Advanced Techniques

:
ANOVA (SPSS 10.0)
SPSS I nc.
233 S Wacker Drive, 11th Floor
Chicago, I llinois 60606
312.651.3300
Training Department
800.543.2185
v10.0 Revised 1/ 17/ 00 hc/ ss
SPSS Neural Connecti on, SPSS QI Anal yst, SPSS for Wi ndows, SPSS Data
Entry I I , SPSS-X, SCSS, SPSS/PC, SPSS/PC+, SPSS Categori es, SPSS Graphi cs,
SPSS Professi onal Model s, SPSS Advanced Model s, SPSS Tabl es, SPSS Trends
and SPSS Exact Tests are the trademarks of SPSS I nc. for i ts propri etary
computer software. CHAI D for Wi ndows i s the trademark of SPSS I nc. and
Stati sti cal I nnovati ons I nc. for i ts propri etary computer software. Excel for
Wi ndows and Word for Wi ndows are trademarks of Mi crosoft; dBase i s a
trademark of Borl and; Lotus 1-2-3 i s a trademark of Lotus Devel opment Corp. No
materi al descri bi ng such software may be produced or di stri buted wi thout the
wri tten permi ssi on of the owners of the trademark and l i cense ri ghts i n the
software and the copyri ghts i n the publ i shed materi al s.
General noti ce: Other product names menti oned herei n are used for
i denti fi cati on purposes onl y and may be trademarks of thei r respecti ve
compani es.
Copyri ght(c) 2000 by SPSS I nc.
Al l ri ghts reserved.
Pri nted i n the Uni ted States of Ameri ca.
No part of thi s publ i cati on may be reproduced or di stri buted i n any form or by
any means, or stored on a database or retri eval system, wi thout the pri or wri tten
permi ssi on of the publ i sher, except as permi tted under the Uni ted States
Copyri ght Act of 1976.
Table of Contents - 1
ADVANCED TECHNIQUES:
ANOVA (SPSS 10.0)
TABLE OF CONTENTS
Chapter 1
Introduction
Why do Anal ysi s of Vari ance 1-1
Vi sual i zi ng Anal ysi s of Vari ance 1-1
What i s Anal ysi s of Vari ance? 1-3
Vari ance of Means 1-4
Basi c Pri nci pl e of ANOVA 1-6
A Formal Statement of ANOVA Assumpti ons 1-8
Examining Data and Testing Assumptions
Why Exami ne the Data? 2-2
Expl oratory Data Anal ysi s 2-3
A Look at the Vari abl e Cost 2-5
A Look at the Subgroups 2-9
Normal i ty 2-11
Compari ng the Groups 2-17
Homogenei ty of Vari ance 2-17
Effects of Vi ol ati ons of Assumpti ons i n ANOVA 2-19
One-Factor ANOVA
Logi c of Testi ng for Mean Di fferences 3-2
Factors 3-2
Runni ng One-Factor ANOVA 3-3
One Factor ANOVA Resul ts 3-5
Post Hoc Testi ng 3-7
Why So Many Tests? 3-8
Pl anned Compari sons 3-16
How Pl anned Compari sons are Done 3-17
Graphi c the Resul ts 3-19
Appendi x: Group Di fferences on Ranks 3-20
Multi-Way Univariate ANOVA
The Logi c of Testi ng, and Assumpti ons 4-2
How Many Factors? 4-2
I nteracti ons 4-3
Expl ori ng the Data 4-5
Two-Factor ANOVA 4-13
The ANOVA Tabl e 4-18
Predi cted Means 4-19
Ecol ogi cal Si gni fi cance 4-20
Resi dual Anal ysi s 4-21
Post Hoc Tests of ANOVA Resul ts 4-22
Chapter 2
Chapter 3
Chapter 4
2 - Table of Contents
Unequal Sampl es and Unbal anced Desi gns 4-24
Sums of Squares 4-25
Equi val ence and Recommendati ons 4-26
Empty Cel l s and Nested Desi gns 4-26
Multivariate Analysis of Variance
Why Perform MANOVA? 5-2
How MANOVA Di ffers from ANOVA 5-3
Assumpti ons of MANOVA 5-3
What to Look for i n MANOVA 5-4
Si gni fi cance Testi ng 5-4
Checki ng the Assumpti ons 5-5
The Mul ti vari ate Anal ysi s 5-11
Exami ni ng Resul ts 5-17
What i f Homogenei ty Fai l ed 5-19
Mul ti vari ate Tests 5-19
Checki ng the Resi dual s 5-23
Concl usi on 5-25
Post Hoc Tests 5-26
Within-Subject Designs: Repeated Measures
Why Do a Repeated Measures Study? 6-2
The Logi c of Repeated Measures 6-2
Assumpti ons 6-5
Proposed Anal ysi s 6-7
Key Concept 6-7
Compari ng the Grade Level s 6-13
Exami ni ng Resul ts 6-19
Pl anned Compari sons 6-26
Between and Within-Subject ANOVA: (Split-Plot)
Assumpti ons of Mi xed Model ANOVA 7-2
Proposed Anal ysi s 7-2
A Look at the Data 7-2
Summary of Expl ore 7-8
Spl i t-Pl ot Anal ysi s 7-8
Exami ni ng Resul ts 7-12
Tests of Assumpti ons 7-13
Spheri ci ty 7-14
Mul ti vari ate Tests I nvol vi ng Ti me 7-15
Tests of Between-Subject Factors 7-15
Averaged F Tests I nvol vi ng Ti me 7-16
Addi ti onal Wi thi n-Subject Factors and Spheri ci ty 7-18
Expl ori ng the I nteracti on - Si mpl e Effects 7-18
Graphi ng the I nteracti on 7-25
Chapter 5
Chapter 6
Chapter 7
Table of Contents - 3
More Split-Plot Design
I ntroducti on: Ad Vi ewi ng wi th Pre-Post Brand Rati ngs 8-1
Setti ng Up the Anal ysi s 8-2
Exami ni ng Resul ts 8-7
Tests of Assumpti ons 8-8
ANOVA Resul ts 8-11
Profi l e Pl ots 8-13
Summary of Resul ts 8-15
Analysis of Covariance
How i s Anal ysi s of Covari ance Done? 9-2
Assumpti ons of ANCOVA 9-2
Checki ng the Assumpti ons 9-3
Basel i ne ANOVA 9-3
ANCOVA - Homogenei ty of Sl opes 9-5
Standard ANCOVA 9-7
Descri bi ng the Rel ati onshi p 9-8
Fi tti ng Non-Paral l el Sl opes 9-9
Repeated Measures ANCOVA wi th a Si ngl e Covari ate 9-11
Repeated Measures ANCOVA wi th a Varyi ng Covari ate 9-16
Further Vari ati ons 9-18
Special Topics
Lati n Square Desi gns 10-2
An Exampl e 10-2
Compl ex Desi gns 10-6
Random Effects Model s 10-6
References
References R-1
Exercises
Exerci ses E-1
Chapter 8
Chapter 10
Chapter 9
References
Exercises
4 - Table of Contents
Introduction 1 - 1
SPSS Training
Introduction
A
nal ysi s of vari ance i s performed i n order to determi ne whether
there are di fferences i n the means between groups or across
di fferent condi ti ons. From a si mpl e two-group experi ment, to a
compl ex study i nvol vi ng many factors and covari ates, the same core
pri nci pl e appl i es. Why thi s techni que i s cal l ed anal ysi s of vari ance
(ANOVA) and not anal ysi s of means, has to do wi th the methodol ogy used
to determi ne i f the means are far enough apart to be consi dered
“si gni fi cantl y” di fferent.
To exami ne the basi c pri nci pl e of ANOVA, i mage a si mpl e experi ment i n
whi ch subjects are randoml y assi gned to one of three treatment groups,
the treatments are appl i ed, then subjects are tested on some performance
measure. One possi bl e outcome appears bel ow. Performance scores are
pl otted al ong the verti cal axi s and each box represents the di stri buti on of
scores wi thi n a treatment group.
Figure 1.1 Performance Scores: Distinct Populations
Chapter 1
WHY DO
ANALYSIS OF
VARIANCE?
VISUALIZING
ANALYSIS OF
VARIANCE
Introduction 1 - 2
SPSS Training
Here a formal testi ng of the di fferences i s al most unnecessary. The
groups show no overl ap i n performance scores and the group means
(medi ans are the dark bar at the center of each box) are wel l spaced
rel ati ve to the standard devi ati on of each group. Thi nk of the vari ati on,
or di stances goi ng from group mean to group mean, and compare thi s to
the vari ati on of the i ndi vi dual scores wi thi n each group.
Let us take another exampl e. Suppose the same experi ment descri bed
above resul ts i n the performance scores havi ng l i ttl e or no di fference. We
pi cture thi s bel ow.
Figure 1.2 Performance Scores: Identical Populations
Here the group means are al l but i denti cal , so there i s l i ttl e vari ati on
or di stance goi ng from group mean to group mean compared to the
vari ati on of performance scores wi thi n the groups. A formal ANOVA
anal ysi s woul d merel y confi rm thi s.
A more real i sti c exampl e i nvol ves groups wi th overl appi ng scores and
group means that di ffer. Thi s i s shown i n the pl ot bel ow.
Introduction 1 - 3
SPSS Training
Figure 1.3 Performance Scores: Overlapping Groups
The formal ANOVA anal ysi s needs to be done to determi ne i f the
group means do i ndeed di ffer i n the popul ati on, that i s, wi th what
confi dence can we cl ai m that the group means are not the same. Once
agai n, thi nk of the vari ati on of the group means (di stances) between pai rs
of groups, or vari ati on of the group means around the grand mean)
rel ates to the vari ati on of the performance scores wi thi n each group.
Stri pped of techni cal adjustments and di stri buti onal assumpti ons, you
are compari ng the vari ati on of group means to the vari ati on of i ndi vi dual
scores wi thi n the groups consti tute the basi s for anal ysi s of vari ance. To
the extent that the di fferences or vari ati on between groups i s l arge
rel ati ve to the vari ati on of i ndi vi dual scores wi thi n the groups, we speak
of the groups showi ng si gni fi cant di fferences. Another way of reasoni ng
about the experi ment we descri bed i s to say that i f the treatments
appl i ed to the three groups had no effect (no group di fferences), then the
vari ati on i n group means shoul d be due to the same sources and be of the
same magni tude (after techni cal adjustments) as the vari ati on among
i ndi vi dual s wi thi n the groups.
WHAT IS
ANALYSIS OF
VARIANCE?
Introduction 1 - 4
SPSS Training
The techni cal adjustment just menti oned i s requi red when compari ng
vari ati on i n means scores to vari ati on i n i ndi vi dual scores. Thi s i s
because the vari ance of means wi l l be l ess than the vari ance of the
i ndi vi dual scores on whi ch the mean i s based. The basi c mathemati cal
rel ati on i s that the vari ance of the means based on a sampl e si ze of “ n”
wi l l be equal to the vari ance of the i ndi vi dual scores i n the sampl e
di vi ded by “n”. The standard devi ati on of the mean i s cal l ed the standard
error or the standard error of the mean. We wi l l i l l ustrate thi s l aw wi th a
l i ttl e under 10,000 observati ons produced by a pseudo-random number
generator i n SPSS, based on a normal di stri buti on wi th a mean of zero
and a standard devi ati on of one. The resul ts appear i n Fi gure 1.4.
The fi rst hi stogram shows the di stri buti on of the ori gi nal 9,600 data
poi nts. Noti ce al most al l of the poi nts fal l between the val ues of –3 and
+3.
The second hi stogram contai ns the mean scores of sampl es of si ze 4
drawn from the ori gi nal 9,600 data poi nts. Each poi nt i s a mean score for
a sampl e of si ze 4 for a total of 2,400 data poi nts. The di stri buti on of
means i s narrower than that of the fi rst hi stogram; al most al l the poi nts
fal l between –1.5 and +1.5.
I n the fi nal hi stogram each poi nt i s a mean of 16 observati ons from
the ori gi nal sampl e. The vari ati on of these 600 poi nts i s l ess than that of
the previ ous hi stograms wi th most poi nts between -.9 and +.9. Despi te
the decrease i n vari ance, the means (or centers of the di stri buti ons)
remai n at zero.
Thi s rel ati on i s rel evant to anal ysi s of vari ance. I n ANOVA, when
compari ng the vari ati on between group mean scores to vari ati on of
i ndi vi dual s wi thi n groups, the sampl e si zes upon whi ch the means are
based are expl i ci tl y taken i nto account.
VARIANCE OF
MEANS
Introduction 1 - 5
SPSS Training
Figure 1.4 Variation in Means as a Function of Sample Size
Introduction 1 - 6
SPSS Training
Whi l e we wi l l gi ve a formal statement of the assumpti ons of ANOVA and
proceed wi th compl ex vari ati ons, thi s basi c pri nci pl e compari ng the
vari ati on of group or treatment means to the vari ati on of i ndi vi dual s
wi thi n groups (or some other groupi ng) wi l l be the underl yi ng theme.
The term “factor” denotes a categori cal predi ctor vari abl e. “Dependent
Vari abl es” are i nterval l evel outcome vari abl es, and “covari ates” are
i nterval l evel predi ctor vari abl es. ANOVA i s consi dered a form of the
general l i near model and most of the assumpti ons fol l ow from that and
are l i sted bel ow:
• Al l vari abl es must exhi bi t i ndependent vari ance. I n other
words, a vari abl e must vary, and i t must not be a one-to-one
functi on of any other vari abl e. Though i t i s the dream of any
data anal yst to have a dependent vari abl e that i s perfectl y
predi cted, i f such were the case, the “F-rati o” for an anal ysi s
of vari ance coul d not be formed (Note: as a practi cal matter, i f
you fi nd such a perfect predi cti on, l ack of an “F-rati o” shoul d
not resul t i n any l ost sl eep).
• Dependent vari abl es and covari ates must be measured i n
i nterval or rati o scal e. Factors may be nomi nal or categori zed
from ordi nal or i nterval vari abl es. However, ordi nal
hypothesi s can onl y be tested i n a pai rwi se fashi on. I mposi ng
the desi red metri c through the appropri ate set of contrasts
can test i nterval hypothesi s.
• For fi xed effect model s, al l l evel s of predi ctor vari abl es that
are of i nterest must be i ncl uded i n the anal ysi s.
• The l i near model speci fi ed i s the correct one; i t i ncl udes al l
the rel evant sources of vari ati on, excl udes al l i rrel evant ones,
and i s correct i n i ts functi onal form (Note: i n the words of the
Sgt. i n Hi l l Street Bl ues “so, be careful out there”).
• Errors of measurement must be unbi ased (have a zero mean).
• Errors must be i ndependent of each other and of the predi ctor
vari abl es.
• Error vari ances must be homogeneous.
• Errors must be normal l y di stri buted. Thi s fi nal assumpti on i s
not requi red for esti mati on, but must be met i n order for an
“F-rati o” to be accuratel y referred to as an “F-di stri buti on”
(Note: that i s, i t i s requi red for testi ng, whi ch i s why you are
doi ng the anal ysi s).
We wi l l exami ne some of these assumpti ons i n the data sets used i n
the rest of thi s course.
We use an “anal ysi s of vari ance” to test for di fferences between
means for the fol l owi ng formal reason:
The formul ati on of the anal ysi s of vari ance approach as a test
of equal i ty of means fol l ows a deducti ve format. We can show
that i f i t i s true that two (or more) means are equal , then
certai n properti es must hol d for other functi ons of the data,
such as between group and wi thi n group vari ati on. The i dea
BASIC
PRINCIPLE OF
ANOVA
A FORMAL
STATEMENT OF
ANOVA
ASSUMPTIONS
Introduction 1 - 7
SPSS Training
behi nd the formul ati on of the fami l i ar “F-rati o” i s that i f the
means bei ng compared are equal , then the numerator and
denomi nator of the “F-rati o” represent i ndependent esti mates
of the same quanti ty (error vari ance) and thei r rati o must
then fol l ow a known di stri buti on. Thi s al l ows us to pl ace a
di sti nct probabi l i ty on the occurrence of sampl e means as
di fferent as those observed under the hypothesi s of zero
di fference among popul ati on means.
I n thi s chapter we di scussed the basi c pri nci pl e of anal ysi s of vari ance
and gave a formal statement of the assumpti ons of the model . We turn
next to exami ni ng these assumpti ons and the i mpl i cati ons i f the
assumpti ons are not met (Note: l i fe as i t real l y i s).
SUMMARY
Introduction 1 - 8
SPSS Training
Examining Data and Testing Assumptions 2 - 1
SPSS Training
Examining Data and Testing
Assumptions
The data set comes from Cox and Snel l (1981). They obtai ned i t from a
report (Mooz, 1978) and reproduced i t wi th the permi ssi on of the Rand
Corporati on. Onl y a subset of the ori gi nal vari abl es i s used i n the data set
we wi l l use.
The data set we wi l l be usi ng contai ns i nformati on for 32 l i ght water
nucl ear power pl ants. Four vari abl es are i ncl uded: the capaci ty and cost
of the pl ant; ti me to compl eti on from start of constructi on; and experi ence
of the archi tect-engi neer who bui l t the pl ant. These vari abl es are
descri bed i n more detai l bel ow.
We wi l l use onl y a subset of al l the vari abl es that were i n the ori gi nal
data set, and have created categori es from the vari abl es capaci ty and
experi ence i n order to use them as factors i n an anal ysi s of vari ance.
I n order of the vari abl es i n the data fi l e, they are:
Capaci ty Generati ng capaci ty
1 Less than 800 MW’s (Mega Watts)
2 800-1000
3 Greater than 1000
Experi ence Experi ence of the archi tect-engi neer
i n bui l di ng power pl ants
1 1-3 pl ants
2 4-9 pl ants
3 10 or more pl ants
Ti me ti me i n months between i ssui ng of constructi on permi t
and i ssui ng of operati ng l i cense.
Cost cost i n mi l l i ons of dol l ars adjusted to a 1976 base (I n 1976
dol l ars).
The anal yst shoul d choose the anal ysi s that best conforms to the type of
i nformati on col l ected i n the data and the research or anal ysi s questi on(s)
you wi sh to answer. We feel that i n a short course there i s an advantage
i n descri bi ng the vari ous types of anal yses that can be done. However, i n
practi ce you woul d run onl y the most appropri ate anal ysi s. I n other
words i f there were two factors i n your study, you woul d run a two-factor
anal ysi s and not begi n wi th one factor anal ysi s as we do here.
Chapter 2
DESCRIPTION OF
THE DATA
Note About the
Analyses That
Follow
SPSS Training
Examining Data and Testing Assumptions 2 - 2
The researcher shoul d state the research questi ons cl earl y and conci sel y,
and refer to these questi ons regul arl y as the desi gn and i mpl ementati on
of the study progresses. Wi thout thi s statement of questi ons, i t i s easy to
devi ate from them when engrossed i n the detai l s of pl anni ng or to make
deci si ons that are at vari ance wi th the questi ons when i nvol ved i n a
compl ex study. Transl ati ng study objecti ves i nto questi ons serves as a
check on whether the study has met the objecti ves.
The next task i s to anal yze the researchabl e questi on(s). I n doi ng thi s
one must
• I denti fy and defi ne key terms
• I denti fy sub questi ons, whi ch must al so be answered
• I denti fy the scope and ti me frame i mposed by the researchabl e
questi on
One of the most i mportant deci si ons that shoul d not be overl ooked i s to
set down i n terms of utmost cl ari ty exactl y what i nformati on i s needed. I t
i s usual l y good procedure to veri fy that al l the data are rel evant to the
purposes of the study and that no essenti al data are omi tted. Unl ess thi s
i s speci fi ed, the reporti ng forms may yi el d i nformati on that i s qui te
di fferent from what i s needed, si nce there i s a tendency to request too
much data, some of whi ch i s subsequentl y never anal yzed.
I t i s cri ti cal that the researcher be fami l i ar wi th the data bei ng anal yzed,
whether i t i s pri mary (data you col l ected) or secondary (someone el se
col l ected i t) data. Not onl y i s knowi ng your data i mportant to defi ni ng
your popul ati on, but i t can (1) hel p to spot trends on whi ch to focus, and
(2) provi de assurance that you are measuri ng what you want to measure.
Vi sual l y revi ew the data for several cases (or the enti re data set i f i t i s
rel ati vel y smal l ). Be fami l i ar wi th the meani ng of every vari abl e and wi th
the codes associ ated wi th the vari abl es of i nterest.
Before appl yi ng formal tests (ANOVA for exampl e i n thi s course) to your
data, i t i s i mportant to fi rst exami ne and check the data. Thi s i s done for
several reasons:
• To i denti fy data errors
• To i denti fy unusual poi nts – outl i ers
• To become aware of unexpected or i nteresti ng patterns
• To check on or test the assumpti ons of the pl anned anal ysi s
• For ANOVA:
• Homogenei ty of vari ance
• Normal i ty of error
Research
Question(s)
Data to be
Collected
Know the Data
Scan the Data
WHY EXAMINE
THE DATA?
Examining Data and Testing Assumptions 2 - 3
SPSS Training
Bar charts and hi stograms, as wel l as such summari es as means and
standard devi ati ons have been used i n stati sti cal work for many years.
Someti mes such summari es are ends i n thei r own ri ght; other ti mes they
consti tute a prel i mi nary l ook at the data before proceedi ng wi th more
formal methods. Seei ng l i mi tati ons i n thi s standard set of procedures,
John Tukey, a stati sti ci an at Pri nceton and Bel l Labs, devi sed a col l ecti on
of stati sti cs and pl ots desi gned to reveal data features that mi ght not be
readi l y apparent from standard stati sti cal summari es. I n hi s book
descri bi ng these methods, enti tl ed Expl oratory Data Anal ysi s (1977),
Tukey descri bed the work of a data anal yst to be si mi l ar to that of a
detecti ve, the goal bei ng to di scover surpri si ng, i nteresti ng, and unusual
thi ngs about the data. To further thi s effort Tukey devel oped both pl ots
and data summari es. These methods, cal l ed expl oratory data anal ysi s
and abbrevi ated EDA, have become very popul ar i n appl i ed stati sti cs and
data anal ysi s. Expl oratory data anal ysi s can be vi ewed ei ther as an
anal ysi s i n i ts own ri ght, or as a set of data checks and i nvesti gati ons
performed before appl yi ng i nferenti al testi ng procedures.
These methods are best appl i ed to vari abl es that have at l east ordi nal
(more commonl y i nterval ) scal e properti es and can take on many
di fferent val ues. The pl ots and summari es woul d be l ess hel pful for a
vari abl e that takes on onl y a few val ues (for exampl e, on fi ve poi nt rati ng
scal es)
We wi l l use the SPSS EXPLORE procedure to exami ne the data and test
some of the ANOVA assumpti ons. I n wi ndows we fi rst open the fi l e.
Al l fi l es for thi s cl ass are l ocated i n the c:\Trai n\Anova fol der on your
trai ni ng machi ne. I f you are not worki ng i n an SPSS Trai ni ng center, the
trai ni ng fi l es can be copi ed from the fl oppy di sk that accompani es thi s
course gui de. I f you are runni ng SPSS Server (cl i ck Fi l e..Swi tch Server to
check), then you shoul d copy these fi l es to the server or a machi ne that
can be accessed (mapped from) the computer runni ng SPSS Server.
SPSS can di spl ay ei ther vari abl e names or vari abl e l abel s i n di al og boxes.
I n thi s course we di spl ay the vari abl e names i n al phabeti cal order. I n
order to match the di al og boxes shown here:
Cl i ck Edit..Options
Wi thi n the General tab of the Opti ons di al og:
Cl i ck the Display names and Alphabetical opti on buttons i n
the Di spl ay Vari abl es area
Cl i ck OK.
Cl i ck File..Open..Data (move to the c:\ Train\ Anova di rectory)
Sel ect SPSS Portable file (.por) from Files of Type l i st
Doubl e-cl i ck on Plant.por to open the fi l e.
Cl i ck on Analyze..Descriptive Statistics..Explore
Move the cost vari abl e i nto the Dependent List box
EXPLORATORY
DATA ANALYSIS
Plan of Analysis
A Note About
Variable Names
and Labels in
Dialog Boxes
Note on
Course Data Files
SPSS Training
Examining Data and Testing Assumptions 2 - 4
Figure 2.1 Explore Dialog Box
The syntax for runni ng the Expl ore procedure i s gi ven bel ow:
EXAMI NE
VARI ABLES=cost
/PLOT BOXPLOT STEMLEAF
/COMPARE GROUP
/STATI STI CS DESCRI PTI VES
/CI NTERVAL 95
/MI SSI NG LI STWI SE
/NOTOTAL.
The vari abl e to be summari zed (here cost) appears i n the Dependent
Li st box. The Factor l i st box can contai n one or more categori cal (for
exampl e, i n our data set capaci ty) vari abl es, and i f used woul d cause the
procedure to present summari es for each subgroup based on the factor
vari abl e(s). We wi l l use thi s feature l ater i n thi s chapter when we want to
see di fferences between the groups. By defaul t, both pl ots and stati sti cal
summari es wi l l appear. We can request speci fi c stati sti cal summari es
and pl ots usi ng the Stati sti cs and Pl ots pushbuttons. Whi l e not di scussed
here, the Expl ore procedure can pri nt robust mean esti mates (M-
esti mators) and l i sts of extreme val ues, as wel l as normal probabi l i ty and
homogenei ty pl ots.
Cl i ck OK to run the Expl ore procedure.
Examining Data and Testing Assumptions 2 - 5
SPSS Training
The Expl ore procedure provi des for us i n thi s fi rst run a summary of the
vari abl e cost for al l 32 pl ants.
Figure 2.2 Descriptives for the Variable Cost
A LOOK AT THE
VARIABLE COST
Expl ore fi rst di spl ays i nformati on about mi ssi ng data. The Case
Process Summary pi vot tabl e (not shown) di spl ays the number of val i d
and mi ssi ng observati ons; thi s i nformati on appears at the begi nni ng of
the stati sti cal summary. Here we have data for the vari abl e cost for al l 32
observati ons. (Typi cal l y an anal yst does not have al l the data.)
Next several measures of central tendency appear. Such stati sti cs
attempt to descri be, wi th a si ngl e number, where the data val ues are
typi cal l y found, or the center of the di stri buti on. The mean i s the
ari thmeti c average. The medi an i s the val ue at the center of the
di stri buti on when i t i s ordered (ei ther l owest to hi ghest or hi ghest to
l owest), that i s, hal f the data val ues are greater than, and hal f the data
val ues are l ess than, the medi an. Medi ans are resi stant to extreme
scores, and so are consi dered to be a robust measure of central tendency.
The 5% tri mmed mean i s the mean cal cul ated after the extreme upper 5%
and the extreme l ower 5% of the data val ues are dropped from the
cal cul ati on. Such a measure woul d be resi stant to smal l numbers of
extreme or wi l d scores. I n thi s case the three measures of central
tendency are si mi l ar (461.56, 448.11, and 455.67), and we can say that
the typi cal pl ant costs about $450 mi l l i on. I f the mean were consi derabl y
above or bel ow the medi an and the tri mmed mean, i t woul d suggest a
Measures of
Central Tendency
SPSS Training
Examining Data and Testing Assumptions 2 - 6
skewed or asymmetri c di stri buti on. A perfectl y symmetri c di stri buti on,
for exampl e, the normal , woul d produce i denti cal expected means,
medi ans, and tri mmed means.
Expl ore provi des several measures of the amount of vari ati on across the
pl ants. They i ndi cate to what degree observati ons tend to cl uster near the
center of the di stri buti on. Both the standard devi ati on and vari ance
(standard devi ati on squared) appear. For exampl e, i f al l the observati ons
were l ocated at the mean then the standard devi ati on woul d be zero. I n
thi s case the standard devi ati on i s $170.12 (mi l l i on). Another way to
express the vari abi l i ty i s that the standard devi ati on i s 36.86% of the
mean, whi ch i ndi cates that the data i s moderatel y vari abl e. The standard
error i s an esti mate of the standard devi ati on of the mean i f repeated
sampl es of the same si ze were taken from the same popul ati on ($30.07).
I t i s used i n cal cul ati ng the 95% confi dence i nterval for the sampl e mean
di scussed bel ow. Al so appeari ng i s the i nterquarti l e range, whi ch i s
essenti al l y the range between the 25
th
and 75
th
percenti l e val ues. Thus
the i nterquarti l e range represents the range i ncl udi ng the mi ddl e 50
percent of the sampl e (321.74). I t i s a vari abi l i ty measure more resi stant
to extreme scores than the standard devi ati on. We al so see the mi ni mum
and maxi mum dol l ar amounts and the range. I t i s useful to check the
mi ni mum and maxi mum to make sure no i mpossi bl e data val ues are
recorded (here a cost at zero or bel ow).
The 95% confi dence i nterval has a techni cal defi ni ti on: i f we were to
repeatedl y perform the study and computed the confi dence i nterval s for
each sampl e drawn, on average, 95 out of each 100 such confi dence
i nterval s woul d contai n the true popul ati on mean. I t i s useful i n that i t
combi nes measures of both central tendency (mean) and vari ati on
(standard error) to provi de i nformati on about where we shoul d expect the
popul ati on mean to fal l . Here, we can say that we esti mate the cost of the
l i ght water nucl ear power pl ants to be $461.56 and we are 95-percent
confi dent that the true but unknown cost woul d be between $400.23 and
$522.90.
The 95% confi dence i nterval for the mean can be easi l y obtai ned from
the sampl e mean, standard devi ati on, and sampl e si ze. The confi dence
i nterval i s based on the sampl e mean, pl us or mi nus 1.96 ti mes the
standard error of the mean. (1.96 i s used because 95% of the area under a
normal curve i s wi thi n 1.96 standard devi ati on of the mean [when doi ng
i n my head I cheat and use 2 si nce i t i s easi er to mul ti pl y by]). Si nce the
sampl e standard error of the mean i s si mpl y the sampl e standard
devi ati on di vi ded by the square root of the sampl e si ze, the 95%
confi dence i nterval i s equal to the sampl e mean pl us or mi nus 1.96 ti mes
(sampl e standard devi ati on di vi ded by {square root of the sampl e si ze}).
Thus i f you have the sampl e mean, sampl e standard devi ati on, and the
sampl e si ze, you can easi l y compute the 95-percent confi dence i nterval .
Variability
Measures
Confidence
Interval for Mean
Examining Data and Testing Assumptions 2 - 7
SPSS Training
Skewness and Kurtosi s provi de numeri c summari es about the shape of
the di stri buti on of the data. Whi l e many anal ysts are content to vi ew
hi stograms i n order to make judgments regardi ng the di stri buti on of a
vari abl e, these measures quanti fy the shape. Skewness i s a measure of
the symmetry of a di stri buti on. I t i s normed so that a symmetri c
di stri buti on has zero skewness. Posi ti ve skewness i ndi cates bunchi ng of
the data on the l eft and a l onger tai l on the ri ght (for exampl e, i ncome
di stri buti on i n the U.S.); negati ve skewness fol l ows the reverse pattern
(l ong tai l on the l eft and bunchi ng of the data on the ri ght). The standard
error of skewness al so appears, and we can use i t to determi ne i f the data
are si gni fi cantl y skewed. I n our case, the skewness i s .5 wi th a standard
error of .414. Thus, usi ng the formul a above the 95-percent confi dence
i nterval for skewness i s between –0.311 and +1.311. Si nce the i nterval
contai ns zero the data i s not si gni fi cantl y skewed. (As a qui ck and di rty
rul e of thumb, however, i f the skewness i s over 3 i n ei ther di recti on you
mi ght want to consi der a di fferent approach i n your study.)
Kurtosi s al so has to do wi th the shape of a di stri buti on and i s a
measure of how peaked the di stri buti on i s. I t i s normed to the normal
curve (kurtosi s i s zero). A curve that i s more peaked than the normal has
a posi ti ve val ue and one that i s fl atter than the normal has negati ve
kurtosi s. Agai n our data i s not si gni fi cantl y peaked. (Agai n the same rul e
of thumb can be appl i ed al though some say that the val ue shoul d be
l arger). The shape of the di stri buti on can be of i nterest i n i ts own ri ght.
Al so, assumpti ons are made about the shape of the data di stri buti on
wi thi n each group when performi ng si gni fi cance tests on mean
di fferences between groups. (As a qui ck rul e of thumb, however, i f the
kurtosi s i s over 3 i n ei ther di recti on you mi ght want to consi der a
di fferent approach i n your study.)
The stem & l eaf pl ot i s model ed after the hi stogram, but i s desi gned to
provi de more i nformati on. I nstead of usi ng a standard symbol (for
exampl e, an asteri sk “*” or bl ock character) to di spl ay a case or group of
cases, the stem & l eaf pl ot uses data val ues as the pl ot symbol s. Thus the
shape of the di stri buti on i s shown and the pl ot can be read to obtai n
speci fi c data val ues. The stem & l eaf pl ot for the cost appears bel ow:
Figure 2.3 Stem & Leaf Plot for Cost
Shape of the
Distribution
Stem & Leaf Plot
SPSS Training
Examining Data and Testing Assumptions 2 - 8
I n a stem & l eaf pl ot the stem i s the verti cal axi s and the l eaves
branch hori zontal l y from the stem (Tukey devi sed the stem & l eaf). The
stem wi dth i ndi cates how to i nterpret the uni ts i n the stem; i n thi s case a
stem uni t represents one hundred dol l ars i n the cost scal e. The actual
numbers i n the chart (l eaves) provi de an extra deci mal pl ace of
i nformati on about the data val ues. For exampl e the stem of 5 and a l eaf
of 6 woul d i ndi cate a cost of $560 to $569. Thus besi des vi ewi ng the shape
of the di stri buti on we can pi ck out i ndi vi dual scores. Bel ow the di agram a
note i ndi cates that each l eaf represents one case. For l arge sampl es a l eaf
may represent two or more cases and i n such si tuati ons an ampersand
(&) represents two or more cases that have di fferent data val ues.
The l ast l i ne i denti fi es outl i ers. These are data poi nts far enough
from the center of the di stri buti on (defi ned more exactl y under Box &
Whi sker pl ots bel ow) that they mi ght meri t more careful checki ng –
extreme poi nts mi ght be data errors or possi bl y represent a separate
subgroup. I f the stem & l eaf pl ot were extended to i ncl ude these outl i ers
the skewness woul d be apparent.
The stem & l eaf pl ot attempts to descri be data by showi ng every
observati on. I n compari son, di spl ayi ng onl y a few summari es, the box &
whi sker pl ot wi l l i denti fy outl i ers (data val ues far from the center of the
di stri buti on). Bel ow we see the box & whi sker pl ot (al so cal l ed a box pl ot)
for cost.
Figure 2.4 Box & Whisker Plot for Cost
Box & Whisker
Plot
The verti cal axi s i s the cost of the pl ants. I n the pl ot, the sol i d l i ne
i nsi de the box represents the medi an. The “hi nges” provi de the top and
Examining Data and Testing Assumptions 2 - 9
SPSS Training
bottom borders to the box; they correspond to the 75
th
and 25
th
percenti l e
val ues of cost, and thus defi ne the i nterquarti l e range (I QR). I n other
words, the mi ddl e 50% of the data val ues fal l wi thi n the box. The
“whi skers” are the l ast data val ues that l i e wi thi n 1.5 box l engths (or
I QRs) of the respecti ve hi nge (edge of box). Tukey consi ders data poi nts
more than 1.5 box l engths from the hi nges to be far enough from the
center to be noted as outl i ers. Such poi nts are marked wi th a ci rcl e.
Poi nts more than 3 box l engths from the hi nges are vi ewed by Tukey to
be “far out” poi nts and are marked wi th an asteri sk type symbol . Thi s
pl ot has no outl i ers or far-out poi nts. I f a si ngl e outl i er appears at a gi ven
data val ue, the case sequence number pri nts out besi de i t (an i d vari abl e
can be substi tuted), whi ch ai ds data checki ng.
I f the di stri buti on were symmetri c, then the medi an woul d be
centered wi thi n the hi nges and the whi skers. I n the pl ot above, the
di fferent l engths of the whi skers show the skewness. Such pl ots are al so
useful when compari ng several groups, as we wi l l see shortl y.
We now produce the same summari es and pl ots for each subgroup (here
based on pl ant capaci ty).
Cl i ck on the Dialog Recall tool on the tool bar.
Cl i ck on the Explore procedure
When the di al og box opens move the vari abl e capacity to the
Factors List box.
Figure 2.5 Explore Dialog Box
A LOOK AT THE
SUBGROUPS
We al so request normal i ty pl ots and homogenei ty tests.
SPSS Training
Examining Data and Testing Assumptions 2 - 10
Cl i ck Plots pushbutton
Cl i ck Normality plots with tests check box
Cl i ck Power estimation opti on button
Figure 2.6 Plots Sub-Dialog Box
Cl i ck Continue
Cl i ck OK
The command bel ow wi l l run the anal ysi s
EXAMI NE
VARI ABLES=cost BY capaci ty
/PLOT BOXPLOT STEMLEAF NPPLOT SPREADLEVEL
/COMPARE GROUP
/STATI STI CS DESCRI PTI VES
/CI NTERVAL 95
/MI SSI NG LI STWI SE /NOTOTAL.
