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
Two categorical, the first with $I$ independent groups and the second with $J$ independent groups ($I \geqslant 2$, $J \geqslant 2$)
Dependent variable
Dependent variable
Dependent variable
Variable 2
Dependent variable
One categorical with $J$ independent groups ($J \geqslant 2$)
One quantitative of interval or ratio level
One categorical with 2 independent groups
One quantitative of interval or ratio level
One quantitative of interval or ratio level
Null hypothesis
Null hypothesis
Null hypothesis
Null hypothesis
Null hypothesis
H0: the population proportions in each of the $J$ conditions are $\pi_1$, $\pi_2$, $\ldots$, $\pi_J$
or equivalently
H0: the probability of drawing an observation from condition 1 is $\pi_1$, the probability of drawing an observation from condition 2 is $\pi_2$, $\ldots$,
the probability of drawing an observation from condition $J$ is $\pi_J$
H0: $\mu = \mu_0$
Here $\mu$ is the population mean, and $\mu_0$ is the population mean according to the null hypothesis.
Let's say that the scores on the dependent variable are scored 0 and 1. Then for each pair of scores, the data allow four options:
First score of pair is 0, second score of pair is 0
First score of pair is 0, second score of pair is 1 (switched)
First score of pair is 1, second score of pair is 0 (switched)
First score of pair is 1, second score of pair is 1
The null hypothesis H0 is that for each pair of scores, P(first score of pair is 0 while second score of pair is 1) = P(first score of pair is 1 while second score of pair is 0). That is, the probability that a pair of scores switches from 0 to 1 is the same as the probability that a pair of scores switches from 1 to 0.
Other formulations of the null hypothesis are:
H0: $\pi_1 = \pi_2$, where $\pi_1$ is the population proportion of ones for the first paired group and $\pi_2$ is the population proportion of ones for the second paired group
H0: for each pair of scores, P(first score of pair is 1) = P(second score of pair is 1)
H0: $\rho = \rho_0$
Here $\rho$ is the Pearson correlation in the population, and $\rho_0$ is the Pearson correlation in the population according to the null hypothesis (usually 0). The Pearson correlation is a measure for the strength and direction of the linear relationship between two variables of at least interval measurement level.
ANOVA $F$ tests:
H0 for main and interaction effects together (model): no main effects and interaction effect
H0 for independent variable A: no main effect for A
H0 for independent variable B: no main effect for B
H0 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.
Alternative hypothesis
Alternative hypothesis
Alternative hypothesis
Alternative hypothesis
Alternative hypothesis
H1: the population proportions are not all as specified under the null hypothesis
or equivalently
H1: the probabilities of drawing an observation from each of the conditions are not all as specified under the null hypothesis
H1 two sided: $\mu \neq \mu_0$
H1 right sided: $\mu > \mu_0$
H1 left sided: $\mu < \mu_0$
The alternative hypothesis H1 is that for each pair of scores, P(first score of pair is 0 while second score of pair is 1) $\neq$ P(first score of pair is 1 while second score of pair is 0). That is, the probability that a pair of scores switches from 0 to 1 is not the same as the probability that a pair of scores switches from 1 to 0.
Other formulations of the alternative hypothesis are:
H1: $\pi_1 \neq \pi_2$
H1: for each pair of scores, P(first score of pair is 1) $\neq$ P(second score of pair is 1)
H1 two sided: $\rho \neq \rho_0$
H1 right sided: $\rho > \rho_0$
H1 left sided: $\rho < \rho_0$
ANOVA $F$ tests:
H1 for main and interaction effects together (model): there is a main effect for A, and/or for B, and/or an interaction effect
H1 for independent variable A: there is a main effect for A
H1 for independent variable B: there is a main effect for B
H1 for the interaction term: there is an interaction effect between A and B
Assumptions
Assumptions
Assumptions
Assumptions of test for correlation
Assumptions
Sample size is large enough for $X^2$ to be approximately chi-squared distributed. Rule of thumb: all $J$ expected cell counts are 5 or more
Sample is a simple random sample from the population. That is, observations are independent of one another
Scores are normally distributed in the population
Population standard deviation $\sigma$ is known
Sample is a simple random sample from the population. That is, 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
In the population, the two variables are jointly normally distributed (this covers the normality, homoscedasticity, and linearity assumptions)
Sample of pairs is a simple random sample from the population of pairs. That is, pairs are independent of one another
Note: these assumptions are only important for the significance test and confidence interval, not for the correlation coefficient itself. The correlation coefficient just measures the strength of the linear relationship between two variables.
