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Analysis of Covariance

(ANCOVA)
Facilitator
DR. SOON SENG THAH

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Objectives

Upon completion of this chapter, you should


be able to:
define Analysis of Covariance (ANCOVA);
explain the logic behind ANCOVA;
identify the assumptions for using
ANCOVA; and
compute and interpret ANCOVA using
SPSS.

Introduction

WHAT IS ANALYSIS OF COVARIANCE (ANCOVA)?

ANCOVA is a powerful statistical procedure that is used in


educational research to remove the effects of pre-existing
individual differences among subjects in a study.
Due to sampling error the two (or more than two) groups that you
are comparing do not start on an equal footing with respect to one
or more factor.
Examples of such factors are relevant prior knowledge,
motivation, self-regulation, self-efficacy, intelligence and so
forth.
For instance, when a researcher wants to compare the
effectiveness of two teaching methods, he or she is most
concerned about 'prior knowledge' that students bring with them
This prior knowledge if not addressed in the analysis can affect
the outcome of the experiment.
ANCOVA provides a way of measuring and removing the effects of
such initial systematic differences between groups or samples.
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Introduction

EXAMPLE:

A researcher conducted a study with the aim of comparing the


effectiveness of the Lecture method and the Discussion
method in teaching geography.
The result is two sets of bivariate measures, one set for each
group.
Lecture Method

Discussion Method

Introduction

The data above explain the following characteristics of


covariance:

1. There is a considerable range of individual differences within


each group for both 'attitude scores' and 'geography scores'. For
example, student #1 obtained 66 while student #2 obtained 85 for
the geography test in the Lecture Method group and so forth.
2. There is a strong positive correlation between 'attitude' and
'geography scores' for both the groups (i.e. r = 0.95 for the
Lecture method group and r = 0.92 for the Discussion method
group).
This means that the more positive the attitude towards
geography the more likely a student will do well in geography
irrespective of the method of instruction.
3. The high correlation also means that a large portion of the
variance found in the 'Geography test' is actually contributed by
the covariate 'Attitude.

Introduction

What should you do if such a situation arises?

Remove the covariance from the "Geography test" thereby


removing a substantial portion of the extraneous variance of
individual differences
You "subtract out" or "remove" attitude scores and you will be
left with the "residual" (or what is left over).
When you subtract out, you are in fact reducing geography
scores variability or variance while maintaining the group
difference.
You use Analysis of Covariance (ANCOVA) to "reduce noise" to
produce a more efficient and powerful estimate of the treatment
effect such as in an experiment.
You 'adjust' geography scores for variability on the covariate
(attitude scores).

Introduction

What should you do if such a situation arises?

As a rule, you should select a co-variable or covariate (in this case


the covariate is 'attitude') that is highly correlated to the
dependent or outcome variable (i.e. geography scores).
If you have two or more co-variables or covariates, you must make
sure there is little inter-correlation among the covariates
Otherwise you will be introducing redundant covariates and
hence lose precision in your analysis.
For example, you would surely not want to use both 'family
income' and 'father's occupation' as covariates because it is
likely that both are highly correlated.

Assumptions for ANCOVA

There are a number of assumptions that underlie the analysis of


covariance:

Normality: The dependent variable should have a normal distribution for


participants with the same score on the covariate and in the same group.
Linearity: A linear relationship should exist between the dependent
variable and the covariate for each group.
This can be verified by inspecting scatterplots for each group.
Independence: Each subjects scores on both the dependent variable and
the covariate should be independent of those scores for all the other
subjects.
Homogeneity of Variance: Like ANOVA, ANCOVA assumes homogeneity
of variance. In other words, the variance of Group 1 is equal to the variance
of Group 2 and so on.
Homogeneity of Regression: ANCOVA assumes homogeneity of
regression exists.
The correlation between the dependent variable and the covariate in
each group should be the same.
Reliability of the Covariate: The instrument used to measure the
covariate should be reliable.
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Assumptions for ANCOVA

What is the Homogeneity of Regression Assumption?

One of the assumptions for using ANCOVA is the homogeneity of


regression.
The slopes of the regression line should be parallel for the
groups studied.
Regression lines for the three groups:

Assumptions for ANCOVA

What is the Homogeneity of Regression Assumption?

