAL LINEAR MODEL PROGRAM ANCOVA One Dependent Variable – Interest Rating in DVD One Independent Variable with three levels (Promotion Group 1, 2, and 3) One Covariate – actual age of individuals 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 dvdscore 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 three levels of the between-subjects factors used in the ANCOVA Between-Subjects Factors N Promotion Group 1 2 3 24 23 23 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 (.913) > α (.05)], so the assumption of homogeneity of regression slopes has been met Te sts of Be twe en-Subjects Effects Dependent Variable: Total DVD assessment Source Correc ted Model Int ercept promot ion age promotion * age Error Total Correc ted Total Ty pe III Sum of Squares 1366.407a 11250. 870 172.092 199.896 df 5 1 2 1 Mean S quare 273.281 11250. 870 86.046 199.896 F 6.083 250.422 1.915 4.449 Sig. .000 .000 .156 .039 8.192 2 4.096 .091 .913 2875.365 84890. 000 4241.771 64 70 69 44.928 a. R Squared = .322 (Adjusted R S quared = .269) Syntax for ANCOVA to test the main hypothesis UNIANOVA dvdscore BY promotion WITH age /METHOD = SSTYPE(3) /INTERCEPT = INCLUDE /EMMEANS = TABLES(promotion) WITH(age=MEAN) /PRINT = DESCRIPTIVE HOMOGENEITY /CRITERIA = ALPHA(.05) /DESIGN = age promotion . Univariate Analysis of Variance Between-Subjects Factors N Promotion Group 1 2 3 24 23 23 The following table provides the UNADJUSTED group means. However, they do provide an initial indication that Promotion Group 2 has a higher interest rating than the other two groups. The question then becomes – is that difference significant – and more so – different when we control for age De scri ptive Statistics Dependent Variable: Tot al DVD assessment Promotion Group 1 2 3 Total Mean 30.67 39.70 31.61 33.94 St d. Deviat ion 6.857 6.990 6.542 7.841 N 24 23 23 70 The following table is the Levene’s Test of Homogeneity of Variance. As we can see – this assumption is met since p (.981) > α (.05) Levene's Test of Equality of Error Variancesa Dependent Variable: Total DVD asses sment F .019 df1 df2 2 Sig. 67 .981 Tests the null hypothesis that the error variance of the dependent variable is equal acros s groups . a. Design: Intercept+age+promotion If the Assumption of Homogeneity of Variance had not be met (found significant) – this is not a BIG 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). ANCOVA EXAMPLE PAGE 2 The following table is the test of the main hypothesis… Here we see that the Promotion Group Main Effect is significant [p (.000) < α (.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. Te sts of Betw een-Subjects Effects Dependent Variable: Total DVD ass ess ment Source Correc ted Model Int ercept age promotion Error Total Correc ted Total Ty pe III Sum of Squares 1358.214a 11518. 662 214.124 df 3 1 1 Mean Square 452.738 11518. 662 214.124 F 10.362 263.644 4.901 Sig. .000 .000 .030 1151.025 2 575.512 13.173 .000 2883.557 84890. 000 4241.771 66 70 69 43.690 a. R Squared = .320 (Adjusted R Squared = .289) The covariate is included in the analysis to control for differences on this variable and is not the focus of the analysis. Consequently, the results of the covariate are frequently not reported in a Results section. Estimated Marginal Means The following table shows the adjusted group means… These means are adjusted for the covariate. Promotion Group Dependent Variable: Total DVD as ses sment Promotion Group 1 2 3 Mean 30.642 a 39.711 a 31.619 a Std. Error 1.349 1.378 1.378 95% Confidence Interval Lower Bound Upper Bound 27.948 33.336 36.960 42.463 28.867 34.371 a. Covariates appearing in the model are evaluated at the following values: Actual Age = 38.27. 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 PAGE 3 Because we found a significant between-subjects main effect – and there are three 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). Syntax for the lmatrix command UNIANOVA dvdscore BY promotion /METHOD = SSTYPE(3) /lmatrix 'Promotion Group promotion 1 -1 0 /lmatrix 'Promotion Group promotion 1 0 -1 /lmatrix 'Promotion Group promotion 0 1 -1. WITH age 1 vs Promotion Group 2' 1 vs Promotion Group 3' 2 vs Promotion Group 3' 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 Group 1 2 3 24 23 23 Te sts of Betw een-Subjects Effects Dependent Variable: Total DVD ass ess ment Source Correc ted Model Int ercept age promotion Error Total Correc ted Total Ty pe III Sum of Squares 1358.214a 11518. 662 214.124 1151.025 2883.557 84890. 000 4241.771 df 3 1 1 2 66 70 69 Mean Square 452.738 11518. 