ANCOVA - overview
This page offers structured overviews of one or more selected methods. Add additional methods for comparisons (max. of 3) by clicking on the dropdown button in the right-hand column. To practice with a specific method click the button at the bottom row of the table
ANCOVA | One sample $t$ test for the mean | Kruskal-Wallis test |
You cannot compare more than 3 methods |
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Independent variables | Independent variable | Independent/grouping variable | |
One or more categorical with independent groups, and one or more quantitative control variables of interval or ratio level (covariates) | None | One categorical with $I$ independent groups ($I \geqslant 2$) | |
Dependent variable | Dependent variable | Dependent variable | |
One quantitative of interval or ratio level | One quantitative of interval or ratio level | One of ordinal level | |
THIS TABLE IS YET TO BE COMPLETED | Null hypothesis | Null hypothesis | |
- | H0: $\mu = \mu_0$
Here $\mu$ is the population mean, and $\mu_0$ is the population mean according to the null hypothesis. | If the dependent variable is measured on a continuous scale and the shape of the distribution of the dependent variable is the same in all $I$ populations:
Formulation 1:
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n.a. | Alternative hypothesis | Alternative hypothesis | |
- | H1 two sided: $\mu \neq \mu_0$ H1 right sided: $\mu > \mu_0$ H1 left sided: $\mu < \mu_0$ | If the dependent variable is measured on a continuous scale and the shape of the distribution of the dependent variable is the same in all $I$ populations:
Formulation 1:
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n.a. | Assumptions | Assumptions | |
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n.a. | Test statistic | Test statistic | |
- | $t = \dfrac{\bar{y} - \mu_0}{s / \sqrt{N}}$
Here $\bar{y}$ is the sample mean, $\mu_0$ is the population mean according to the null hypothesis, $s$ is the sample standard deviation, and $N$ is the sample size. The denominator $s / \sqrt{N}$ is the standard error of the sampling distribution of $\bar{y}$. The $t$ value indicates how many standard errors $\bar{y}$ is removed from $\mu_0$. | $H = \dfrac{12}{N (N + 1)} \sum \dfrac{R^2_i}{n_i} - 3(N + 1)$ | |
n.a. | Sampling distribution of $t$ if H0 were true | Sampling distribution of $H$ if H0 were true | |
- | $t$ distribution with $N - 1$ degrees of freedom | For large samples, approximately the chi-squared distribution with $I - 1$ degrees of freedom. For small samples, the exact distribution of $H$ should be used. | |
n.a. | Significant? | Significant? | |
- | Two sided:
| For large samples, the table with critical $X^2$ values can be used. If we denote $X^2 = H$:
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n.a. | $C\%$ confidence interval for $\mu$ | n.a. | |
- | $\bar{y} \pm t^* \times \dfrac{s}{\sqrt{N}}$
where the critical value $t^*$ is the value under the $t_{N-1}$ distribution with the area $C / 100$ between $-t^*$ and $t^*$ (e.g. $t^*$ = 2.086 for a 95% confidence interval when df = 20). The confidence interval for $\mu$ can also be used as significance test. | - | |
n.a. | Effect size | n.a. | |
- | Cohen's $d$: Standardized difference between the sample mean and $\mu_0$: $$d = \frac{\bar{y} - \mu_0}{s}$$ Cohen's $d$ indicates how many standard deviations $s$ the sample mean $\bar{y}$ is removed from $\mu_0.$ | - | |
n.a. | Visual representation | n.a. | |
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n.a. | Example context | Example context | |
- | Is the average mental health score of office workers different from $\mu_0 = 50$? | Do people from different religions tend to score differently on social economic status? | |
n.a. | SPSS | SPSS | |
- | Analyze > Compare Means > One-Sample T Test...
| Analyze > Nonparametric Tests > Legacy Dialogs > K Independent Samples...
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n.a. | Jamovi | Jamovi | |
- | T-Tests > One Sample T-Test
| ANOVA > One Way ANOVA - Kruskal-Wallis
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Practice questions | Practice questions | Practice questions | |