The Nppl ot keyword on the /Pl ot subcommand requests the normal
probabi l i ty pl ots, whi l e the Spreadl evel keyword wi l l produce the spread
& l evel pl ots and the homogenei ty of vari ance tests.
Bel ow we see the stati sti cs and the stem & l eaf pl ot for the fi rst
capaci ty group (under 800 MW). Noti ce that rel ati ve to the group (not the
enti re set of pl ants as i n the previ ous pl ots) there i s an extreme score.
Examining Data and Testing Assumptions 2 - 11
SPSS Training
Figure 2.7 Descriptives for the First Group
Figure 2.8 Stem & leaf Plot for the First Group
NORMALITY
The next pai r of pl ots provi des some speci fi c i nformati on about the
normal i ty of data poi nts wi thi n the group. Thi s i s equi val ent to
exami ni ng the normal i ty of the resi dual s i n ANOVA and i s one of the
assumpti ons made when the “F” tests of si gni fi cance are made.
SPSS Training
Examining Data and Testing Assumptions 2 - 12
Figure 2.9 Q-Q Plot of the First Group
Figure 2.10 Detrended Q-Q Plot of the First Group
The fi rst pl ot i s cal l ed a normal probabi l i ty pl ot. Each poi nt i s pl otted
wi th i ts actual val ue on the hori zontal axi s and i ts expected normal
devi ate val ue (based on the poi nt’s rank-order wi thi n the group). I f the
data fol l ow a normal di stri buti on, the poi nts form a strai ght l i ne.
The second pl ot i s a detrended normal pl ot. Here the devi ati ons of
each poi nt from a strai ght l i ne (normal di stri buti on) i n the previ ous pl ot
are pl otted agai nst the actual val ues. I deal l y, they woul d di stri bute
randoml y around zero.
Next we l ook at the second group.
Examining Data and Testing Assumptions 2 - 13
SPSS Training
Figure 2.11 Descriptives for the Second Group
Figure 2.12 Stem & Leaf Plot for the Second Group
For the second group the stem & l eaf pl ot shows a concentrati on of
costs at the l ow end.
Figure 2.13 Q-Q Plot for the Second Group
SPSS Training
Examining Data and Testing Assumptions 2 - 14
Figure 2.14 Detrended Q-Q Plot for the Second Group
The pattern from the stem & l eaf pl ot carri es over to the normal
probabi l i ty pl ot where the cl uster of l ow cost val ues show i n the l ower l eft
corner of the pl ot.
Let us exami ne the resul ts for the thi rd group.
Figure 2.15 Descriptives for the Third Group
Examining Data and Testing Assumptions 2 - 15
SPSS Training
Figure 2.16 Stem & Leaf Plot for the Third Group
Figure 2.17 Q-Q Plot for the Third Group
SPSS Training
Examining Data and Testing Assumptions 2 - 16
Figure 2.18 Detrended Q-Q Plot for the Third Group
I n addi ti on to a vi sual i nspecti on, two tests of normal i ty of the data
are provi ded. The test l abel ed Kol mogorov-Smi rnov i s a modi fi cati on of i t
usi ng the Li l l i efors Si gni fi cance Correcti on (i n whi ch means and
vari ances must be esti mated from the data) compari ng the di stri buti on of
the data val ues wi thi n the group to the normal di stri buti on. The Shapi ro-
Wi l ks test al so compares the observed data to the normal di stri buti on
and has been found to have good power i n many si tuati ons when
compared to other tests of normal i ty (see Conover, 1980). For the fi rst
group there seem to be no probl ems regardi ng normal i ty, nor any
stri ki ngl y odd data val ues. Noti ce al so that for the second group the tests
of normal i ty reject the nul l hypothesi s that the data comes from a normal
di stri buti on, whi l e the thi rd group the nul l hypothesi s i s not rejected.
Figure 2.19 Tests of Normality
Examining Data and Testing Assumptions 2 - 17
SPSS Training
The box and whi sker al l ows vi sual compari son of the groups.
Figure 2.20 Box and Whiskers Plot
COMPARING THE
GROUPS
The thi rd group appears to contai n hi gher cost pl ants than the fi rst
and second groups. The vari ati on wi thi n each group as gauged by the
whi skers seems fai rl y uni form. Noti ce the outl i er i n group one i s
i denti fi ed by i ts case sequence number. There does not seem to be any
i ncrease i n vari ati on or spread as the medi an cost ri ses from the fi rst to
thi rd group.
Homogenei ty of vari ance wi thi n each popul ati on group i s one of the
assumpti ons i n ANOVA. Thi s can be tested by any of several stati sti cs
and i f the vari ance i s systemati cal l y rel ated to the l evel of the group
(mean, medi an) data transformati ons can be performed to rel i eve thi s (we
wi l l say more on thi s l ater i n thi s chapter). The spread and l evel pl ot
bel ow provi des a di spl ay of thi s by pl otti ng the natural l og of the spread
(i nterquarti l e range) of the group agai nst the natural l og of the group
medi an. I f you can overcome a seemi ngl y i nborn aversi on to l ogs and vi ew
the pl ot, we desi re rel ati vel y l i ttl e vari ati on i n the l og spread goi ng across
the groups – whi ch woul d suggest that the vari ances are stabl e across
groups. The reason for taki ng l ogs i s techni cal . I f there i s a systemati c
rel ati on between the spread and the l evel (or vari ances and means), the
sl ope of the best fi tti ng l i ne i ndi cates what data transformati on (wi thi n
the cl ass of power transformati ons) wi l l best stabi l i ze the vari ances
across the di fferent groups. We wi l l say more about such transformati ons
l ater.
HOMOGENEITY
OF VARIANCE
SPSS Training
Examining Data and Testing Assumptions 2 - 18
Figure 2.21 Spread and Level Plot
Figure 2.22 Test of Homogeneity of Variance
A number of tests are avai l abl e for testi ng homogenei ty of vari ance,
such as the Bartl ett-Box and Cochran’s C tests of homogenei ty of
vari ance. However, these are sensi ti ve to departures from normal i ty as
wel l . The Levene tests appeari ng above are l ess sensi ti ve to departures
from normal i ty and mi ght be preferred for that reason. Some stati sti ci ans
consi der the former tests too powerful i n general ; that i s, they tend to
reject the homogenei ty of vari ance assumpti on when the di fferences are
too smal l to i nfl uence the anal ysi s. Above, the Levene test suggests no
probl em wi th the homogenei ty assumpti on.
Examining Data and Testing Assumptions 2 - 19
SPSS Training
Overal l the data fared fai rl y wel l i n terms of the ANOVA assumpti ons.
The onl y probl em was normal i ty of group 2. I f i nequal i ty of vari ances was
a probl em and a data transformati on appl i ed, that mi ght rel i eve the
di ffi cul ty but no such transformati on i s cal l ed for. Si nce two of the three
groups seem fi ne we wi l l proceed wi th the anal ysi s.
Bel ow we state i n more detai l ed and formal terms the i mpl i cati ons of
vi ol ati ons of the assumpti ons and general condi ti ons under whi ch they
consti tute a seri ous probl em.
I n the fi xed effects model thi s assumpti on i s equi val ent to assumi ng that
the dependent vari abl e i s normal l y di stri buted i n the popul ati on, si nce al l
other terms i n the model are to be consi dered fi xed effects. “F” and “t”
tests used to test for di fferences among means i n the anal ysi s of vari ance
are unaffected by non-normal i ty i n l arge sampl e (thi s has l ed to the
common practi ce of referri ng to the anal ysi s of vari ance as robust wi th
respect to vi ol ati ons of the normal i ty assumpti on). Less i s known about
smal l sampl e behavi or, but the current bel i ef among most stati sti ci ans i s
that normal i ty vi ol ati ons are general l y not a cause for concern i n fi xed
effect model s.
Whi l e i nferences about means are general l y not heavi l y affected by
non-normal i ty, i nferences about vari ances and about rati os of vari ances
are qui te dependent on the normal i ty assumpti on. Thus random effects
model s are vul nerabl e to vi ol ati ons of normal i ty where fi xed effects
model s are not. More i mportant i n the general case, si nce most anal yses
of vari ance i nvol ve fi xed effects model s, i s the fact that many standard
tests of the homogenei ty of error vari ance depend on i nferences about
vari ances, and are therefore vul nerabl e to vi ol ati ons of the normal i ty
assumpti on.
Tests of the homogenei ty of vari ance assumpti on such as the Bartl ett-
Box F, Cochran’s C and the F-max cri teri on al l assume normal i ty and are
i naccurate i n the presence of nonzero popul ati on kurtosi s. I f the
popul ati on kurtosi s i s posi ti ve (si gni fyi ng a peaked or l eptokurti c
di stri buti on), these tests wi l l tend to reject the homogenei ty assumpti on
too often, whi l e a negati ve popul ati on kurtosi s (i ndi cati ve of a fl at or
pl atykurti c di stri buti on) wi l l l ead to too many fai l ures to recogni ze
vi ol ati ons of the homogenei ty assumpti on. For thi s reason the Levene test
for homogenei ty of vari ance (i ncl uded i n the Expl ore procedure) i s
strongl y recommended, as i t i s robust to vi ol ati ons of the normal i ty
assumpti on.
Vi ol ati ons of the homogenei ty of vari ance assumpti on are i n general more
troubl esome than vi ol ati ons of the normal i ty assumpti on. I n general , the
smal l er the smal l er the sampl e si zes of the groups and the more
di ssi mi l ar the si zes of the groups, the more probl emati c vi ol ati ons of thi s
assumpti on become. Thus i n a l arge sampl e wi th equal group si zes, even
Summary of the
Plant Data
EFFECTS OF
VIOLATIONS OF
ASSUMPTIONS IN
ANOVA
Normality of
Errors in the
Population
Homogeneity of
Population Error
Variances Among
Groups
SPSS Training
Examining Data and Testing Assumptions 2 - 20
moderate to severe departures from homogenei ty may not have l arge
effects on i nferences, whi l e i n smal l sampl es wi th unequal group si zes,
even sl i ght to moderate departures can be troubl esome. Thi s i s one
reason that stati sti ci ans recommend l arge sampl es and equal group si zes
whenever possi bl e.
The magni tude of effects on actual Type I error l evel of vi ol ati ons of
the homogenei ty assumpti on depends on how di ssi mi l ar the vari ances
are, how l arge i s the sampl e, and how di ssi mi l ar are the group si zes, as
menti oned above. The di recti on of the di storti on of actual Type I error
l evel depends on the rel ati onshi p between vari ances and group si zes.
Smal l er sampl e from popul ati ons wi th l arger vari ances l ead to i nfl ati on
of the actual Type I error l evel , whi l e smal l er sampl es from popul ati ons
wi th smal l er vari ances resul t i n actual Type I error l evel s smal l er than
the nomi nal test al pha l evel s.
Vi ol ati ons of the i ndependence assumpti on can be seri ous even wi th l arge
sampl es and equal group si zes. Methods such as general i zed l east
squares shoul d be used wi th autocorrel ated data.
Two further poi nts shoul d be consi dered here. Fi rst, our di scussi on
has centered on the i mpact of vi ol ati ons of assumpti ons on the actual
Type I (al pha) error l evel . When consi derati ons such as the power of a
parti cul ar test are i ntroduced, the si tuati on can qui ckl y become much
more compl i cated. I n addi ti on, most of the work on the effects of
assumpti on vi ol ati ons has consi dered each assumpti on i n i sol ati on. The
effects of vi ol ati ons of two or more assumpti ons si mul taneousl y are l ess
wel l known. For more detai l ed di scussi ons of these topi cs, see Scheffe
(1959) or Ki rk (1982). Al so, see Wi l cox (1996, 1997) for who di scusses the
effects of ANOVA assumpti on vi ol ati on and presents robust al ternati ves.
Many researchers deal wi th vi ol ati ons of normal i ty or homogenei ty of
vari ance assumpti ons by transformi ng thei r dependent vari abl e i n a
nonl i near manner. Such transformati ons i ncl ude natural l ogari thms,
square roots, etc. These types of transformati ons are al so empl oyed to
achi eve addi ti vi ty of effects i n factori al desi gns wi th non-crossover
i nteracti ons. There are, however, seri ous potenti al probl ems wi th such an
approach.
Whi l e stati sti cal procedures such as those empl oyed by SPSS are not
concerned wi th the sources of the numbers they are used to anal yze, and
wi l l produce val i d probabi l i ti es assumi ng onl y that di stri buti onal
assumpti ons are met. The i nterpretati on of anal yses of transformed data
can be qui te probl emati c i f the transformati on empl oyed i s nonl i near.
I f data are ori gi nal l y measured on an i nterval scal e, whi ch the
cal cul ati on of means assumes, then nonl i nearl y transformi ng the
dependent vari abl e and runni ng a standard anal ysi s resul ts i n a very
di fferent set of questi ons bei ng asked than wi th the dependent vari abl e i n
Population Errors
Uncorrelated with
Predictors and
with Each Other
A Note on
Transformations
Examining Data and Testing Assumptions 2 - 21
SPSS Training
the ori gi nal metri c. Asi de from the fact that a nonl i near transformati on of
an i nterval scal e destroys the i nterval properti es assumed i n the
cal cul ati on of means, the test of equal i ty of a set of means of nonl i nearl y
transformed data does not test the hypothesi s that the means of the
ori gi nal data are equal , and there i s no one to one rel ati onshi p between
the two tests. Attempts to back-transform parameter esti mates by
appl yi ng the i nverse of the ori gi nal transformati on i n order to appl y the
resul ts to the ori gi nal research hypothesi s do not work. The bi as
i ntroduced i s a compl i cated one that actual l y i ncreases wi th i ncreasi ng
sampl e si ze. For further i nformati on on thi s bi as, see Kendal l & Stuart
(1968).
The practi cal i mpl i cati ons of thi s poi nt are that studi es shoul d be
desi gned such that the vari abl es whi ch are of i nterest are measured, care
shoul d be taken to see that they meet the assumpti ons requi red to make
the computati on of basi c descri pti ve stati sti cs meani ngful , and that
commonl y appl i ed transformati ons i n cases where ANOVA model
assumpti ons are vi ol ated may cause more troubl e than they avert.
Accurate probabi l i ti es attached to si gni fi cance tests of the equal i ty of
meani ngl ess quanti ti es are of even l ess use than di storted probabi l i ti es
attached to tests concerni ng meani ngful vari abl es, especi al l y when the
di recti on and magni tude of di storti ons are of some degree esti mabl e and
can be taken i nto account when i nterpreti ng research resul ts.
I n thi s chapter we di scussed the i mpl i cati ons of vi ol ati on of some of the
assumpti ons of ANOVA: homogenei ty of vari ance, and normal i ty of error.
We used expl oratory data anal ysi s techni ques on the data set pri or to
formal anal ysi s i n order to vi ew the data and check on the assumpti ons.
I n the next chapter we wi l l proceed wi th the actual one-factor ANOVA
anal ysi s and consi der pl anned and post-hoc compari sons.
SUMMARY
SPSS Training
Examining Data and Testing Assumptions 2 - 22
One-Factor Anova 3 - 1
SPSS Training
One-Factor ANOVA
Appl y the pri nci pl es of testi ng for popul ati on mean di fferences to
si tuati ons i nvol vi ng more than two compari son groups. Understand the
concept behi nd and the practi cal use of post-hoc tests appl i ed to a set of
sampl e means.
We wi l l run a one-factor (Oneway procedure) anal ysi s of vari ance
compari ng the di fferent capaci ty groups on the cost of bui l di ng a nucl ear
power pl ant. Then, we wi l l rerun the anal ysi s requesti ng mul ti pl e
compari son (post hoc) tests to see speci fi cal l y whi ch popul ati on groups
di ffer. We wi l l then pl ot the resul ts usi ng an error bar chart. The
appendi x contai ns a nonparametri c anal ysi s of the same data.
We use the l i ght water nucl ear power pl ant data used i n the l ast chapter.
We wi sh to i nvesti gate the rel ati onshi p between the l evel of capaci ty of
these pl ants and the cost associ ated wi th bui l di ng the pl ants. One way to
approach thi s i s to group the pl ants accordi ng to thei r generati ng
capaci ty and compare these groups on thei r average cost. I n our data set
we have the pl ants grouped i nto three capaci ty categori es. Assumi ng we
retai n these categori es we mi ght fi rst ask i f there are any popul ati on
di fferences i n cost among these groups. I f there are si gni fi cant mean
di fferences overal l , we next want to know speci fi cal l y whi ch groups di ffer
from whi ch others.
A
nal ysi s of vari ance (ANOVA) i s a general method of drawi ng
concl usi ons regardi ng di fferences i n popul ati on means when two
or more compari son groups are i nvol ved. The i ndependent-groups
t test appl i es onl y to the si mpl est i nstance (two groups), whi l e ANOVA
can accommodate more compl ex si tuati ons. I t i s worth menti oni ng that
the t test can be vi ewed as a speci al case of ANOVA and they yi el d the
same resul t i n the two-group si tuati on (same si gni fi cance val ue, and the t
stati sti c squared i s equal to the ANOVA’s F stati sti c).
We wi l l compare three groups of pl ants based on thei r capaci ty and
determi ne whether the popul ati ons they represent di ffer i n the cost of
bei ng bui l t.
Chapter 3
Objective
Method
Data
Scenario
INTRODUCTION
One-Factor Anova 3 - 2
SPSS Training
The basi c l ogi c of si gni fi cance testi ng i s that we wi l l assume that the
popul ati on groups have the same mean (nul l hypothesi s), then determi ne
the probabi l i ty of obtai ni ng a sampl e wi th group mean di fferences as
l arge (or l arger) as what we fi nd i n our data. To make thi s assessment
the amount of vari ati on among the group means (between-group
vari ati on) i s compared to the amount of vari ati on among the observati ons
wi thi n each group (wi thi n-group vari ati on). Assumi ng that i n the
popul ati on the group means are equal (nul l hypothesi s), the onl y source
of vari ati on among the sampl e means woul d be the fact that the groups
are composed of di fferent i ndi vi dual observati ons. Thus the rati o of the
two sources of vari ati on (between-group/wi thi n-group) shoul d be about
one when there are no popul ati on di fferences. When the di stri buti on of
the i ndi vi dual observati ons wi thi n each group fol l ows the normal curve,
the stati sti cal di stri buti on of thi s rati o i s known (F di stri buti on) and we
can make a probabi l i ty statement about the consi stency of our data wi th
the nul l hypothesi s. The fi nal resul t i s the probabi l i ty of obtai ni ng sampl e
di fferences as l arge (or l arger) as what we found, i f there were no
popul ati on di fferences. I f thi s probabi l i ty i s suffi ci entl y smal l (usual l y
l ess than .05, i .e., l ess than 5 chances i n 100) we concl ude the popul ati on
groups di ffer.
When performi ng a t test compari ng two groups there i s onl y one
compari son that can be made: group one versus group two. For thi s
reason the groups are constructed so thei r members systemati cal l y vary
i n onl y one aspect: for exampl e, mal es versus femal es, or drug A versus
drug B. I f the two groups di ffered on more than one characteri sti c (for
exampl e, mal es gi ven drug A versus femal es gi ven drug B) i t woul d be
i mpossi bl e to di fferenti ate between the two effects (gender and drug).
Why coul dn’t a seri es of t tests be used to make compari sons among
three groups? Coul dn’t we si mpl y use t tests to compare group one versus
group two, group one versus group three, and group two versus group
three? One probl em wi th thi s approach i s that when mul ti pl e
compari sons are made among a set of group means, the probabi l i ty of at
l east one test showi ng si gni fi cance even when the null hypothesis is
true i s hi gher than the si gni fi cance l evel at whi ch each test i s performed
(usual l y 0.05 or 0.01). I n fact, i f there i s a l arge array of group means, the
probabi l i ty of at l east one test showi ng si gni fi cance i s cl ose to one
(certai nty)! I t i s someti mes asserted that an unpl anned mul ti pl e
compari son procedure can onl y be carri ed out i f the ANOVA F test has
shown si gni fi cance. Thi s i s not necessari l y true as i t depends on what the
research questi on(s) are.
There remai ns a probl em, however. I f the nul l hypothesi s i s that al l
the means are equal , the al ternati ve hypothesi s i s that at l east one of the
means i s di fferent. I f the ANOVA F test gi ves si gni fi cance, we know there
i s a di fference somewhere among the means, but that does not justi fy us
i n sayi ng that any parti cul ar compari son i s si gni fi cant. The ANOVA F
test, i n fact, i s an omnibus test, and further anal ysi s i s necessary to
l ocal i ze whatever di fferences there may be among the i ndi vi dual group
means.
LOGIC OF
TESTING FOR
MEAN
DIFFERENCES
FACTORS
One-Factor Anova 3 - 3
SPSS Training
The questi on of exactl y how one shoul d proceed wi th further anal ysi s
after maki ng the omni bus F test i n ANOVA i s not a si mpl e one. I t i s
i mportant to di sti ngui sh between those compari sons that were planned
before the data were actual l y gathered, and those that are made as part
of the i nevi tabl e process of unpl anned data-snoopi ng that takes pl ace
after the resul ts have been obtai ned. Pl anned compari sons are often
known as a-priori compari sons. Unpl anned compari sons shoul d be
termed a-posteriori compari sons, but unfortunatel y the mi snomer post
hoc i s more often used.
When the data can be parti ti oned i nto more than two groups,
addi ti onal compari sons can be made. Thi s mi ght i nvol ve one aspect or
di mensi on, for exampl e four groups each representi ng a regi on of the
country. Or the groups mi ght vary al ong several di mensi ons, for exampl e
ei ght groups each composed of a gender (two categori es) by regi on (four
categori es) combi nati on. I n thi s l atter case, we can ask addi ti onal
questi ons: (1) i s there a gender di fference? (2) i s there a regi on di fference?
(3) do gender and regi on i nteract? Each aspect or di mensi on the groups
di ffer on i s cal l ed a factor. Thus one mi ght di scuss a study or experi ment
i nvol vi ng one, two, even three or more factors. A factor i s represented i n
the data set as a categori cal vari abl e and woul d be consi dered an
i ndependent vari abl e. SPSS al l ows anal ysi s of mul ti pl e factors, and has
di fferent procedures avai l abl e based on how many factors are i nvol ved
and thei r degree of compl exi ty. I f onl y one factor i s to be studi ed use the
Oneway (or One Factor ANOVA) procedure. When two or more factors
are i nvol ved si mpl y shi ft to the general factori al procedure (General
Li near Model ..General Factori al ). I n thi s chapter we consi der a one-factor
study (capaci ty rel ati ng to the cost of the pl ants), but we wi l l di scuss
mul ti pl e factor ANOVA i n l ater chapters.
Fi rst we need to open our data set.
Cl i ck File..Open..Data (move to the c:\ Train\ Anova di rectory)
Sel ect SPSS Portable (.por) from the Fi l es of Type drop-down
l i st
Doubl e-cl i ck on plant.por to open the fi l e.
To run the anal ysi s usi ng SPSS for Wi ndows:
Cl i ck Analyze..Compare Means ..One-Way ANOVA.
Move cost i nto the Dependent List box
Move capacity i nto the Factor l i st box.
RUNNING ONE-
FACTOR ANOVA
One-Factor Anova 3 - 4
SPSS Training
Figure 3.1 One-Way ANOVA Dialog Box
Enough i nformati on has been provi ded to run the basi c anal ysi s. The
Contrasts pushbutton al l ows users to request stati sti cal tests for pl anned
group compari sons of i nterest to them. The Post Hoc pushbutton wi l l
produce mul ti pl e compari son tests that can test each group mean agai nst
every other one. Such tests faci l i tate determi nati on of just whi ch groups
di ffer from whi ch others and are usual l y performed after the overal l
anal ysi s establ i shes that some si gni fi cant di fferences exi st. Fi nal l y, the
Opti ons pushbutton control s such features as mi ssi ng val ue i ncl usi on and
whether descri pti ve stati sti cs and homogenei ty tests are desi red.
Cl i ck on the Options pushbutton
Cl i ck to sel ect both the Descriptive and Homogeneity-of-
variance
Cl i ck the Exclude cases analysis by analysis opti on button
Figure 3.2 One-way ANOVA Options Dialog Box
One-Factor Anova 3 - 5
SPSS Training
Cl i ck Continue
Cl i ck OK
The mi ssi ng val ue choi ces deal wi th how mi ssi ng data are to be
handl ed when several dependent vari abl es are gi ven. By defaul t cases
wi th mi ssi ng val ues on a parti cul ar dependent vari abl e are dropped onl y
for the speci fi c anal ysi s i nvol vi ng that vari abl e. Si nce we are l ooki ng at a
si ngl e dependent vari abl e, the choi ce has no rel evance to our anal ysi s.
The fol l owi ng syntax wi l l run the anal ysi s:
ONEWAY
cost BY capaci ty
/STATI STI CS DESCRI PTI VES HOMOGENEI TY
/MI SSI NG ANALYSI S .
The ONEWAY procedure performs a one-factor anal ysi s of vari ance.
Cost i s the dependent measure and the keyword BY separates the
dependent vari abl e from the factor vari abl e. We request descri pti ve
stati sti cs and a homogenei ty of vari ance test. We al so tol d SPSS to
excl ude cases wi th mi ssi ng data on an anal ysi s by anal ysi s basi s.
I nformati on about the groups appears i n the fi gure bel ow. We see that
costs i ncrease wi th the i ncrease i n capaci ty. 95-percent confi dence
i nterval s for the capaci ty groups are presented i n the tabl e. One shoul d
note that the standard devi ati ons for the three groups appear to be fai rl y
cl ose.
Figure 3.3 Descriptive Statistics
ONE-FACTOR
ANOVA RESULTS
Descriptive
Statistics
One-Factor Anova 3 - 6
SPSS Training
We al so requested the Levene test of homogenei ty of vari ance.
Figure 3.4 Levene Test of Homogeneity of Variance
Homogeneity of
Variance
Thi s assumpti on of equal i ty of vari ance for al l groups was tested i n
Chapter 2 usi ng the EXPLORE (Exami ne) procedure. The Levene test
al so shows that wi th thi s parti cul ar data set the assumpti on of
homogenei ty of vari ance i s met, i ndi cati ng that the vari ances do not
di ffer across groups.
What do we do i f the assumpti on of equal vari ances i s not met? I f the
sampl e si zes are cl ose to the same si ze and suffi ci entl y l arge we coul d
count on the robustness of the assumpti on to al l ow the process to
conti nue. However, there i s no general adjustment for the F test i n the
case of unequal vari ances, as there was for the t test. A stati sti cal l y
sophi sti cated anal yst mi ght attempt to appl y transformati ons to the
dependent vari abl e i n order to stabi l i ze the wi thi n-group vari ances
(vari ance stabi l i zi ng transforms). These are beyond the scope of thi s
course. I nterested readers mi ght turn to Emerson’s chapter i n Hoagl i n,
Mostel l er, and Tukey (1991) for a di scussi on from the perspecti ve of
expl oratory data anal ysi s, and note that the spread & l evel pl ot i n
EXPLORE wi l l suggest a vari ance stabi l i zi ng transform. A second and
conservati ve approach woul d be to perform the anal ysi s usi ng a
stati sti cal method that does not assume homogenei ty of vari ance. A one-
factor anal ysi s of group di fferences assumi ng that the dependent vari abl e
i s onl y an ordi nal (rank) vari abl e i s avai l abl e as a nonparametri c
procedure wi thi n SPSS. Thi s anal ysi s i s provi ded i n the appendi x to thi s
chapter. However, one shoul d note that correspondi ng nonparametri c
tests are not avai l abl e for al l anal ysi s of vari ance model s.
Figure 3.5 ANOVA Summary Table The ANOVA Table
One-Factor Anova 3 - 7
SPSS Training
The output i ncl udes the anal ysi s of vari ance summary tabl e and the
probabi l i ty val ue we wi l l use to judge stati sti cal si gni fi cance.
Most of the i nformati on i n the ANOVA tabl e i s techni cal i n nature
and i s not di rectl y i nterpreted. Rather the summari es are used to obtai n
the F stati sti c and, more i mportantl y, the probabi l i ty val ue we use i n
eval uati ng the popul ati on di fferences. Noti ce that i n the fi rst col umn
there i s a row for the between-group and a row for the wi thi n-group
vari ati on. The df col umn contai ns i nformati on about the degrees of
freedom, rel ated to the number of groups and the number of i ndi vi dual
observati ons wi thi n each group. The degrees of freedom are not
i nterpreted di rectl y, but are used i n esti mati ng the between-group and
wi thi n-group vari ati on (vari ances). Si mi l arl y, the sums of squares are
i ntermedi ate summary numbers used i n cal cul ati ng the between and
wi thi n-group vari ances. Techni cal l y they represent the sum of the
squared devi ati ons of the i ndi vi dual group means around the total grand
mean (between) and the sum of the squared devi ati ons of the i ndi vi dual
observati ons around thei r respecti ve sampl e group mean (wi thi n). These
numbers are never i nterpreted and are reported because i t i s tradi ti onal
to do so. The mean squares are measures of between and wi thi n group
vari ances. Recal l i n our di scussi on of the l ogi c of testi ng that under the
nul l hypothesi s both vari ances shoul d have the same source and the rati o
of between to wi thi n woul d be about one. Thi s rati o, the sampl e F
stati sti c, i s 4.05 and we need to deci de i f i t i s far enough from one to say
that the group means are not equal . The si gni fi cance (Si g.) col umn
i ndi cates that under the nul l hypothesi s of no group di fferences, the
probabi l i ty of getti ng mean costs thi s far (or more) apart by chance i s
under three percent (.028). I f we were testi ng at the .05 l evel , we woul d
concl ude the capaci ty groups di ffer i n average cost. I n the l anguage of
stati sti cal testi ng, the nul l hypothesi s that power pl ants of these di fferent
capaci ti es do not di ffer i n cost i s rejected at the 5% l evel .
From thi s anal ysi s we concl ude that the capaci ty groups di ffer i n terms of
cost. I n addi ti on, we woul d l i ke to know whi ch groups di ffer from whi ch
others (Are they al l di fferent? Does the hi gh capaci ty group di ffer from
each of the other two?). Thi s secondary exami nati on of pai rwi se
di fferences i s done vi a procedures cal l ed mul ti pl e compari son testi ng
(al so cal l ed post hoc testi ng and mul ti pl e range testi ng). We turn to thi s
i ssue next.
The purpose of post hoc testi ng i s to determi ne exactl y whi ch groups
di ffer from whi ch others i n terms of mean di fferences. Thi s i s usual l y
done after the ori gi nal ANOVA F test i ndi cates that al l groups are not
i denti cal . Speci al methods are empl oyed because of concern wi th
excessi ve Type I error.
I n stati sti cal testi ng, a Type I error i s made i f one fal sel y concl udes
that di fferences exi st when i n fact the nul l hypothesi s of no di fferences i s
correct (someti mes cal l ed a fal se posi ti ve). When we test at a gi ven l evel
of si gni fi cance say 5% (.05), we i mpl i ci tl y accept a fi ve percent chance of a
Type I error occurri ng. The more tests we perform, the greater the overal l
chances of one or more Type I errors croppi ng up.
Conclusion
POST-HOC
TESTING
One-Factor Anova 3 - 8
SPSS Training
Thi s i s of parti cul ar concern i n our exami nati on of whi ch groups
di ffer from whi ch others si nce the more groups we have the more tests we
make. I f we consi der pai rwi se tests (al l pai ri ngs of groups, the number of
tests for K groups i s {[(K)*(K-1)]/2}. Thus for three groups, three tests are
made, but for 10 groups, 45 tests woul d appl y. The purpose of the post
hoc methodol ogy i s to al l ow such testi ng si nce we have i nterest i n
knowi ng whi ch groups di ffer, yet appl y some degree of control over the
Type I error.
There are di fferent schemes of control l i ng for Type I error i n post hoc
testi ng. SPSS makes many of them avai l abl e. We wi l l bri efl y di scuss the
di fferent post hoc tests, and then appl y some of them to the nucl ear pl ant
data. We wi l l appl y several post hoc methods for compari son purposes, i n
practi ce, usual l y onl y one woul d be run.
The i deal post hoc test woul d demonstrate ti ght control of Type I error,
have good stati sti cal power (probabi l i ty of detecti ng true popul ati on
di fferences), and be robust over assumpti on vi ol ati ons (fai l ure of
homogenei ty of vari ance, nonnormal error di stri buti ons). Unfortunatel y,
there are i mpl i ci t tradeoffs i nvol vi ng some of these desi red features (Type
I error and power) and no one current post hoc procedure i s best i n al l
areas. Coupl e to thi s the facts that there are di fferent stati sti cal
di stri buti ons on whi ch pai rwi se tests can be based (t, F, studenti zed
range, and others) and that there are di fferent l evel s at whi ch Type I
error can be control l ed (per i ndi vi dual test, per fami l y of tests, vari ati ons
i n between), and you have a huge col l ecti on of post hoc tests.
We wi l l bri efl y compare post hoc tests from the perspecti ve of bei ng
l i beral or conservati ve regardi ng the control of the fal se posi ti ve rate and
appl y several to our data. There i s a ful l l i terature (i ncl udi ng several
books) devoted to the study of post hoc (al so cal l ed mul ti pl e compari son or
mul ti pl e range tests, al though there i s a techni cal di sti ncti on between the
two) tests. More recent books (Toothaker, 1991) summari ze si mul ati on
studi es that compare post hoc tests on thei r power (probabi l i ty of
detecti ng true popul ati on di fferences) as wel l as performance under
di fferent scenari os of patterns of group means, and assumpti on vi ol ati ons
(homogenei ty of vari ance).
The exi stence of numerous post hoc tests suggests that there i s no
si ngl e approach that stati sti ci ans agree wi l l be opti mal i n al l si tuati ons.
I n some research areas, publ i cati on revi ewers requi re a parti cul ar post
hoc method, whi ch si mpl i fi es the researcher’s deci si on.
Bel ow we present some tests roughl y ordered from the most l i beral
(greater stati sti cal power and greater fal se posi ti ve rate) to the most
conservati ve (smal l er fal se posi ti ve rate, l ess stati sti cal power), and
menti on some desi gned to adjust for the l ack of homogenei ty of vari ance.
WHY SO MANY
TESTS?
One-Factor Anova 3 - 9
SPSS Training
The LSD or l east si gni fi cant di fference method si mpl y appl i es the
standard t tests to al l possi bl e pai rs of group means. No adjustment i s
made based on the number of tests performed. The argument i s that si nce
an overal l di fference i n group means has al ready been establ i shed at the
sel ected cri teri on l evel (say .05), no addi ti onal control i s necessary. Thi s i s
the most l i beral of the post hoc tests.
The SNK (Student-Newman-Keul s), REGWF (Ryan-Ei not-Gabri el -Wal sh
F), REGWQ (Ryan-Ei not-Gabri el -Wal sh Q [based on studenti zed range
stati sti c]), and Duncan methods i nvol ve sequenti al testi ng. After orderi ng
the group means from l owest to hi ghest, the two most extreme means are
tested for a si gni fi cant di fference usi ng a cri ti cal val ue adjusted for the
fact that these are extremes from a l arger set of means. I f these means
are found not to be si gni fi cantl y di fferent, the testi ng stops; i f they are
di fferent then the testi ng conti nues wi th the next most extreme pai rs,
and so on. Al l are more conservati ve than the LSD. REGWF and REGWQ
i mprove on the tradi ti onal l y used SNK i n that they adjust for the sl i ghtl y
el evated fal se posi ti ve rate (Type I error) that SNK has when the set of
means tested i s much smal l er than the ful l set.
The Bonferroni (al so cal l ed the Dunn procedure) and Si dak (al so cal l ed
Dunn-Si dak) perform each test at a stri ngent si gni fi cance l evel to ensure
that the overal l (experi ment wi de) fal se posi ti ve rate does not exceed the
speci fi ed val ue. They are based on i nequal i ti es rel ati ng the probabi l i ty of
one or more fal se posi ti ves for a set of i ndependent tests. For exampl e,
the Bonferroni i s based on an addi ti ve i nequal i ty, so the cri teri on l evel for
each pai rwi se test i s obtai ned by di vi di ng the ori gi nal cri teri on l evel (say
.05) by the number of pai rwi se compari sons made. Thus wi th three
means and therefore 3 pai rwi se compari sons, each Bonferroni test wi l l be
performed at the .05/3 or .016667 l evel .
The Tukey(b) test i s a compromi se test, combi ni ng the Tukey (see bel ow)
and the SNK cri teri on produci ng a test that fal l s between the two.
Tukey (al so cal l ed Tukey HSD, WSD, or Tukey(a) test): Tukey’s HSD
(Honestl y Si gni fi cant Di fference) control s the fal se posi ti ve rate
experi ment wi de. Thi s means i f you are testi ng at the .05 l evel , that when
performi ng al l pai rwi se compari sons, the probabi l i ty of obtai ni ng one or
more fal se posi ti ves i s .05. I t i s more conservati ve than the Duncan and
SNK. I f al l pai rwi se compari sons are of i nterest, whi ch i s usual l y the
case, Tukey’s test i s more powerful than the Bonferroni and Si dak.