662 214.124 575.512 43.690 F 10.362 263.644 4.901 13.173 Sig. .000 .000 .030 .000 a. R Squared = .320 (Adjusted R Squared = .289) ANCOVA EXAMPLE PAGE 4 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 2 3 Contrast Coefficients (L' Matrix) Transformation Coefficients (M Matrix) Contrast Results (K Matrix) Contrast Coefficients (L' Matrix) Transformation Coefficients (M Matrix) Contrast Results (K Matrix) Contrast Coefficients (L' Matrix) Transformation Coefficients (M Matrix) Contrast Results (K Matrix) LMATRIX Subcom mand 1: Promotio n Group 1 vs Promotio n Group 2 Identity Matrix Zero Matrix LMATRIX Subcom mand 2: Promotio n Group 1 vs Promotio n Group 3 Identity Matrix Zero Matrix LMATRIX Subcom mand 3: Promotio n Group 2 vs Promotio n Group 3 Identity Matrix Zero Matrix ANCOVA EXAMPLE PAGE 5 This first set of information provides the pairwise comparison of Promotion Group 1 vs. Promotion Group 2. Custom Hypothesis Tests #1 Note the -9.069 – this is the adjusted mean difference of Promotion Group 1 (M = 30.642) and Promotion Group 2 (M = 39.711). The negative is simply because of the order (low – high = negative). Typically, we would report the absolute value (i.e., 9.069). a Contra st Results (K Matri x) Contrast L1 Dependent Variable Total DVD as sess ment Contrast E stimate -9.069 Hy pothesiz ed Value Difference (Est imate - Hypothesized) St d. E rror Sig. 95% Confidenc e Interval for Difference 0 -9. 069 1.929 .000 -12.920 -5. 218 Lower Bound Upper Bound a. Based on the user-specified contrast coeffic ient s (L') matrix : Promotion Group 1 vs Promot ion 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, 66) = 22.109, 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 .017 (α/3 = .05/3 = .017). A review of the group means shows that Promotion Group 1 (M = 30.642) is significantly lower than Promotion Group 2 (M = 39.711) on their DVD interest levels controlling for age. Test Results Dependent Variable: Total DVD as sess ment Source Contrast Sum of Squares 965.962 Error 2883.557 df 1 Mean Square 965.962 66 43.690 F 22.109 Sig. .000 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 = 43.690) which we get from the above table. ES X'i X'k MS 'W 9.069 43.690 9.069 1.372045076 1.37 6.609841148 ANCOVA EXAMPLE PAGE 6 This next set of information provides the pairwise comparison of Promotion Group 1 vs. Promotion Group 3. Custom Hypothesis Tests #2 Note the -.977 – this is the adjusted mean difference of Promotion Group 1 (M = 30.642) and Promotion Group 3 (M = 31.619). The negative is simply because of the order (low – high = negative). Typically, we would report the absolute value (i.e., .977). a Contra st Results (K Matri x) Contrast L1 Dependent Variable Total DVD as sess ment Contrast E stimate -.977 Hy pothesiz ed Value Difference (Est imate - Hypothesized) St d. E rror Sig. 95% Confidenc e Interval for Difference 0 -.977 1.929 .614 -4. 828 2.874 Lower Bound Upper Bound a. Based on the user-specified contrast coeffic ient s (L') matrix : Promotion Group 1 vs Promot ion Group 3 The following table provides the necessary information to determine if the group difference is significant. In this case we see F(1, 66) =.256, p = 0.614 – indicating that Promotion Group 1 is not significantly different from Promotion Group 3. This is compared to our adjusted alpha level (Bonferroni adjustment) of .017 (α/3 = .05/3 = .017). A review of the group means shows that while Promotion Group 1 (M = 30.642) is lower than Promotion Group 3 (M = 31.619) on their DVD interest levels controlling for age, it is not significantly lower. Test Results Dependent Variable: Total DVD as sess ment Source Contrast Sum of Squares 11.204 Error 2883.557 df 1 Mean Square 11.204 66 43.690 F .256 Sig. .614 Because no significant difference was found for these two groups – no Effect Size needs to be calculated. ANCOVA EXAMPLE PAGE 7 This next set of information provides the pairwise comparison of Promotion Group 2 vs. Promotion Group 3. Custom Hypothesis Tests #3 Note the 8.093 – this is the adjusted mean difference of Promotion Group 2 (M = 39.711) and Promotion Group 3 (M = 31.619). a Contra st Results (K Matri x) Contrast L1 Dependent Variable Total DVD as sess ment Contrast E stimate 8.093 Hy pothesiz ed Value Difference (Est imate - Hypothesized) St d. E rror Sig. 95% Confidenc e Interval for Difference 0 8.093 1.949 .000 4.201 11.984 Lower Bound Upper Bound a. Based on the user-specified contrast coeffic ient s (L') matrix : Promotion Group 2 vs Promot ion Group 3 The following table provides the necessary information to determine if the group difference is significant. In this case we see F(1, 66) = 17.238, 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 .017 (α/3 = .05/3 = .017). A review of the group means shows that Promotion Group 2 (M = 39.711) is significantly higher than Promotion Group 3 (M = 31.619) on their DVD interest levels controlling for age. Test Results Dependent Variable: Total DVD as sess ment Source Contrast Sum of Squares 753.147 Error 2883.557 df 1 Mean Square 753.147 66 43.690 F 17.238 Sig. .000 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 = 43.690) which we get from the above table. ES X'i X'k MS ' W 8.093 43.690 8.093 1.224386459 1.22 6.609841148 ANCOVA EXAMPLE PAGE 8