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)
Test statistic
Test statistic
Test statistic
Test statistic
Test statistic
$X^2 = \sum{\frac{(\mbox{observed cell count} - \mbox{expected cell count})^2}{\mbox{expected cell count}}}$
Here the expected cell count for one cell = $N \times \pi_j$, the observed cell count is the observed sample count in that same cell, and the sum is over all $J$ cells.
$z = \dfrac{\bar{y} - \mu_0}{\sigma / \sqrt{N}}$
Here $\bar{y}$ is the sample mean, $\mu_0$ is the population mean according to the null hypothesis, $\sigma$ is the population standard deviation, and $N$ is the sample size.
$X^2 = \dfrac{(b - c)^2}{b + c}$
Here $b$ is the number of pairs in the sample for which the first score is 0 while the second score is 1, and $c$ is the number of pairs in the sample for which the first score is 1 while the second score is 0.
Test statistic for testing H0: $\rho = 0$:
$t = \dfrac{r \times \sqrt{N - 2}}{\sqrt{1 - r^2}} $
where $r$ is the sample correlation $r = \frac{1}{N - 1} \sum_{j}\Big(\frac{x_{j} - \bar{x}}{s_x} \Big) \Big(\frac{y_{j} - \bar{y}}{s_y} \Big)$ and $N$ is the sample size
Test statistic for testing values for $\rho$ other than $\rho = 0$:
$r_{Fisher} = \dfrac{1}{2} \times \log\Bigg(\dfrac{1 + r}{1 - r} \Bigg )$, where $r$ is the sample correlation
$\rho_{0_{Fisher}} = \dfrac{1}{2} \times \log\Bigg( \dfrac{1 + \rho_0}{1 - \rho_0} \Bigg )$, where $\rho_0$ is the population correlation according to H0
For main and interaction effects together (model):
Approximately the chi-squared distribution with $J - 1$ degrees of freedom
Standard normal distribution
If $b + c$ is large enough (say, > 20), approximately the chi-squared distribution with 1 degree of freedom.
If $b + c$ is small, the Binomial($n$, $P$) distribution should be used, with $n = b + c$ and $P = 0.5$. In that case the test statistic becomes equal to $b$.
Sampling distribution of $t$:
$t$ distribution with $N - 2$ degrees of freedom
Sampling distribution of $z$:
Approximately the standard normal distribution
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
Find $p$ value corresponding to observed $X^2$ and check if it is equal to or smaller than $\alpha$
If $b + c$ is small, the table for the binomial distribution should be used, with as test statistic $b$:
Check if $b$ observed in sample is in the rejection region or
Find two sided $p$ value corresponding to observed $b$ and check if it is equal to or smaller than $\alpha$
$t$ Test 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 $\alpha$
$t$ Test 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 $\alpha$
$t$ Test 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 $\alpha$
$z$ Test 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 $\alpha$
$z$ Test 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 $\alpha$
$z$ Test 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 $\alpha$
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 $\alpha$
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$C\%$ confidence interval for $\mu$
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Approximate $C$% confidence interval for $\rho$
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$\bar{y} \pm z^* \times \dfrac{\sigma}{\sqrt{N}}$
where the critical value $z^*$ 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).
where $r_{Fisher} = \frac{1}{2} \times \log\Bigg(\dfrac{1 + r}{1 - r} \Bigg )$ and the critical value $z^*$ 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).