Scheffe’s method al so control s the overal l (or experi ment wi de) error rate.
I t adjusts not onl y for the pai rwi se compari sons, but for any possi bl e
compari son the researcher mi ght ask. As such i t i s the most conservati ve
of the avai l abl e methods (fal se posi ti ve rate i s l east), but has l ess
stati sti cal power.
LSD
SNK, REGWF,
REGWQ, and
Duncan
Bonferroni &
Sidak
Tukey(b)
Tukey
Scheffe
One-Factor Anova 3 - 10
SPSS Training
Most post hoc procedures menti oned earl i er (excepti ng LSD, Bonferroni ,
and Si dak) were deri ved assumi ng equal sampl e si zes i n addi ti on to
homogenei ty of vari ance and normal i ty of error. When subgroup sampl e
si zes are unequal , SPSS substi tutes a compromi se val ue (the harmoni c
mean) for the sampl e si zes. Hochberg’s GT2 and Gabri el ’s post hoc test
expl i ci tl y al l ow for unequal sampl e si zes.
The Wal l er-Duncan takes an i nteresti ng approach (Bayesi an) that
adjusts the cri teri on val ue based on the si ze of the overal l F stati sti c i n
order to be sensi ti ve to the types of group di fferences associ ated wi th the
F (for exampl e, l arge or smal l ). Al so, you can speci fy the rati o of Type I
(fal se posi ti ve) to Type I I (fal se negati ve) error i n the test. Thi s feature
al l ows for adjustments i f there are di fferenti al costs to the two types of
error.
Each of these post hoc tests adjusts for unequal vari ances and sampl e
si zes i n the groups. Si mul ati on studi es suggest that al though Games-
Howel l can be too l i beral when the group vari ances are equal and sampl e
si zes are unequal , i t i s more powerful than the others.
An approach some anal ysts take i s to run both a l i beral (say LSD)
and a conservati ve (Scheffe or Tukey HSD) post hoc test. Group
di fferences that show up under both cri teri a are consi dered sol i d fi ndi ngs,
whi l e those found di fferent onl y under the l i beral cri teri on are vi ewed as
tentati ve resul ts.
To i l l ustrate the di fferences among the post hoc tests we wi l l request
si x di fferent post hoc tests: (1) LSD, (2) Duncan, (3) SNK, (4) Tukey’s
HSD, (5) Bonferroni , and (6) Scheffe.
Cl i ck Dialog Recall button
Sel ect One-Way ANOVA
Wi thi n the One-Way ANOVA Di al og Box
Cl i ck on the Post Hoc pushbutton.
Sel ect the fol l owi ng types of post hoc tests: LSD, Duncan, SNK,
Tukey, Bonferroni, and Scheffe.
Specialized Post
Hocs Unequal
Ns:
Hochberg’s GT2
& Gabriel
Waller-Duncan
Unequal
Variances and
Unequal Ns:
Tamhane T2,
Dunnett’s T3,
Games-Howell,
Dunnett’s C
One-Factor Anova 3 - 11
SPSS Training
Figure 3.6 Post Hoc Dialog Box
By defaul t, stati sti cal tests wi l l be done at the .05 l evel . For some
tests you may suppl y your preferred cri teri on l evel . The command to run
the post hoc anal ysi s appears bel ow.
ONEWAY
cost BY capaci ty
/MI SSI NG ANALYSI S
/POSTHOC = SNK TUKEY DUNCAN SCHEFFE LSD
BONFERRONI ALPHA(.05).
Post hoc tests are requested usi ng the POSTHOC subcommand. The
STATSISTICS subcommand need not be i ncl uded here si nce we have
al ready vi ewed the means and di scussed the homogenei ty test.
Cl i ck Continue
Cl i ck OK
The begi nni ng part of the output contai ns the ANOVA tabl e,
descri pti ve stati sti cs, and the homogenei ty test, whi ch we have al ready
revi ewed. We wi l l move di rectl y to the post hoc test resul ts.
One-Factor Anova 3 - 12
SPSS Training
Figure 3.7 LSD Post Hoc Results
Al l tests appear i n one tabl e. However, the Post Hoc Tests and
Homogeneous Subsets pi vot tabl es were edi ted i n the Pi vot Tabl e Edi tor
so that each test can be vi ewed and di scussed separatel y. (To do so,
doubl e-cl i ck on the pi vot tabl e to i nvoke the Pi vot Tabl e Edi tor, then cl i ck
Pi vot..Pi vot Trays so that the Pi vot Trays opti on i s checked and the Pi vot
Trays wi ndow i s vi si bl e. Next cl i ck and drag the pi vot tray i con for Test
(to see an i con's l abel , just cl i ck on the i con) from the Row di mensi on tray
i nto the Layer di mensi on tray. Now test resul ts for any si ngl e post hoc
test can be vi ewed by sel ecti ng the desi red test from the Test drop-down
l i st l ocated just above the tabl e.)
The rows are constructed from every possi bl e pai ri ng of groups. For
exampl e, the l ess than 800 Mwe group i s pai red agai nst the other two
groups, then the 800-1000 Mwe group i s pai red agai nst the other two
groups, etc. The col umn l abel “Mean Di fference (I -J)” contai ns the mean
di fference between each pai ri ng of groups. We see that the <800 group
has a mean cost di fference of -$35.7866 wi th the 800-1000 group and a
di fference of -$193.5885 wi th the >1000 group. I f a di fference i s
stati sti cal l y si gni fi cant at the speci fi ed l evel after appl yi ng any post hoc
adjustments (none for LSD), then an asteri sk (*) appears besi de the mean
di fference. Noti ce the actual si gni fi cance val ue for the test appears i n the
col umn l abel ed “Si g.”
The fi rst LSD bl ock i ndi cates that i n the popul ati on those pl ants
havi ng l ess than 800 Mwe’s di ffer si gni fi cantl y i n cost from the pl ants
havi ng a capaci ty of greater than 1000 Mwe’s. I n addi ti on, the standard
errors and 95% confi dence i nterval s for each mean di fference are
di spl ayed. These provi de i nformati on of the preci si on wi th whi ch we have
esti mated the mean di fferences. Note that, as you expect, i f a mean
di fference i s not si gni fi cant, the confi dence i nterval contai ns zero. Usi ng
LSD, the hi gh capaci ty group di ffers from each of the other two, but the
l ower capaci ty groups do not di ffer from each other.
Note
One-Factor Anova 3 - 13
SPSS Training
Figure 3.8 Duncan Results
SPSS does not present the Duncan resul ts i n the same format as we
saw for the LSD. Thi s i s because for some of the post hoc test methods
standard errors and 95-percent confi dence i nterval s are not defi ned (for
mul ti pl e-range tests, recal l testi ng stops once the remai ni ng most
extreme means are not found di fferent). Rather than di spl ay resul ts wi th
empty col umns i n such si tuati ons, a di fferent format, homogeneous
subsets, i s used. A homogeneous subset i s a set of groups for whi ch no
pai r of group means di ffers si gni fi cantl y. Dependi ng on the post hoc test
requested SPSS wi l l di spl ay a mul ti pl e compari son tabl e, a homogeneous
subset tabl e, or both. I n thi s data set, i t shows that the two l ower
capaci ty groups do not di ffer i n cost, but di ffer from the hi ghest capaci ty
group.
Figure 3.9 SNK Results
One-Factor Anova 3 - 14
SPSS Training
The SNK resul ts di spl ay the same pattern as the Duncan tests.
Figure 3.10 Tukey Results for Multiple Comparisons
The Tukey mul ti pl e compari son tests show that the l ess than 800
Mwe group i s si gni fi cantl y di fferent from the greater than 1000 Mwe
group, but thi s i s the onl y pai rwi se di fference.
Figure 3.11 Tukey Results for Homogeneous Subsets
The Tukey homogeneous subset tabl e i s consi stent wi th the mul ti pl e
compari son tabl e. The fi rst homogeneous subset contai ns the two l ower
One-Factor Anova 3 - 15
SPSS Training
capaci ty pl ants (they do not di ffer). The second homogeneous subset i s
made up of the second and thi rd groups (they do not di ffer). Thus the onl y
di fference i s between the l ess than 800 Mwe group and the greater than
1000 Mwe group. I t shoul d be poi nted out that the second and thi rd
groups are barel y not si gni fi cant (.07) and had the sampl e si zes been
l arger thei r di fference mi ght have been si gni fi cant.
Figure 3.12 Bonferroni Results
The test shows that the l ess than 800 Mwe’s group has a si gni fi cantl y
di fferent cost than the greater than 1000 Mwe’s group.
Figure 3.13 Scheffe Results for Multiple Comparisons
One-Factor Anova 3 - 16
SPSS Training
Figure 3.14 Scheffe Results for Homogeneous Subsets
From these resul ts we can see that si mi l ar to the Bonferroni test,
onl y the hi gh and l ow capaci ty groups di ffer.
As di scussed before, the di fferent post hoc procedures offer di fferent
trade-offs between Type I error (fal sel y cl ai mi ng a si gni fi cant di fference)
and power (abi l i ty to detect a real di fference). Your choi ce i n the matter
depends on how you want to bal ance the two. I n thi s anal ysi s i t appears
that the hi gh and l ow capaci ty groups do di ffer i n cost, whi l e the l ow and
mi ddl e groups do not. The mi ddl e to hi gh capaci ty di fference mi ght be
useful l y consi dered as a tentati ve fi ndi ng.
Post hoc tests compare al l pai rs of groups and most of the methods
di scussed appl y a penal ty functi on (adjusti ng the cri ti cal val ue) because
so many tests are bei ng made. I n some experi ments and studi es, the
researcher has i n mi nd some speci fi c compari sons to be made between
group means. Compared to post hoc tests, pl anned compari sons are fewer
i n number and are to be formul ated before vi ewi ng the data. Because
they are l i mi ted i n number (based on between-group degrees of freedom
(the number of groups mi nus one)) and speci fi ed beforehand, the
adjustments made for post hoc tests are not requi red.
A broad vari ety of pl anned compari sons (someti mes cal l ed a priori
compari sons) can be requested: al l treatment groups mi ght be compared
to a control group; a l i near trend l i ne coul d be fi t; step compari sons coul d
be made to detect a threshol d.
To demonstrate thi s method, l et us suppose that there i s i nterest i n
maki ng some speci fi c compari sons between capaci ty groups. The i dea i s
that at some poi nt the change i n capaci ty woul d resul t i n a l arge change
i n cost. To see i f and where thi s occurs, we can compare the l ow to mi ddl e
capaci ty pl ants, then the mi ddl e to hi gh capaci ty pl ants. I f ei ther of these
Conclusion
PLANNED
COMPARISONS
One-Factor Anova 3 - 17
SPSS Training
compari sons i s si gni fi cant, we have an i dea of where the bi g cost i ncrease
wi l l occur.
Pl anned compari sons between groups are done by appl yi ng a set of
coeffi ci ents to the group means and testi ng whether the resul t i s zero. For
exampl e, to compare the l ow and mi ddl e pl ant groups, mul ti pl y the mean
of the l ow pl ants by one, the mean of the mi ddl e pl ants by negati ve one,
the mean of the l arge pl ants by zero, and sum the resul t. Thus, we
compare the means, and i f thi s di fference i s si gni fi cantl y di fferent from
zero, then the l ow capaci ty pl ants di ffer from the mi ddl e capaci ty pl ants.
I n ONEWAY you can request pl anned compari sons by provi di ng sets of
coeffi ci ents.
To request tests of l ow versus mi ddl e, and the mi ddl e versus hi gh
capaci ty groups we use the Contrasts pushbutton and appl y the
necessary coeffi ci ents.
Cl i ck Dialog Recall tool
Sel ect One-Way ANOVA
Cl i ck the Contrasts pushbutton
Type 1 i n the Coefficients text box and cl i ck Add pushbutton
Type –1 i n the Coefficients text box and cl i ck Add pushbutton
Type 0 i n the Coefficients text box and cl i ck Add pushbutton
Cl i ck Next pushbutton
Type 0 i n the Coefficients text box and cl i ck Add pushbutton
Type 1 i n the Coefficients text box and cl i ck Add pushbutton
Type -1 i n the Coefficients text box and cl i ck Add pushbutton
Figure 3.15 Contrasts Dialog Box
HOW PLANNED
COMPARISONS
ARE DONE
Each set of contrast coeffi ci ents i s assi gned a number (1,2, …) and
appears as a col umn i n the Coeffi ci ents l i st box.
One-Factor Anova 3 - 18
SPSS Training
Cl i ck Continue to process the Contrasts
Cl i ck OK to run the anal ysi s
Thi s l eads to the syntax bel ow (note the PostHoc subcommand i s not
i ncl uded al though our previ ous post hoc requests are sti l l stored i n the
Post Hoc di al og.
ONEWAY
cost BY capaci ty
/CONTRAST= 1 –1 0 /CONTRAST = 0 1 –1
/MI SSI NG ANALYSI S.
The fi rst contrast requests the di fference between the l ow and mi ddl e
groups; the second compares the mi ddl e and hi gh groups. We are l i mi ted
to two pl anned compari sons because wi th three groups we have but two
between-group degrees of freedom.
Scrol l to the Contrast Coefficients Pivot Table i n the Vi ewer
wi ndow.
Figure 3.16 Contrast Coefficients
The requested compari sons are fi rst reproduced al ong wi th the group
l abel s. We veri fy that the fi rst compares the l ow to mi ddl e group, and the
second compares the mi ddl e to hi gh group.
Figure 3.17 Contrast Results
Noti ce that there are two sets of resul ts, one l abel ed “assume equal
vari ances” and the other “does not assume equal vari ances”. Resul ts
l abel ed “does not assume equal vari ances” are adjusted resul ts that can
be used i f the homogenei ty of vari ance assumpti on i s not met. We
One-Factor Anova 3 - 19
SPSS Training
previ ousl y determi ned the vari ances are equal and wi l l use the “assume
equal vari ances” stati sti cs.
The col umn l abel ed "Val ue of Contrast" contai ns the val ues of the
contrast coeffi ci ents appl i ed to the sampl e means, whi ch here represent
the mean di fference between pai rs of groups. Thi s can be veri fi ed by
checki ng the group means appeari ng earl i er. The fi rst compari son
(between the l ow and mi ddl e groups) i s not si gni fi cant, but the second one
(compari ng the mi ddl e and hi gh capaci ty groups) i s. Thi s suggests that
the bi g cost i ncrease comes when shi fti ng from the mi ddl e to hi gh
capaci ty pl ants. A t test i s used si nce each compari son i nvol ves one
degree of freedom; i t i s equi val ent to usi ng an F test (the t stati sti c
squared woul d equal the F).
Thus a l i mi ted number of pl anned compari sons between group means
can be speci fi ed as part of the general anal ysi s. Performi ng pl anned
compari sons does not precl ude runni ng post hoc anal yses l ater.
For presentati ons i t i s useful to di spl ay the sampl e group means al ong
wi th thei r 95-percent confi dence i nterval s. I n SPSS for Wi ndows
Cl i ck on Graphs..Error Bar
Veri fy that Simple i s sel ected, then cl i ck Define pushbutton
Move cost i nto the Variable l i st box
Move capacity i nto the Category Axis l i st box.
Figure 3.18 Error Bar Dialog Box
GRAPHING THE
RESULTS
Cl i ck on OK
One-Factor Anova 3 - 20
SPSS Training
The command bel ow wi l l produce the error bar chart usi ng a
standard graph (there i s al so I nteracti ve graph that produces an error
bar chart).
GRAPH
/ERRORBAR( CI 95 )=cost BY capaci ty
/MI SSI NG=REPORT.
Figure 3.19 Error Bar Chart of Cost by Capacity Group
The chart provi des a vi sual sense of how far the groups are separated.
The confi dence bands are determi ned for each group separatel y (thus
i nspecti on of the confi dence band overl ap i s not formal l y equi val ent to
testi ng for group di fferences) and no adjustment i s made based on the
number of groups that are compared. However, from the graph we have a
cl earer sense of the rel ati on between capaci ty and cost.
I n thi s chapter we tested for popul ati on mean di fferences wi th more than
two groups when these groups consti tute a si ngl e factor. We exami ned
the data to check for assumpti on vi ol ati ons, di scussed al ternati ves, and
i nterpreted the ANOVA resul ts. Havi ng found si gni fi cant di fferences we
performed post hoc tests to determi ne whi ch speci fi c groups di ffered from
whi ch others, and summari zed the anal ysi s wi th an error bar graph. The
appendi x contai ns a nonparametri c anal ysi s of the same data.
Anal ysi s of vari ance assumes that the dependent measure i s i nterval
scal e, that i ts di stri buti on wi thi n each group fol l ows a normal curve, and
that the wi thi n-group vari ati on i s homogeneous across groups. I f any of
these assumpti ons fai l i n a gross way, one may be abl e to appl y
techni ques that make fewer assumpti ons about the data. Such tests fal l
under the cl ass of nonparametri c stati sti cs (they do not assume speci fi c
data di stri buti ons descri bed by the parameters such as the mean and
SUMMARY
APPENDIX:
GROUP
DIFFERENCES
ON RANKS
One-Factor Anova 3 - 21
SPSS Training
standard devi ati on). Si nce these methods make few i f any di stri buti onal
assumpti ons, they can often be appl i ed when the usual assumpti ons are
not met. I f you are tempted to thi nk that somethi ng i s obtai ned for
nothi ng, the downsi de of such methods i s that i f the stronger data
assumpti ons hol d, the nonparametri c tests are general l y l ess powerful
(probabi l i ty of fi ndi ng true di fferences) than the appropri ate parametri c
method. Al so, there are some parametri c stati sti cal anal yses that
currentl y have no correspondi ng nonparametri c method. I t i s fai r to say
that the boundari es concerni ng when to use parametri c versus
nonparametri c methods are i n practi ce somewhat vague, and stati sti ci ans
can and often do di sagree about whi ch approach i s opti mal i n a speci fi c
si tuati on.
For the purposes of thi s appendi x l et us assume that we needed to
run the test usi ng nonparametri c methods. We wi l l perform a
nonparametri c procedure that onl y assumes that the dependent measure
has ordi nal properti es. The basi c l ogi c behi nd thi s test, the Kruskal -
Wal l i s test, i s as fol l ows. I f we rank order the dependent measure
throughout the enti re sampl e, we woul d expect under the nul l hypothesi s
(of no popul ati on di fferences) that the average rank (techni cal l y the sum
of the ranks adjusted for sampl e si ze) shoul d be about the same for each
group. The Kruskal -Wal l i s test cal cul ates the ranks, each sampl e group’s
mean rank, and the probabi l i ty of obtai ni ng group average ranks
(wei ghted summed ranks) as far apart (or further) as what i s observed i n
the sampl e, i f the popul ati on groups were i denti cal .
To run the Kruskal -Wal l i s test i n SPSS we woul d
Cl i ck Analyze..Nonparametric Tests..K Independent
Samples
Move cost i nto the Test Vari abl e Li st
Move capacity i nto the Groupi ng Vari abl e box
Cl i ck the Define Range button and enter a Minimum of 1 and
Maximum of 3.
Cl i ck Continue
Figure 3.20 Analysis of Ranks Dialog Box
One-Factor Anova 3 - 22
SPSS Training
By defaul t, the Kruskal -Wal l i s test wi l l be performed. The
organi zati on of thi s di al og box cl osel y resembl es that of the One-Way
ANOVA. The command to run thi s anal ysi s usi ng SPSS fol l ows.
NPAR TESTS
/K-W=cost BY capaci ty(1 3)
The K-W subcommand i nstructs the nonparametri c testi ng routi ne to
perform the Kruskal -Wal l i s anal ysi s of vari ance of ranks on the
dependent vari abl e cost wi th capaci ty as the i ndependent or groupi ng
vari abl e.
Cl i ck OK to run the anal ysi s
Figure 3.21 Results of Kruskal-Wallis Nonparametric Analysis
We see the pattern of mean ranks (remember smal l er ranks i mpl y
l ower cost) fol l ows that of the ori gi nal means of cost, i ncreasi ng as the
capaci ty i ncreases. The chi -square stati sti c i s used i n the Kruskal -Wal l i s
i ndi cates that i t i s very unl i kel y (fewer than 4 chances i n 100) to obtai n
sampl es wi th average ranks so far apart i f the nul l hypothesi s (no cost
di fferences between groups) were true. Thi s i s consi stent wi th our
concl usi on from the i ni ti al one-way ANOVA anal ysi s.
Multi-Way Univariate ANOVA 4 - 1
SPSS Training
Multi-Way Univariate ANOVA
We wi l l appl y the pri nci pl es of testi ng for di fferences i n popul ati on means
to si tuati ons i nvol vi ng more than one factor. Al so we wi l l show how the
two-factor ANOVA i s a general i zati on of the one-factor desi gn that we
covered i n the l ast chapter. We wi l l devel op some understandi ng of the
new features of the anal ysi s. We wi l l then di scuss the i mpl i cati ons of
unequal sampl e si zes and empty cel l s.
We wi sh to test whether there are any di fferences i n the cost of the
nucl ear power pl ants based on capaci ty or the experi ence of the archi tect/
engi neer. Fi rst we use the EXPLORE procedure to expl ore the subgroups
i nvol ved i n the anal ysi s. Next, we make use of the Uni vari ate procedure
to run the two-factor ANOVA, speci fyi ng cost as the dependent vari abl e
wi th capaci ty and experi ence as factors. We di spl ay the resul ts usi ng an
error bar chart. I n the appendi x we perform post hoc tests based on the
resul ts of our anal ysi s.
We conti nue to use the nucl ear pl ant data. The data set i s an SPSS
portabl e fi l e (pl ant.por) contai ni ng i nformati on about 32 l i ght water
nucl ear power pl ants. Four vari abl es are i ncl uded: the capaci ty and cost
of the pl ant; ti me to compl eti on; and experi ence of the archi tect-engi neer
who bui l t the pl ant.
A
nal ysi s of vari ance (ANOVA) i s a general method for drawi ng
concl usi ons about di fferences i n popul ati on means when two or
more compari son groups are i nvol ved. I n an i ntroductory stati sti cs
cl ass you have seen how a “t” test i s used to contrast two groups, and i n
the l ast chapter we saw how one-way ANOVA compares more than two
groups whi ch di ffer al ong a si ngl e factor. I n thi s chapter, we expand our
consi derati on of ANOVA to al l ow mul ti pl e factors i n a si ngl e anal ysi s.
Such an approach i s effi ci ent i n that several questi ons are addressed
wi thi n one study. The assumpti ons and i ssues consi dered i n the l ast
chapter (normal i ty of the dependent vari abl e wi thi n each group,
homogenei ty of vari ance, and the i mportance of both) appl y to general
ANOVA and wi l l not be repeated here.
We wi l l i nvesti gate whether there are di fferences i n the average cost
of a pl ant for the di fferent pl ant capaci ti es and l evel s of experi ence of the
desi gner/engi neer. Si nce two factors, capaci ty and experi ence, are under
consi derati on, we can ask three di fferent questi ons: (1) Are there cost
di fferences based on capaci ty? (2) Are there di fferences based on
experi ence? (3) Do capaci ty and experi ence i nteract?
Chapter 4
Objective
Method
Data
INTRODUCTION
Multi-Way Univariate ANOVA 4 - 2
SPSS Training
A mul ti -factor anal ysi s i nvol ves the same approach and pri nci pl es, as
di d a one-way ANOVA. The between-groups vari ati on can now be
parti ti oned i nto pi eces attri butabl e to mai n effects and i nteracti on
components, but the method i s much the same. Some compl i cati ons ari se
wi th unequal cel l si zes and empty cel l s that were not a probl em when we
tested a si ngl e factor. We wi l l di scuss these i ssues and i l l ustrate the
anal ysi s.
As i n earl i er chapters, we begi n by runni ng an expl oratory data
anal ysi s, then proceed wi th more formal testi ng.
As before, we wi sh to draw concl usi ons about the popul ati ons from whi ch
we sampl e. The mai n di fference i n movi ng from a one-way ANOVA to the
general ANOVA i s that more questi ons can be asked about the
popul ati ons. However, the resul ts wi l l be stated i n the same terms: how
l i kel y i s i t that we woul d obtai n means as far apart as what we observe i n
our sampl e, i f there were no mean di fferences i n the popul ati ons.
Compari sons are agai n framed as a rati o of the vari ati on among the
group means (between-group vari ati on) to the vari ati on among
observati ons wi thi n each group (wi thi n-group vari ati on). When stati sti cal
tests are performed, homogenei ty of vari ance and normal i ty of the
dependent vari abl e wi thi n each group are assumed. Comments made
earl i er regardi ng robustness of the means anal ysi s when these
assumpti ons are vi ol ated appl y di rectl y.
The new aspect we consi der i s how to i ncl ude several factors, or ask
several di fferent questi ons of the data, wi thi n a si ngl e anal ysi s of
vari ance. We wi l l test whether there are di fferences i n cost based on
capaci ty, whether there are di fferences based on the experi ence of the
engi neer, and fi nal l y, whether capaci ty and experi ence i nteract
concerni ng the cost of the pl ants. The i nterpretati on of an i nteracti on i s
di scussed i n the next secti on.
Al though our exampl e i nvol ves onl y two factors (capaci ty and
experi ence), ANOVA can accommodate more. Usual l y, the number of
factors i s l i mi ted by ei ther the i nterests of the researcher, who mi ght
wi sh to exami ne a few speci fi c i ssues, or by sampl e si ze consi derati ons.
Sampl e si ze pl ays a rol e i n that the greater the number of factors, the
greater the number of cel l means that must be computed, and the smal l er
the sampl e for each mean. For exampl e, suppose we have a sampl e of 800
pl ants and wi sh to l ook at cost di fferences due to whether the pl ant was
l i ght water or heavy water (2 l evel s), capaci ty (3 l evel s), experi ence (3
l evel s), regi on of the country (9 l evel s), and age of the pl ant (4 l evel s).
There are 2*3*3*9*4 or 648 subgroup means i nvol ved. I f the data were
di stri buted evenl y across the l evel s, each subgroup mean woul d be based
on approxi matel y two observati ons, and thi s woul d not produce a very
powerful anal ysi s. Such anal yses can be performed, and techni cal l y,
questi ons i nvol vi ng si ngl e effects l i ke capaci ty or experi ence woul d be
based on means i nvol vi ng fai rl y l arge sampl es. Al so, some pl anned
experi ments permi t many subgroups to be dropped (for exampl e,
i ncompl ete desi gns). Yet the fact remai ns that wi th smal l er sampl es,
there are practi cal l i mi tati ons i n the number of questi ons you can ask of
the data.
LOGIC OF
TESTING, AND
ASSUMPTIONS
HOW MANY
FACTORS?
Multi-Way Univariate ANOVA 4 - 3
SPSS Training
When movi ng beyond one-factor ANOVA, the di sti ncti on between mai n
effects and i nteracti ons becomes rel evant. A mai n effect i s an effect (or
group di fference) attri butabl e to a si ngl e factor (i ndependent vari abl e).
For exampl e, when we study cost di fferences across capaci ty groups and
experi ence groups, the effect of capaci ty al one, and the effect of
experi ence al one, woul d be consi dered mai n effects. The two-way
i nteracti on woul d test whether the effect of one factor i s the same at each
l evel of the other factor.
I n our exampl e, thi s can be phased i n ei ther of two ways. We coul d
say the i nteracti on tests whether the cost di fference due to capaci ty
(whi ch coul d be zero) i s the same for each l evel of experi ence.
Al ternati vel y, we can say that the two-way i nteracti on tests whether the
experi ence di fference i n cost i s the same for each capaci ty group. Whi l e
these two phrasi ngs are mathemati cal l y equi val ent, i t can someti mes be
si mpl er (based on the number of l evel s i n each factor) for you to present
the i nformati on from one perspecti ve i nstead of the other. The presence of
a two-way i nteracti on i s i mportant to report, si nce i t qual i fi es our
i nterpretati on of a mai n effect. For exampl e, a capaci ty by experi ence
i nteracti on i mpl i es that the magni tude of the capaci ty di fference vari es
across l evel s of experi ence. I n fact, there may be no di fference or a
reversal i n the pattern of the capaci ty means for some experi ence l evel s.
Thus statements about capaci ty di fferences must be qual i fi ed by
experi ence i nformati on.
Si nce we are studyi ng two factors, there can be onl y one i nteracti on.
I f we expand our anal ysi s to three factors (say capaci ty, experi ence, and
age of pl ant) we can ask both two-way (capaci ty by experi ence, capaci ty
by age, experi ence by age) and three-way (capaci ty by experi ence by age)
i nteracti on questi ons. As the number of factors i ncreases, so does the
possi bl e compl exi ty of the i nteracti ons. I n practi ce, si gni fi cant hi gh-order
(three, four, fi ve-way, etc.) i nteracti ons are rel ati vel y rare compared to
the number of si gni fi cant mai n effects.
I nterpretati on of an i nteracti on can be done di rectl y from a tabl e of
rel evant subgroup means, but i t i s more conveni ent and common to vi ew
a mul ti pl e-l i ne chart of the means. We i l l ustrate thi s bel ow under several
scenari os.
Suppose that we have four l evel s of one i ndependent vari abl e (say
l ocati on) and two l evel s for the second i ndependent vari abl e (say gender).
I n our scenari o, suppose that women are more hi ghl y educated than men,
there are regi onal di fferences i n educati on, and that the gender
di fferences are the same across regi ons. The l i ne chart bel ow pl ots a set of
means consi stent wi th thi s pattern.
INTERACTIONS
Multi-Way Univariate ANOVA 4 - 4
SPSS Training
Illustration 4.1 Main Effects, No Interaction
I n the i l l ustrati on we see that the mean l i ne for women i s above that
of the men. I n addi ti on, there are di fferences among the four l ocati ons.
However, note that the gender di fferences are nearl y i denti cal across the
four l ocati ons. Thi s equal di stance between the l i nes (paral l el i sm of l i nes)
i ndi cates that there i s no i nteracti on present.
Illustration 4.2 No Main Effects, Strong Interaction
Here the overal l means for men and women are about the same, as
are the means for each l ocati on (pool i ng the two gender groups).
Multi-Way Univariate ANOVA 4 - 5
SPSS Training
However, the gender di fferences vary dramati cal l y across the di fferent
l ocati ons: i n l ocati on B women have hi gher educati on, i n l ocati ons A and
D there i s no gender di fference, and i n l ocati on C mal es have hi gher
educati on. We cannot make a statement about gender di fferences wi thout
qual i fyi ng i t wi th l ocati on i nformati on, nor can we make l ocati on cl ai ms
wi thout menti oni ng gender. Strong i nteracti ons are marked by thi s
crossover pattern i n a mul ti pl e-l i ne chart.
Illustration 4.3 One Main Effect, Weak Interaction
We see a gender di fference for each of the four l ocati ons, but the
magni tude of thi s di fference vari es across l ocati ons (substanti al l y greater
for l ocati on D). Thi s di fference i n magni tude of the gender effect woul d
consti tute an i nteracti on between gender and l ocati on. I t woul d be
termed a weak i nteracti on because there i s no crossover of the mean
l i nes.
Addi ti onal scenari os can be charted, and we have not menti oned
three-way and hi gher i nteracti ons. Such topi cs are di scussed i n
i ntroductory stati sti cs and anal ysi s of vari ance books (see the reference
page for suggesti ons). We wi l l now proceed to anal yze our data set.
We begi n by appl yi ng expl oratory data anal ysi s to the cost of the pl ants
wi thi n subgroups defi ned by combi nati ons of capaci ty and experi ence. I n
practi ce, you woul d check each group’s summari es, l ook for patterns i n
the data, and note any unusual poi nts. Al so, we wi l l request that the
Expl ore procedure perform a homogenei ty of vari ance test.
Cl i ck on File..Open..Data (move to the c:\ Train\ Anova fol der)
Sel ect SPSS Portable (*.por) from the Fi l es of Type drop-
down l i st
Doubl e-cl i ck on plant.por
EXPLORING THE
DATA
Multi-Way Univariate ANOVA 4 - 6
SPSS Training
Cl i ck on Analyze..Descriptive Statistics..Explore
Move cost i nto the Dependent Li st box
Move the exper and capacity i nto the Factor Li st box.
Figure 4.1 Explore Dialog Box
Cl i ck on the Plots pushbutton
Cl i ck the Power estimation opti on button i n the “Spread vs.
Level wi th Levene Test” area
Figure 4.2 Plots Dialog Box
By defaul t, no homogenei ty test i s performed (“None” opti on button).
Each of the remai ni ng choi ces wi l l l ead to homogenei ty bei ng tested. The
Multi-Way Univariate ANOVA 4 - 7
SPSS Training
second (Power esti mati on) and thi rd (Transformed) choi ces are used by
more techni cal anal ysts to i nvesti gate power transformati ons of the
dependent measure that woul d yi el d greater homogenei ty of vari ance.
These i ssues are of i nterest to seri ous practi ti oners of ANOVA, but are
beyond the scope of thi s course (see Emerson i n Hoagl i n, Mostel l er, and
Tukey (1991), al so a bri ef di scussi on i n Box, Hunter, and Hunter (1978),
and the ori gi nal (techni cal ) paper by Box and Cox (1964)). The
Untransformed choi ce bui l ds a pl ot wi thout transformi ng the scal e of the
dependent measure.
Cl i ck on the Continue button to return to the Explore di al og
box
Si nce we are compari ng capaci ty by experi ence subgroups, we
desi gnate exper (experi ence) and capacity as the factors (or nomi nal
i ndependent vari abl es). However, i f we were to run thi s anal ysi s, i t woul d
produce a set of summari es for each capaci ty group, then a set for each
experi ence group. I n other words, each of the two factors woul d be treated
separatel y, i nstead of bei ng combi ned, whi ch we desi re. To i nstruct SPSS
to treat each capaci ty by experi ence combi nati on as a subgroup we must
use SPSS syntax. The easi est way to accompl i sh thi s woul d be to cl i ck the
Paste pushbutton that opens a syntax wi ndow and bui l ds an Exami ne
command that wi l l perform an anal ysi s for each factor.
Cl i ck on the Paste pushbutton to paste the syntax i nto a Syntax
wi ndow
Figure 4.3 Examine Command in Syntax Window
The Examine command requi res onl y the Variables subcommand i n
order to tun. We al so i ncl ude the Plot subcommand si nce we desi re the
homogenei ty test (control l ed by the SPREADLEVEL keyword). The
Multi-Way Univariate ANOVA 4 - 8
SPSS Training
other subcommands speci fy defaul t val ues and appear i n order to make i t
si mpl e for the anal yst to modi fy the command when necessary. Note the
keyword BY separates the dependent vari abl e cost from the exper and
capacity factors. Currentl y, both exper and capacity fol l ow the BY
keyword and thus have the same status: an anal ysi s wi l l be run for each
separatel y. To i ndi cate we wi sh a joi nt anal ysi s, we i nsert an addi ti onal
BY keyword between exper and capacity on the VARI ABLES
subcommand.
Figure 4.4 Examine Command Requesting Subgroup Analysis
SPSS now i nterprets the factor groupi ngs to be based on each
capaci ty by experi ence combi nati on (exper BY capacity ).
Cl i ck Run..Current or cl i ck the Run button .
Looki ng at the descri pti ves for each of our subgroups we see the
fol l owi ng i nformati on.
Al l descri pti ve stati sti cs appear i n a si ngl e pi vot tabl e; the fi gures present
separate secti ons of the tabl e
Note
Multi-Way Univariate ANOVA 4 - 9
SPSS Training
Figure 4.5 Descriptives for 1-3 Plants and <800 MWe
We fi nd i n thi s subgroup that the mean cost i s 404.0829 and other
descri pti ve i nformati on i s avai l abl e to us.
Figure 4.6 Descriptives for 1-3 Plants and >1000 MWe
Figure 4.7 Descriptives for 4-9 Plants and <800 MWe
Multi-Way Univariate ANOVA 4 - 10
SPSS Training
Figure 4.8 Descriptives for 4-9 Plants and 800-1000 MWe
Figure 4.9 Descriptives for 4-9 Plants and > 1000 MWe
Figure 4.10 Descriptives for 10 or more Plants and <800 MWe
Multi-Way Univariate ANOVA 4 - 11
SPSS Training
Figure 4.11 Descriptives for 10 or more Plants and 800-1000 MWe
Figure 4.12 Descriptives for 10 or more Plants and >1000 MWe
I n the Vi ewer wi ndow we fi nd a warni ng message concerni ng the
spread and l evel pl ot and the test for homogenei ty of vari ance. Thi s
message tel l s us that because we had a smal l number of cases i n some of
our subgroups that the medi an and/or the i nterquarti l e range was not
defi ned. Thus the test and pl ot are not produced.
Figure 4.13 Test of Homogeneity of Variance
Multi-Way Univariate ANOVA 4 - 12
SPSS Training
Figure 4.14 Warning Messages
Now we move to view the Box and Whiskers Plot.
