ANCOVA: overview
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ANCOVA  Two sample $z$ test 


Independent variables  Independent variable  
One or more categorical with independent groups, and one or more quantitative control variables of interval or ratio level (covariates)  One categorical with 2 independent groups  
Dependent variable  Dependent variable  
One quantitative of interval or ratio level  One quantitative of interval or ratio level  
THIS TABLE IS YET TO BE COMPLETED  Null hypothesis  
  $\mu_1 = \mu_2$
$\mu_1$ is the unknown mean in population 1, $\mu_2$ is the unknown mean in population 2  
n.a.  Alternative hypothesis  
  Two sided: $\mu_1 \neq \mu_2$ Right sided: $\mu_1 > \mu_2$ Left sided: $\mu_1 < \mu_2$  
n.a.  Assumptions  
 
 
n.a.  Test statistic  
  $z = \dfrac{(\bar{y}_1  \bar{y}_2)  0}{\sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}} = \dfrac{\bar{y}_1  \bar{y}_2}{\sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}}$
$\bar{y}_1$ is the sample mean in group 1, $\bar{y}_2$ is the sample mean in group 2, $\sigma^2_1$ is the population variance in population 1, $\sigma^2_2$ is the population variance in population 2, $n_1$ is the sample size of group 1, $n_2$ is the sample size of group 2. The 0 represents the difference in population means according to H0. The denominator $\sqrt{\frac{\sigma^2_1}{n_1} + \frac{\sigma^2_2}{n_2}}$ is the standard deviation of the sampling distribution of $\bar{y}_1  \bar{y}_2$. The $z$ value indicates how many of these standard deviations $\bar{y}_1  \bar{y}_2$ is removed from 0. Note: we could just as well compute $\bar{y}_2  \bar{y}_1$ in the numerator, but then the left sided alternative becomes $\mu_2 < \mu_1$, and the right sided alternative becomes $\mu_2 > \mu_1$  
n.a.  Sampling distribution of $z$ if H0 were true  
  Standard normal  
n.a.  Significant?  
  Two sided:
 
n.a.  $C\%$ confidence interval for $\mu_1  \mu_2$  
  $(\bar{y}_1  \bar{y}_2) \pm z^* \times \sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}$
where $z^*$ is the value under the normal curve with the area $C / 100$ between $z^*$ and $z^*$ (e.g. $z^*$ = 1.96 for a 95% confidence interval) The confidence interval for $\mu_1  \mu_2$ can also be used as significance test.  
n.a.  Visual representation  
  
n.a.  Example context  
  Is the average mental health score different between men and women? Assume that in the population, the standard devation of the mental health scores is $\sigma_1$ = 2 amongst men and $\sigma_2$ = 2.5 amongst women.  
Practice questions  Practice questions  