This page offers structured overviews of one or more selected methods. Add additional methods for comparisons by clicking on the dropdown button in the righthand column. To practice with a specific method click the button at the bottom row of the table
Two categorical, the first with $I$ independent groups and the second with $J$ independent groups ($I \geqslant 2$, $J \geqslant 2$)
One categorical with 2 independent groups
One of ordinal level
2 paired groups
Dependent variable
Dependent variable
Variable 2
Dependent variable
One quantitative of interval or ratio level
One quantitative of interval or ratio level
One of ordinal level
One of ordinal level
Null hypothesis
Null hypothesis
Null hypothesis
Null hypothesis
ANOVA $F$ tests:
H_{0} for main and interaction effects together (model): no main effects and interaction effect
H_{0} for independent variable A: no main effect for A
H_{0} for independent variable B: no main effect for B
H_{0} for the interaction term: no interaction effect between A and B
Like in one way ANOVA, we can also perform $t$ tests for specific contrasts and multiple comparisons. This is more advanced stuff.
H_{0}: $\mu_1 = \mu_2$
Here $\mu_1$ is the population mean for group 1, and $\mu_2$ is the population mean for group 2.
H_{0}: $\rho_s = 0$
Here $\rho_s$ is the Spearman correlation in the population. The Spearman correlation is a measure for the strength and direction of the monotonic relationship between two variables of at least ordinal measurement level.
In words, the null hypothesis would be:
H_{0}: there is no monotonic relationship between the two variables in the population.
H_{0}: P(first score of a pair exceeds second score of a pair) = P(second score of a pair exceeds first score of a pair)
If the dependent variable is measured on a continuous scale, this can also be formulated as:
H_{0}: the population median of the difference scores is equal to zero
A difference score is the difference between the first score of a pair and the second score of a pair.
Alternative hypothesis
Alternative hypothesis
Alternative hypothesis
Alternative hypothesis
ANOVA $F$ tests:
H_{1} for main and interaction effects together (model): there is a main effect for A, and/or for B, and/or an interaction effect
H_{1} for independent variable A: there is a main effect for A
H_{1} for independent variable B: there is a main effect for B
H_{1} for the interaction term: there is an interaction effect between A and B
H_{1} two sided: $\mu_1 \neq \mu_2$
H_{1} right sided: $\mu_1 > \mu_2$
H_{1} left sided: $\mu_1 < \mu_2$
H_{1} two sided: $\rho_s \neq 0$
H_{1} right sided: $\rho_s > 0$
H_{1} left sided: $\rho_s < 0$
H_{1} two sided: P(first score of a pair exceeds second score of a pair) $\neq$ P(second score of a pair exceeds first score of a pair)
H_{1} right sided: P(first score of a pair exceeds second score of a pair) > P(second score of a pair exceeds first score of a pair)
H_{1} left sided: P(first score of a pair exceeds second score of a pair) < P(second score of a pair exceeds first score of a pair)
If the dependent variable is measured on a continuous scale, this can also be formulated as:
H_{1} two sided: the population median of the difference scores is different from zero
H_{1} right sided: the population median of the difference scores is larger than zero
H_{1} left sided: the population median of the difference scores is smaller than zero
Assumptions
Assumptions
Assumptions
Assumptions
Within each of the $I \times J$ populations, the scores on the dependent variable are normally distributed
The standard deviation of the scores on the dependent variable is the same in each of the $I \times J$ populations
For each of the $I \times J$ groups, the sample is an independent and simple random sample from the population defined by that group. That is, within and between groups, observations are independent of one another
Equal sample sizes for each group make the interpretation of the ANOVA output easier (unequal sample sizes result in overlap in the sum of squares; this is advanced stuff)
Within each population, the scores on the dependent variable are normally distributed
The standard deviation of the scores on the dependent variable is the same in both populations: $\sigma_1 = \sigma_2$
Group 1 sample is a simple random sample (SRS) from population 1, group 2 sample is an independent SRS from population 2. That is, within and between groups, observations are independent of one another
Sample of pairs is a simple random sample from the population of pairs. That is, pairs are independent of one another
Note: this assumption is only important for the significance test, not for the correlation coefficient itself. The correlation coefficient itself just measures the strength of the monotonic relationship between two variables.