Figure 4.15 Box and Whisker Plot of Cost
We see vari ati on i n the l engths of the boxes that suggests that the
vari ati on of cost wi thi n the subgroups i s not homogeneous. We can see
that there are di fferences i n the medi an cost across our subgroups, but
wi th the smal l sampl e si zes are they di fferent enough to be stati sti cal l y
si gni fi cant? An outl i er i s vi si bl e at the hi gh end. Does i t seem so extreme
as to suggest a data error?
Multi-Way Univariate ANOVA 4 - 13
SPSS Training
To run the anal ysi s i n SPSS we choose Analyze..General Linear
Model menu. Pl ease note that the General Li near Model menu choi ces
wi l l vary dependi ng on your versi on of SPSS and whether you have the
SPSS Advanced Model s opti on i nstal l ed. We wi l l use the Uni vari ate
procedure.
The Uni vari ate choi ce permi ts the anal yst to handl e desi gns from the
si mpl e to the more compl ex (i ncompl ete bl ock, Lati n square, etc.) and al so
provi des the user wi th control over vari ous aspects of the anal yses. The
Mul ti vari ate menu choi ce performs mul ti vari ate (mul ti pl e dependent
measures) anal ysi s of vari ance, whi l e the Repeated Measures menu
choi ce i s used for studi es i n whi ch an observati on contri butes to several
factor l evel s (these are commonl y cal l ed spl i t-pl ot or repeated measure
desi gns). Fi nal l y, the Vari ance Components menu choi ce performs an
anal ysi s that esti mates the vari ati on i n the dependent vari abl e
attri butabl e to each random effect i n a model (see di scussi on of random
and fi xed effects bel ow). Thus i t assesses the rel ati ve i nfl uence of each
random effect i n a model contai ni ng mul ti pl e random effects.
Cl i ck on Analyze..General Linear Model..Univariate
Move cost and to the Dependent Variable l i st box
Move exper and capacity to the Fixed Factor(s) l i st box.
Figure 4.16 Univariate Dialog Box
TWO-FACTOR
ANOVA
Our anal ysi s does not i ncl ude random factors (other than the pl ant to
pl ant vari ati on that i s al ready accounted for as the wi thi n-group
vari ati on. Bri efl y, fi xed factors have a l i mi ted (fi ni te) number of l evel s
and we wi sh to draw popul ati on concl usi ons about onl y those l evel s.
Multi-Way Univariate ANOVA 4 - 14
SPSS Training
Random factors are those i n whi ch a random sampl e of a few l evel s from
al l possi bl e ones are i ncl uded i n the study, but popul ati on concl usi ons are
to be appl i ed to al l l evel s. For exampl e, an i nsti tuti onal researcher mi ght
randoml y sel ect school s from a l arge school di stri ct to be i ncl uded i n a
study i nvesti gati ng sex di fferences i n l earni ng mathemati cs. Here sex i s a
fi xed factor whi l e school i s a random factor. I t i s i mportant to di sti ngui sh
between fi xed and random factors si nce error terms di ffer.
Our anal ysi s al so does not i ncl ude covari ates. They are i nterval scal e
i ndependent vari abl es, whose rel ati onshi ps wi th the dependent measure
you wi sh to stati sti cal l y control , before performi ng the ANOVA i tsel f.
The OK button i s acti ve, so we can run the anal ysi s. However, we wi l l
request some addi ti onal i nformati on.
Cl i ck on the Model pushbutton.
Figure 4.17 Model dialog box
Wi thi n the Model di al og you can speci fy the model you want appl i ed
to the data. By defaul t a model contai ni ng al l mai n effects and
i nteracti ons i s run. Anal ysts who anal yze data based on i ncompl ete
desi gns (some combi nati ons of factors are not eval uated i n order to
reduce the sampl e si ze requi rements) woul d use thi s di al og to i ndi cate
whi ch effects shoul d be eval uated. Al so, i f your sampl e si zes are unequal
across subgroups you can choose among several sums of squares
adjustments. Thi s i ssue i s di scussed l ater i n the chapter.
Cl i ck the Cancel button.
The next pushbutton we wi l l l ook at i s the Opti ons button. We ask
Uni vari ate to provi de us wi th means for the mai n effects and the two-way
Multi-Way Univariate ANOVA 4 - 15
SPSS Training
i nteracti on. Al so we wi l l request a test of homogenei ty of vari ance.
Cl i ck the Options pushbutton
Move (Overall), exper , capacity, and exper *capacity i nto
the Display Means for l i st box
Cl i ck the Homogeneity tests check box
Figure 4.18 Univariate: Options Dialog Box
Cl i ck on Continue
Cl i ck the Save pushbutton
Cl i ck the check boxes for Unstandardized Predicted Values
and both the Unstandardized and Standardized
Residuals.
Multi-Way Univariate ANOVA 4 - 16
SPSS Training
Figure 4.19 Univariate: Save Dialog Box
Cl i ck on Continue
Cl i ck on OK.
The fol l owi ng syntax wi l l al so run the anal ysi s:
UNI ANOVA
cost BY exper capaci ty
/METHOD = SSTYPE(3)
/I NTERCEPT=I NCLUDE
/SAVE=PRED RESI D ZRESI D
/EMMEANS=TABLES(OVERALL)
/EMMEANS=TABLES(exper)
/EMMEANS=TABLES(capaci ty)
/EMMEANS=TABLES(exper*capaci ty)
/PRI NT=HOMOGENEI TY
/CRI TERI A=ALPHA(.05)
/DESI GN=exper capaci ty exper*capaci ty.
Now we wi l l l ook at the output from our anal ysi s. The fi rst resul t i s a
l i sti ng of the Between-Subjects Factors.
Multi-Way Univariate ANOVA 4 - 17
SPSS Training
Figure 4.20 Between Subjects Factors
Next we see the resul t of the Levene’s test of equal i ty of error
vari ances (homogenei ty of vari ance test).
Figure 4.21 Levene’s Test of Homogeneity of Variance
The si gni fi cance l evel i s .014 whi ch means that i f the error vari ances
were equal i n the popul ati on, we woul d get an “F” stati sti c thi s l arge onl y
14 ti mes i n one thousand. Thus the homogenei ty of vari ance assumpti on
does not hol d. A techni cal anal yst mi ght move to the spread and l evel
pl ots to see i f the dependent vari abl e can transformed such that
homogenei ty of vari ance hol ds. A nonparametri c anal ysi s coul d be done,
al though SPSS currentl y does not contai n a two-factor nonparametri c
Anova procedure). We wi l l proceed wi th the anal ysi s, real i zi ng that the
test resul ts may not be compl etel y accurate.
Multi-Way Univariate ANOVA 4 - 18
SPSS Training
The ANOVA tabl e contai ns the i nformati on, much of i t techni cal ,
necessary to eval uate whether there are si gni fi cant di fferences i n cost
across capaci ty groups, across experi ence groups, and whether the two
factors i nteract.
Figure 4.22 The ANOVA Table
THE ANOVA
TABLE
The fi rst col umn l i sts the di fferent sources of vari ati on. We are
i nterested i n the capaci ty and experi ence mai n effects, as wel l as the
capaci ty by experi ence i nteracti on. The source l abel ed “Error” contai ns
summari es of the wi thi n-group vari ati on (or Resi dual term) whi ch wi l l be
used when cal cul ati ng the “F” rati os (rati os of between-group to wi thi n-
group vari ati on). The remai ni ng sources i n the l i st are si mpl y total s
i nvol vi ng the sources al ready descri bed, and as such are general l y not of
i nterest. The Sum of Squares col umn contai ns a techni cal summary (sum
of the squared devi ati ons of group means around the overal l mean, or of
i ndi vi dual observati ons around thei r group mean) that i s not i nterpreted
di rectl y, but i s used i n cal cul ati ng the l ater col umn val ues. The “df”
(degrees of freedom) col umn contai ns val ues that are functi ons of the
number of l evel s of the factors (for capaci ty, experi ence, and capaci ty by
experi ence) or the number of observati ons (for resi dual ). Al though thi s i s
a gross oversi mpl i fi cati on, you mi ght thi nk of degrees of freedom as
measuri ng the number of i ndependent val ues (whether means or
observati ons) that contri bute to the sum of squares i n the previ ous
col umn. As wi th sums of squares, degrees of freedom are techni cal
measures, not i nterpreted themsel ves, but used i n l ater cal cul ati ons.
Mean Square val ues are vari ance measures attri butabl e to the
vari ous effects (capaci ty, experi ence, capaci ty by experi ence) and to the
vari ati on of i ndi vi dual s wi thi n groups (error). The rati o of an effect mean
square to the mean square of the error provi des the between-group to
wi thi n-group vari ance rati o, or “F” stati sti c. I f there were no group
di fferences i n the popul ati on, then the rati o of the between-group
Multi-Way Univariate ANOVA 4 - 19
SPSS Training
vari ati on to the wi thi n-group vari ati on shoul d be about one. The col umn
“Si g” contai ns the most i nterpretabl e numbers i n the tabl e: the
probabi l i ti es that one can obtai n “F” rati os as l arge or l arger (or group
means as far or farther apart) as what we fi nd i n our sampl e, i f there
were no mean di fferences i n the popul ati on.
The ANOVA tabl e summari zes the stati sti cal testi ng. Both experi ence
and capaci ty are margi nal l y si gni fi cant at the .046 and .050 respecti vel y.
The resul t for capaci ty i s si mi l ar but not i denti cal to i ts resul t i n the one
factor ANOVA for several reasons. Fi rst, the wi thi n-groups error term i s
now based on ni ne cel l s and not onl y three as before. Al so, si nce the
sampl e si zes are nei ther equal nor proporti onal , the effects of capaci ty
and experi ence are not i ndependent of each other and the test for
capaci ty adjusts for the experi ence factor. I n the one factor anal ysi s the
second factor was i gnored. The i nteracti on i s not si gni fi cant i ndi cati ng
that the capaci ty di fferences do not change across di fferent l evel s of
experi ence.
Average cost shows si gni fi cant di fferences across l evel s of pl ant capaci ty
and l evel s of bui l di ng experi ence. The two factors do not seem to i nteract.
I n the Opti ons di al og box we asked for the means to be di spl ayed for each
mai n effect and the i nteracti on. The fol l owi ng fi gures provi de those
requested means.
Figure 4.23 Grand Mean and Means for Experience Levels
Conclusion
PREDICTED
MEANS
Multi-Way Univariate ANOVA 4 - 20
SPSS Training
Note that surpri si ngl y, the mean cost i s l owest for the mi ddl e l evel of
experi ence.
Figure 4.24 Means for Capacity Levels
Figure 4.25 Means for Capacity*Experience Levels
We have found that both mai n effects are stati sti cal l y si gni fi cant
al though the assumpti on of homogenei ty of the vari ances i s not met and
may compromi se the resul ts. Al so the anal yst must ask hi m or hersel f i f
any di fferences are si gni fi cant i n a practi cal sense. I t i s agai n i mportant
to recal l that a stati sti cal l y si gni fi cant mean di fference i mpl i es that the
popul ati on di fference i s not zero. Di fferences can be smal l yet stati sti cal l y
si gni fi cant when the sampl e si ze i s l arge. Thi s effect of l arge sampl es i s
certai nl y not a probl em i n thi s study.
ECOLOGICAL
SIGNIFICANCE
Multi-Way Univariate ANOVA 4 - 21
SPSS Training
To vi ew the predi cted val ues and resi dual s we turn to the case summary
procedure, al though we coul d si mpl y exami ne them i n the Data Edi tor
wi ndow.
Cl i ck Analyze..Reports..Case Summaries
Move cost, pre_1, res_1, and zre_1 to the Vari abl es l i st box
Cl i ck on OK
The fol l owi ng syntax wi l l al so produce the case summary report.
SUMMARI ZE
/TABLES=cost pre_1 res_1 zre_1
/FORMAT=VALI DLI ST NOCASENUM TOTAL LI MI T=100
/TI TLE=’Case Summari es’ /FOOTNOTE ‘ ‘
/MI SSI NG=VARI ABLE
/CELLS=COUNT.
Figure 4.26 Case Summary Report
RESIDUAL
ANALYSIS
Multi-Way Univariate ANOVA 4 - 22
SPSS Training
POST HOC
TESTS OF
ANOVA RESULTS
Noti ce the predi cted val ues are i denti cal for al l cases i n the same cel l ,
that i s, group membershi p determi nes the predi cted val ue. The
standardi zed resi dual s are i n standard devi ati on uni ts; do you see any
surpri si ngl y l arge resi dual s?
To run post hoc tests on our resul ts we wi l l need to re-open the
Uni vari atel di al og box.
Cl i ck the Di al og Recal l Tool , then cl i ck Univariate
Cl i ck the Post Hoc pushbutton
Move exper and capacity i nto the Post Hoc Tests for box
Sel ect the LSD, Games-Howell, and Scheffe post hoc tests
(cl i ck thei r check boxes)
Figure 4.27 Post Hoc Test Dialog Box
Cl i ck Continue
Cl i ck OK.
As shown bel ow, the Posthoc subcommand requests the post hoc tests.
Multi-Way Univariate ANOVA 4 - 23
SPSS Training
UNI ANOVA
cost BY exper capaci ty
/METHOD = SSTYPE(3)
/I NTERCEPT=I NCLUDE
/SAVE=PRED RESI D ZRESI D
/POSTHOC = capaci ty exper ( SCHEFFE LSD GH )
/EMMEANS=TABLES(OVERALL)
/EMMEANS=TABLES(exper)
/EMMEANS=TABLES(capaci ty)
/EMMEANS=TABLES(exper*capaci ty)
/PRI NT=HOMOGENEI TY
/CRI TERI A=ALPHA(.05)
/DESI GN=exper capaci ty exper*capaci ty.
We have sel ected the LSD, Games-Howel l (because of the fai l ure of
the homogenei ty of vari ance assumpti on), and Scheffe tests. We wi l l
exami ne the post hoc tests onl y for capaci ty (si nce thi s chapter i s l engthy
as i t i s). I n practi ce you woul d exami ne the resul ts for both capaci ty and
experi ence i f they were found to be si gni fi cant. I f ti me permi ts, revi ew the
post hoc test resul ts for experi ence. What do you fi nd?
Figure 4.28 Post Hoc Tests For Capacity
We can see from the post hoc resul ts wi th the LSD testi ng that both
the l ess than 800 MWe and 800-1000 MWe pl ants were di fferent from the
over 1000 MWe pl ants. Thi s however i s the most l i beral test. The two
Multi-Way Univariate ANOVA 4 - 24
SPSS Training
other tests fi nd onl y that the l ess than 800MWe pl ants are di fferent from
the over 1000MWe pl ants.
Figure 4.29 Homogenous Subsets for Capacity
As we woul d expect gi ven the post hoc resul ts, the homogeneous
subsets produced by the Scheffe test confi rms that onl y the l owest and
hi ghest capaci ty groups di ffer.
Up to now we have not di scussed the i mpl i cati ons of unequal sampl e
si zes. The basi c probl em ari ses when the sampl e si zes are not equal
across groups (or not proporti onal i f you are mai nl y i nterested i n mai n
effects). When thi s occurs, or i f cel l s are mi ssi ng enti rel y, the effects i n
the anal ysi s become correl ated, that i s, they overl ap. As the cel l si ze
i mbal ance i ncreases, i t becomes i ncreasi ngl y di ffi cul t to speak of
i ndependent effects. For exampl e, i f al most al l hi gh-capaci ty pl ants were
bui l t by peopl e wi th experi ence bui l di ng 10 or more pl ants, how can we
speak of separate effects? The same probl em, hi gh correl ati on among
predi ctor vari abl es, i s frequentl y di scussed i n the l i terature on
regressi on. There are di fferent methods for adjusti ng for such overl ap of
effects and we di scuss some of these approaches and thei r i mpl i cati ons
bel ow.
UNEQUAL
SAMPLES AND
UNBALANCED
DESIGNS
Multi-Way Univariate ANOVA 4 - 25
SPSS Training
From the Model di al og box you can choose a type of sums of squares. Type
I I I i s the most commonl y used and i s the defaul t. Each type adjusts for
unequal sampl e si zes i n a di fferent way. When al l subgroup sampl e si zes
are the same, the vari ous sums of squares’ cal cul ati ons yi el d the i denti cal
resul t.
• Type I . Thi s method i s al so known as hi erarchi cal
decomposi ti on of the sum-of-squares. Each term i s adjusted
for onl y the terms that precedes i t i n the model . Type I sums
of squares are commonl y used i n si tuati ons i n whi ch the
researcher has a pri or orderi ng of effects i n mi nd. For
exampl e, i f previ ous research has al ways found a factor to be
si gni fi cant there mi ght be i nterest i n determi ni ng i f a second
factors makes a substanti al contri buti on. I n thi s si tuati on,
the known factor mi ght be entered fi rst i n the model (not
adjusti ng for the second factor), whi l e the new factor fol l ows
i n the model (so i t i s tested after adjusti ng for the fi rst factor).
• Type I I . Thi s method cal cul ates the sums of squares of an
effect i n the model adjusted for al l other “appropri ate” effects.
An appropri ate effect i s one that corresponds to al l effects
that do not contai n the effect bei ng exami ned. Thus a mai n
effect woul d adjust for al l other mai n effects but i nteracti ons.
A two-way i nteracti on woul d adjust for al l mai n effects and
other two-way i nteracti ons, but i gnore three-way and hi gher
effects.
• Type I I I . Thi s i s the defaul t. Thi s method cal cul ates the sums
of squares of an effect i n the desi gn as the sums of squares
adjusted for any other effects that do not contai n i t and
orthogonal to any effects (i f any) that contai n i t. Essenti al l y,
each effect i s adjusted for al l other effects (mai n effects, same
order i nteracti ons, hi gher order i nteracti ons) i n the model .
Thus you can speak of an effect i ndependent of al l other
effects. The Type I I I sums of squares have a major advantage
i n that they are i nvari ant wi th respect to the cel l frequenci es
as l ong as the general form of esti mabi l i ty remai ns constant.
I n practi ce, thi s means that Type I I I sums of squares i s often
consi dered useful for an unbal anced model wi th no mi ssi ng
cel l s. I n a factori al desi gn wi th no mi ssi ng cel l s, thi s method
i s equi val ent to the Yates’ wei ghted-squares-of-means
techni que. Type I I I i s recommended on the strength of the
fact that a stati sti cal test for an effect adjusts for al l other
effects i n the model . However, i f there are mi ssi ng data cel l s,
Type I V i s preferred.
• Type I V. Thi s method i s desi gned for si tuati ons i n whi ch
there are mi ssi ng cel l s. The techni cal descri pti on of Type I V
sums of squares fol l ows. For any effect F i n the desi gn, i f F i s
not contai ned i n any other effect, the Type I V = Type I I I =
Type I I . When F i s contai ned i n other effects, Type I V
di stri butes the contrasts bei ng made among the parameters
i n F to al l hi gher-l evel effects equi tabl y. To gi ve a practi cal
exampl e, suppose we were testi ng sal ary di fferences due to
SUMS OF
SQUARES
Multi-Way Univariate ANOVA 4 - 26
SPSS Training
two factors: experi ence (i n three categori es) programmi ng i n a
computer l anguage, and the computer l anguage i tsel f (two
categori es). I f there were no programmers wi th the hi ghest
experi ence l evel for one of the l anguages (say Java), then that
experi ence category woul d not be used when eval uati ng the
computer l anguage mai n effect. Thus the computer l anguage
effect woul d be eval uated from onl y those experi ence
categori es contai ni ng programmers of both l anguages. Thi s i s
the source of the equi ty menti oned above. The Type I V sum-
of-squares method i s commonl y used for an unbal anced model
wi th empty cel l s.
Al l of these types of sums of squares are equi val ent when there i s onl y
one effect to be tested. Thus the one-way ANOVA procedure does not offer
any opti ons i n terms of sums of squares. Al so as menti oned above, they
gi ve i denti cal resul ts for a bal anced desi gn. I n practi ce today, the Type I I I
sums of squares method i s usual l y used i f there are no mi ssi ng cel l s. I f
cel l s are mi ssi ng the Type I V method i s general l y chosen. When a
researcher wants to test effects after adjusti ng for certai n effects, but
i gnori ng others, then the Type I or Type I I methods are empl oyed.
Any ti me that the between-subject porti on of an anal ysi s cannot be l ai d
out i n a ful l factori al setup wi th al l cel l s fi l l ed (havi ng at l east one
observati on), matters can become qui te compl i cated, and knowl edge of
the theory of esti mabl e functi ons i s requi red i n order to determi ne just
what hypotheses can be tested. The best advi ce that can be gi ven here i s
to consul t a stati sti ci an knowl edgeabl e i n experi mental desi gn i n order to
determi ne the appropri ate, testabl e hypotheses i n a parti cul ar case
Vi rtual l y any testabl e hypothesi s can be tested usi ng the General
Li near Model - Uni vari ate procedure wi th i ts fl exi bl e DESI GN
subcommand, but determi ni ng the appropri ate hypothesi s to test when
there are mi ssi ng cel l s can be extremel y di ffi cul t. I t shoul d be noted i n
parti cul ar that si mpl y appl yi ng standard sets of commands to such data
can produce resul ts that are uni nterpretabl e, si nce the parti cul ar
hypotheses tested have not been i denti fi ed.
For further i nformati on on the anal ysi s of such data, see Searl e
(1987) or Mi l l i ken and Johnson (1984). Of the two, Searl e’s book i s more
compl ete but rather techni cal . Mi l l i ken and Johnson’s book i s more
accessi bl e.
I n thi s chapter we general i zed ANOVA to the case wi th two or more
factors and di scussed post hoc compari sons i n the context. I n addi ti on,
the effects of unequal sampl e si ze and mi ssi ng cel l s were presented. We
turn next to another general i zati on: ANOVA wi th mul ti pl e dependent
measures – mul ti vari ate anal ysi s of vari ance.
EQUIVALENCE
AND
RECOMMENDATIONS
EMPTY CELLS
AND NESTED
DESIGNS
SUMMARY
Multivariate Analysis of Variance 5 - 1
SPSS Training
Multivariate Analysis Of
Variance
The purpose of thi s chapter i s to understand the properti es of
mul ti vari ate anal ysi s of vari ance, drawi ng on our previ ous di scussi ons of
uni vari ate ANOVA.
We run the EXPLORE procedure to check on some of the assumpti ons of
the mul ti vari ate ANOVA. We wi l l use the General Li near Model -
Mul ti vari ate procedure to run a two-factor mul ti vari ate anal ysi s of
vari ance wi th two dependent vari abl es.
We use the same data set as i n the pri or chapters, i .e., the nucl ear power
pl ant data set (pl ant.por).
A two-factor two dependent vari abl e mul ti vari ate anal ysi s of vari ance –
experi ence and pl ant capaci ty are the two fi xed factors (3 l evel s each),
cost and ti me (ti me before pl ant was l i censed) are the dependent
measures.
M
ul ti vari ate anal ysi s of vari ance (MANOVA) i s a general i zati on
of anal ysi s of vari ance that permi ts testi ng for mean di fferences
on several dependent measures si mul taneousl y. I n thi s chapter
we wi l l expl ore the rati onal e and assumpti ons of mul ti vari ate anal ysi s of
vari ance, revi ew the key summari es to exami ne i n the resul ts, and then
step through an anal ysi s l ooki ng at group di fferences on two measures i n
our data set.
Mul ti vari ate anal ysi s of vari ance i s used when there i s an i nterest i n
testi ng for mean di fferences between groups on several dependent
vari abl es si mul taneousl y. ANOVA wi l l test whether the mean of a si ngl e
vari abl e (scal ar) di ffers across groups. MANOVA covers the broader case
of testi ng for mean di fferences i n several vari abl es (vector) across groups.
Chapter 5
Objective
Method
Data
Design
INTRODUCTION
Multivariate Analysis of Variance 5 - 2
SPSS Training
Mul ti vari ate anal ysi s of vari ance (MANOVA) tests for popul ati on group
di fferences on several dependent measures si mul taneousl y. I nstead of
exami ni ng di fferences for a si ngl e outcome vari abl e (as anal ysi s of
vari ance does), MANOVA tests for di fferences on a set or vector of means.
The outcome measures (dependent vari abl es) are typi cal l y rel ated; for
exampl e, a set of rati ngs of empl oyee performance, mul ti pl e physi ol ogi cal
measures of stress, several scal es assessi ng an atti tude, a col l ecti on of
fi tness measures, mul ti pl e scal es measuri ng a product's appearance,
several measures of the fi scal heal th of a company.
MANOVA i s typi cal l y performed for two reasons: stati sti cal power
and control of fal se posi ti ve resul ts (al so known as Type I error).
Fi rst, there can be greater stati sti cal power, that i s, the abi l i ty to
detect true di fferences, i n a mul ti vari ate anal ysi s. The argument i s that i f
you have several i mperfect measures of an outcome, for exampl e, several
physi ol ogi cal measures of stress, the joi nt anal ysi s wi l l be more l i kel y to
show a true di fference i n stress than any i ndi vi dual anal ysi s. A
mul ti vari ate anal ysi s compares mean di fferences across several vari abl es
and takes formal account of thei r i ntercorrel ati ons. I n thi s way a smal l
di fference appeari ng i n several rel ated outcome vari abl es may resul t i n a
si gni fi cant mul ti vari ate test, al though no si ngl e outcome measure shows
a si gni fi cant di fference. Thi s i s not to say there i s a power advantage i n
throwi ng 20 or so unrel ated vari abl es i nto a mul ti vari ate anal ysi s of
vari ance, si nce a true di fference i n a si ngl e outcome measure can be
di l uted i n a joi nt test i nvol vi ng many vari abl es that di spl ay no effect.
However, i f you are i nterested i n studyi ng group di fferences i n outcomes
for whi ch vari ous measures exi st (thi s occurs i n marketi ng, soci al sci ence,
medi cal , ecol ogi cal , and engi neeri ng studi es), then MANOVA probabl y
carri es greater stati sti cal power.
The second argument for runni ng MANOVA i n pl ace of separate
uni vari ate (si ngl e outcome vari abl e) anal yses concerns control l i ng the
fal se posi ti ve rate when mul ti pl e tests are done. I f a separate ANOVA i s
run for every outcome vari abl e, each tested at the 0.05 l evel , then the
overal l (or experi ment-wi se) fal se posi ti ve rate (chance of obtai ni ng one or
more fal se posi ti ve test resul ts) i s wel l above 5 i n 100 (0.05 or 5%)
because of the mul ti pl e tests. A MANOVA appl i ed to a study wi th seven
outcome measures woul d resul t i n a si ngl e test performed at the 0.05
l evel . Al though there are certai nl y al ternati ve methods for control l i ng the
fal se posi ti ve rate when mul ti pl e tests are performed (for exampl e,
Bonferroni adjustments), usi ng a mul ti vari ate test accompl i shes thi s as
wel l . Some researchers fol l ow the procedure of fi rst performi ng a
mul ti vari ate test and onl y i f the resul ts are si gni fi cant woul d they
exami ne the i ndi vi dual uni vari ate test resul ts. Thi s provi des some control
over the fal se posi ti ve rate. I t i s not a perfect sol uti on (i t i s si mi l ar to the
argument for the LSD mul ti pl e compari son procedure) and has recei ved
some cri ti ci sm (see Huberty (1989)).
WHY PERFORM
MANOVA?
Multivariate Analysis of Variance 5 - 3
SPSS Training
Fi rst, the good news, MANOVA i s si mi l ar to ANOVA i n that vari ati on
between group means i s compared to vari ati on of i ndi vi dual s wi thi n
groups. Si nce thi s vari ati on i s measured on several vari abl es, MANOVA
computes a matri x contai ni ng the vari ati on and covari ati on (there are
several vari abl es!) of the vector of group means and a second matri x
contai ni ng wi thi n-group vari ances and covari ances. When testi ng i n
MANOVA, a rati o i s taken not of the two vari ances (two numbers), but of
two matri ces. I nstead of the usual “F” test, the mul ti vari ate form – cal l ed
a general i zed “F” i s used. The summary tabl e wi l l contai n some
unfami l i ar stati sti cs, but i n the end wi l l report the probabi l i ty of
obtai ni ng means as far (or farther) apart as you di d by chance al one, just
as ANOVA di d.
I n short, whi l e the requi red matri x notati on used whi l e deri vi ng or
descri bi ng MANOVA i s a bi t i nti mi dati ng, the same pri nci pl es that have
gui ded us so far i n anal ysi s usi ng ANOVA – vari ati on between group
means compared to vari ati on wi thi n groups – sti l l hol ds true i n
MANOVA. The stati sti cs change because we are now tal ki ng about
vectors of means (a set of means) bei ng tested joi ntl y.
The assumpti ons made when performi ng mul ti vari ate anal ysi s of
vari ance are l argel y extensi ons of those made under ordi nary anal ysi s of
vari ance. I n addi ti on to the usual assumpti ons for a l i near model
(addi ti vi ty, i ndependence between the error and model effects,
i ndependence of the errors), MANOVA testi ng assumes that the resi dual
errors fol l ow a mul ti vari ate normal di stri buti on i n the popul ati on; thi s i s
a general i zati on of the normal i ty assumpti on made i n ANOVA. I n SPSS
you can exami ne and test i ndi vi dual vari abl es for normal i ty wi thi n each
group. Thi s i s not equi val ent to testi ng for mul ti vari ate normal i ty, but i s
sti l l qui te useful i n eval uati ng the assumpti on. I n addi ti on, homogenei ty
of vari ance, fami l i ar from ANOVA, has a mul ti vari ate extensi on
concerni ng homogenei ty of the wi thi n-group vari ance-covari ance
matri ces. A mul ti vari ate test of homogenei ty of vari ance (Box’s M test) i s
avai l abl e to check thi s assumpti on.
For l arge sampl es, we expect departures from normal i ty to make
l i ttl e di fference. Thi s i s due to the central l i mi t theorem argument
combi ned wi th the fact that i n MANOVA we are general l y testi ng si mpl e
functi ons of group means. I f the sampl es are smal l and mul ti vari ate
normal i ty i s vi ol ated, the resul ts of the anal ysi s may be effected. Data
transformati ons (for exampl e, l ogs) on the dependent measure(s) may
al l evi ate the probl em, but have potenti al probl ems of thei r own
(i nterpretati on, i ncompl ete equi val ence between tests i n the transformed
and untransformed scal es). Unfortunatel y, a general cl ass of mul ti vari ate
nonparametri c tests i s not currentl y avai l abl e; devel opments i n thi s area
woul d hel p provi de a sol uti on.
Concerni ng homogenei ty of vari ance, i n practi ce i f the sampl e si ze i s
si mi l ar across groups then moderate departures from homogenei ty of the
wi thi n-group vari ance-covari ance matri ces do not effect the anal ysi s. I f
homogenei ty does not hol d and the sampl e si ze vari es substanti al l y
across groups, then test resul ts can be effected. I n the si mpl est scenari os,
HOW MANOVA
DIFFERS FROM
ANOVA
ASSUMPTIONS
OF MANOVA
Multivariate Analysis of Variance 5 - 4
SPSS Training
CHECKING THE
ASSUMPTIONS
the di recti on of the effect depends on whi ch si zed group has the l arger
vari ances, but speci fi c si tuati ons can be far more compl ex, i n whi ch case
l i ttl e i s known.
After i nvesti gati ng whether the assumpti ons are met, pri mary i nterest
woul d be i n the mul ti vari ate stati sti cal tests. I f si gni fi cant effects are
found you mi ght then exami ne uni vari ate resul ts. Addi ti onal l y, you can
perform post hoc compari sons to di scover just where the di fferences
resi de.
When testi ng for mean di fferences between groups on a si ngl e dependent
vari abl e the test comes down to a rati o of between-group to wi thi n-group
vari ati on – a si ngl e number. I n mul ti vari ate anal ysi s, we are l eft wi th
two matri ces contai ni ng the between and wi thi n-group vari ati on and
covari ati on. There are di fferent test stati sti cs that can appl y. Most of
them i nvol ve computi ng the l atent roots of some functi on of the rati o of
the two matri ces. I n depth di scussi on of these test measures i s beyond
the scope of thi s course, but some comments about thei r characteri sti cs
wi l l be made when we revi ew the resul ts.
We wi l l perform MANOVA wi th experi ence and pl ant capaci ty as the
factors wi th ti me to compl eti on (l i censi ng) and cost as dependent
vari abl es. Thi s pai ri ng of dependent vari abl es makes sense i f you bel i eve
the adage that ti me i s money. We expect that pl ants that requi re more
ti me to bui l d shoul d al so be more costl y. By usi ng both vari abl es we hope
to tap a more general measure of cost.
The anal ysi s we conducted i n Chapter 4 i nvesti gated the properti es of the
cost measure. There was some evi dence for heterogenei ty of vari ance,
al though the tests were not i n compl ete agreement. The normal pl ot of
the errors suggested some skewness. We wi l l now proceed to l ook at some
of the i nformati on from the EXPLORE procedure for the ti me vari abl e.
One cauti on, these pl ots l ook at each vari abl e separatel y whi l e the
assumpti ons for MANOVA i nvol ve the joi nt di stri buti on of the vari abl es.
As a practi cal matter, i f the assumpti ons are met for the vari abl es si ngl y,
thi ngs l ook good for the mul ti vari ate assumpti ons, but i f the assumpti ons
fai l for the si ngl e vari abl es, they shoul d fai l for the mul ti vari ate si tuati on
as wel l .
Cl i ck File..Open..Data
Move to the c:\ Train\ Anova di rectory (i f necessary)
Sel ect SPSS Portable (*.por) from the Fi l es of Type drop-down
l i st
Doubl e-cl i ck on plant.por
WHAT TO LOOK
FOR IN MANOVA
SIGNIFICANCE
TESTING
Proposed
Analysis
Multivariate Analysis of Variance 5 - 5
SPSS Training
Cl i ck on Analyze..Descriptive Statistics..Explore
Move time i nto the Dependent List box
Move capacity and exper i nto the Factor List box
Figure 5.1 Explore Dialog Box
Cl i ck the Plots pushbutton
Cl i ck the Normality plots with tests checkbox
Cl i ck the Untransformed opti on button i n the Spread vs.
Level with Levene Test area
Figure 5.2 Plots Dialog Box
Multivariate Analysis of Variance 5 - 6
SPSS Training
Cl i ck Continue.
Cl i ck Paste to paste the syntax i nto a Syntax Edi tor wi ndow
Figure 5.3 Syntax Editor Before Change
Si nce we want to anal yze the resul ts for ti me i n al l the combi nati ons
of capaci ty and experi ence we must i nsert the keyword BY between
capaci ty and experi ence i n the Exami ne syntax command.
Type BY between capaci ty and exper i n the Exami ne syntax
command
Figure 5.4 Syntax Editor After Change
Cl i ck Run..Current to run the Exami ne command
Multivariate Analysis of Variance 5 - 7
SPSS Training
We show the normal pl ots for the ti me vari abl e bel ow, noti ng that i n
most groups there are too few observati ons to perform a normal i ty test,
but i n the few cases that tests of normal i ty coul d be made, the data was
consi stent wi th i t.
Figure 5.4A Tests of Normality
Figure 5.5 Q-Q Plot of <800 MWe and 1-3 Plants
Multivariate Analysis of Variance 5 - 8
SPSS Training
Figure 5.6 Q-Q Plot of <800 MWe and 4-9 Plants
Figure 5.7 Q-Q Plot of <800 MWe and 10 or more Plants
Figure 5.8 Q-Q Plot of 800-1000 MWe and 4-9 Plants
Multivariate Analysis of Variance 5 - 9
SPSS Training
Figure 5.9 Q-Q Plot of 800-1000 MWe and 10 or more Plants
Figure 5.10 Q-Q Plot of >1000 MWe and 1-3 Plants
Figure 5.11 Q-Q Plot of >1000 MWe and 4-9 Plants
Multivariate Analysis of Variance 5 - 10
SPSS Training
Figure 5.12 Q-Q Plot of >1000 MWe and 10 or more Plants
Next we see the Box and Whi sker pl ot for ti me.
Figure 5.13 Box and Whisker Plot for Time
There seems to be a fai r amount of vari ati on among the groups i n
ti me taken to l i cense the pl ant. I t l ooks as i f there i s more spread for
groups wi th l ess experi ence than there i s for those wi th more experi ence.
Multivariate Analysis of Variance 5 - 11
SPSS Training
The Advanced Model s modul e wi thi n SPSS adds several General Li near
Model (GLM) procedures (mul ti vari ate (GLM) and repeated measures
(GLM)) to Uni vari ate wi thi n the SPSS Base system. These procedures
have several desi rabl e features from the perspecti ve of MANOVA: 1) Post
hoc tests on margi nal means (uni vari ate onl y), 2) Type I through Type I V
sums of squares avai l abl e (greater fl exi bi l i ty i n handl i ng unbal anced
desi gns/mi ssi ng cel l s), 3) Mul ti pl e Random Effect model s can be easi l y
speci fi ed, and 4) Resi dual s, predi cted val ues and i nfl uence measures can
be saved as new vari abl es to the data set. However, the MANOVA
procedure (whi ch was the ori gi nal procedure wi thi n SPSS performi ng
MANOVA, and i t i s sti l l avai l abl e through syntax) contai ns several useful
advanced functi ons. Wi thi n the MANOVA procedure are: 1) Roy-
Bargmann step-down tests (testi ng for mean di fferences on a si ngl e
dependent measure whi l e control l i ng for the other dependent measures),
and 2) Di mensi on reducti on anal ysi s and di scri mi nant coeffi ci ents. These
l atter functi ons provi de i nformati on as to how the dependent vari abl es
i nterrel ate wi thi n the context of group di fferences (for a si ngl e mai n-
effect anal ysi s, thi s i s equi val ent to a di scri mi nant anal ysi s).