Then transform back to get the approximate $C$% confidence interval for $\rho$:
Cohen's $d$:
Standardized difference between the sample mean and $\mu_0$:
$$d = \frac{\bar{y} - \mu_0}{\sigma}$$
Cohen's $d$ indicates how many standard deviations $\sigma$ the sample mean $\bar{y}$ is removed from $\mu_0.$
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The Pearson correlation coefficient is a measure for the linear relationship between two quantitative variables.
The Pearson correlation coefficient squared reflects the proportion of variance explained in one variable by the other variable.
The Pearson correlation coefficient can take on values between -1 (perfect negative relationship) and 1 (perfect positive relationship). A value of 0 means no linear relationship.
The absolute size of the Pearson correlation coefficient is not affected by any linear transformation of the variables. However, the sign of the Pearson correlation will flip when the scores on one of the two variables are multiplied by a negative number (reversing the direction of measurement of that variable). For example:
the correlation between $x$ and $y$ is equivalent to the correlation between $3x + 5$ and $2y - 6$.
the absolute value of the correlation between $x$ and $y$ is equivalent to the absolute value of the correlation between $-3x + 5$ and $2y - 6$. However, the signs of the two correlation coefficients will be in opposite directions, due to the multiplication of $x$ by $-3$.
The Pearson correlation coefficient does not say anything about causality.
The Pearson correlation coefficient is sensitive to outliers.
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 $\eta^2_{partial}$:
$$
\begin{align}
\eta^2_{partial\,A} &= \frac{\mbox{sum of squares A}}{\mbox{sum of squares A} + \mbox{sum of squares error}}\\
\\
\eta^2_{partial\,B} &= \frac{\mbox{sum of squares B}}{\mbox{sum of squares B} + \mbox{sum of squares error}}\\
\\
\eta^2_{partial\,int} &= \frac{\mbox{sum of squares int}}{\mbox{sum of squares int} + \mbox{sum of squares error}}
\end{align}
$$
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Visual representation
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ANOVA table
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Equivalent to
Equivalent to
Equivalent to
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Stuart-Maxwell test, with a categorical dependent variable consisting of two independent groups
Results significance test ($t$ and $p$ value) testing $H_0$: $\beta_1 = 0$ are equivalent to results significance test testing $H_0$: $\rho = 0$
OLS regression with two categorical independent variables and the interaction term, transformed into $(I - 1)$ + $(J - 1)$ + $(I - 1) \times (J - 1)$ code variables.
Example context
Example context
Example context
Example context
Example context
Is the proportion of people with a low, moderate, and high social economic status in the population different from $\pi_{low} = 0.2,$ $\pi_{moderate} = 0.6,$ and $\pi_{high} = 0.2$?
Is the average mental health score of office workers different from $\mu_0 = 50$? Assume that the standard deviation of the mental health scores in the population is $\sigma = 3.$
Does a tv documentary about spiders change whether people are afraid (yes/no) of spiders?
Is there a linear relationship between physical health and mental health?
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?
Put your categorical variable in the box below Test Variable List
Fill in the population proportions / probabilities according to $H_0$ in the box below Expected Values. If $H_0$ states that they are all equal, just pick 'All categories equal' (default)
Put the two paired variables in the boxes below Variable 1 and Variable 2
Under Test Type, select the McNemar test
Analyze > Correlate > Bivariate...
Put your two variables in the box below Variables
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)
Jamovi
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Jamovi
Jamovi
Jamovi
Frequencies > N Outcomes - $\chi^2$ Goodness of fit
Put your categorical variable in the box below Variable
Click on Expected Proportions and fill in the population proportions / probabilities according to $H_0$ in the boxes below Ratio. If $H_0$ states that they are all equal, you can leave the ratios equal to the default values (1)
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Frequencies > Paired Samples - McNemar test
Put one of the two paired variables in the box below Rows and the other paired variable in the box below Columns
Regression > Correlation Matrix
Put your two variables in the white box at the right
Under Correlation Coefficients, select Pearson (selected by default)
Under Hypothesis, select your alternative hypothesis
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