Sample of pairs is a simple random sample from the population of pairs. That is, pairs are independent of one another
Test statistic
Test statistic
Test statistic
Test statistic
For main and interaction effects together (model):
Note: mean square error is also known as mean square residual or mean square within.
$t = \dfrac{(\bar{y}_1  \bar{y}_2)  0}{s_p\sqrt{\dfrac{1}{n_1} + \dfrac{1}{n_2}}} = \dfrac{\bar{y}_1  \bar{y}_2}{s_p\sqrt{\dfrac{1}{n_1} + \dfrac{1}{n_2}}}$
Here $\bar{y}_1$ is the sample mean in group 1, $\bar{y}_2$ is the sample mean in group 2,
$s_p$ is the pooled standard deviation,
$n_1$ is the sample size of group 1, and $n_2$ is the sample size of group 2. The 0 represents the difference in population means according to the null hypothesis.
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 $\mu_2 > \mu_1$.
$t = \dfrac{r_s \times \sqrt{N  2}}{\sqrt{1  r_s^2}} $
Here $r_s$ is the sample Spearman correlation and $N$ is the sample size. The sample Spearman correlation $r_s$ is equal to the Pearson correlation applied to the rank scores.
$W = $ number of difference scores that is larger than 0
Pooled standard deviation
Pooled standard deviation
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$
\begin{aligned}
s_p &= \sqrt{\dfrac{\sum\nolimits_{subjects} (\mbox{subject's score}  \mbox{its group mean})^2}{N  (I \times J)}}\\
&= \sqrt{\dfrac{\mbox{sum of squares error}}{\mbox{degrees of freedom error}}}\\
&= \sqrt{\mbox{mean square error}}
\end{aligned}
$
For main and interaction effects together (model):
$F$ distribution with $(I  1) + (J  1) + (I  1) \times (J  1)$ (df model, numerator) and $N  (I \times J)$ (df error, denominator) degrees of freedom
For independent variable A:
$F$ distribution with $I  1$ (df A, numerator) and $N  (I \times J)$ (df error, denominator) degrees of freedom
For independent variable B:
$F$ distribution with $J  1$ (df B, numerator) and $N  (I \times J)$ (df error, denominator) degrees of freedom
For the interaction term:
$F$ distribution with $(I  1) \times (J  1)$ (df interaction, numerator) and $N  (I \times J)$ (df error, denominator) degrees of freedom
Here $N$ is the total sample size.
$t$ distribution with $n_1 + n_2  2$ degrees of freedom
Approximately the $t$ distribution with $N  2$ degrees of freedom
The exact distribution of $W$ under the null hypothesis is the Binomial($n$, $P$) distribution, with $n =$ number of positive differences $+$ number of negative differences, and $P = 0.5$.
If $n$ is large, $W$ is approximately normally distributed under the null hypothesis, with mean $nP = n \times 0.5$ and standard deviation $\sqrt{nP(1P)} = \sqrt{n \times 0.5(1  0.5)}$. Hence, if $n$ is large, the standardized test statistic
$$z = \frac{W  n \times 0.5}{\sqrt{n \times 0.5(1  0.5)}}$$
follows approximately the standard normal distribution if the null hypothesis were true.
Significant?
Significant?
Significant?
Significant?
