ANCOVA - overview

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ANCOVA
Chi-squared test for the relationship between two categorical variables
Repeated measures ANCOVA
You cannot compare more than 3 methods
Independent variablesIndependent /column variableIndependent variable
One or more categorical with independent groups, and one or more quantitative control variables of interval or ratio level (covariates)One categorical with $I$ independent groups ($I \geqslant 2$)One or more within subjects factors (related groups), one or more quantitative control variables of interval or ratio level (covariates), and possibly one or more between subjects factors (independent groups)
Dependent variableDependent /row variableDependent variables
One quantitative of interval or ratio levelOne categorical with $J$ independent groups ($J \geqslant 2$)One quantitative of interval or ratio level
THIS TABLE IS YET TO BE COMPLETEDNull hypothesisTHIS TABLE IS YET TO BE COMPLETED
-H0: there is no association between the row and column variable

More precisely, if there are $I$ independent random samples of size $n_i$ from each of $I$ populations, defined by the independent variable:
  • H0: the distribution of the dependent variable is the same in each of the $I$ populations
If there is one random sample of size $N$ from the total population:
  • H0: the row and column variables are independent
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n.a.Alternative hypothesisn.a.
-H1: there is an association between the row and column variable

More precisely, if there are $I$ independent random samples of size $n_i$ from each of $I$ populations, defined by the independent variable:
  • H1: the distribution of the dependent variable is not the same in all of the $I$ populations
If there is one random sample of size $N$ from the total population:
  • H1: the row and column variables are dependent
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n.a.Assumptionsn.a.
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  • Sample size is large enough for $X^2$ to be approximately chi-squared distributed under the null hypothesis. Rule of thumb:
    • 2 $\times$ 2 table: all four expected cell counts are 5 or more
    • Larger than 2 $\times$ 2 tables: average of the expected cell counts is 5 or more, smallest expected cell count is 1 or more
  • There are $I$ independent simple random samples from each of $I$ populations defined by the independent variable, or there is one simple random sample from the total population
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n.a.Test statisticn.a.
-$X^2 = \sum{\frac{(\mbox{observed cell count} - \mbox{expected cell count})^2}{\mbox{expected cell count}}}$
Here for each cell, the expected cell count = $\dfrac{\mbox{row total} \times \mbox{column total}}{\mbox{total sample size}}$, the observed cell count is the observed sample count in that same cell, and the sum is over all $I \times J$ cells.
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n.a.Sampling distribution of $X^2$ if H0 were truen.a.
-Approximately the chi-squared distribution with $(I - 1) \times (J - 1)$ degrees of freedom-
n.a.Significant?n.a.
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  • Check if $X^2$ observed in sample is equal to or larger than critical value $X^{2*}$ or
  • Find $p$ value corresponding to observed $X^2$ and check if it is equal to or smaller than $\alpha$
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n.a.Example contextn.a.
-Is there an association between economic class and gender? Is the distribution of economic class different between men and women?-
n.a.SPSSn.a.
-Analyze > Descriptive Statistics > Crosstabs...
  • Put one of your two categorical variables in the box below Row(s), and the other categorical variable in the box below Column(s)
  • Click the Statistics... button, and click on the square in front of Chi-square
  • Continue and click OK
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n.a.Jamovin.a.
-Frequencies > Independent Samples - $\chi^2$ test of association
  • Put one of your two categorical variables in the box below Rows, and the other categorical variable in the box below Columns
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Practice questionsPractice questionsPractice questions