I n short, whi l e we expect the SPSS General Li near Model procedure
wi l l be your fi rst choi ce for mul ti vari ate anal ysi s of vari ance, the
MANOVA procedure can contri bute addi ti onal i nformati on. (Pl ease note,
MANOVA can onl y be run from syntax.)
Cl i ck Analyze..General Linear Model..Multivariate
Move cost and time i nto the Dependent Variables l i st box
Move capacity and exper i nto the Fixed Factors l i st box
Figure 5.14 Multivariate Dialog Box
THE
MULTIVARIATE
ANALYSIS
Multivariate Analysis of Variance 5 - 12
SPSS Training
We must speci fy the dependent measure(s) and at l east one factor.
The di al og box for Mul ti vari ate contai ns l i st boxes for the dependent
vari abl es, factors and covari ates. The term “Fi xed Factor(s)” i n the
Mul ti vari ate di al og box remi nds us that the factors are assumed to be
fi xed, that i s, l evel s of the factor(s) used i n the anal ysi s were chosen by
the researcher (not randoml y sampl ed) and cover the range to whi ch
popul ati on concl usi ons wi l l be drawn. The Mul ti vari ate di al og box al so
permi ts a wei ght vari abl e to be i ncorporated i n the anal ysi s (performs
wei ghted l east squares). Al though rarel y used i n mul ti vari ate anal yses
(when used i t i s typi cal l y for uni vari ate anal ysi s), i t adjusts the anal ysi s
based on di fferent l evel s of preci si on (or heterogenei ty of vari ance) for
di fferent i ndi vi dual s or groups.
The Mul ti vari ate di al og box contai ns several pushbuttons. The Pl ots
pushbutton produces for each dependent measure a profi l e pl ot
di spl ayi ng group means. The Post Hoc pushbutton performs post hoc
tests on the margi nal means (for mul ti vari ate anal yses, each dependent
vari abl e i s anal yzed separatel y). The Contrasts pushbutton performs any
pl anned contrasts that the researcher wants to conduct; whi l e the
Opti ons pushbutton control s many opti ons for the anal ysi s. Fi nal l y the
Save pushbutton permi ts you to save predi cted val ues, resi dual s, and
i nfl uence measures for l ater exami nati on.
We coul d run the anal ysi s at thi s poi nt, but wi l l exami ne the di al og
boxes wi thi n Mul ti vari ate and request some addi ti onal opti ons.
Cl i ck Model pushbutton
Figure 5.15 Multivariate: Model Dialog Box
For most anal yses the Model di al og box i s not used. Thi s i s because
by defaul t a ful l factori al model (al l mai n effects, i nteracti ons, covari ates)
Multivariate Analysis of Variance 5 - 13
SPSS Training
i s fi t and the vari ous effects tested usi ng Type I I I sums of squares (each
effect i s tested after stati sti cal l y adjusti ng for al l other effects i n the
model ). I f there are any mi ssi ng cel l s i n your anal ysi s, you mi ght swi tch
to Type I V sums of squares, whi ch better adjusts for mi ssi ng cel l s. I f you
are runni ng speci al i zed factori al desi gns that are i ncompl ete (by pl an
every possi bl e combi nati on of factor l evel s i s not present), or i n whi ch
there are no repl i cates (i nteracti on effects are used as error terms), you
woul d cl i ck the Custom opti on button i n the Speci fy Model area and
i ndi cate whi ch mai n effects and i nteracti ons to be i ncl uded i n the model .
A custom model i s someti mes used i f there i s no i nterest i n testi ng hi gh
order i nteracti on effects. Si nce we are i nterested i n both mai n effects and
the one i nteracti on there i s no need to modi fy thi s di al og box.
Cl i ck Cancel to exi t the Model di al og box
Cl i ck Contrasts pushbutton
Figure 5.16 Multivariate: Contrasts Dialog Box
The Contrasts di al og box i s i denti cal for mul ti vari ate and uni vari ate
anal yses. You woul d use i t to speci fy mai n effect group compari sons of
i nterest, for whi ch parameter esti mates can be di spl ayed and tests
performed. I n stati sti cal l i terature, these contrasts are someti mes cal l ed
pl anned compari sons. For exampl e, i n an experi ment i n whi ch there are
three treatment groups and a control group there i s a very speci fi c
i nterest i n testi ng each experi mental group agai nst the control . One of
the contrast choi ces (Si mpl e) al l ows thi s. Several types of contrasts are
avai l abl e wi thi n the di al og box and usi ng syntax you can speci fy your
own (Speci al ). To request a set of contrasts, sel ect the factor from the
Factor(s) l i st box, sel ect the desi red contrast from the Contrast drop-down
l i st, and cl i ck the Change pushbutton. Si nce we have no speci fi c pl anned
contrasts that we wi shed to appl y to the mai n effects, we wi l l exi t the
Contrast di al og box.
Cl i ck Cancel to exi t the Contrasts di al og box
Cl i ck Post Hoc pushbutton
Multivariate Analysis of Variance 5 - 14
SPSS Training
Figure 5.17 Multivariate: Post Hoc Dialog Box
The Post Hoc di al og box i s used to request post hoc compari sons on
the observed subgroup means. Post hocs test for si gni fi cant di fferences
between every possi bl e pai ri ng of l evel s of a factor. Si nce many tests may
be i nvol ved, most post hocs adjust the si gni fi cance cri teri on based on the
number of tests i n order to control the fal se posi ti ve error rate (Type I
error). Usual l y post hocs are performed after a si gni fi cant mai n effect i s
found (i n the i ni ti al anal ysi s), and we wi l l vi si t thi s di al og box l ater i n
thi s chapter.
Cl i ck Cancel pushbutton to exi t the Post Hoc di al og box
Cl i ck Save pushbutton
Cl i ck the Unstandardized Predicted Values,
Unstandardized Residual, and Standardized Residual
check boxes
Multivariate Analysis of Variance 5 - 15
SPSS Training
Figure 5.18 Multivariate: Save Dialog Box
The Save di al og box al l ows you to save predi cted val ues, and vari ous
types of resi dual s and i nfl uence measures as new vari abl es i n the data
fi l e. Exami ni ng them mi ght i denti fy outl i ers and i nfl uenti al data poi nts
(data poi nts whose excl usi on substanti al l y effects the anal ysi s). Such
anal yses are standard for seri ous practi ti oners of regressi on and can be
appl i ed i n thi s context. I n addi ti on, the coeffi ci ent stati sti cs (coeffi ci ent
esti mates, standard errors, etc.) can be saved to an SPSS data fi l e (i n
matri x format) and mani pul ated l ater (for exampl e, appl y the coeffi ci ents
to generate predi cti ons for future cases). Al though we strongl y
recommend an exami nati on of the resi dual s, wi th the l i mi ted amount of
ti me avai l abl e i n thi s cl ass, we wi l l ski p thi s step.
Cl i ck Continue to process the resi dual requests
Cl i ck Options pushbutton
Sel ect capacity, exper, and the capacity*exper i nteracti on,
and move them i nto the Display Means for l i st box
Cl i ck the Homogeneity tests check box i n the Di spl ay area.
Multivariate Analysis of Variance 5 - 16
SPSS Training
Figure 5.19 Multivariate: Options Dialog Box
Cl i ck Continue to process our opti on requests.
Cl i ck OK to run the anal ysi s.
Movi ng these factor vari abl es and thei r i nteracti on term i nto the
Di spl ay Means for l i st box wi l l resul t i n esti mated means, predi cted from
the chosen model , appeari ng for the subgroups. These means can di ffer
from the observed means i f covari ates are speci fi ed or i f an i ncompl ete
model (one not contai ni ng al l mai n effects and i nteracti ons) i s used. I f no
covari ates are i ncl uded (our si tuati on), then post hoc anal yses can be
appl i ed to the observed margi nal means usi ng the Post Hoc pushbutton.
The Compare mai n effects’ checkbox can be used to have SPSS test for
si gni fi cant di fferences between every pai r of esti mated margi nal means
for each of the mai n effects i n the Di spl ay Means for l i st box. Note that by
defaul t, a si gni fi cance l evel of .05 (see Si gni fi cance l evel text box) i s
appl i ed to each test. Al so noti ce the confi dence i nterval s for the mean
di fferences have no adjustment (LSD (none)) based on the number of
tests made, al though Bonferroni and Si dak adjustments can be
requested.
I n the Di spl ay area, we requested that homogenei ty of vari ance tests
be performed. The Di spl ay choi ces al l ow you to vi ew suppl emental
i nformati on. Checki ng Descri pti ve Stati sti cs wi l l di spl ay means, standard
Multivariate Analysis of Variance 5 - 17
SPSS Training
devi ati ons, and counts for each cel l (subgroup) i n the anal ysi s. I f effect
si ze i s checked, then parti al eta-square val ues wi l l be presented for each
effect (mai n effects, i nteracti ons). Eta-square i s equi val ent to the r-
square i n regressi on; the parti al eta-square measures the proporti on of
vari ati on i n the dependent measure that can be attri buted to each effect
i n the model after adjusti ng for the other effects. Parameter esti mates
are the esti mates for the coeffi ci ents i n the model . Typi cal l y, they woul d
be requested i f you wanted to construct a predi cti on equati on. The
vari ous sums of square matri ces are computati onal summari es and not
i nterpreted di rectl y.
The Si gni fi cance l evel text box al l ows you to speci fy the si gni fi cance
l evel used to test for di fferences i n the esti mated margi nal means (defaul t
.05), and the confi dence i nterval s around parameter esti mates (defaul t
.95).
We are now ready to proceed. The SPSS command bel ow wi l l run the
anal ysi s.
GLM
cost ti me BY capaci ty exper
/METHOD = SSTYPE(3)
/I NTERCEPT = I NCLUDE
/SAVE = PRED RESI D ZRESI D
/EMMEANS = TABLES(capaci ty)
/EMMEANS = TABLES(exper)
EMMEANS = TABLES(capaci ty*exper)
/PRI NT = HOMOGENEI TY
/CRI TERI A = ALPHA(.05)
/DESI GN = capaci ty exper capaci ty*exper.
I n the GLM command the dependent vari abl es (cost, ti me) precede
the BY keyword whi l e the factor vari abl es (capaci ty, exper) fol l ow i t. Type
I I I (each effect i s eval uated after adjusti ng for al l other effects) sums of
squares i s requested (the defaul t). The Emmeans subcommand wi l l pri nt
a tabl e of esti mated margi nal means for the factor vari abl es.
Homogenei ty tests are obtai ned from the pri nt subcommand and the
al pha val ue (used for confi dence i nterval s and si gni fi cance tests of the
esti mated margi nal means) i s set to .05 (defaul t). The Desi gn
subcommand i s used to speci fy the model to be appl i ed to the data; i f
nothi ng were speci fi ed, a ful l factori al model woul d be fi t.
The fi rst pi ece of Mul ti vari ate output descri bes the factors i nvol ved i n the
anal ysi s. They are l abel ed between-subject factors; thi s i s appropri ate
because the three capaci ty groups and the three experi ence groups were
composed of di fferent pl ants. We wi l l see wi thi n-subject anal ysi s of
vari ance (repeated measures) i n a l ater chapter.
EXAMINING THE
RESULTS
Multivariate Analysis of Variance 5 - 18
SPSS Training
Figure 5.20 Between-Subject Factor Summary
The next two pi vot tabl es provi de i nformati on about the homogenei ty
of vari ance assumpti on. Box’s M tests for equal i ty of covari ance matri ces
(si nce there i s more than a si ngl e dependent measure) across the
di fferent subgroups. Levene’s homogenei ty test i s a uni vari ate test and i s
appl i ed separatel y to each dependent vari abl e.
Figure 5.21 Box’s Test of Equality of Covariance Matrices
Multivariate Analysis of Variance 5 - 19
SPSS Training
Figure 5.22 Levene’s Test of Equality of Error Variances
As menti oned above, Box’s M stati sti c can be used to test for equal i ty
of vari ance-covari ance matri ces i n the popul ati on. Thi s general i zes the
homogenei ty of vari ance test to a mul ti vari ate si tuati on, testi ng for
equal i ty of group vari ances (as uni vari ate homogenei ty tests woul d) and
covari ances (whi ch uni vari ate tests cannot) for al l dependent measures i n
one test. Box’s test i s not si gni fi cant (.541) i ndi cati ng no group di fferences
i n the covari ance matri ces made up of the dependent measures. As a
uni vari ate stati sti c, Levene’s test i s appl i ed to each dependent measure.
The ti me measure i s consi stent wi th homogenei ty assumpti on (si g. =
.427), whi l e cost measure does show group di fferences i n vari ance (si g. =
.014). Gi ven that the Box’s test i s not si gni fi cant, we wi l l proceed to vi ew
the mul ti vari ate test resul ts.
As wi th ANOVA, MANOVA i s robust under fai l ure of homogenei ty i f the
sampl e si zes i n the cel l s are l arge and roughl y equal . I f the sampl e si zes
are unequal , and l arger vari ances are associ ated wi th l arger cel l s, the
MANOVA tests are conservati ve so you can be confi dent of si gni fi cant
fi ndi ngs. I f smal l er cel l s have l arger vari ances, the MANOVA tests are
l i beral so the Type I error i s greater than i t shoul d be (see Haksti an,
Roed, and Li nd (1979)). I f vari ance i s rel ated to the mean l evel of the
group, a vari ance stabi l i zi ng transform i s a possi bi l i ty.
There are four mul ti vari ate test stati sti cs commonl y appl i ed: Pi l l ai ’s
cri teri on, Hotel l i ng’s Trace cri teri on, Wi l k’s Lambda, and Roy’s l argest
root. The fi rst three gi ve i denti cal resul ts i n a two-group anal ysi s, and
then can di ffer. They al l test the nul l hypothesi s of no group mean
di fferences i n the popul ati on. Resul ts of Monte Carl o si mul ati ons
focussi ng on robustness and stati sti cal power, suggest that under general
ci rcumstances Pi l l ai ’s test i s preferred. However, there are speci fy
si tuati ons, for exampl e when the dependent measures are hi ghl y rel ated
(formi ng a strong core), that one of the others i s the most powerful test.
As a general rul e, i f di fferent mul ti vari ate tests gi ve you markedl y
di fferent resul ts, i t suggests somethi ng about the di mensi onal i ty and type
of group di fferences. For an accessi bl e di scussi on of thi s see Ol sen (1976).
WHAT IF
HOMOGENEITY
FAILED?
MULTIVARIATE
TESTS
Multivariate Analysis of Variance 5 - 20
SPSS Training
The di stri buti on of the fi rst three mul ti vari ate stati sti cs fol l ows the
general i zed “F” di stri buti on. Whi l e more compl i cated than the si mpl e “F”,
and havi ng 3 sets of degrees of freedom i t yi el ds a probabi l i ty val ue just
as the regul ar “F” does. Thi s general i zed “F” test assumes a mul ti vari ate
normal di stri buti on of the errors.
Figure 5.23 Multivariate Analysis of Variance Table
The upper part of the tabl e tests whether the overal l mean (I ntercept)
di ffers from zero i n the popul ati on. I t i s not i nteresti ng si nce al l i t shows
i s that overal l , cost and ti me were not both zero.
The Val ue col umn di spl ays the sampl e val ue of each of the four
mul ti vari ate test stati sti cs. They are converted to “F” stati sti cs (“F”
col umn) and the associ ated hypothesi s (Hypothesi s df) and error (error df)
degrees of freedom fol l ow. These four col umns are techni cal summari es;
we are pri mari l y i nterested i n the si gni fi cance val ues that appear under
the “Si g.” Headi ng. Here we see that for the capaci ty factor, three of the
four tests show that there are di fferences i n the dependent measures
(si gni fi cance val ues of .055, .043, .034, .007). Noti ce the tests are not i n
agreement i f you test at the .05 l evel . Whi l e Pi l l ai ’s i s often the
recommended test, i t woul d be safe to concl ude at l east there i s a
margi nal effect, perhaps somethi ng worth l ooki ng at wi th a l arger
sampl e. We al so see that for the experi ence factor, al l four tests show that
there are group di fferences i n the means (si gni fi cance val ues of .035, .028,
.023, and .005). The test of an i nteracti on between capaci ty and
experi ence was not si gni fi cant (si gni fi cance val ues of .307, .294, .286, and
.073). Gi ven these fi ndi ngs, we are next i nterested i n l ooki ng at whether
both cost and ti me show di fferences (uni vari ate tests), and knowi ng
whi ch groups di ffer from whi ch others (post hocs).
Multivariate Analysis of Variance 5 - 21
SPSS Training
Two addi ti onal col umns can appear i n the mul ti vari ate (or
uni vari ate) anal ysi s of vari ance tabl e, but do not do so by defaul t. The
noncentral i ty parameter i s a techni cal summary that descri bes the
magni tude of the mean group di fferences i n the form of a parameter for
the “F” di stri buti on. I t can be used to cal cul ate the appropri ate sampl e
si ze (stati sti cal power anal ysi s) i f thi s study were to be repeated whi l e
expecti ng to fi nd the same group di fferences. The Observed Power
i ndi cates how l i kel y you are to obtai n a si gni fi cant group di fference
(testi ng at the .05 l evel ) i f the popul ati on group means matched the
means i n the sampl e. Thi s can be useful i n conducti ng postmortems of
your anal ysi s, that i s, expl ori ng why you fai l ed to fi nd si gni fi cant
di fferences.
We now exami ne the test resul ts for each dependent measure.
Figure 5.24 Univariate Test Results
Al though both dependent measures appear i n thi s tabl e the resul ts
are cal cul ated i ndependentl y, and are i denti cal to what you woul d obtai n
i f separate anal yses were run on each dependent measure (uni vari ate
ANOVA). Thus we fi nd whether both of the dependent measures showed
si gni fi cant group di fferences. The sums of squares, df (degrees of
freedom), mean square, and “F” col umns are what we woul d expect i n an
ordi nary tabl e. We descri bed and di sregarded the I ntercept i nformati on
i n the mul ti vari ate summary. Movi ng to the capaci ty secti on, we fi nd cost
i s ri ght on the border of si gni fi cance (.05) whi l e ti me i s not si gni fi cant
(.101). From the experi ence summary we fi nd that agai n cost i s
si gni fi cant (.046) whi l e ti me i s not (.066). I n the i nteracti on area we fi nd
that nei ther cost nor ti me are si gni fi cant (.701 and .089). The Error
Multivariate Analysis of Variance 5 - 22
SPSS Training
secti on summari zes the wi thi n-group vari ati on. The Corrected Model
summary pool s together al l model effects (excl udi ng the i ntercept), and i s
equal to the Corrected Total mi nus the Error Total . Some anal ysts turn
to thi s overal l test fi rst to see i f any effects are si gni fi cant, and then
proceed to exami ne i ndi vi dual effects. However, most researchers move
di rectl y to the tests of speci fi c mai n effects and i nteracti ons. The Total
summary pool s together everythi ng i n the anal ysi s (i ncl udi ng the error. I t
shoul d be noted that i f the sampl e si zes are not equal when mul ti pl e
factors are i ncl uded i n the anal ysi s, then under Type I I I sums of squares
(the defaul t), the sums of squares for the total s wi l l not general l y be
equal to the sums of thei r component sums of squares.
Fi nal l y, r-square val ues (based on the corrected model ) for each
vari abl e appear as footnotes. Noti ce that the adjusted r-square for ti me
(.320) i s hi gher than that of cost (.222). Thi s i s consi stent wi th ti me
havi ng a hi gher “F” stati sti c i n the corrected model secti on.
Figure 5.25 Estimated Marginal Means for Capacity
Figure 5.26 Estimated Marginal Means for Experience
Multivariate Analysis of Variance 5 - 23
SPSS Training
Figure 5.27 Estimated Marginal Means for Capacity by Experience
Subgroups
Esti mated margi nal means are means esti mated for each l evel of a
factor averagi ng across al l l evel s of other factors (margi nal s), based on
the speci fi ed model (esti mated). By defaul t, SPSS fi ts a compl ete model
(al l mai n-effects and i nteracti ons), and i n such cases these esti mated
means are i denti cal to the (unwei ghted) observed means. However, i f a
parti al model were fi t (for exampl e, i f al l mai n effects were i ncl uded but
hi gher order i nteracti ons were not) then the esti mated means wi l l di ffer
from the (unwei ghted) observed means. We see i n the tabl es above that
the average ti me and cost i ncrease wi th the pl ant capaci ty. I nteresti ngl y,
regardi ng experi ence, ti me and cost have thei r l owest means i n the
mi ddl e experi ence group.
We fi rst vi ew the casewi se l i sti ng of resi dual s for ti me. We wi l l ski p the
l i sti ng for cost si nce i t i s i denti cal to that seen i n Chapter 4, when we ran
the same model on cost al one.
Cl i ck Analyze..Reports..Case Summary
Move time, pre_2, res_2, and zre_2 i nto the Variables l i st box.
CHECKING THE
RESIDUALS
Multivariate Analysis of Variance 5 - 24
SPSS Training
Figure 5.28 Case Summary Dialog Box
Cl i ck on OK
The fol l owi ng syntax wi l l al so produce the case summary tabl e.
SUMMARI ZE
/TABLE=ti me pre_2 res_2 zre_2
/FORMAT=VALI DLI ST NOCASENUM TOTAL LI MI T=100
/TI TLE=’Case Summari es’ /FOOTNOTE ‘ ‘
/MI SSI NG=VARI ABLE
/CELLS=COUNT.
Multivariate Analysis of Variance 5 - 25
SPSS Training
Figure 5.29 Casewise Listing of Residuals
There seem to be no especi al l y l arge standardi zed resi dual s. Once
agai n the predi cted val ues are i denti cal for al l members of the same
group.
From the mul ti vari ate anal ysi s of vari ance we concl ude that the
dependent vari abl es show si gni fi cant mean di fferences across experi ence
groups, al though not i n a stri ctl y i ncreasi ng fashi on. There i s a modest
effect across capaci ty groups and no si gn of an i nteracti on. Of the two
measures, cost seems more sensi ti ve to the group di fferences. What mi ght
qual i fy the resul t? You coul d argue that the groupi ngs of experi ence and
capaci ty l evel s are arbi trary and di fferent groupi ngs coul d yi el d di fferent
resul ts. Al so, wi th onl y 32 observati ons over a ni ne-cel l desi gn wi th two
dependent measures, we expect very l i ttl e power to detect di fferences.
CONCLUSION
Multivariate Analysis of Variance 5 - 26
SPSS Training
At thi s poi nt of the anal ysi s i t i s natural to ask just whi ch groups di ffer
from whi ch others. The GLM procedure i n SPSS wi l l perform separate
post hoc tests on each dependent vari abl e i n order to determi ne thi s. Post
hoc tests are usual l y performed to i nvesti gate whi ch pai rs of l evel s wi thi n
a factor di ffer after an overal l (mai n effect) di fference has been
establ i shed. SPSS offers many post hoc tests and characteri sti cs of them
were revi ewed i n Chapter 3. Recal l the basi c i dea behi nd post hoc testi ng
i s that some adjustment of the Type I (fal se posi ti ve or al pha) error rate
must be made due to the number of pai rwi se compari sons made. I n our
exampl e, onl y three tests need to be performed wi thi n each factor (group
1 vs. 2, 1 vs. 3, and 2 vs. 3). However, i f there were ten l evel s of
experi ence (or capaci ty or both), then there woul d be [10*9]/2 or 45
pai rwi se tests, and the probabi l i ty of one or more fal se posi ti ve resul ts
woul d be qui te substanti al . We asked for the fol l owi ng types of post hoc
tests to be performed: LSD (the most l i beral ), Scheffe (the most
conservati ve), and the Games-Howel l (does not assume equal vari ances—
recal l the Levene test i ndi cated there mi ght be a homogenei ty of vari ance
probl em wi th cost). Al though both experi ence and capaci ty were found
si gni fi cant, bel ow we request post hocs onl y for experi ence. I n practi ce
you woul d vi ew post hoc resul ts for each si gni fi cant mai n effect.
Cl i ck the Di al og Recal l tool , then sel ect Multivariate
Cl i ck Post Hoc pushbutton
Move exper i nto the Post Hoc Tests for l i st box
Cl i ck LSD, Scheffe, and Games-Howell checkboxes
Figure 5.30 Post Hoc Dialog Box
POST HOC
TESTS
Multivariate Analysis of Variance 5 - 27
SPSS Training
Cl i ck Continue to process the post hoc requests
Cl i ck OK to run
The SPSS syntax bel ow wi l l produce the post hoc anal ysi s.
GLM
cost ti me BY capaci ty exper
/METHOD = SSTYPE(3)
/I NTERCEPT = I NCLUDE
/SAVE = PRED RESI D ZRESI D
/POSTHOC = exper ( SCHEFFE LSD GH
/EMMEANS = TABLES(capaci ty)
/EMMEANS = TABLES(exper)
EMMEANS = TABLES(capaci ty*exper)
/PRI NT = HOMOGENEI TY
/CRI TERI A = ALPHA(.05)
/DESI GN = capaci ty exper capaci ty*exper.
The Posthoc subcommand i nstructs GLM to appl y Scheffe, LSD and
Games-Howel l (GH) mul ti pl e compari son tests to the experi ence (exper)
factor.
Al though both mul ti pl e compari son and homogeneous subset tabl es
wi l l be produced, we present onl y the former. Al so note that for ease of
readi ng, the post hoc resul ts, whi ch appear i n a si ngl e pi vot tabl e, are
di spl ayed bel ow as three fi gures (wi thi n the pi vot tabl e edi tor, the pi vot
tray wi ndow was opened and the post hoc test (Test) i con was moved i nto
the l ayer di mensi on).
Figure 5.31 LSD Post Hoc Test for Experience
Note
The mul ti pl e compari son tabl e was edi ted i n the Pi vot Tabl e Edi tor and
the tests (TEST i con) were pl aced i n the l ayer di mensi on (see Chapter 4
for i nstructi ons) so we can separatel y vi ew the resul ts from each post hoc.
Multivariate Analysis of Variance 5 - 28
SPSS Training
Figure 5.32 Scheffe Post Hoc Test for Experience
Figure 5.33 Games-Howell Post Hoc Test for Experience
We can see that for both cost and ti me, every possi bl e group pai ri ng
appears for the factor. The “Mean Di fference” col umn contai ns the
di fference i n sampl e means between the two groups, and the “Standard
Error” col umn contai ns the standard error of the di fference between the
means. The “Si g” col umn contai ns the si gni fi cance val ue when the
parti cul ar test i s appl i ed to the group di fferences. These post hoc test
resul ts provi de detai l concerni ng si gni fi cant mai n effects.
Not surpri si ngl y, the Scheffe resul ts show fewer si gni fi cant group
di fferences than LSD. Noti ce that there are no group di fferences on ti me
usi ng the Games-Howel l tests, al though both Scheffe and LSD show
di fferences. Thi s i s probabl y due to the Games-Howel l bei ng l ess powerful
Multivariate Analysis of Variance 5 - 29
SPSS Training
SUMMARY
when homogenei ty of vari ance hol ds, as i t does for ti me.
I n thi s chapter we di scussed mul ti vari ate anal ysi s of vari ance and
appl i ed i t to the pl ant data. We exami ned resi dual s from the anal ysi s and
performed post hoc tests.
Multivariate Analysis of Variance 5 - 30
SPSS Training
Within-Subject Designs: Repeated Measures 6 - 1
SPSS Training
Within-Subject Designs:
Repeated Measures
The objecti ve of thi s chapter i s to understand the di sti ngui shi ng
characteri sti cs, assumpti ons, and methods of approachi ng wi thi n-subject
(repeated measures) ANOVA, and to see how SPSS i mpl ements such
anal yses. We wi l l di scuss the uni vari ate and mul ti vari ate approaches to
the repeated measures anal ysi s.
We di scuss the l ogi c and assumpti ons of repeated measures and use the
Expl ore procedure to exami ne the data. We then use the GLM Repeated
Measures procedure to run a repeated-measures ANOVA wi th a si ngl e
wi thi n-subject factor. Pai rwi se compari sons are run and pl anned
compari sons are set up.
The data set contai ns vocabul ary test scores obtai ned from the same
chi l dren over four years (grades 8 through 11). The sex of each chi l d i s
al so recorded, but not used i n thi s anal ysi s.
I
n thi s chapter, we di scuss yet another speci es of ANOVA, the speci al
case where each subject (or uni t of anal ysi s) appears i n several
condi ti ons. We wi l l see that thi s repeated measurement feature
requi res some addi ti onal assumpti ons and a more compl i cated approach
to computi ng error terms. The vari ati on wi thi n each group, our constant
compani on to thi s poi nt, must undergo some revi si on to accommodate the
fact the same subject i s tested i n mul ti pl e condi ti ons. We wi l l di scuss the
general features and assumpti ons of wi thi n-subject ANOVA, then anchor
the di scussi on wi th an actual anal ysi s.
Chapter 6
Objectives
INTRODUCTION
Method
Data
Within-Subject Designs: Repeated Measures 6 - 2
SPSS Training
Repeated measures (al so cal l ed wi thi n-subject) studi es are used for
several reasons. Fi rst, by usi ng a subject as her own control a more
powerful (greater l i kel i hood of fi ndi ng a real di fference) anal ysi s i s
possi bl e. For exampl e, consi der testi ng me under two drug condi ti ons
compared to testi ng two i ndi vi dual s, each under a si ngl e condi ti on. By
testi ng me twi ce i nstead of di fferent peopl e each ti me, the vari abi l i ty due
to person-to-person di fferences i s reduced when compari ng the two
means, whi ch shoul d provi de a more sensi ti ve anal ysi s. A second reason
i n practi ce i s cost reducti on; recrui tment costs are l ess i f an i ndi vi dual
can contri bute data to mul ti pl e condi ti ons.
However, repeated measures anal yses have potenti al probl ems. Si nce
an i ndi vi dual appears i n mul ti pl e condi ti ons there may be practi ce,
fati gue, or carryover effects. Counterbal anci ng the order of condi ti ons
addresses the carryover probl em, and the di fferent tri al s or condi ti ons are
often wel l spaced to reduce the practi ce and fati gue i ssues.
Exampl es of Repeated Measures Anal ysi s:
1. Marketi ng – Compare customer’s rati ng on four di fferent
brands, or di fferent products, for exampl e four di fferent
perfume fragrances.
2. Medi ci ne – Compare test resul ts before, i mmedi atel y after,
and si x months after a procedure.
3. Educati on – Compare performance test scores before and
after an i nterventi on program.
4. Engi neeri ng – Compare output from di fferent machi nes after
runni ng 1 hour, 8 hours, 16 hours, and 24 hours.
5. Agri cul ture – The ori gi nal research area for whi ch these
methods were devel oped. Di fferent chemi cal treatments are
appl i ed to di fferent areas wi thi n a pl ot of l and (spl i t pl ots).
6. Human Factors – Compare performance (reacti on ti me,
accuracy) under di fferent envi ronmental condi ti ons. For
exampl e, exami ne pi l ot accuracy i n readi ng di fferent types of
di al s under varyi ng l i ghti ng condi ti ons.
For an accessi bl e i ntroducti on to repeated measures wi th a number of
worked exampl es, see Hand and Tayl or (1987). For more techni cal and
broad (beyond ANOVA) di scussi ons of repeated measures anal ysi s see
Li ndsey (1993) or Crowder and Hand (1990).
I n the si mpl est case of repeated measures anal ysi s two val ues are
compared for each subject. For exampl e, suppose that for each i ndi vi dual
we record a physi ol ogi cal measure under two condi ti ons. We can obtai n
sampl e means for each drug and want to determi ne whether there are
si gni fi cant di fferences between the drugs i n the l arger popul ati on. One
di rect way to approach thi s woul d be to compute a di fference or change
score for each i ndi vi dual , obtai ned by subtracti ng the two drug measures,
and testi ng whether the mean di fference score i s di fferent from zero. We
i l l ustrate thi s i n the spreadsheet bel ow.
WHY DO A
REPEATED
MEASURES
STUDY?
THE LOGIC OF
REPEATED
MEASURES
Within-Subject Designs: Repeated Measures 6 - 3
SPSS Training
Table 6.1 Difference Scores with Two Conditions
We see a di fference score i s cal cul ated for every i ndi vi dual and these
scores are averaged together. I f there were no drug di fferences then we
woul d expect the average di fference score to be about zero. To determi ne
i f the popul ati on mean di fference score i s di fferent from zero, we need
some measure of the vari abi l i ty of sampl e mean di fference scores. We can
obtai n such a vari abi l i ty measure by cal cul ati ng the vari ati on of
i ndi vi dual di fference scores around the sampl e mean di fference score. I f
the sampl e mean di fference score i s far enough from zero that i t cannot
be accounted for by the vari ati on of i ndi vi dual di fference scores, we say
there i s a si gni fi cant popul ati on di fference. Thi s i s what a pai red t test
does.
The anal ysi s becomes a bi t more compl ex when each subject (uni t of
anal ysi s) appears i n more than two l evel s (condi ti ons) of a repeated
measure factor. Now no si ngl e di fference score can summari ze the
di fferences. We i l l ustrate thi s bel ow.
Table 6.2 Difference Scores with Four Conditions
Within-Subject Designs: Repeated Measures 6 - 4
SPSS Training
Al though no one di fference score can summari ze al l drug di fferences
here, we can compute addi ti onal di fference scores, and thus account for
drug effects. As you woul d i magi ne the number of these di fferences, or
contrasts, i s equal to the degrees of freedom avai l abl e (one l ess than the
number of l evel s i n the factor). For two condi ti ons, onl y one contrast i s
possi bl e; for four condi ti ons, there are three; for k condi ti ons, k-1
contrasts are requi red. I f the assumpti ons of repeated measures ANOVA
are met then these di fferences, or contrasts between condi ti ons, can be
pool ed together to provi de a si gni fi cance test for an overal l effect.
We used si mpl e di fferences to compare the drug condi ti ons (drug 1
mi nus drug 2, etc.) There are many other contrasts that coul d be appl i ed.
For exampl e, we coul d have cal cul ated drug 1 mi nus the mean of drugs 2,
3, and 4; then drug 2 versus the mean of drugs 3 and 4; and fi nal l y drug 3
versus drug 4. As l ong as the assumpti ons of repeated measures are met,
the speci fi c choi ce of contrasts doesn’t matter when the overal l test i s
cal cul ated. However, i f you have pl anned compari sons you want tested,
then you woul d request those.
I n each of the two above exampl es, we wound up wi th one fewer
di fference vari abl e than the ori gi nal number of condi ti ons. There i s
another vari abl e that i s cal cul ated i n repeated measures, whi ch
represents the mean across al l condi ti ons. I t i s used when testi ng effects
of between-group factors, havi ng averaged across al l l evel s of the
repeated measure factor(s). Thi s mean effect i s shown i n the i l l ustrati on
bel ow:
Table 6.3 Mean and Difference Scores with Four Conditions
The mean score across drug condi ti ons for each subject i s recorded i n
the mean col umn. As menti oned above any tests i nvol vi ng onl y between-
group factors (for exampl e, sex, age group) woul d use thi s vari abl e.
Thi s i dea of computi ng di fference scores or contrasts across condi ti ons
for each subject, then usi ng the means and subject to subject vari ati on as
the basi s of testi ng whether the average contrast val ue i s di fferent from
zero i n the popul ati on, i s the core concept of repeated measures ANOVA.
Once you become comfortabl e wi th i t, the rest fal l s i nto pl ace. SPSS
performs repeated measures ANOVA by computi ng contrasts across the
Within-Subject Designs: Repeated Measures 6 - 5
SPSS Training
repeated measures factor l evel s for each subject, and then testi ng
whether the means of the contrasts are si gni fi cantl y di fferent from zero.
A matri x of coeffi ci ents detai l i ng these contrasts can be di spl ayed and i s
cal l ed the transformati on matri x.
A repeated measure ANOVA has several assumpti ons common to al l
ANOVA. Fi rst, that the model i s correctl y speci fi ed and addi ti ve.
Secondl y, that the errors fol l ow a normal di stri buti on and are
i ndependent of the effects i n the model . Thi s l atter assumpti on i mpl i es
homogenei ty of vari ance when more than a si ngl e group i s i nvol ved. As
wi th general ANOVA, moderate departures from normal i ty do not have a
substanti al effect on the anal ysi s, especi al l y i f the sampl e si zes are l arge
and the shape of the di stri buti on i s si mi l ar from group to group (i f
mul ti pl e groups are i nvol ved). I n mul ti -group studi es, fai l ure of
homogenei ty of vari ance i s a probl em unl ess the sampl e si zes are about
equal .