Check if $F$ observed in sample is equal to or larger than critical value $F^*$ or
Find $p$ value corresponding to observed $F$ and check if it is equal to or smaller than $\alpha$
Two sided:
Check if $t$ observed in sample is at least as extreme as critical value $t^*$ or
Find two sided $p$ value corresponding to observed $t$ and check if it is equal to or smaller than $\alpha$
Right sided:
Check if $t$ observed in sample is equal to or larger than critical value $t^*$ or
Find right sided $p$ value corresponding to observed $t$ and check if it is equal to or smaller than $\alpha$
Left sided:
Check if $t$ observed in sample is equal to or smaller than critical value $t^*$ or
Find left sided $p$ value corresponding to observed $t$ and check if it is equal to or smaller than $\alpha$
Two sided:
Check if $t$ observed in sample is at least as extreme as critical value $t^*$ or
Find two sided $p$ value corresponding to observed $t$ and check if it is equal to or smaller than $\alpha$
Right sided:
Check if $t$ observed in sample is equal to or larger than critical value $t^*$ or
Find right sided $p$ value corresponding to observed $t$ and check if it is equal to or smaller than $\alpha$
Left sided:
Check if $t$ observed in sample is equal to or smaller than critical value $t^*$ or
Find left sided $p$ value corresponding to observed $t$ and check if it is equal to or smaller than $\alpha$
If $n$ is small, the table for the binomial distribution should be used:
Two sided:
Check if $W$ observed in sample is in the rejection region or
Find two sided $p$ value corresponding to observed $W$ and check if it is equal to or smaller than $\alpha$
Right sided:
Check if $W$ observed in sample is in the rejection region or
Find right sided $p$ value corresponding to observed $W$ and check if it is equal to or smaller than $\alpha$
Left sided:
Check if $W$ observed in sample is in the rejection region or
Find left sided $p$ value corresponding to observed $W$ and check if it is equal to or smaller than $\alpha$
If $n$ is large, the table for standard normal probabilities can be used:
Two sided:
Check if $z$ observed in sample is at least as extreme as critical value $z^*$ or
Find two sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$
Right sided:
Check if $z$ observed in sample is equal to or larger than critical value $z^*$ or
Find right sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$
Left sided:
Check if $z$ observed in sample is equal to or smaller than critical value $z^*$ or
Find left sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$
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$C\%$ confidence interval for $\mu_1  \mu_2$
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$(\bar{y}_1  \bar{y}_2) \pm t^* \times s_p\sqrt{\dfrac{1}{n_1} + \dfrac{1}{n_2}}$
where the critical value $t^*$ is the value under the $t_{n_1 + n_2  2}$ distribution with the area $C / 100$ between $t^*$ and $t^*$ (e.g. $t^*$ = 2.086 for a 95% confidence interval when df = 20).
Proportion variance explained $R^2$:
Proportion variance of the dependent variable $y$ explained by the independent variables and the interaction effect together:
$$
\begin{align}
R^2 &= \dfrac{\mbox{sum of squares model}}{\mbox{sum of squares total}}
\end{align}
$$
$R^2$ is the proportion variance explained in the sample. It is a positively biased estimate of the proportion variance explained in the population.
Proportion variance explained $\eta^2$:
Proportion variance of the dependent variable $y$ explained by an independent variable or interaction effect:
$$
\begin{align}
\eta^2_A &= \dfrac{\mbox{sum of squares A}}{\mbox{sum of squares total}}\\
\\
\eta^2_B &= \dfrac{\mbox{sum of squares B}}{\mbox{sum of squares total}}\\
\\
\eta^2_{int} &= \dfrac{\mbox{sum of squares int}}{\mbox{sum of squares total}}
\end{align}
$$
$\eta^2$ is the proportion variance explained in the sample. It is a positively biased estimate of the proportion variance explained in the population.
Proportion variance explained $\omega^2$:
Corrects for the positive bias in $\eta^2$ and is equal to:
$$
\begin{align}
\omega^2_A &= \dfrac{\mbox{sum of squares A}  \mbox{degrees of freedom A} \times \mbox{mean square error}}{\mbox{sum of squares total} + \mbox{mean square error}}\\
\\
\omega^2_B &= \dfrac{\mbox{sum of squares B}  \mbox{degrees of freedom B} \times \mbox{mean square error}}{\mbox{sum of squares total} + \mbox{mean square error}}\\
\\
\omega^2_{int} &= \dfrac{\mbox{sum of squares int}  \mbox{degrees of freedom int} \times \mbox{mean square error}}{\mbox{sum of squares total} + \mbox{mean square error}}\\
\end{align}
$$
$\omega^2$ is a better estimate of the explained variance in the population than
$\eta^2$. Only for balanced designs (equal sample sizes).