The Graduates, for instance have a mean age of 38, their score on
knowledge of current events is 14 while the mean age for the
Diploma holders is 45 and their score on knowledge of current
events is 12.5. The mean for the subjects with High school
qualifications is 50 and their score on the knowledge of current
events test is 11.5.
It is probably obvious to you that part of the differences in
knowledge of current events is due to the groups having a
different mean age.
So you decide to include Age as a covariate and use ANCOVA.
ANCOVA reduces the error variance by removing the variance
due to the relationship between age (covariate) and the
dependent variable (knowledge of current events)
ANCOVA adjusts the means on the covariate for all of the
groups, leading to the adjustment of the means of the
dependent variable (knowledge of current events).
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ANCOVA

While ANOVA uses the real means of each group to determine


if the differences are significant; ANCOVA use the Grand Mean
The grand mean is the mean of each group divided by the
number of groups (i.e. 38 + 45 + 50 divided by 3 = 44).
So for the Graduates groups, ANCOVA does not use the mean
age of 38, in order to find the mean knowledge of current
events. Instead, it gives an estimate of what the mean of
knowledge of current events would be, if age were held
constant (i.e. the mean ages of the groups were the same
which in this case is 44).
Hence, you have to ensure that the regression slopes for each
group are parallel.
If the slopes are not parallel, using a procedure that adjusts
the means of the groups to an average (the grand mean)
does not make sense.
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Using ANCOVA for Pretest-Posttest Design

One of the most common designs in which ANCOVA is used is in


the pretest-posttest design experimental design.
This consists of a test given BEFORE an experiment is carried
out, followed by the same test AFTER the experiment.
In this case the pretest score is used as a covariate.
A sample of 250 pupils were selected and divided into the
following groups: 124 SK pupils, 99 SJKC pupils and 27 SJKT
pupils.
A 50 item English test was developed by the researcher and
administered before the intervention/treatment and after the
intervention/treatment.

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Using SPSS to run ANCOVA for Pretest-Posttest


Design (use Dataset2.sav)

Select the Analyze menu.


Click on the General Linear Model and then Univariate to open
Univariate dialogue box.
Select the dependent variable (e.g. Posttest) and click on the arrow
button to move the variable into the Dependent Variable: box
Select the independent variable (e.g. Treatment), and click on the
arrow button to move the variable into the Fixed Factor(s): box.
Select the covariate (e.g. Pretest) and click on the arrow button to
move the variable into the Covariates(s): box
Click on the Options command pushbutton to open the Univariate:
Options sub-dialogue box.
In the Display box click Descriptive statistics, Estimates of effect
size, Observed power and Homogeneity tests check boxes.
Click on Continue and then OK.

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Using ANCOVA for Pretest-Posttest Design

BEFORE INCLUDING A COVARIATE:

A Oneway ANOVA was conducted on the data and the results are
shown below:

Note you can also run Test of Homogeneity using GLM


Univariate (ANCOVA).
The Test of Homogeneity of Variances table indicates that the
variances of the three groups are similar and the null hypothesis
is rejected as the p-value is 0.590 which is more than the pvalue of .05. Hence, you have not violated the assumption for
homogeneity of variances.
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Using ANCOVA for Pretest-Posttest Design

BEFORE INCLUDING A COVARIATE:

The table shows the means and standard deviations for the three
groups of subjects Group 1, Group 2 and Group 3. Group 1
scored 26.68, Group 2 scored 29.28 and Group 3 scored 25.22
the difference is significant. We can conclude that the Groups differ
significantly in the Posttest the ANOVA table shows the p-value <
0.05.
Means and Standard Deviations

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Using ANCOVA for Pretest-Posttest Design

The Tests of Between Subjects Effects table shows the


Corrected Model significance similar to the ANOVA table in the
previous slide, p = 0.025 (also see Group sig. value). This
means that there is a significant difference in the posttest
scores of the 3 groups. The experiment had resulted in
significant differences in the 3 groups scores.

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Using ANCOVA for Pretest-Posttest Design

AFTER INCLUDING A COVARIATE:

Compare this to the ANOVA table when the covariate was not
included. The format of the ANOVA table is largely the same as
without the covariate, except that there is an additional row of
information about the covariate (Pretest).
Looking first at the significance values, it is clear that the covariate
(i.e. Pretest) had significantly influenced the dependent variable
(i.e. Posttest), because the significance value is < than .05.
Therefore, performance in the Pretest had a significant
influence on the Posttest.
Whats interesting here is that with the introduction of Pretest
as the covariate, the Group variable has now become not
significant ( p > 0.05).
In other words when the variable Pretest was used as
covariate, there was no significant difference in the 3 Groups
(Group 1, Group 2 and Group 3) as the p-value is greater than
0.05.
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Using ANCOVA for Pretest-Posttest Design

AFTER INCLUDING A COVARIATE:

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Thank you.

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