I n addi ti on to standard ANOVA assumpti ons, there i s one speci fi c to
repeated measures when there are more than two l evel s to a repeated
measures factor. I f a repeated measures factor contai ns onl y two l evel s,
there i s onl y one di fference vari abl e that can be cal cul ated, and you need
not be concerned about the assumpti on. However, i f a repeated measures
factor has more than two l evel s, you general l y want an overal l test of
di fferences (mai n effect). Pool i ng the resul ts of the contrasts (descri bed
above) between condi ti ons creates the test stati sti c (F). The assumpti on
cal l ed spheri ci ty deal s wi th when such pool i ng i s appropri ate. The basi c
i dea i s that i f the resul ts of two or more contrasts (the sums of squares)
are to be pool ed, then they shoul d be equal l y wei ghted and uncorrel ated.
To i l l ustrate why thi s i s i mportant, vi ew the spreadsheet bel ow:
Table 6.4 Scale Differences and Redundancies in Contrasts
ASSUMPTIONS
The fi rst contrast vari abl e represents the di fference between drug 1
and drug 2 (Drug 1 – Drug 2). However, the second i s 100 ti mes the
di fference between Drug 2 and Drug 3. I t i s cl ear from the mean and
standard devi ati on val ues of the second di fference vari abl e that thi s
vari abl e woul d domi nate the other di fference vari abl es i f the resul ts were
pool ed. I n order to protect agai nst thi s, normal i zati on i s appl i ed to the
coeffi ci ents used i n creati ng the contrasts (each coeffi ci ent i s di vi ded by
the square root of the sum of the squared coeffi ci ents).
Within-Subject Designs: Repeated Measures 6 - 6
SPSS Training
Al so, noti ce that the thi rd contrast i s a dupl i cate of the fi rst.
Admi ttedl y, thi s i s an extreme exampl e, but i t serves to make the poi nt
that si nce the resul ts from each contrast are pool ed (summed), then any
correl ati on among the contrast vari abl es wi l l yi el d i ncorrect test
stati sti cs. I n order to provi de the best chance of uncorrel ated contrasts
vari abl es, the contrasts or transformati ons are forced to be orthogonal
(uncorrel ated) before appl yi ng them to the data.
Thi s combi nati on of normal i zati on and forci ng the ori gi nal contrasts
to be orthogonal (uncorrel ated) i s cal l ed orthonormal i zati on. Agai n, when
actual l y appl i ed to the data, these properti es may not hol d, and that i s
where the test of spheri ci ty pl ays an i mportant rol e.
Thi s combi nati on of assumpti ons, equal vari ances of the contrast
vari abl es and zero correl ati on among them, i s cal l ed the spheri ci ty
assumpti on. I t i s cal l ed spheri ci ty because a sphere i n mul ti di mensi onal
space woul d be defi ned by an equal radi us val ue al ong each
perpendi cul ar (uncorrel ated) axi s. Al though contrasts are chosen so that
spheri ci ty wi l l be mai ntai ned, when appl i ed to a parti cul ar data set,
spheri ci ty may be vi ol ated. The vari ance-covari ance matri x of a group of
contrast vari abl es that mai ntai n spheri ci ty woul d exhi bi t the pattern
shown bel ow.
Table 6.5 Covariance Matrix of Contrast Variables when Sphericity
Holds
The di agonal el ements represent the vari ance of each contrast when
appl i ed to the data and the off-di agonal el ements are the covari ances. I f
the spheri ci ty assumpti on hol ds i n the popul ati on, the vari ances wi l l
have the same val ue (represented by the V) and the covari ances wi l l be
zero.
A test of the spheri ci ty assumpti on i s avai l abl e. I f the spheri ci ty
assumpti on i s met then the usual “F” test (pool i ng the resul ts from each
contrast) i s the most powerful test. When spheri ci ty does not hol d, there
are several choi ces avai l abl e. Techni cal correcti ons (Greenhouse-Gei sser,
Huynh-Fel dt) can be made to the “F” tests (adjusti ng the number of the
degrees of freedom) that modi fy the resul ts based on the degree of
spheri ci ty vi ol ati on. Another al ternati ve i s to take a mul ti vari ate
approach i n whi ch contrasts are tested si mul taneousl y whi l e taki ng
expl i ci t account of the correl ati on and vari ance di fferences. The di ffi cul ty
i n choosi ng between these approaches i s that no si ngl e method has been
Within-Subject Designs: Repeated Measures 6 - 7
SPSS Training
found (i n Monte Carl o studi es) to be best under al l condi ti ons exami ned.
Al so, the test for spheri ci ty i tsel f i s not al l that sensi ti ve. For a summary
of the vari ous approaches and a suggested strategy for testi ng, see
Looney and Stanl ey (1989).
The data are reported i n Bock (1975, p.454) and consi st of vocabul ary
scores obtai ned from a cohort of pupi l s at the ei ghth through el eventh
grade l evel . Al ternati ve forms of the vocabul ary secti on of the
Cooperati ve Readi ng Tests were admi ni stered and rescal ed to an
arbi trary ori gi n. I nterest i s i n the growth rate of vocabul ary at a ti me
when physi cal growth i s sl owi ng. Si xty-four subjects were studi ed.
We wi l l perform a repeated measures anal ysi s on the vocabul ary growth
data. There i s speci fi c i nterest i n the trend over ti me – i s i t l i near? The
data wi l l be exami ned then repeated measures ANOVA appl i ed wi th
attenti on pai d to the assumpti ons menti oned above.
The key concept to repeated measures anal ysi s i s that the contrasts
(whi ch are data transformati ons) wi l l be appl i ed across condi ti ons of the
wi thi n-subject factors, and i f we concl ude the contrasts are non-zero i n
the popul ati on, there are si gni fi cant di fferences between the condi ti ons.
Cl i ck File..Open..Data (move to the c:\ Train\ Anova di rectory)
Sel ect SPSS Portable (.por) on the Fi l es of Type drop-down l i st
Doubl e-Cl i ck on Vocab
Cl i ck on Analyze..Descriptive Statistics..Explore
Sel ect the vari abl es Grade8, Grade9, Grade 10, and Grade11
and move them to the Dependent List box.
Data Set
PROPOSED
ANALYSIS
KEY CONCEPT
Within-Subject Designs: Repeated Measures 6 - 8
SPSS Training
Figure 6.1 Explore Dialog Box
Cl i ck on the Plots pushbutton
Cl i ck Dependents together opti on button i n the Boxpl ots area
Cl i ck the Normality tests with plots check box
Figure 6.2 Plots Dialog Box
Pl aci ng the dependent vari abl es together i n a si ngl e boxpl ot, i nstead
of separate pl ots (Factor l evel s together), permi ts di rect compari son of the
vari abl es. Normal probabi l i ty pl ots and tests are al so requested.
Within-Subject Designs: Repeated Measures 6 - 9
SPSS Training
Cl i ck Continue
Cl i ck OK
The command bel ow wi l l run the anal ysi s.
EXAMI NE
VARI ABLES=grade8 grade9 grade10 grade11
/PLOT BOXPLOT STEMLEAF NPPLOT
/COMPARE VARI ABLES
/STATI STI CS DESCRI PTI VES
/CI NTERVAL 95
/MI SSI NG LI STWI SE
/NOTOTAL.
We request summari es of the four vari abl es, a normal probabi l i ty pl ot
wi th normal i ty test wi l l appear (/Pl ot Nppl ot) for each vari abl e. Al so, the
four vari abl es wi l l appear i n a si ngl e boxpl ot (/Compare Vari abl es).
Figure 6.3 Descriptives for Grade 8
Within-Subject Designs: Repeated Measures 6 - 10
SPSS Training
Figure 6.4 Descriptives for Grade 9
Figure 6.5 Descriptives for Grade 10
Figure 6.6 Descriptives for Grade 11
Within-Subject Designs: Repeated Measures 6 - 11
SPSS Training
As we can see from the descri pti ve stati sti cs, the mean score for the
readi ng tests i s goi ng up i n each year (from 1.1372 i n Grade 8 to 3.4716
i n Grade 11), but the vari ances are fai rl y constant across the years (from
3.568 to 4.704).
Figure 6.7 Normality Tests
The normal i ty tests show that there i s no probl em wi th the
assumpti on of normal i ty for grades 8 and 10. However, grades 9 and 11
show that there i s some devi ati on from normal i ty i n those grade resul ts.
Al though the assumpti on of normal i ty i s vi ol ated, the sampl e si ze i s l arge
enough that we can probabl y i gnore that vi ol ati on.
Figure 6.8 Q-Q Plot for Grade 8
Within-Subject Designs: Repeated Measures 6 - 12
SPSS Training
Figure 6.9 Q-Q Plot for Grade 9
Figure 6.10 Q-Q Plot for Grade 10
Figure 6.11 Q-Q Plot for Grade 11
Within-Subject Designs: Repeated Measures 6 - 13
SPSS Training
These Q-Q pl ots al so gi ve us some i ndi cati on of the degree to whi ch
the normal i ty assumpti on i s vi ol ated. Al though the normal i ty tests
showed that grades 9 and 11 had some devi ati on from the normal , the Q-
Q pl ots are si mi l ar for al l the grades. Agai n, we shoul d note that the
sampl e si ze i s somewhat l arge and that we can probabl y not worry about
these vi ol ati ons of normal i ty.
Figure 6.12 Box and Whiskers Plot
The Box pl ot i ndi cates that the vari ati on of scores wi thi n a test year i s
fai rl y constant. There are a few outl i ers; the case i d i nformati on i ndi cates
that for the most part, the same few i ndi vi dual s stand out. From the
medi ans we see that vocabul ary scores grow over the several year peri od,
and thi s growth seems to be sl owi ng.
We have onl y one group of subjects. Each subject has a vocabul ary
score under the four grade l evel s. Noti ce al l four of the vocabul ary scores
are attached to a si ngl e case (exami ne data i n Data Edi tor wi ndow – not
shown). I f the four measures for a subject were spread throughout the
fi l e, the anal ysi s can sti l l be run wi thi n SPSS, but onl y by usi ng the
General Li near Model Uni vari ate di al og box.
Cl i ck Analyze..General Linear Model..Repeated Measures
COMPARING THE
GRADE LEVELS
Within-Subject Designs: Repeated Measures 6 - 14
SPSS Training
Here we provi de names for any repeated measures factors and
i ndi cate the number of l evel s for each. Unl i ke a between-group factor
whi ch woul d be a vari abl e (for exampl e, regi on), a repeated measures
factor i s expressed as a set of vari abl es.
Repl ace factor1 wi th Time i n the Wi thi n-Subject Factor Name
text box
Press Tab key to move to the Number of Level s text box
Type 4
Cl i ck Add pushbutton
Figure 6.13 Define Repeated Measures (Within-Subject) Factor
We have defi ned one factor wi th four l evel s. I n a more compl ex study
(we wi l l see one l ater i n thi s chapter) addi ti onal repeated measures can
be added. The Measure pushbutton i s used to provi de two pi eces of
i nformati on. Fi rst i f there are mul ti pl e dependent measures i nvol ved i n
the anal ysi s (for exampl e, suppose we al so took four measures of
mathemati cal ski l l s for each of our 64 subjects), thi s i s decl ared i n the
measure area. Secondl y, you can use the Measure area to provi de a l abel
for the dependent measure i n the resul ts. Recal l we named our four
vari abl es Ti me1 to Ti me4 so there woul d be no ambi gui ty about whi ch
factor l evel each represented. However, thi s choi ce on names does not
i ndi cate that these vari abl es al l measure vocabul ary scores. You can
suppl y such l abel i ng i nformati on i n the Measures area.
Cl i ck Define pushbutton
Within-Subject Designs: Repeated Measures 6 - 15
SPSS Training
I n thi s di al og box we l i nk the repeated measures factor l evel s to
vari abl e names, and decl are any between-subject factors and covari ates.
Noti ce the Wi thi n-Subjects Vari abl es box l i sts Ti me as the factor and
provi des four l i nes l abel ed wi th l evel numbers 1 through 4. We must
match the proper vari abl e to each of the factor l evel s. Thi s step shoul d be
done very careful l y si nce i ncorrect matchi ng of names and l evel s wi l l
general l y produce an i ncorrect anal ysi s (especi al l y i f more than one
repeated measure factor i s i nvol ved). We can move the vari abl es one by
one, but si nce they are i n the correct order we wi l l move them as a group.
Move grade8, grade9, grade10, and grade11 i nto the Wi thi n-
Subjects Vari abl es box (mai ntai n thi s vari abl e order)
Cl i ck grade11 to sel ect i t.
Figure 6.14 Main Repeated Measures Dialog Box
The vari abl e correspondi ng to each grade l evel i s matched wi th the
proper ti me l evel . Si nce grade11 i s sel ected, the up arrow button i s acti ve.
These up and down buttons wi l l move vari abl es up and down the l i st, so
you can easi l y make changes i f the ori gi nal orderi ng i s i ncorrect. We have
nei ther between-subject factors nor covari ates and can proceed wi th the
anal ysi s, but fi rst l et us exami ne some of the avai l abl e features.
Within-Subject Designs: Repeated Measures 6 - 16
SPSS Training
I n the model di al og box (not shown) by defaul t a compl ete model (al l
factors and i nteracti ons) wi l l be fi t. As wi th procedures we saw earl i er i n
the course, a customi zed model can be fi t for ei ther between or wi thi n-
subject factors. Thi s i s usual l y done when speci al ty desi gns (Lati n
squares, i ncompl ete desi gns) are run. The Contrasts pushbutton i s used
to request that parti cul ar contrasts be appl i ed to a factor (recal l our
di scussi on of di fference or contrast vari abl es earl i er).
Cl i ck Contrasts pushbutton
Figure 6.15 Contrasts Dialog Box
Check to see whi ch contrast i s sel ected
I f i t i s not pol ynomi al then change i t to Polynomial
Cl i ck Continue
Cl i ck Plots pushbutton
The Pl ots pushbutton generates profi l e pl ots that graph means at
factor l evel combi nati ons for up to three factors at a ti me. Such pl ots are
powerful tool s i n understandi ng i nteracti on effects. We wi l l onl y request
a pl ot for ti me, our repeated measure factor.
Within-Subject Designs: Repeated Measures 6 - 17
SPSS Training
Cl i ck on Time and move i t to the Horizontal Axis l i st box
Cl i ck Add
Figure 6.16 Plots Dialog Box
Cl i ck Continue
The Post Hoc di al og box was di scussed earl i er i n the cl ass; i t performs
post hoc tests of means for between-subject factors. We wi l l l ook at the
avai l abl e tests for repeated measures factors shortl y. The Save di al og box
al l ows you to save predi cted val ues, vari ous resi dual s and i nfl uenti al
poi nt measures. Al so, you can save the esti mated coeffi ci ents to a fi l e for
l ater mani pul ati on (perhaps i n a predi cti on model , or to compare resul ts
from di fferent data sets). We wi l l l ook at the Opti on di al og box more
cl osel y.
Cl i ck Options pushbutton
Move Time i nto the Display Means for l i st box
Cl i ck to check the Compare Main Effects checkbox
Sel ect Bonferroni on the Confidence interval adjustment
drop-down l i st
Cl i ck on Descriptive statistics check box
Cl i ck Transformation Matrix check box
Within-Subject Designs: Repeated Measures 6 - 18
SPSS Training
Figure 6.17 Options Dialog Box
We request descri pti ve stati sti cs. Esti mated margi nal means can be
produced for any factors i n the model (here ti me). Si nce we are fi tti ng a
compl ete model , the esti mated margi nal means are i denti cal to the
esti mated means. We request pai rwi se compari sons for the ti me factor
usi ng Bonferroni adjustments (the avai l abl e adjustments for repeated
measure factors are LSD, Bonferroni and Si dak). I n addi ti on, we have
asked to see the transformati on matri x. The transformati on matri x
contai ns the contrast coeffi ci ents that are appl i ed to the repeated
measures factor(s) to create the di fference or contrast vari abl es used i n
the anal ysi s. Here we di spl ay i t onl y to rei nforce our earl i er di scussi on of
thi s topi c. Di agnosti c resi dual pl ots are avai l abl e and there i s a control to
modi fy the confi dence l i mi ts (defaul t i s 95%). The SSCP (sums of squares
and cross products) matri ces are not ordi nari l y vi ewed. However, they do
contai n the sums of squares for each of the contrast vari abl es. By vi ewi ng
them you can see that the overal l test si mpl y sums up the i ndi vi dual
contrast sums of squares, whi ch i s why spheri ci ty i s necessary.
Within-Subject Designs: Repeated Measures 6 - 19
SPSS Training
Cl i ck Continue to process the opti on requests
Cl i ck OK to run the anal ysi s
The SPSS syntax bel ow wi l l run the repeated measures anal ysi s.
GLM
grade8 grade9 grade10 grade11
/WSFACTOR = ti me 4 Pol ynomi al
/METHOD = SSTYPE(3)
/PLOT = PROFI LE( ti me )
/EMMEANS = TABLES(ti me) COMPARE ADJ(BONFERRONI )
/PRI NT = DESCRI PTI VE TEST(MMATRI X)
/CRI TERI A = ALPHA(.05)
/WSDESI GN = ti me .
Fi rst the vari abl es that consti tute the repeated measures factor are
l i sted. The WSFACTOR (wi thi n-subject factor) subcommand decl ares
ti me to be a wi thi n-subject factor wi th four l evel s. I n addi ti on, pol ynomi al
contrasts wi l l be appl i ed when creati ng the contrast vari abl es.
Pol ynomi al contrasts wi l l perform l i near, quadrati c, and cubi c contrasts
on the ti me factor. I f there are si gni fi cant changes i n vocabul ary over
ti me, as we expect, these contrasts wi l l al l ow us to exami ne i ts speci fi c
form. The Pri nt TEST (MMATRI X) speci fi cati on wi l l have the
transformati on (cal l ed the M Matri x) di spl ay. Method decl ares the sums
of squares type.
The fi rst summary di spl ays i nformati on about the factors i n the model .
Figure 6.18 Factor Summary
EXAMINING
RESULTS
There i s onl y a si ngl e wi thi n-subject (repeated measures) factor and
no between-subject factors.
Within-Subject Designs: Repeated Measures 6 - 20
SPSS Training
Figure 6.19 Descriptive Statistics
Means, standard devi ati ons, and sampl e si zes appear for each factor
l evel . I f you were unsure of your matchi ng the vari abl e names to factor
l evel s i n the Defi ne Repeated Measures Factors di al og box, you can
compare these means to those you woul d obtai n from the Descri pti ves,
Means, or Expl ore procedures to i nsure the proper vari abl es are matched
wi th the proper factor l evel s. Agai n, we see the i ncrease i n the mean
scores as grade l evel i ncreases.
Mul ti vari ate test resul ts appear next. Si nce they woul d typi cal l y be
used onl y i f the spheri ci ty assumpti on fai l s, we wi l l ski p these resul ts for
now and exami ne the spheri ci ty test.
Figure 6.20 Mauchly’s Sphericity Test
We see from the Si gni fi cance (Si g.) i nformati on that the data are
consi stent wi th the spheri ci ty assumpti on. The si gni fi cance val ue i s above
.05 (.277), i ndi cati ng that the covari ance matri x of orthonormal i zed
transformati on vari abl es i s consi stent wi th spheri ci ty (di agonal el ements
i denti cal and off-di agonal el ements zero i n the popul ati on). Si nce
spheri ci ty has been mai ntai ned we can use the standard (pool ed) ANOVA
Within-Subject Designs: Repeated Measures 6 - 21
SPSS Training
resul ts, and need not resort to al ternati ve (mul ti vari ate) or adjusted
(degree of freedom adjustment) tests. The Epsi l on secti on of the pi vot
tabl e provi des the degree of freedom modi fi cati on factor that shoul d be
appl i ed i f the spheri ci ty resul t were si gni fi cant. Let us take a bri ef l ook at
the mul ti vari ate resul ts.
Figure 6.21 Multivariate Tests
Remember these resul ts need not be vi ewed si nce spheri ci ty has been
mai ntai ned. Here the test i s whether al l of the contrast vari abl es
(representi ng vocabul ary score di fferences) are zero i n the popul ati on,
whi l e expl i ci tl y taki ng i nto account any correl ati on and vari ance
di fferences i n the contrast vari abl es. So i f spheri ci ty were vi ol ated these
resul ts coul d be used. Expl anati ons about the vari ous mul ti vari ate tests
were gi ven i n Chapter 5. The mul ti vari ate tests i ndi cate there are
vocabul ary score di fferences by grade.
Figure 6.22 Within-Subject Effects
Thi s tabl e contai ns the standard repeated measures output based on
summi ng the resul ts from each contrast, as wel l as spheri ci ty corrected
resul ts. I t shows the resul ts for (1) spheri ci ty assumed, and then (2)
Within-Subject Designs: Repeated Measures 6 - 22
SPSS Training
Greenhouse-Gei sser, (3) Huynh-Fel dt, and (4) Lower Bound adjustments.
The test resul t (spheri ci ty assumed) i s hi ghl y si gni fi cant, more so than
the mul ti vari ate test, whi ch i s what we expect i f spheri ci ty hol ds: the
pool ed test i s more powerful . Thus, we concl ude there are si gni fi cant
di fferences i n vocabul ary across grade l evel s.
Figure 6.23 Test of Contrasts
Si gni fi cant tests wi l l be performed on each of the contrast vari abl es
used to construct a repeated measure factor. Recal l that by defaul t,
pol ynomi al contrasts are used. Si nce the repeated measure factor i s ti me,
these contrasts test whether there are si gni fi cant l i near, quadrati c and
cubi c trends i n vocabul ary growth over ti me. Note that l i near and
quadrati c trends are si gni fi cant (the l i near contrast has a very l arge F
val ue), whi l e cubi c i s not. Thi s i s consi stent wi th the earl i er comment
that vocabul ary scores i ncrease over ti me, but the growth seemed to be
sl owi ng down.
Figure 6.24 Test of Between-Subjects Effects
There were no between-subject factors i n thi s study. I f there were,
the test resul ts for them woul d appear i n thi s secti on. There i s a test of
the i ntercept, or grand mean; thi s si mpl y tests whether the average of al l
vocabul ary scores i s equal to zero i n the popul ati on – not an i nteresti ng
hypothesi s to test.
Within-Subject Designs: Repeated Measures 6 - 23
SPSS Training
Figure 6.25 Transformation Matrix
The transformati on vari abl es are spl i t i nto two groups: one
correspondi ng to the average across the repeated measures factor, the
others defi ni ng the repeated measures factor. The coeffi ci ents for the
Average vari abl e are al l .5, meani ng each vari abl e i s wei ghted equal l y i n
creati ng the Average transformati on vari abl e. I f you wonder why the
wei ghts are not .25, recal l that normal i zati on requi res the sum of the
squared wei ghts to equal one. Turni ng to the transformed vari abl es that
represent the ti me effect, the three sets of coeffi ci ents are orthogonal
pol ynomi al s correspondi ng to l i near, quadrati c, and cubi c terms. Looki ng
at the fi rst we see that there i s a constant i ncrease (of about .447) i n the
val ue of the coeffi ci ents across the four grade l evel s. I n a si mi l ar way, the
second transformati on vari abl e has two si gn changes (negati ve to
posi ti ve, then posi ti ve to negati ve) over the grade l evel s; thi s consti tutes
a quadrati c effect. The SPSS Advanced Models manual has addi ti onal
i nformati on about the commonl y used transformati ons.
Recal l that the transformati ons are orthogonal ; you can veri fy thi s for
any pai r by mul ti pl yi ng thei r coeffi ci ents at each l evel of the factor and
summi ng these products. The sum shoul d be zero. For l i near and
quadrati c we can cal cul ate (-.671*.5 -.224*.5 +.224*.5 +.671*.5), whi ch i s
i ndeed zero.
Within-Subject Designs: Repeated Measures 6 - 24
SPSS Training
Figure 6.26 Transformation Matrix (M Matrix)
Si nce we ask for anal yses to compare mai n effects i n the Opti ons
di al og box, a new transformati on matri x i s used to create four vari abl es
equi val ent to the four grade l evel s: the i denti ty transformati on. Noti ce
thi s i s a separate anal ysi s after the others have been compl eted usi ng the
ori gi nal transformati on matri x.
Al so, note the esti mated margi nal means match the observed means
(thi s pi vot tabl e i s not shown).
Figure 6.27 Pairwise Test Results
Within-Subject Designs: Repeated Measures 6 - 25
SPSS Training
Each grade l evel mean i s tested agai nst every other; essenti al l y we
are performi ng al l pai rwi se tests wi th a Bonferroni correcti on. The
footnotes i ndi cate that each test i s performed at an adjusted l evel of
si gni fi cance usi ng a Bonferroni correcti on. Thus the probabi l i ty of
obtai ni ng one or more fal se posi ti ve resul ts i s .05. We fi nd i n our study
that the grade 8 (ti me 1) scores are si gni fi cantl y di fferent from al l the
others; grade 9 (ti me 2) i s di fferent from grade 8 and grade 11 (ti me 4);
grade 10 (ti me 3) i s di fferent from grade 8 and 11; whi l e grade 11 i s
si gni fi cantl y di fferent from grades 8, 9, and 10. Substi tuti ng Bonferroni
corrected pai red t tests for post hoc compari sons provi des a means to
i nvesti gate di fferences wi thi n a repeated measures factor.
The program wi l l al so run a mul ti vari ate ANOVA attempti ng to test
the pai rwi se compari sons si mul taneousl y; thi s i s of no i nterest to us.
Figure 6.28 Profile Plot of Means
Thi s pl ot (not real l y necessary si nce wi th one factor there can be no
i nteracti on) shows us how the mean of the vocabul ary scores i s i ncreasi ng
wi th grade l evel .
Within-Subject Designs: Repeated Measures 6 - 26
SPSS Training
Suppose we had some speci fi c hypothesi s about the grade l evel s that we
wi shed to test. For exampl e, i f we thought that the grade to grade
promoti on made a di fference i n the student’s vocabul ary score, we mi ght
want to test grade 8 versus grade 9; grade 9 versus grade 10; and grade
10 versus grade 11. The Contrast pushbutton provi des a vari ety of
pl anned compari sons and customi zed contrasts can be i nput usi ng
syntax.
Cl i ck the Di al og Recal l tool , then cl i ck Repeated
Measures
Cl i ck Define pushbutton
Cl i ck Contrasts pushbutton
Cl i ck Contrast drop-down arrow and sel ect Repeated
Cl i ck Change pushbutton
Figure 6.29 Requesting Planned Comparisons
PLANNED
COMPARISON
Repeated contrasts wi l l compare each category to the one adjacent.
Ri ght cl i ck on any contrast on the l i st to obtai n a bri ef descri pti on of i t.
The SPSS Advanced Models manual contai ns more detai l s. Al so be aware
that you can provi de custom contrasts usi ng the Speci al keyword i n
syntax.
Cl i ck Continue to process the contrasts
Cl i ck OK to run the anal ysi s
The command bel ow wi l l run the anal ysi s.
Within-Subject Designs: Repeated Measures 6 - 27
SPSS Training
GLM
grade8 grade9 grade10 grade11
/WSFACTOR = ti me 4 Repeated
/METHOD = SSTYPE(3)
/PLOT = PROFI LE( ti me )
/EMMEANS = TABLES(ti me) COMPARE ADJ(BONFERRONI )
/PRI NT = DESCRI PTI VE TEST(MMATRI X)
/CRI TERI A = ALPHA(.05)
/WSDESI GN = ti me .
The Wsfactor subcommand now requests that repeated contrasts be
used i n pl ace of the defaul t pol ynomi al s.
Agai n, most of the output i s i denti cal to the previ ous runs; we focus
on the contrast tests and the transformati on matri x.
Figure 6.30 Tests of Contrasts
We see that al l three contrasts are si gni fi cant at the .05 l evel . The
fi rst contrast, compari ng grade 8 to grade 9 has by far the greatest F
val ue. The second compares grade 9 to grade 10, and the thi rd compares
grade 10 to grade 11. These seem i nconsi stent wi th the pai rwi se tests we
just ran i n whi ch the grade 9 scores were not di fferent from the grade 10
scores. However, recal l that we performed Bonferroni correcti ons on those
tests and the second contrast (here wi th si gni fi cance l evel of .013) woul d
not be si gni fi cant we testi ng at the adjusted Bonferroni l evel (about .008).
I f you return to the pai rwi se anal ysi s you wi l l see the resul ts are qui te
cl ose.
To confi rm our understandi ng of the contrasts, we vi ew the
transformati on matri x.
Within-Subject Designs: Repeated Measures 6 - 28
SPSS Training
Figure 6.31 Transformation Matrix
We see the transformed vari abl es do compare each grade l evel to the
adjacent one. The transformed matri x i s very useful i n understandi ng
and veri fyi ng whi ch contrasts are bei ng performed. These contrasts are
not orthogonal , and woul d not be used wi thout modi fi cati on
(orthonormal i zati on) i n the spheri ci ty and pool ed si gni fi cance tests
appeari ng earl i er.
I n thi s chapter we revi ewed how repeated measures ANOVA di ffers from
between-group ANOVA and why i t i s used. Assumpti ons were di scussed
and an anal ysi s was run based on student vocabul ary scores measured
over ti me. A second anal ysi s appl i ed pl anned compari sons (a pri ori
contrasts) to a repeated measure anal ysi s.
SUMMARY
Between and Within-Subject ANOVA: (Split-Plot) 7 - 1
SPSS Training
Between and Within-Subject
ANOVA: (Split-Plot)
I n thi s chapter we wi l l expand upon the l ast chapter to i ncl ude both
between and wi thi n-subject factors i n one anal ysi s. We wi l l di scuss the
assumpti ons of thi s desi gn and show an exampl e. We wi l l al so expl ore the
i nteracti ons usi ng si mpl e effects.
We wi l l fi rst use the Expl ore command to exami ne the data and then run
the repeated measures ANOVA to do the basi c mi xed-model anal ysi s
(spl i t-pl ot) and l ook at i nformati on regardi ng the assumpti ons.
The data set we wi l l use i s the same data as we used i n Chapter 6,
contai ni ng vocabul ary test scores obtai ned from the same chi l dren over
four years (grades 8 through 11). However, i n thi s anal ysi s we wi l l use
the sex of the subject as a between-subject factor.
The term “mi xed model ” techni cal l y refers to ANOVA model s contai ni ng
fi xed and random factors. The desi gns we di scuss, where subject i s a
random effect, are a speci al case of the mi xed model . The common usage
of “mi xed model ” refers to desi gns wi th between and wi thi n-subject
factors.
M
any studi es, especi al l y experi mental work, i ncorporate both
between and wi thi n-subject factors. Wi thi n-subject factors wi l l
hopeful l y l ead to a more sensi ti ve anal ysi s, whi l e between-
subject factors are necessary i f any demographi c characteri sti cs are
i ncl uded or i f there i s reason to bel i eve there woul d be strong carry-over
effects. Mi xed model refers to a mi xture of between and wi thi n factors
and i s a di rect general i zati on of the wi thi n-subjects anal ysi s. These
desi gns are al so cal l ed spl i t-pl ot desi gns, the term taken from
agri cul tural experi ments i n whi ch a gi ven pl ot of l and woul d recei ve
si ngl e l evel of one treatment factor, but woul d be spl i t i nto subpl ots that
woul d recei ve al l treatment l evel s of a second factor. Thi s woul d yi el d
between-pl ot and wi thi n-pl ot factors equi val ent to the between and
wi thi n-subject effects we have covered. We wi l l di scuss the features and
assumpti ons of such anal ysi s and run an exampl e.
Chapter 7
Objective
Method
Data
Technical Note
INTRODUCTION
Between and Within-Subject ANOVA: (Split-Plot) 7 - 2
SPSS Training
I f we take the assumpti ons of wi thi n-subject anal yses as a starti ng poi nt,
normal i ty of the vari abl es and spheri ci ty when there are more than two
l evel s of a wi thi n-subject factor, mi xed model anal yses i nvol ve l i ttl e more.
Si nce there are mul ti pl e groups, the normal i ty of the vari abl es now
appl i es to the vari ati on wi thi n each group. Al so, homogenei ty of
covari ance matri ces i s assumed (thi s can be appl i ed to the ori gi nal
vari abl es or the transformed vari abl e – homogenei ty of one i mpl i es
homogenei ty of the other). Thi s combi nati on of assumpti ons, homogenei ty
and spheri ci ty, i s someti mes cal l ed compound symmetry.
We wi l l fi t a model wi th one between-subject factor (Sex) and one wi thi n-
subject factor (Ti me) wi th four l evel s. Thus for thi s anal ysi s the
spheri ci ty i ssue i s rel evant and wi l l be approached just as i t was i n
Chapter 6. Whi l e we deal wi th a si ngl e between and a si ngl e wi thi n-
subject factor, no addi ti onal assumpti ons are requi red to expand the
anal ysi s to handl e mul ti pl e factors of each type.
As before, we wi l l use the Expl ore procedure to exami ne the di stri buti on
of vocabul ary scores across grades and sex groups. Si nce we know from
Chapter 6 that there are changes i n vocabul ary scores over ti me (grades),
we wi l l focus on the compari son of the two sex groups. Thi s wi l l provi de
some i ndi cati on of normal i ty and homogenei ty of the vocabul ary scores.
Cl i ck File..Open..Data
Move to the c:\ Train\ Anova di rectory
Sel ect SPSS Portable (.por) from the Fi l es of Type drop-down
l i st
Doubl e-cl i ck on vocab
Figure 7.1 Data from Vocabulary Study
ASSUMPTIONS
OF MIXED
MODEL ANOVA
PROPOSED
ANALYSIS
A LOOK AT THE
DATA
Between and Within-Subject ANOVA: (Split-Plot) 7 - 3
SPSS Training
Cl i ck Analyze..Descriptive Statistics..Explore
Move Grade8, Grade9, Grade10, and Grade 11 i nto the
Dependent l i st box.
Move Sex i nto the Factors box
Figure 7.2 Explore Dialog Box
Cl i ck on the Statistics pushbutton
Make sure that the Descriptives checkbox i s the onl y one
sel ected
Figure 7.3 Explore Statistics Dialog Box
Cl i ck on Continue to process the Stati sti cs choi ces
Cl i ck on the Plots pushbutton
Veri fy that the Factor levels together opti on i s sel ected.
Veri fy that the Stem-and-leaf checkbox i s checked
Cl i ck Normality plots with tests checkbox
Sel ect Power Estimation opti on button i n Spread vs. Level wi th
Levene Test area
Between and Within-Subject ANOVA: (Split-Plot) 7 - 4
SPSS Training
Figure 7.4 Explore Plots Dialog Box
Cl i ck on Continue to process the Pl ots choi ces
Cl i ck on OK to run the EXPLORE procedure.
The syntax command bel ow wi l l run the anal ysi s.
EXAMI NE
VARI ABLES=grade8 grade9 grade10 grade11 BY sex
/PLOT BOXPLOT STEMLEAF NPPLOT SPREADLEVEL
/COMPARE GROUP
/STATI STI CS DESCRI PTI VES
/CI NTERVAL 95
/MI SSI NG LI STWI SE
/NOTOTAL.
Normal i ty tests and pl ots are generated by the Nppl ot keyword and
homogenei ty tests are due to the Spreadl evel keyword on the Pl ot
subcommand.
Figure 7.5 Descriptives for Grade 8 Males
Between and Within-Subject ANOVA: (Split-Plot) 7 - 5
SPSS Training
Figure 7.6 Stem and Leaf for Grade 8 Males
Figure 7.7 Descriptives for Grade 8 Females
Figure 7.8 Stem and Leaf for Grade 8 Females
Between and Within-Subject ANOVA: (Split-Plot) 7 - 6
SPSS Training
Noti ce that the range for 8
th
grade mal es i s about hal f the range for
femal es, but the i nterquarti l e ranges are about the same. Thi s i s due i n
part to an outl i er among the femal es. Whi l e not shown, the vocabul ary
scores of the femal es were consi stent wi th the normal di stri buti on usi ng
the Shapi ro-Wi l ks cri teri on, whi l e the mal es showed a si gni fi cant
departure from normal i ty.
Figure 7.9 Box Plots for Grade 8 Scores
The medi ans for the sex groups are very si mi l ar and the vari ati on i n
the femal e group seems greater. Despi te appearances i n the pl ot, the 8
th
grade sex groups do not show si gni fi cant di fferences i n vari ati on of test
scores as evi denced by the Levene homogenei ty test (not shown).
Figure 7.10 Descriptives for Grade 11 Males
Between and Within-Subject ANOVA: (Split-Plot) 7 - 7
SPSS Training
Figure 7.11 Stem and Leaf for Grade 11 Males
Figure 7.12 Descriptives for Grade 11 Females
Figure 7.13 Stem and Leaf for Grade 11 Females
Between and Within-Subject ANOVA: (Split-Plot) 7 - 8
SPSS Training
Most of the summary stati sti cs are si mi l ar for mal es and femal es i n
the grade 11
th
grade. The normal i ty tests (not shown) i ndi cate that the
scores for mal es, but not femal es, are consi stent wi th normal di stri buti on.