Proportion variance explained $\eta^2_{partial}$:
$$
\begin{align}
\eta^2_{partial\,A} &= \frac{\mbox{sum of squares A}}{\mbox{sum of squares A} + \mbox{sum of squares error}}\\
\\
\eta^2_{partial\,B} &= \frac{\mbox{sum of squares B}}{\mbox{sum of squares B} + \mbox{sum of squares error}}\\
\\
\eta^2_{partial\,int} &= \frac{\mbox{sum of squares int}}{\mbox{sum of squares int} + \mbox{sum of squares error}}
\end{align}
$$
Cohen's $d$:
Standardized difference between the mean in group $1$ and in group $2$:
$$d = \frac{\bar{y}_1  \bar{y}_2}{s_p}$$
Cohen's $d$ indicates how many standard deviations $s_p$ the two sample means are removed from each other.


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Visual representation
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ANOVA table
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Equivalent to
Equivalent to
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Equivalent to
OLS regression with two categorical independent variables and the interaction term, transformed into $(I  1)$ + $(J  1)$ + $(I  1) \times (J  1)$ code variables.
One way ANOVA with an independent variable with 2 levels ($I$ = 2):
two sided two sample $t$ test is equivalent to ANOVA $F$ test when $I$ = 2
two sample $t$ test is equivalent to $t$ test for contrast when $I$ = 2
two sample $t$ test is equivalent to $t$ test multiple comparisons when $I$ = 2
OLS regression with one categorical independent variable with 2 levels:
two sided two sample $t$ test is equivalent to $F$ test regression model
two sample $t$ test is equivalent to $t$ test for regression coefficient $\beta_1$
Is the average mental health score different between people from a low, moderate, and high economic class? And is the average mental health score different between men and women? And is there an interaction effect between economic class and gender?
Is the average mental health score different between men and women? Assume that in the population, the standard deviation of mental health scores is equal amongst men and women.
Is there a monotonic relationship between physical health and mental health?
Do people tend to score higher on mental health after a mindfulness course?
SPSS
SPSS
SPSS
SPSS
Analyze > General Linear Model > Univariate...
Put your dependent (quantitative) variable in the box below Dependent Variable and your two independent (grouping) variables in the box below Fixed Factor(s)
Analyze > Compare Means > IndependentSamples T Test...
Put your dependent (quantitative) variable in the box below Test Variable(s) and your independent (grouping) variable in the box below Grouping Variable
Click on the Define Groups... button. If you can't click on it, first click on the grouping variable so its background turns yellow
Fill in the value you have used to indicate your first group in the box next to Group 1, and the value you have used to indicate your second group in the box next to Group 2
Put the two paired variables in the boxes below Variable 1 and Variable 2
Under Test Type, select the Sign test
Jamovi
Jamovi
Jamovi
Jamovi
ANOVA > ANOVA
Put your dependent (quantitative) variable in the box below Dependent Variable and your two independent (grouping) variables in the box below Fixed Factors
TTests > Independent Samples TTest
Put your dependent (quantitative) variable in the box below Dependent Variables and your independent (grouping) variable in the box below Grouping Variable
Under Tests, select Student's (selected by default)
Under Hypothesis, select your alternative hypothesis
Regression > Correlation Matrix
Put your two variables in the white box at the right
Under Correlation Coefficients, select Spearman
Under Hypothesis, select your alternative hypothesis
Jamovi does not have a specific option for the sign test. However, you can do the Friedman test instead. The $p$ value resulting from this Friedman test is equivalent to the two sided $p$ value that would have resulted from the sign test. Go to:
ANOVA > Repeated Measures ANOVA  Friedman
Put the two paired variables in the box below Measures