Figure 7.14 Box Plots for Grade 11
Once agai n, the medi ans are very cl ose and there are a few outl i ers.
The Levene test (not shown) i ndi cated that the sex popul ati ons do not
di ffer i n vari ance on 11
th
grade vocabul ary scores.
The di stri buti on of vocabul ary scores wi thi n sex group was consi stent
wi th the normal for 9
th
and 10
th
grade, the onl y excepti on bei ng 10
th
grade
femal es. Nei ther grade departed from homogenei ty of vari ance between
sex groups. (These resul ts are not shown.)
Overal l , the data l ook good as far as homogenei ty i s concerned, and the
departures from normal i ty are not dramati c. I f we had access to the
ori gi nal test sheets, we mi ght want to check the accuracy of the scores for
the outl i ers. We wi l l proceed wi th the mi xed-model ANOVA.
Cl i ck Analyze..General Linear Model..Repeated Measures
Repl ace factor1 wi th Time i n the Within-Subject Factor
Name text box
Press Tab and type 4 i n the Number of Levels text box
Cl i ck Add pushbutton
9
th
and 10
th
Grades
SUMMARY OF
EXPLORE
SPLIT-PLOT
ANALYSIS
Between and Within-Subject ANOVA: (Split-Plot) 7 - 9
SPSS Training
Figure 7.15 Define Factors Dialog Box
Cl i ck Define pushbutton
I n the Repeated Measures di al og box, cl i ck and drag Grade8,
Grade9, Grade10, and Grade 11 to the Within-Subject
Variables l i st box.
Move Sex i nto the Between-Subjects Factors l i st box
Figure 7.16 Between and Within-Subject Factors Defined
Cl i ck Contrasts pushbutton
Between and Within-Subject ANOVA: (Split-Plot) 7 - 10
SPSS Training
Sel ect time i n the Factors: l i st box
Sel ect Repeated from the Contrast drop-down l i st
Cl i ck Change button
Veri fy Sex i s set to none for the contrast
Figure 7.17 Contrasts Dialog Box
Repeated contrasts wi l l compare each factor l evel wi th the one
fol l owi ng i t. Thus wi th four ti me l evel (8, 9, 10 and 11), the three
repeated contrasts compare 8
th
to 9
th
, 9
th
to 10
th
, and 10
th
to 11
th
grades,
respecti vel y.
Cl i ck Continue to process the Contrast changes
Cl i ck Options pushbutton
I ndi vi dual l y move Sex and Time i nto the Display Means for
l i st box
Cl i ck the Compare Main Effects checkbox
Cl i ck Descriptive statistics, Transformation matrix, and
Homogeneity tests opti on buttons
Between and Within-Subject ANOVA: (Split-Plot) 7 - 11
SPSS Training
Figure 7.18 Options Dialog Box
Cl i ck on Continue to process the Opti ons requests
Cl i ck on OK to run the anal ysi s
Besi des descri pti ve stati sti cs, we request esti mated margi nal means
(whi ch equal the observed means si nce we are fi tti ng a ful l model ) for
each of the factors. Si nce there are several groups i nvol ved i n the
anal ysi s, we ask for homogenei ty of vari ance tests. We al so request
pai rwi se compari sons for sex and ti me wi th no adjustement (LSD (none)).
Si nce sex has onl y two l evel s, pai rwi se tests are not needed.
We wi l l proceed wi th the anal ysi s. The GLM command shown bel ow
wi l l produce thi s anal ysi s (obtai ned by cl i cki ng the Di al og Recal l tool
, then Repeated Measures, and the Paste pushbutton)
Between and Within-Subject ANOVA: (Split-Plot) 7 - 12
SPSS Training
Figure 7.19 Syntax for This Analysis
The four vocabul ary vari abl es form the basi s of the ti me factor.
Esti mated margi nal means wi l l be computed for the sex and ti me mai n
effects. The Pri nt subcommand requests that descri pti ve stati sti cs, the
transformati on matri x (TEST(MMATRI X)) and homogenei ty test
summari es appear. The Wsdesi gn subcommand decl ares ti me as the onl y
repeated measure factor i n the model ; si mi l arl y sex (see Desi gn
subcommand) i s the onl y between-subject factor.
Figure 7.20 Factors in the Analysis
EXAMINING
RESULTS
The factors i n the anal ysi s are l i sted al ong wi th the sampl e si zes for
the between-subject factor.
Between and Within-Subject ANOVA: (Split-Plot) 7 - 13
SPSS Training
Figure 7.21 Descriptive Statistics
Subgroup means appear separatel y for each of the repeated measure
vari abl es.
Al though they do not appear together i n the output, we wi l l fi rst exami ne
resul ts pertai ni ng to the assumpti ons of the anal ysi s. Concerni ng
homogenei ty of vari ance, the program provi des Box’s M stati sti c and
Levene’s test. Box’s M i s a mul ti vari ate stati sti c testi ng whether the
vari ance-covari ance matri ces composed of the four repeated measures
vari abl es are equal across the between-subject factor subgroup
popul ati ons (mul ti vari ate homogenei ty). Levene’s test i s uni vari ate and
tests homogenei ty of vari ance for each of the four repeated measure
vari abl es separatel y (uni vari ate homogenei ty).
Figure 7.22 Box’s M Test of Homogeneity
TESTS OF
ASSUMPTIONS
Between and Within-Subject ANOVA: (Split-Plot) 7 - 14
SPSS Training
Box’s M i s not si gni fi cant (si gni fi cance val ue i s .158), i ndi cati ng that
the data are consi stent wi th the hypothesi s of homogenei ty of covari ance
matri ces (based on the four repeated measures vari abl es) across the
popul ati on subgroups.
Figure 7.23 Levene’s Test of Homogeneity
Not surpri si ngl y, the resul ts of Levene’s test are consi stent wi th Box’s
M. Box’s M test has the advantage of bei ng a si ngl e mul ti vari ate test.
However, Box’s M test i s sensi ti ve to both homogenei ty and normal i ty
vi ol ati ons, whi l e Levene’s i s rel ati vel y i nsensi ti ve to l ack of normal i ty.
Si nce homogenei ty of vari ance vi ol ati ons are general l y more probl emati c
for ANOVA, Levene’s test i s useful .
Si nce the wi thi n-subject factor (Ti me) has more than two l evel s, we wi l l
test for the spheri ci ty assumpti on. As di scussed i n Chapter 6, i f the
assumpti on i s met the usual averaged F tests are correct and are the test
of choi ce. I f spheri ci ty condi ti ons are not met, several choi ces are
avai l abl e: mul ti vari ate tests may be used, correcti ons to the averaged F
test can be made (Greenhouse-Gei sser, Huynh-Fel dt, etc.), or more
compl i cated deci si on rul es may be appl i ed (Looney & Stanl ey, 1989). We
now vi ew the spheri ci ty test resul ts.
Figure 7.24 Mauchly’s Sphericity Test
SPHERICITY
The Mauchl y test shows no evi dence of spheri ci ty vi ol ati ons and the
Greenhouse-Gei sser and Huynh-Fel dt degree of freedom adjustments are
cl ose to or equal to one. Thi s resul t i ndi cates we can proceed di rectl y to
Between and Within-Subject ANOVA: (Split-Plot) 7 - 15
SPSS Training
the averaged F tests for effects i nvol vi ng Ti me. However for compari son
purposes, we wi l l al so vi ew the mul ti vari ate tests.
Figure 7.25 Multivariate Tests MULTIVARIATE
TESTS
INVOLVING TIME
As expected from the anal ysi s i n Chapter 6, there are si gni fi cant
di fferences i n vocabul ary scores over ti me. I n addi ti on, there i s a
si gni fi cant i nteracti on between Sex and Ti me. Thi s can be phrased i n two
ways; the popul ati on sex di fference i s not uni form across grades, or the
trend over ti me i s not i denti cal for the two sex popul ati ons.
Figure 7.26 Between-Subjects Tests
TESTS OF
BETWEEN-
SUBJECT
FACTORS
The Repeated Measures procedure al so presents the tests for the
between-subject factors, i n thi s case Sex. There i s no si gni fi cant
di fference i n overal l vocabul ary score between the femal es and mal es
(si gni fi cance val ue i s .101).
Between and Within-Subject ANOVA: (Split-Plot) 7 - 16
SPSS Training
Figure 7.27 F Tests
AVERAGED F
TESTS
INVOLVING TIME
The averaged F tests i ndi cate a si gni fi cant effect of ti me and a sex by
ti me i nteracti on. Here we vi ew onl y the test resul ts l abel ed “spheri ci ty
assumed” si nce the spheri ci ty assumpti on was met.
Figure 7.28 Repeated Measures Contrasts
As we saw i n Chapter 6, the contrasts show that there are si gni fi cant
di fferences between each pai r of grades on the vocabul ary scores.
However, the onl y si gni fi cant sex by ti me i nteracti on term i nvol ves
grades 8 and 9. Thus the i nteracti on between sex and ti me centers on
these two grades. The means i nvol vi ng both sex and ti me (see Fi gure
7.21) can be exami ned for more detai l .
Between and Within-Subject ANOVA: (Split-Plot) 7 - 17
SPSS Training
Figure 7.29 Transformation Matrix
Thi s i s shown onl y to veri fy that the repeated contrasts were used.
Figure 7.30 Pairwise Comparisons Involving Time
Pai rwi se compari sons appear for both sex and ti me. Si nce there are
onl y two sex groups, the pai rwi se compari sons tel l us no more than the
overal l mai n effect, and so are not of i nterest (not shown). The pai rwi se
Between and Within-Subject ANOVA: (Split-Plot) 7 - 18
SPSS Training
compari sons i nvol vi ng ti me (wi th no adjustment due to the number of
tests performed) are al l si gni fi cant.
The spheri ci ty assumpti on appl i es to al l wi thi n-subject factors wi th more
than two l evel s. I n such desi gns Repeated Measures wi l l perform
spheri ci ty tests for the appropri ate wi thi n-subject factors and rel evant
i nteracti ons (effects i nvol vi ng wi thi n-subject i nteracti ons). The approach
taken above appl i es to these si tuati ons as wel l .
A techni que that can be used to expl ore i nteracti ons i nvol ves si mpl e
effects, that i s, l ooki ng at the di fferences i n one factor wi thi n a si ngl e
l evel of a second factor. For exampl e, an i nteracti on mi ght be cl ari fi ed by
a factor showi ng a si gni fi cant di fference at one l evel of a second factor
whi l e showi ng no di fference at a second l evel . Bel ow we run si mpl e effects
exami ni ng sex di fferences wi thi n each grade and al so exami ne ti me
di fferences wi th each sex group. Typi cal l y, both anal yses woul d not be
run, but we wi sh to demonstrate how to set them up.
Wi thi n the SPSS Uni vari ate (Uni anova) or Repeated Measures
(GLM) procedures, the method to obtai n si mpl e effects i nvol ves
requesti ng the esti mated margi nal means tabl e for the two factors
i nvol ved, and then obtai ni ng tests on the factor of i nterest, appl i ed to the
means tabl e. For exampl e, i f we want tests performed on the ti me factor
wi thi n each sex group, we need to request tests on the ti me factor, based
on the sex-by-ti me tabl e of esti mated margi nal means. Currentl y, thi s
anal ysi s cannot be run di rectl y from the Uni vari ate and Repeated
Measures di al og boxes, but i nvol ves onl y a mi nor change to syntax pasted
from the di al ogs. To demonstrate, we fi rst return to the Repeated
Measures di al og box.
Cl i ck the Di al og Recal l tool , and then cl i ck Repeated
Measures
Cl i ck the Define pushbutton
Cl i ck the Options pushbutton
Move sex*time i nto the Display Means for l i st box
ADDITIONAL
WITHIN-SUBJECT
FACTORS AND
SPHERICITY
EXPLORING THE
INTERACTION -
SIMPLE EFFECTS
Between and Within-Subject ANOVA: (Split-Plot) 7 - 19
SPSS Training
Figure 7.31 Requesting the Sex by Time Table
We have requested esti mated margi n means for the sex*ti me tabl e
and must l ater i ndi cate the tests we want performed. We coul d have
dropped the means di spl ay and mai n effects compari son for the
i ndi vi dual factors, sex and ti me, but wi l l keep them to better i l l ustrate
the changes we must make concerni ng the sex*ti me tabl e.
Cl i ck Continue
Cl i ck Paste pushbutton
Between and Within-Subject ANOVA: (Split-Plot) 7 - 20
SPSS Training
Figure 7.32 Syntax for Repeated Measures Analysis
There are three EMMEANS (esti mated margi nal means)
subcommands. The fi rst two, i nvol vi ng the sex, and ti me tabl es, contai n
the COMPARE keyword. I t requests that mai n- or si mpl e mai n-effect
tests (dependi ng on how many factors are speci fi ed under TABLES) and
pai rwi se compari sons be performed. Pai rwi se tests can be adjusted usi ng
Bonferroni or Si dak adjustments, but, by defaul t, no adjustment (LSD) i s
made. Our task i s to obtai n these tests for ti me wi thi n the sex*ti me tabl e.
We must add the COMPARE keyword referenci ng one of the factors to
the /EMMEANS subcommand that contai ns the sex*ti me tabl e.
Type COMPARE (SEX) at the end of the /EMMEANS =
TABLES (sex*ti me) l i ne
Copy and paste the modi fi ed /EMMEANS = TABLES (sex*ti me)
l i ne just bel ow the ori gi nal
Change COMPARE (SEX) to COMPARE (TIME) i n the second
/EMMEANS = TABLES (sex*ti me) subcommand
Between and Within-Subject ANOVA: (Split-Plot) 7 - 21
SPSS Training
Figure 7.33 Syntax Requesting Tests for Simple Effects
Now si gni fi cance tests wi l l be appl i ed to the sex factor and then to the
ti me factor, each performed wi thi n every l evel of the other factor, based
on the sex-by-ti me tabl e of esti mated margi nal means. Si nce the tabl e
i nvol ves more than one factor, the tests wi l l be run separatel y at each
l evel of the other factor(s). Thi s l ogi c can be extended to addi ti onal
factors, so you can perform si mpl e effect tests on one factor wi thi n a tabl e
i nvol vi ng more than two factors.
Note that we do not need the esti mated margi nal means and tests for
the i ndi vi dual factors sex and ti me (/EMMEANS subcommands
contai ni ng TABLES(SEX) and TABLES(TI ME)) and these subcommands
coul d be removed. They were l eft i n the “Di spl ay means for” l i st box i n
the Repeated Measures Opti ons di al og so we coul d see the syntax needed
to request the tests.
Cl i ck Run..Current to run the anal ysi s
Most of the resul ts are i denti cal to those vi ewed earl i er. Here we
focus on the summari es i nvol vi ng si mpl e effects.
Scrol l down to the first Sex * Time secti on under Esti mated
Margi nal Means headi ng
Between and Within-Subject ANOVA: (Split-Plot) 7 - 22
SPSS Training
Figure 7.34 Estimated Marginal Means
The si mpl e effects anal ysi s wi l l be based on thi s tabl e. Even i f a more
compl ex model were bei ng anal yzed, say wi th three or four between-
subject factors, then the si mpl e effects anal ysi s of a two-factor
i nteracti on, woul d be based on the esti mated means tabl e i nvol vi ng the
two factors of i nterest.
Figure 7.35 Pairwise Comparisons of Sex within Grade Levels (Time)
Recal l that the COMPARE keyword on the /EMMEANS subcommand
wi l l produce both overal l tests and pai rwi se compari sons for the speci fi ed
factor. The Pai rwi se Compari sons tabl e presents for each l evel of the ti me
factor (whi ch represent grades 8, 9, 10 and 11), the femal e-mal e
Between and Within-Subject ANOVA: (Split-Plot) 7 - 23
SPSS Training
compari son. Because there are onl y two l evel s to sex, there i s onl y one
uni que compari son at each grade l evel . However, for factors wi th more
than two l evel s, al l pai rwi se compari sons woul d appear.
Exami ni ng the compari sons, we see that onl y at ti me 2 (9
th
grade)
was there a si gni fi cant di fference between mal es and femal es. Thus we
can descri be the nature of the sex by ti me i nteracti on: there are no
si gni fi cant di fferences between mal es and femal es i n vocabul ary scores
except i n the 9
th
grade.
Figure 7.36 Univariate Tests (Simple Effects)
I n addi ti on to the si mpl e pai rwi se compari sons, overal l si mpl e effect
tests are presented. As the capti on i ndi cates, each F test represents a test
of the si mpl e effect of sex wi thi n a grade l evel (ti me). Si nce sex has onl y
two l evel s, these tests match the pai rwi se resul ts vi ewed above, whi ch
were al ready di scussed. However, for a factor wi th more than two l evel s,
thi s summary woul d present an overal l test of a factor wi thi n each l evel
of the second factor.
Now we exami ne the i nteracti on questi on usi ng si mpl e effects of ti me
wi thi n each sex group.
Scrol l down to the second Sex * Time secti on under Esti mated
Margi nal Means headi ng
Between and Within-Subject ANOVA: (Split-Plot) 7 - 24
SPSS Training
Figure 7.37 Pairwise Comparisons for Time Performed Separately for
Males and Females (Complete Table Not Shown)
Mul ti pl e compari sons of the grade l evel s are done separatel y for
femal es and the mal es (l evel s of the sex factor). A capti on appears at the
bel ow the tabl e (not shown) i ndi cati ng that the compari sons are based on
the esti mated margi nal means. Al l grade (ti me) compari sons are
si gni fi cant for the mal es, whi l e al l but two (9
th
versus 10
th
, and 10
th
versus
11
th
) are si gni fi cant for femal es. Thus mal es show a si gni fi cantl y i ncrease
i n vocabul ary scores at each grade l evel , whi l e femal es di dn’t show
si gni fi cant change from 9
th
to 10
th
or 10
th
to 11
th
grades. Femal es and
mal es thus show di fferent patterns of vocabul ary change over ti me, whi ch
i s the basi s of the i nteracti on.
I n thi s way, understandi ng of a two-way i nteracti on can be i mproved
by exami ni ng the si mpl e effects of ei ther factor. A pl ot i s al so hel pful
(shown l ater).
Between and Within-Subject ANOVA: (Split-Plot) 7 - 25
SPSS Training
Figure 7.38 Multivariate Tests (Simple Effects)
When exami ni ng the si mpl e effects of sex wi thi n grade, overal l F
tests were presented i n the “Uni vari ate Tests” tabl e. Thi s wi l l be the case
for si mpl e effects of any between-subject factor. Mul ti vari ate tests are
used to perform overal l tests of si mpl e effects for wi thi n-subject factors.
Mul ti vari ate tests are used to avoi d compl i cati ons that woul d occur i f
Bonferroni or Si dak correcti ons were requested and spheri ci ty were
vi ol ated. However, thi s means that when the spheri ci ty assumpti on
hol ds, whi ch i s the case here, the si mpl e effects test used (mul ti vari ate
test) i s not the most powerful test. We fi nd that there are si gni fi cant
overal l grade di fferences i n vocabul ary scores for both mal es and femal es.
I n thi s i nstance the overal l test sheds l ess l i ght on the nature of the
i nteracti on than di d the pai rwi se compari sons. For thi s reason, i t i s
useful to exami ne both resul ts.
Profi l e pl ots, seen earl i er i n the course, provi de a means of vi sual i zi ng a
two- or three-factor i nteracti on. We wi l l request a pl ot of vocabul ary
means for the grade and sex groups.
Cl i ck the Di al og Recal l tool , and then cl i ck Repeated
Measures
Cl i ck the Define pushbutton
Cl i ck Plots pushbutton
Move time i nto the Horizontal Axis box
Move sex i nto the Separate Lines box
Cl i ck Add pushbutton
GRAPHING THE
INTERACTION
Between and Within-Subject ANOVA: (Split-Plot) 7 - 26
SPSS Training
Figure 7.39 Requesting a Profile Plot
Cl i ck Continue, and then OK
Figure 7.40 Profile Plot of Vocabulary Scores Across Grades for Males
and Females
The pl ot of the esti mated margi nal means (here i denti cal to the
observed means) shows the steady i ncrease i n vocabul ary score over ti me
for the mal es. I n compari son, the femal es show a sharper i ncrease from
grade 8 to grade 9, and more gradual i ncreases i n the l ater grades. The
greatest di fference between mal es and femal es occurs i n grade 9. These
patterns, as you woul d expect, are consi stent wi th the si mpl e effects tests
we performed earl i er.
More Split-Plot Design 8 - 1
SPSS Training
More Split-Plot Design
Understand the i ssues i nvol ved wi th more compl ex spl i t-pl ot anal yses.
Use GLM to run a between- and wi thi n-subject anal ysi s (spl i t-pl ot)
i nvol vi ng mul ti pl e between- and mul ti pl e wi thi n-subject factors.
A marketi ng study i n whi ch di fferent groups of subjects (groups based on
sex and current brand used) rated di fferent brands before and after
vi ewi ng a commerci al . The ai m of the anal ysi s was to determi ne i f rati ngs
i mproved for a speci fi c brand and whether thi s rel ated to sex or brand
used.
T
he exampl e i n thi s chapter wi l l i nvol ve a more compl ex anal ysi s,
but wi l l be done wi th fewer vari ati ons. A marketi ng experi ment
was devi sed to eval uate whether vi ewi ng a commerci al produces
i mproved rati ngs for a speci fi c brand. Rati ngs on three brands (on a 1 to
10 scal e, where 10 i s the hi ghest rati ng) were obtai ned from subjects
before and after vi ewi ng the commerci al . Si nce the hope was that the
commerci al woul d i mprove rati ngs of onl y one brand (A), researchers
expected a si gni fi cant brand by pre-post commerci al i nteracti on (onl y
brand A rati ngs woul d change). I n addi ti on, there were two between-
group factors: sex and brand used by subject. Thus the study had four
factors overal l : sex, brand used, brand rated, and pre-post commerci al .
We vi ew the data bel ow.
Chapter 8
Objective
Method
Data
INTRODUCTION:
AD VIEWING
WITH PRE-POST
BRAND RATINGS
More Split-Plot Design 8 - 2
SPSS Training
Cl i ck File..Open..Data (move to the c:\Trai n\Anova di rectory i f
necessary)
Cl i ck SPSS Portable(*.por) i n the Fi l es of Type drop-down l i st
Doubl e-cl i ck on brand
Figure 8.1 Data from the Brand Study
SETTING UP THE
ANALYSIS
Sex and user are the between-subject factors. The next si x vari abl es
pre_a to post_c contai n the three brand rati ngs before and after vi ewi ng
the commerci al .
Cl i ck Analyze..General Linear Model..Repeated Measures
Repl ace factor1 wi th prepost i n the Within-Subject Factor
Name text box
Press Tab and type 2 i n the Number of Levels text box
Cl i ck Add pushbutton
Type brand i n the Within-Subject Factor Name text box
Press Tab and type 3 i n the Number of Level s text box
Cl i ck the Add pushbutton
Cl i ck the Measure pushbutton
Type rating i n the Measure Name text box
Cl i ck the Add pushbutton i n the Measure Name area
More Split-Plot Design 8 - 3
SPSS Training
Figure 8.2 Two Within-Subject Factors Declared
SPSS now expects vari abl es that compri se two wi thi n-subject factors.
The order you name the factors onl y matters i n that SPSS wi l l order the
factor l evel s l i st i n the next di al og so that the l ast factor named here has
i ts l evel s change most rapi dl y. Therefore dependi ng on how your
vari abl es are ordered i n the data, some factor orders make the l ater
decl arati ons easi er.
Cl i ck the Define pushbutton
More Split-Plot Design 8 - 4
SPSS Training
Figure 8.3 Repeated Measures Dialog with Two Factors
Both prepost and brand are l i sted as wi thi n-subject factors. There are
si x rows, so every possi bl e combi nati on of l evel s between the two factors
i s represented. Noti ce that the brand l evel changes fi rst goi ng down the
l i st. Thi s was due to defi ni ng brand l ast i n the Repeated Measures Defi ne
Factor di al og. Defi ni ng the factors i n an order consi stent wi th the order of
vari abl es i n your data fi l e makes thi s step easi er.
Move the fol l owi ng vari abl es i nto the Within-Subjects
Variables l i st i n the order gi ven: pre_a pre_b pre_c
post_a post_b post_c
Move sex and user i nto the Between-Subjects Factors l i st box
More Split-Plot Design 8 - 5
SPSS Training
Figure 8.4 Between and Within-Subject Factors Defined
We can proceed wi th the anal ysi s, but fi rst l et us request some
opti ons.
Cl i ck the Options pushbutton
Cl i ck the Descriptives checkbox
I ndi vi dual l y move sex, user, prepost, and brand i nto the
Display Means for l i st box
Cl i ck the Homogeneity check box
More Split-Plot Design 8 - 6
SPSS Training
Figure 8.5 Options Dialog Box
Besi des the descri pti ve stati sti cs, we request esti mated margi nal
means (whi ch equal observed means si nce we are fi tti ng a ful l model ) for
each of the factors. Si nce there are several groups i nvol ved i n the
anal ysi s, we ask for homogenei ty of vari ance tests.
We wi l l proceed wi th the anal ysi s. Contrasts can be appl i ed to any
factors i n the same way as we have done earl i er.
Cl i ck Continue to process the opti ons
Cl i ck OK to run the anal ysi s
The command syntax bel ow wi l l produce thi s anal ysi s.
More Split-Plot Design 8 - 7
SPSS Training
Figure 8.6 Syntax to Run Analysis
Vari abl es whi ch compri se the repeated-measures factors precede the
BY keyword and the between-subject factors fol l ow i t. Noti ce the repeated
measure vari abl es are ordered so that brand l evel s change fi rst and
brand i s menti oned l ast i n the WSFACTOR subcommand. Thi s order i s
cri ti cal for the anal ysi s, so care must be taken when runni ng from syntax.
The l evel s of each repeated measures factor are gi ven and pol ynomi al
contrasts (here uni nteresti ng) are used. We requested esti mated
margi nal means for each of the factors. The PRI NT subcommand wi l l
di spl ay the descri pti ve stati sti cs and the homogenei ty tests.
Figure 8.7 Factors in the Analysis
EXAMINING
RESULTS
More Split-Plot Design 8 - 8
SPSS Training
The factors i n the anal ysi s are l i sted al ong wi th the sampl e si zes for
the between-subject factor groups.
Figure 8.8 Descriptive Statistics (Beginning)
Subgroup means appear separatel y for each repeated measure
vari abl e. Means for the repeated measures factors can be seen i n the
esti mated margi nal means pi vot tabl es, or vi ewed i n profi l e pl ots.
Al though they do not appear together i n the output, we fi rst exami ne
some assumpti ons of the anal ysi s. Concerni ng homogenei ty of vari ance,
the program provi des Box’s M stati sti c and Levene’ test. Box’s M i s a
mul ti vari ate stati sti c testi ng whether the vari ance-covari ance matri ces
composed of the si x repeated measures vari abl es are equal across the
between-subject factor subgroup popul ati ons. Levene’s test i s uni vari ate
and tests for homogenei ty across subgroup popul ati ons for each of the si x
repeated measure vari abl es separatel y.
TESTS OF
ASSUMPTIONS
More Split-Plot Design 8 - 9
SPSS Training
Figure 8.9 Box’s M Test of Homogeneity
Box’s M test i s not si gni fi cant, i ndi cati ng that the data are consi stent
wi th the assumpti on of homogenei ty of covari ance matri ces (based on the
si x repeated measures vari abl es) across the popul ati on subgroups.
Figure 8.10 Levene’s Test of Homogeneity
Not surpri si ngl y, the resul ts of Levene’s test are consi stent wi th Box’s
M. Box’s test i s sensi ti ve to both homogenei ty and normal i ty vi ol ati ons,
whi l e Levene’s i s rel ati vel y i nsensi ti ve to l ack of normal i ty. Si nce
homogenei ty of vari ance vi ol ati ons are general l y more probl emati c for
ANOVA, the Levene’s test i s useful .
More Split-Plot Design 8 - 10
SPSS Training
Now l et us exami ne the spheri ci ty assumpti on si nce thi s determi nes
whether we si mpl y vi ew the pool ed ANOVA resul ts, or move to
mul ti vari ate or degree of freedom adjusted resul ts.
Figure 8.11 Sphericity Tests
Noti ce no spheri ci ty test i s appl i ed to the prepost factor. Thi s i s
because i t has onl y two l evel s, so onl y one di fference vari abl e i s created,
and there i s no pool i ng of effects. The spheri ci ty test for brand i s not
si gni fi cant (Si g. = .832), nor i s the spheri ci ty test for the brand by prepost
i nteracti on (Si g. = .975). Thus the data are consi stent wi th spheri ci ty. As
a resul t we wi l l not vi ew the mul ti vari ate test resul ts or the adjusted
pool ed resul ts (Huynh-Fel dt, etc.), and i nstead focus on the standard
(averaged) resul ts.
More Split-Plot Design 8 - 11
SPSS Training
Figure 8.12 Within-Subject Tests
ANOVA RESULTS
Note that this table has been edited in Pivot Table Editor (epsilon
corrected results with sphericity assumed were placed in the top layer) to
display only these results.
Thi s tabl e contai ns al l tests that i nvol ve a wi thi n-subject factor; those
i nvol vi ng onl y between-subject effects appear l ater. Looki ng at the
si gni fi cance (Si g.) col umn, we see a hi ghl y si gni fi cant di fference for pre-
post commerci al and a brand by user i nteracti on. The brand by pre-post
commerci al effect i s not si gni fi cant, i ndi cati ng that al though the
commerci al may have shi fted rati ngs (pre-post commerci al i s si gni fi cant)
i t di d not di fferenti al l y i mprove the rati ng of brand A, whi ch was the ai m
of the commerci al . We wi l l vi ew the means and profi l e pl ots to
understand the si gni fi cant effects.
We wi l l not vi ew the mul ti vari ate resul ts or the degree of freedom
corrected (appropri ate i f spheri ci ty i s vi ol ated) resul ts. Nor wi l l we
exami ne the tests of speci fi c contrasts si nce we had no pl anned contrasts
and the pol ynomi al contrasts over brand categori es make no conceptual
sense.
Note
More Split-Plot Design 8 - 12
SPSS Training
Figure 8.13 Between-Subjects Tests
Of the between-subjects effects, onl y sex shows a si gni fi cant
di fference. Let us take a l ook at some of the means.
Figure 8.14 Means for Sex and Pre-Post Commercial
We see mal es gi ve hi gher rati ngs than femal es and the post-
commerci al rati ngs are hi gher than the pre-commerci al rati ngs. I t seems
that the commerci al was a success, but a success for al l brands, not just
brand A as hoped.
More Split-Plot Design 8 - 13
SPSS Training
To better vi ew the i nteracti on between user (brand used) and brand
(brand rated) we request a profi l e pl ot
Cl i ck the Di al og Recal l tool , then sel ect Repeated
Measures
Cl i ck Define pushbutton
Cl i ck Plots pushbutton
Move user i nto the Horizontal Axis l i st box
Move brand i nto the Separate Lines l i st box
Cl i ck Add pushbutton
Figure 8.15 Requesting a Profile Plot
PROFILE PLOTS
As many as three factors can be di spl ayed i n a profi l e pl ot, and so up
to a three-way i nteracti on can be exami ned. Note that mul ti pl e profi l e
pl ots can be requested, whi ch al l ows for many vi ews of your data.
Cl i ck Continue to process the pl ot request
Cl i ck OK to run the anal ysi s
The command bel ow wi l l produce the profi l e pl ot.
More Split-Plot Design 8 - 14
SPSS Training
GLM
Pre_a pre_b pre_c post_a post_b post_c BY sex user
/WSFACTOR = prepost 2 Pol ynomi al brand 3 Pol ynomi al
/MEASURE = rati ng
/METHOD = SSTYPE(3)
/PLOT = PROFI LE(user*brand)
/EMMEANS = TABLES(sex)
/EMMEANS = TABLES(user)
/EMMEANS = TABLES(prepost)
/EMMEANS = TABLES(brand)
/PRI NT = DESCRI PTI VES HOMOGENEI TY
/CRI TERI A = ALPHA(.05)
/WSDESI GN
/DESI GN .
The Pl ot subcommand requests a profi l e pl ot of user by brand.
Figure 8.16 Profile Plot of Brand Used by Brand Rating
I n the pl ot, brand l evel s 1, 2, and 3 correspond to brands A, B, and C,
respecti vel y. The Brand used by Brand i nteracti on shows (as we surel y
woul d expect) that those who regul arl y use a parti cul ar brand rate i t
hi gher than the other brands. Especi al l y when there are many factor
l evel s, or several factors i nvol ved, profi l e pl ots can be very hel pful i n
practi ce.
More Split-Plot Design 8 - 15
SPSS Training
The homogenei ty and spheri ci ty assumpti ons were met. We di d not
exami ne normal i ty, but coul d do so by requesti ng resi dual pl ots i n the
Opti ons di al og box. We found that men gave hi gher brand rati ngs than
women, that the post-commerci al rati ngs were hi gher than pre-
commerci al rati ngs, and that respondents rated thei r own brand hi ghest.
The expected brand by pre-post commerci al i nteracti on was not evi dent.
I n thi s chapter we exami ned a more compl ex spl i t-pl ot ANOVA i nvol vi ng
two between and two wi thi n-subject factors. We al so used a profi l e pl ot to
descri be an i nteracti on effect.
SUMMARY OF
RESULTS
SUMMARY
More Split-Plot Design 8 - 16
SPSS Training
Analysis of Covariance 9 - 1
SPSS Training
Analysis of Covariance
I n thi s chapter we wi l l di scuss the purpose, assumpti ons, and
i nterpretati on of anal ysi s of covari ance. I n addi ti on, we wi l l demonstrate
an approach i f the paral l el i sm assumpti on i s not met. We wi l l then
extend the anal ysi s to i ncl ude wi thi n-subject desi gns whi l e usi ng
constant and varyi ng covari ates.
We wi l l use the General Li near Model Uni vari ate and Repeated
Measures procedures to perform the vari ous runs to do the anal yses and
check the assumpti ons.
The data presented here are taken from page 806 of Wi ner(1971).
However, we provi de a di fferent scenari o that wi l l i nfl uence the
i nterpretati on of the resul ts. I t shoul d be noted that the data fi l e i s very
smal l and i s onl y for i l l ustrati ve purposes. Suppose a study was done to
eval uate the effecti veness of three treatment drugs on pai n-reducti on of
ankl e i njuri es. There are three types of treatment drugs (vari abl e Drug
wi th l abel s A, B, and C) and each pati ent i s i n one of the three drug
groups (between-subjects factor). There i s wi thi n-subject factor, whi ch
i nvol ves measures taken duri ng the earl y and l ater stages of the drug
i nterventi on (ti me peri ods 1 and 2). The dependent measure i s a pai n
rati ng scal e. Al so, physi cal therapy was performed throughout the study,
and the amount of physi cal therapy vari ed from pati ent to pati ent. Si nce
physi cal therapy may i nfl uence the l evel of pai n reported, i t i s treated a
covari ate i n the study. There are two measures of the hours of physi cal
therapy a pati ent experi enced, one taken from the peri od just after the
drug treatment was i ni ti ated (ti me peri od 1) and one taken l ater i n the
course of treatment (ti me peri od 2).
The mai n questi on concerns whether the drugs are effecti ve i n pai n
reducti on after control l i ng for the amount of physi cal therapy.
We wi l l run vari ous desi gns usi ng the same data set. There wi l l be a fi xed
between-subject factor Drug wi th 3 l evel s and a wi thi n-subject factor
(ti me) wi th two l evel s. The dependent vari abl e i s refl ected i n PAI N1 and
PAI N2. The covari ate (hours of physi cal therapy) was measured at the
same ti me poi nts as the dependent vari abl e and i s stored i n PT1 and
PT2.
We wi l l run many di fferent anal yses on the same data set to demonstrate
the fl exi bi l i ty of the techni que and reduce possi bl e confusi on to constantl y
swi tchi ng data. I n practi ce, you woul d be i nterested i n a speci fi c set of
model s.
Chapter 9
Objective
Method
Data and
Scenario
Design
Note
Analysis of Covariance 9 - 2
SPSS Training
A
nal ysi s of covari ance can be vi ewed as an attempt to provi de some
stati sti cal control i n pl ace of l ack of experi mental control .
I ncl usi on of a covari ate al l ows the researcher to run the usual
ANOVAs whi l e control l i ng for some other vari abl e. Thi s i s not control i n
the experi mental sense, but control i n the sense of maki ng a stati sti cal
adjustment to equate al l groups on the covari ate. Covari ates are i nterval
scal e vari abl es; i f they were categori cal then they woul d be i ncl uded as
addi ti onal factors i n the desi gn.
One purpose of anal ysi s of covari ance i s to obtai n a more sensi ti ve
ANOVA by reduci ng the wi thi n-group vari abi l i ty. I f the covari ate i s
rel ated to the dependent vari abl e the same way i n each group, the wi thi n
group vari ati on can be reduced by removi ng the effect of the covari ate.
The cl assi c case i s an experi ment i n whi ch subjects are randoml y
assi gned to groups, but vary on some background measure; anal ysi s of
covari ance (ANCOVA) wi l l control for thi s source of vari ati on.
Anal ysi s of covari ance i s often spoken of as a condi ti onal anal ysi s.
Removi ng the effect of the covari ate essenti al l y equates al l subjects on
the covari ate, so i nstead of speaki ng of factor A havi ng an effect we speak
of factor A havi ng an effect i f subjects had i denti cal val ues on the
covari ate. A common exampl e of anal ysi s of covari ance i s the adjusti ng
for body wei ght i n medi cal experi ments. I n thi s context, anal ysi s of
covari ance adjusts the anal ysi s as i f each subject began at the same
wei ght.
ANCOVA i s al so used i n non-experi mental studi es to substi tute
stati sti cal control for factors beyond the control of the researcher. Care
must be taken si nce i f the covari ate rel ates to factors i n the study,
control l i ng for covari ate modi fi es the esti mated effects of the factors
themsel ves.
Basi cal l y, the dependent vari abl e i s regressed on the covari ate, but the
rel evant vari ati on of the dependent vari abl e i s not i ts vari ati on around
the grand mean but i nstead i s based on the pool ed wi thi n-group
vari ati on. Thus a wi thi n-group regressi on wi th the covari ate(s) i s run and
the anal ysi s of vari ance i s performed on the resi dual s from the
regressi on.
The major assumpti ons speci fi c to ANCOVA are: 1) The rel ati onshi p
between the covari ate and the dependent vari abl e (wi thi n groups) i s
l i near; 2) The wi thi n-group di stri buti on of the resi dual s i s normal ; and 3)
The rel ati onshi p between the covari ate and the dependent vari abl e (the
sl opes i n the wi thi n-group regressi ons) i s the same across al l groups.
Assumpti on (1) need not hol d, but the routi nes avai l abl e i n most
software are based on a l i near rel ati onshi p. Assumpti on (2) i s the usual
normal i ty assumpti on, thi s ti me after the covari ate has been appl i ed. The
HOW IS
ANALYSIS OF
COVARIANCE
DONE?
ASSUMPTIONS
OF ANCOVA
INTRODUCTION
Analysis of Covariance 9 - 3
SPSS Training
l ast assumpti on i s i mportant and can be tested. The degree of adjustment
made i s based on the pool ed wi thi n-groups regressi on. I f the sl ope
rel ati ng the covari ate to the dependent vari abl e vari es across groups,
then the common sl ope used to adjust each group does not refl ect the true
rel ati onshi p for that group. We wi l l see that a di fferent sl ope can be fi t to
each group, but thi s requi res rethi nki ng just what we hope to accompl i sh
wi th the anal ysi s.
Pl ots of the dependent vari abl e and the covari ate can be made separatel y
for each group (i f there are rel ati vel y few cel l s i n the anal ysi s) to take an
i nformal l ook at the homogenei ty of sl opes. The resi dual s can be
di spl ayed i n normal pl ots. The homogenei ty of sl opes assumpti on can be
formal l y tested.
We fi rst run a one-factor ANOVA to provi de a basel i ne. We use the
Uni vari ate procedure i nstead of a One-Way ANOVA i n order to use the
same procedure throughout.
Cl i ck File..Open..Data
Move to the c:\ Train\ Anova di rectory (i f necessary)
Sel ect SPSS Portable (.por) from the Fi l es of Type drop-down
l i st
Doubl e-cl i ck on PainTreat.por
Figure 9.1 Data for Analysis of Covariance Example
CHECKING THE
ASSUMPTIONS
BASELINE
ANOVA
Cl i ck Analyze..General Linear Model..Univariate
Move PAIN1 i nto the Dependent Variable l i st box
Move Drug i nto the Fixed Factors l i st box
Analysis of Covariance 9 - 4
SPSS Training
Figure 9.2 Univariate Dialog Box
Cl i ck on OK to run the anal ysi s.
PAI N1 (pai n duri ng peri od 1) i s the dependent vari abl e and there i s
one between-subjects factor (Drug) wi th three l evel s. The fol l owi ng
command wi l l run thi s anal ysi s.
UNI ANOVA
pai n1 BY drug
/METHOD = SSTYPE(3)
/I NTERCEPT = I NCLUDE
/CRI TERI A = ALPHA(.05)
/DESI GN = drug .
Analysis of Covariance 9 - 5
SPSS Training
Figure 9.3 ANOVA Table
Thi s tabl e shows no suggesti on of a mai n effect of Drug i n thi s
anal ysi s (si gni fi cance l evel i s .376). Thus duri ng the earl y treatment
peri od, there were no di fferences attri butabl e to drug found i n the pai n
measure.
I n the second run we wi l l i ncl ude the covari ate and the i nteracti on term
of the covari ate and the between-subject factor. The assumpti on of
equal i ty (homogenei ty) of regressi on sl opes can be tested by fi tti ng a
model contai ni ng the mai n effects of Drug and PT1, as wel l as the
Drug*PT1 i nteracti on. The i nteracti on term provi des the test of the nul l
hypothesi s of equal sl opes. I f the sl opes rel ati ng the covari ate to the
dependent vari abl e are i denti cal (paral l el ) across the di fferent groups,
thi s i nteracti on wi l l not be si gni fi cant.
Cl i ck the Dialog Recall tool , then cl i ck Univariate
(Veri fy that PAI N1 i s i n the Dependent vari abl e box and Drug i s
i n the Fi xed Factor(s) l i st box)
Move PT1 i nto the Covari ate(s) l i st box
Cl i ck the Model pushbutton
Sel ect Custom model opti on button
Cl i ck Drug, then cl i ck the Bui l d Term arrow to add Drug to the
model
Cl i ck PT1, and then cl i ck the Bui l d Term arrow to add PT1 to
the model
Sel ect both Drug and PT1 i n the Factors & Covari ates l i st box
(use Ctrl -cl i ck), then cl i ck the Bui l d Term arrow to add the
Drug*PT1 i nteracti on term to the model
ANCOVA –
HOMOGENEITY
OF SLOPES
Analysis of Covariance 9 - 6
SPSS Training
Figure 9.4 Univariate Dialog Box
Cl i ck Continue to process the model requests
Cl i ck on OK to run the anal ysi s
The fol l owi ng command wi l l al so run the anal ysi s:
UNI ANOVA
pai n1 BY drug WI TH pt1
/METHOD = SSTYPE(3)
/I NTERCEPT = I NCLUDE
/CRI TERI A = ALPHA(.05)
/DESI GN = drug pt1 drug*pt1 .
The keyword WI TH precedes covari ates i n UNI ANOVA, just as BY
precedes factors. From the fi rst command l i ne al one, UNI ANOVA woul d
run a standard anal ysi s of covari ance, not testi ng the i nteracti on term. I n
the DESI GN subcommand we i ncl ude the between-subjects factor (Drug),
the covari ate (PT1), and the factor by covari ate i nteracti on (Drug BY
PT1). Thi s i nteracti on effect i s the mai n focus of our i nterest.
Analysis of Covariance 9 - 7
SPSS Training
Figure 9.5 ANCOVA Table with Homogeneity of Slopes Test
The summary tabl e i ndi cates that the i nteracti on i s not si gni fi cant
(Si g. = .390), so the homogenei ty of sl opes assumpti on seems to be met.
Thus the l i near rel ati onshi p between hours of physi cal therapy and pai n
l evel does not di ffer across drug treatment groups. There i s a suggesti on
of an effect of the covari ate (Si g. = .067), but no effect due to Drug. To
repeat, wi th such a smal l sampl e there i s l i ttl e power to detect
assumpti on vi ol ati ons, but we wi sh to demonstrate the method.
Havi ng checked the paral l el i sm of sl opes assumpti on, we proceed wi th
the standard ANCOVA.
Cl i ck the Dialog Recall tool , then cl i ck Univariate
Cl i ck the Model pushbutton
Sel ect the Full factorial model opti on button
Cl i ck Continue to process the change
Cl i ck Options pushbutton
Cl i ck Parameter Estimates checkbox
Cl i ck Continue
Cl i ck OK to run the anal ysi s.
The fol l owi ng command wi l l run the anal ysi s usi ng syntax.
UNI ANOVA
pai n1 BY drug WI TH pt1
/METHOD = SSTYPE(3)
/I NTERCEPT = I NCLUDE
/PRI NT = DESCRI PTI VE PARAMETER
/CRI TERI A = ALPHA(.05)
/DESI GN = pt1 drug.
STANDARD
ANCOVA
Analysis of Covariance 9 - 8
SPSS Training
Figure 9.6 ANCOVA Summary Table
The resul ts are si mi l ar to the previ ous anal ysi s, no effect due to factor
Drug, and a si gni fi cant rel ati onshi p between the covari ate and dependent
measure. The reason for the covari ate now bei ng si gni fi cant probabl y has
to do wi th the extra degrees of freedom added to the error term – goi ng
from 3 to 5 degrees of freedom i s a bi g jump.
The Uni vari ate procedure al so presents some i nformati on to characteri ze
the rel ati on between the covari ate and dependent vari abl e.
Figure 9.7 Parameter Estimates
I n the GLM parameteri zati on, the i ntercept parameter esti mate gi ves
the esti mated val ue of the l ast category of Drug (Drug = 3) when the
covari ate i s equal to 0. The Drug = 1 and Drug =2 coeffi ci ents subtract
the l evel 3 predi cted val ue from the l evel 1 and l evel 2 predi cted val ues,
respecti vel y. Addi ng one of these coeffi ci ents to the i ntercept esti mate
gi ves the esti mated val ue for that l evel of Drug when the covari ate i s
equal to 0.
The B coeffi ci ent for PT1 i s the regressi on coeffi ci ent used to predi ct
the dependent vari abl e based on the covari ate. I ts posi ti ve coeffi ci ent
i ndi cates that hi gher l evel s of physi cal therapy are associ ated wi th
DESCRIBING THE
RELATIONSHIP
Analysis of Covariance 9 - 9
SPSS Training
greater pai n l evel s. Thi s i s not the expected rel ati onshi p and i f thi s were
real data, i t shoul d be exami ned more careful l y (perhaps pati ents wi th
more seri ous and pai nful i njuri es recei ved more physi cal therapy). The
95% confi dence band for the regressi on coeffi ci ent i s rather wi de.
I f an i nteracti on between a covari ate and a factor i n the model i s
si gni fi cant, i t i ndi cates that the sl opes rel ati ng the covari ate to the
dependent vari abl e vary across groups. I f there i s i nterest i n model i ng
thi s, that i s, fi tti ng di fferent sl opes to each group, thi s can be speci fi ed i n
the Uni vari ate procedure. I t i s no l onger the standard anal ysi s of
covari ance si nce the degree of adjustment vari es wi th the group, but the
anal ysi s may be of i nterest i n i ts own ri ght.
Cl i ck the Di al og Recal l tool , then cl i ck Univariate
Cl i ck the Model pushbutton
Sel ect the Custom Model opti on button
I f Drug and Drug*PT1 are not al ready i n the Model l i st box (from
our earl i er anal ysi s) then move Drug and Drug*PT1 (Ctrl -
cl i ck to sel ect both) i nto the Model box
Remove PT1 from the Model l i st box (i f necessary)
Figure 9.8 Model for Separate Slope Analysis
FITTING NON-
PARALLEL
SLOPES
Si nce PT1 i s removed from the model , Uni vari ate wi l l assi gn three
degrees of freedom to the PT1 by Drug i nteracti on. Thus i t wi l l fi t a
separate sl ope (between PT1 and the dependent measure) for each l evel
of Drug. I f we l eft PT1 i n the model , as we di d when testi ng sl ope
Analysis of Covariance 9 - 10
SPSS Training
homogenei ty, then the PT1 effect woul d represent the overal l sl ope
between PT1 and the dependent measure, whi l e the two degrees of
freedom PT1 by Drug effect woul d test the i nteracti on of PT1 and Drug.
Cl i ck Continue to process the change
Cl i ck OK to run the anal ysi s
The fol l owi ng syntax wi l l run the anal ysi s.
UNI ANOVA
pai n1 BY drug WI TH pt1
/METHOD = SSTYPE(3)
/I NTERCEPT = I NCLUDE
/PRI NT = PARAMETER
/CRI TERI A = ALPHA(.05)
/DESI GN = drug drug*pt1 .
Figure 9.9 Between-Subject Tests
We noti ce that nei ther the mai n effect of Drug, nor the covari ate
mai n effect or i nteracti on of the factor and the covari ate (bundl ed
together i n Drug*PT1) are si gni fi cant (.577 and .109, respecti vel y).
Analysis of Covariance 9 - 11
SPSS Training
Figure 9.10 Parameter Estimates
The val ues for the i ntercept and Drug = 1, Drug = 2, and Drug = 3 are
the same as expl ai ned earl i er. Noti ce that there are 3 degrees of freedom
for Drug*PT1: one for each of the three sl opes. The parameter esti mates
for Drug*PT1 provi de the sl ope esti mates, rel ati ng hours of physi cal
therapy to reported pai n l evel , for each of the three groups.
To i l l ustrate anal ysi s of covari ance i n the context of repeated measures
we wi l l fi rst run a spl i t-pl ot anal ysi s (between-subject factor Drug,
wi thi n-subject factor ti me wi th two l evel s), usi ng onl y the fi rst
measurement of the covari ate PT1 to i l l ustrate the anal ysi s. Thi s i s al so
termed repeated measures wi th a constant covari ate si nce a si ngl e
covari ate val ue appl i es across l evel s of the repeated measure factors.
Cl i ck Analyze..General Linear Model..Repeated Measures
Repl ace factor1 wi th time
Enter 2 i n the number of l evel s box
Cl i ck the Add pushbutton
Cl i ck the Measure pushbutton
Type pain i n the Measure Name text box
Cl i ck the Add pushbutton i n the Measure Name area
REPEATED
MEASURES
ANCOVA WITH A
SINGLE
COVARIATE
Analysis of Covariance 9 - 12
SPSS Training
Figure 9.11 Repeated Measures Define Factors Dialog Box
Cl i ck the Define pushbutton
Move PAIN1 and PAIN2 i nto the Within-Subject Variables
l i st box i n that order
Move Drug i nto the Between-subject Factor(s) l i st box
Move PT1 i nto the Covariates l i st box
Figure 9.12 Repeated Measures Dialog Box
Analysis of Covariance 9 - 13
SPSS Training
Cl i ck the Options pushbutton
Sel ect Descriptives, Parameter Estimates, Transformation
Matrix, and Homogeneity Tests
Figure 9.13 Options Dialog Box
Cl i ck Continue to process the request
Cl i ck OK to run the anal ysi s
The fol l owi ng command wi l l al so run the anal ysi s.
GLM
pai n1 pai n2 BY drug WI TH pt1
/WSFACTOR = ti me 2 Pol ynomi al
/MEASURE = pai n
/METHOD = SSTYPE(3)
/PRI NT = DESCRI PTI VE PARAMETER TEST(MMATRI X)
HOMOGENEI TY
/CRI TERI A = ALPHA(.05)
/WSDESI GN = ti me
/DESI GN = pt1 drug .
Scrol l down to Transformation secti on of resul ts
Analysis of Covariance 9 - 14
SPSS Training
Figure 9.14 Transformation Matrix
The fi rst transformati on i s the average of PAI N1 and PAI N2. Thus
the covari ate wi l l be appl i ed to the effects that i nvol ve the average of
PAI N1 and PAI N2, that i s, onl y between-subject effects.
Scrol l up to the Tests of Between-Subjects Effects’ pi vot tabl e
Figure 9.15 Tests of Between-Subject Effects
The covari ate i s not qui te si gni fi cant (Si g. = .066). I f i t were
si gni fi cant, thi s woul d i ndi cate that the amount of physi cal therapy
duri ng the earl y phase of drug treatment i s rel ated to overal l (peri od 1
and peri od 2 measures, averaged together) pai n rati ngs. The effect of the
Drug factor, adjusted for the covari ate, i s not si gni fi cant.
Analysis of Covariance 9 - 15
SPSS Training
Figure 9.16 Tests of Within-Subjects Effects (Sphericity Assumed)
Note: the pivot table above was edited in the Pivot Table Editor so only
the sphericity assumed results appear. Si nce there are onl y two l evel s of
the repeated measure factor, the spheri ci ty test and correcti ons are not
rel evant). We fi nd no effects si gni fi cant: mai n effect of ti me, i nteracti on
between ti me and factor Drug, i nteracti on between the covari ate and
ti me. Thi s l atter effect (Ti me by PT1) tests whether the sl ope rel ati ng the
covari ate (physi cal therapy) to the dependent measure (pai n) i s the same
(paral l el ) for each of the two ti me peri ods.
Figure 9.17 Parameter Estimates
Thi s i s the standard ANCOVA tabl e of parameters under the general
l i near model . Note a separate sl ope coeffi ci ent (for covari ate PT1) i s
cal cul ated for PAI N1 and PAI N2; the model effects are adjusted for both.
Analysis of Covariance 9 - 16
SPSS Training
Si nce covari ates are not al ways fi xed measures at one ti me poi nt,
covari ates that are measured under each condi ti on can be used i n the
anal ysi s. We wi l l anal yze the same data usi ng PT1 and PT2, measures of
the covari ates at the two ti me poi nts. Note that GLM wi l l adjust each
l evel of the repeated measure factor (PAI N1, PAI N2) for every covari ate.
Thus a covari ate that vari es over ti me i s treated i denti cal l y to the
si tuati on i n whi ch mul ti pl e covari ates are recorded at a si ngl e ti me poi nt.
Cl i ck on the Dialog Recall tool , then cl i ck Repeated
Measures
Cl i ck on the Define button
Add PT2 to the Covari ates box
Cl i ck on OK
The fol l owi ng command wi l l run thi s anal ysi s.
GLM
pai n1 pai n2 BY drug WI TH pt1 pt2
/WSFACTOR = ti me 2 Pol ynomi al
/MEASURE = pai n
/METHOD = SSTYPE(3)
/PRI NT = PARAMETER TEST(MMATRI X) HOMOGENEI TY
/CRI TERI A = ALPHA(.05)
/WSDESI GN = ti me
/DESI GN = pt1 pt2 drug .
Figure 9.18 Test of Within-Subjects Factors
REPEATED
MEASURES
ANCOVA WITH A
VARYING
COVARIATE
As before, the pivot table has been edited so only the results that
assume sphericity appear.
As we can see Ti me, the i nteracti on of Ti me and PT1, and the
i nteracti on of Ti me and PT2 are both si gni fi cant, but the Ti me by Drug
i nteracti on i s not si gni fi cant. Thi s suggests that there i s a change i n pai n
l evel over ti me and that thi s change i s rel ated to the amount of physi cal
therapy i n both the earl y and l ate stages of drug treatment. Al though not
si gni fi cant, a Drug by Ti me i nteracti on woul d suggest that the effect of
Drug i s not uni form across the two ti me peri ods.
Analysis of Covariance 9 - 17
SPSS Training
Figure 9.19 Test of Between-Subjects Factors
The onl y si gni fi cant effect i s the covari ate PT2 (the amount of
physi cal therapy duri ng the second ti me peri od). The resul ts of the other
effects are consi stent wi th the previ ous anal ysi s.
Figure 9.20 Parameter Estimates
The i nterpretati on of the parameter esti mates i s i denti cal to our
earl i er di scussi on (see Fi gure 9.17); each of the covari ates i s summari zed
separatel y. As we found earl i er wi th PT1 (physi cal therapy duri ng the
fi rst peri od), the esti mates for the covari ate coeffi ci ents of PT2 (physi cal
therapy duri ng the second peri od) i ndi cate that pai n l evel i ncreases wi th
more physi cal therapy. Oddl y, hi gher l evel s of physi cal therapy duri ng
the fi rst peri od rel ate to l ower pai n l evel s duri ng the second peri od.
Noti ce a coeffi ci ent rel ates PT2 (amount of physi cal therapy duri ng the
second peri od) to the fi rst peri od pai n measure; i t mi ght be argued on
l ogi cal grounds that thi s coeffi ci ent shoul d not be i ncl uded i n the model .
The fact that the i ntercept for the second peri od i s greater (11.583)
than that for the fi rst peri od (7.342) i ndi cates that pai n l evel s i ncreased
Analysis of Covariance 9 - 18
SPSS Training
over ti me! Thi s coul d be shown more cl earl y by requesti ng the esti mated
margi nal means for the Ti me factor usi ng the Opti ons di al og.
Thi s process can be general i zed to addi ti onal covari ates and repeated
measures factors, and even more compl i cated vari ati ons. I f you attempt
these anal yses, make sure you di spl ay the transformati on matri x that
wi l l i nform you of the actual anal ysi s that the General Li near Model
procedures are performi ng.
FURTHER
VARIATIONS
Special Topics 10 - 1
SPSS Training
Special Topics
We wi l l di scuss the setups for some speci al ty stati sti cal model s: Lati n
Square Desi gns and Random Effects Desi gns. We wi l l not di scuss
substanti ve i nterpretati on of the resul ts.
I
n addi ti on to the more or l ess standard anal yses di scussed i n the
previ ous chapters, there are a number of more speci al i zed ANOVA
appl i cati ons. The fami l y of i ncompl ete desi gns, whi ch i ncl udes Lati n
Squares, al l ows experi menters to control for nui sance factors, or to study
a number of factors wi thout i ncl udi ng al l possi bl e combi nati ons of the
factor l evel s i n the anal ysi s. The pri ce of thi s i nvol ves gi vi ng up the
opportuni ty to test for i nteracti on effects. I n thi s chapter we demonstrate
that the GLM procedure can perform such anal yses wi th experi mental
data col l ected from a Lati n Square desi gn. A second appl i cati on we wi l l
expl ore i nvol ves ANOVA desi gns that contai n more than a si ngl e random
factor. Agai n, such model s can be run usi ng the GLM procedure.
Chapter 10
Objective
INTRODUCTION
Special Topics 10 - 2
SPSS Training
Lati n Square desi gns are useful when there i s i nterest i n performi ng a
mul ti pl e factor ANOVA, but i t i s i mpossi bl e or undesi rabl e to represent
al l combi nati ons of l evel s of factors i n the anal ysi s. For exampl e, a three-
factor desi gn wi th each factor contai ni ng fi ve l evel s i mpl i es 125 groups!
Another common use of Lati n Square desi gns i nvol ves control l i ng for
nui sance factors, that i s, control l i ng for the effects of factors that may
i nfl uence the outcome, but are not themsel ves of experi mental i nterest.
The basi c i dea i s that not al l combi nati ons of l evel s of l evel s of factors
are i ncl uded, but those i ncl uded are counterbal anced so that i ndependent
mai n effects can be tested. The counterbal anci ng i s desi gned to confound
mai n effects wi th certai n i nteracti on terms, and an assumpti on i s made
that the i nteracti on terms are not si gni fi cant. As a resul t of not i ncl udi ng
al l cel l s, at l east some and possi bl y al l i nteracti on questi ons cannot be
tested. When there are no repl i cates wi thi n cel l s, the vari ati on usual l y
attri buted to hi gher-order i nteracti ons i s used as the error term i n testi ng
mai n effects.
To i l l ustrate a Lati n Square desi gn, Montgomery (1984) provi des an
exampl e of a dynami te manufacturer i nterested i n eval uati ng the resul ts
of fi ve chemi cal formul ati ons on the expl osi ve force of the resul ti ng
compound. I n addi ti on, two other factors have been i denti fi ed as
potenti al l y i nfl uenci ng the compound, namel y the qual i ty of the raw
materi al s and the person mi xi ng the materi al s. These wi l l be consi dered
to be systemati c sources of error (nui sance factors) that need to be
removed from the anal ysi s. Thus we consi der three factors: formul ati on,
batch of raw materi al s, and operator. I deal l y, an experi ment woul d be
performed so that each operator uses each batch of raw materi al s i n
prepari ng each formul ati on (5 x 5 x 5, or 125 cel l s). Here we run i nto the
practi cal probl em of there bei ng not enough raw materi al s i n a batch to
suppl y each operator for each formul ati on (25 combi nati ons). For thi s
reason the researcher cannot perform the ful l y bal anced experi ment and
i nstead a Lati n Square wi l l be used.
Bel ow we show the formul ati on assi gnments (A-E) wi th fi ve operators
(1-5) and fi ve batches of materi al (1-5). The equal number of l evel s wi thi n
each factor i s requi red for bal anci ng and i s a feature of such desi gns.
LATIN SQUARE
DESIGNS
AN EXAMPLE
Noti ce that each formul ati on appears once i n each row and col umn of
the tabl e – that i s, once wi th each batch of materi al s and once wi th each
operator. I f i nteracti ons between batches, operators, and compounds are
negl i gi bl e, then we can test for the effects of di fferent formul ati ons of
compounds on expl osi ve force wi thout the noi se i ntroduced by raw
Special Topics 10 - 3
SPSS Training
materi al s and operators (by adjusti ng for i t).
Cl i ck on File..Open..Data
Move to the c:\ Train\ Anova di rectory
Sel ect SPSS Portable (.por) from Fi l es of Type drop-down l i st
Doubl e cl i ck on Latinsq
Figure 10.1 Data from Latin Square Design
Cl i ck Analyze..General Linear Model..Univariate
Move Force i nto the Dependent Variable l i st box
Move Batch, Operator, and Form i nto the Fixed Factors l i st
box
Special Topics 10 - 4
SPSS Training
Figure 10.2 Univariate Dialog Box
Cl i ck the Model pushbutton
Sel ect Main Effects on the Build Term(s) drop-down l i st
Separatel y move Batch, Operator, and Form i nto the Model
l i st box
Figure 10.3 Univariate: Model Dialog Box
Special Topics 10 - 5
SPSS Training
I nstead of the ful l model (al l mai n effects and i nteracti ons), we wi l l fi t
a custom model consi sti ng of onl y mai n effects. The resi dual vari ati on
from thi s model wi l l be used as the error term.
Cl i ck on Continue to process Model
Cl i ck on OK to run the anal ysi s.
The fol l owi ng syntax wi l l al so run the anal ysi s.
UNI ANOVA
force BY batch operator form
/METHOD = SSTYPE(3)
/I NTERCEPT = I NCLUDE
/CRI TERI A = ALPHA(.05)
/DESI GN = batch operator form .
The DESI GN subcommand i ndi cates that onl y a mai n effects model
wi l l be tested. The remai ni ng effects wi l l be pool ed together i nto a
resi dual term, whi ch wi l l be used as the error term i n si gni fi cance
testi ng. Thi s i s why the assumpti on of no i nteracti ons i s so i mportant.
Si nce Uni anova i s the uni vari ate versi on of the GLM procedure, the GLM
command coul d have been used i nstead.
Figure 10.4 ANOVA Table
We see the tests of mai n effects performed usi ng the resi dual as the
error term. The mai n effect of Form (formul ati on) i s of greatest i nterest
and i s hi ghl y si gni fi cant. For some desi gns, i f there were repl i cati on
wi thi n each cel l , the wi thi n-cel l error term coul d be used for si gni fi cance
testi ng.
Special Topics 10 - 6
SPSS Training
There are addi ti onal vari ants al ong thi s theme of Lati n Square desi gns
(Greco-Lati n Square, etc.) as wel l as other cl asses of desi gns (for exampl e,
fracti onal factori al ). They can be set up i n GLM i n much the same way as
demonstrated above. Such desi gns general l y demand more knowl edge of
the user to pl an the experi ment, to understand whi ch effects (mai n
effects, mai n effects and some two-way i nteracti ons, etc.) can be tested,
and to i nterpret the resul ts. For those who need to perform such studi es,
SPSS Tri al Run i s a desi gn of experi ments program that can generate a
vari ety of compl ex desi gns. I t can then anal yze the resul ts usi ng the GLM
procedure, whi ch i s i ncl uded i n the program.
The precedi ng desi gns i n thi s course contai ned onl y si ngl e random
factors: pl ant vari ati on wi thi n group, subject vari ati on wi thi n group, and
Y vari ati on wi thi n l evel s of A. I n SPSS, by defaul t GLM assumes there i s
a si ngl e random factor refl ected i n the case to case vari ati on. GLM can
accommodate mul ti pl e random factors qui te easi l y usi ng di al og boxes
when the random factors are crossed wi th the other factors, and can be
run usi ng syntax when the random factors are nested. Thi s i s because the
nesti ng operati on cannot be expressed currentl y i n the GLM – General
Factori al Model di al og box. Most appl i ed stati sti cs books that di scuss
experi mental desi gn ei ther cover the common desi gns or suppl y rul es to
determi ne the correct error terms i n the presence of mul ti pl e random
effects (for exampl e, Ki rk (1982) or Mi l l i ken and Johnston (1984)).
To i l l ustrate we wi l l consi der a si mpl e two random-effect desi gn. An
experi ment i s performed i n whi ch subjects (5) i nfl ate rubber rafts (6). The
ti me i t takes to i nfl ate each raft i s recorded. Rafts are sampl ed from a
producti on l i ne and each subject i nfl ates each raft once. Here we have a
compl etel y crossed (each subject i nfl ates each raft) two-factor desi gn wi th
both factors assumed random. I n thi s case the i nteracti on term i s used to
test each of the mai n effects, and i f there had been repl i cati ons (i f each
subject i nfl ated each raft several ti mes), the i nteracti on i tsel f woul d be
tested usi ng the wi thi n-cel l s error term.
Cl i ck on File..Open..Data
Move to the c:\ Train\ Anova di rectory (i f necessary)
Sel ect SPSS Portable (.por) from the Fi l es of Type drop-down
l i st
Doubl e cl i ck raft.por to open the fi l e
Cl i ck No when asked to save the Data Edi tor’s contents
COMPLEX
DESIGNS
RANDOM
EFFECTS
MODELS
Special Topics 10 - 7
SPSS Training
Figure 10.5 Raft Data
Noti ce the data are arranged so each subject by raft combi nati on
appears as a di fferent case. I f we structured the data as we ordi nari l y
woul d for repeated measures, each respondent on a si ngl e row of data, we
woul d not be abl e to decl are raft as a random factor (there i s no Random
Factor(s) l i st box i n the General Li near Model – Repeated Measures
di al og box).
Cl i ck on Analyze..General Linear Model..Univariate
Move time i nto the Dependent Variable l i st box
Move subject and raft i nto the Random Factor(s) l i st box
Special Topics 10 - 8
SPSS Training
Figure 10.6 Univariate Dialog Box
Cl i ck OK to run the anal ysi s
The fol l owi ng syntax wi l l run the anal ysi s
Figure 10.7 Syntax for Two Random Effects Analysis
The Random subcommand decl ares both subject and raft to be
random factors.
Special Topics 10 - 9
SPSS Training
Figure 10.8 Results
We have tests for both subject and raft mai n effects. Noti ce that the
i nteracti on coul d not be tested (the error term for i t has 0 degrees of
freedom) because there were no repl i cati ons.
A speci fi c extensi on to the mul ti pl e random effects model i s that i n whi ch
random effects are nested wi thi n random effects. A common exampl e of
thi s i nvol ves anal yzi ng student test scores wi thi n school s when the
school s are sampl ed from school di stri cts. A vari ati on of random effect
model s, named hi erarchi cal l i near anal ysi s, can be appl i ed to such data.
SPSS wi l l perform such anal yses for a bal anced desi gn, but does not
currentl y handl e the general case. Speci al i zed programs are avai l abl e to
run hi erarchi cal l i near anal ysi s.
Armed wi th knowl edge of experi mental desi gn and the appropri ate error
terms, i ncompl ete and random effects desi gns can be tested usi ng SPSS.
SUMMARY
Extensions
Special Topics 10 - 10
SPSS Training
References R - 1
SPSS Training
References
Andrews, F. M., Kl em, L., Davi dson, T. N. O’Mal l ey, P. M., and W. L.
Rogers, A Gui de fort Sel ecti ng Stati sti cal Techni ques for Anal yzi ng Soci al
Sci ence Data, Ann Arbor: I nsti tute for Soci al Research, Uni versi ty of
Mi chi gan, 1981.
Bock, R. D., Mul ti vari ate Stati sti cal Methods i n Behavi oral Research,
New York: McGraw-Hi l l , 1975.
Conover, W. J., Practi cal Nonparametri c Stati sti cs, 2
nd
edi ti on, New York:
Wi l ey, 1980.
Crowder, M. J. and D. J. Hand, Anal ysi s of Repeated Measures, London:
Chapman and Hal l , 1990.
Fi nn, J. D., A General Model for Mul ti vari ate Anal ysi s, New York: Hol t,
Ri nehart and Wi nston, 1974.
Hand, D. J. and C. C. Tayl or, Mul ti vari ate Anal ysi s of Vari ance and
Repeated Measures, London: Chapman and Hal l , 1987.
Hakstai n, A. R, J. C. Roed, and J. C. Li nd, Two Sample T2 Procedure and
the Assumption of Homogeneous Covariance Matrices, Psychol ogi cal
Bul l eti n, 86, Pgs. 1255-1263, 1979.
Huberty, C. J., Multivariate Analysis versus Multiple Univariate
Analyses, Psychol ogi cal Bul l eti n Vol ume 105, Pgs. 302-308, 1989.
Kendal l , M. G., and A. Stuart, The Advanced Theory of Stati sti cs, Vol ume
3: Desi gn and Anal ysi s, and Ti me Seri es, New York: Hafner, 1968.
Ki rk, R. E., Experi mental Desi gn: Procedures for the Behavi oral Sci ences,
2
nd
edi ti on, Bel mont, CA: Brooks/Col e, 1982.
Kl ockars, Al an J. and Sax, G., Mul ti pl e Compari sons, SAGE Quanti tati ve
Appl i cati ons Seri es, Thousand Oaks CA: Sage, 1986.
Li ndsey, J. K., Model s for Repeated Measures, Oxford: Cl arendon Press,
1993.
Looney, S. W., and W. Stanl ey, Exploratory Repeated Measures Analysis
for Two or More Groups, The Ameri can Stati sti ci an, Vol ume 43, No. 4,
Pgs 220-225, 1989.
McCul l agh, P. and J. A. Nel der, General i zed Li near Model s, 2
nd
edi ti on,
London: Chapman and Hal l , 1989.
SPSS Training
References R - 2
Mi l l i ken, G. A., and D. E. Johnson, Anal ysi s of Messy Data, Vol ume 1:
Desi gned Experi ments, New York: Van Nostrand Rei nhol d, 1984.
Montgomery, D. C., Desi gn and Anal ysi s of Experi ments, 2
nd
edi ti on, New
York: Wi l ey, 1984.
Morri son, D. F., Mul ti vari ate Stati sti cal Methods, 2
nd
edi ti on, New York:
McGraw-Hi l l , 1976.
Ol son, C. L. On Choosing a Test Statistic in Multivariate Analysis of
Variance, Psychol ogi cal Bul l eti n, Vol ume 83, No. 4 Pgs. 579-586, 1976.
Scheffe, H. The Anal ysi s of Vari ance, New York: Wi l ey, 1959.
Searl e, S. R., Li near Model s for Unbal anced Data, New York: Wi l ey,
1987.
Tukey, J. W., Expl oratory Data Anal ysi s, Readi ng MA.: Addi son Wesl ey,
1977.
Wi l cox, Rand, R. Stati sti cs for the Soci al Sci ences, Academi c Press, New
York, 1996.
Wi l cox, Rand R. I ntroducti on to Robust Esi mati on and Hypothesi s
Testi ng, Academi c Press, New York, 1997.
Wi ner, B. J., Stati sti cal Pri nci pl es i n Experi mental Desi gn, 2
nd
edi ti on,
New York: McGraw-Hi l l , 1971.
Exercises E - 1
SPSS Training
Exercises
The exerci se fi l e for thi s cl ass (Workl oad.por) i s l ocated i n the
c:\Trai n\Anova fol der on your trai ni ng machi ne. I f you are not worki ng
i n an SPSS Trai ni ng center, the trai ni ng fi l es can be copi ed from the
fl oppy di sk that accompani es thi s course gui de. I f you are runni ng SPSS
Server (cl i ck Fi l e..Swi tch Server to check), then you shoul d copy these
fi l es to the server or a machi ne that can be accessed (mapped from) the
computer runni ng SPSS Server.
These exerci ses are based on a si ngl e, ri ch data fi l e. You wi l l perform a
vari ety of anal yses (for exampl e, a one-factor and a three-factor ANOVA)
on the same data. Typi cal l y, i f three factors were bel i eved to be rel evant,
then a one-factor ANOVA woul d not be run. Thus anal yses suggested
here conform to the topi cal sequence i n the trai ni ng gui de and are not
necessari l y opti mal to answer a speci fi c research questi on. I n fact, some
anal yses that mi ght be performed on thi s data (doubl y-mul ti vari ate
anal ysi s of vari ance) are not di scussed i n the course.
One-Factor ANOVA
Open the SPSS portabl e fi l e Workl oad.por. Thi s fi l e contai ns data from
an experi mental i nvesti gati on of the effects of a trai ni ng workshop i nto
stress and workl oad reducti on techni ques i n ai rl i ne pi l ots. The vari abl es
are i n four sets - descri pti ve groupi ng i nformati on, workl oad measures
taken before a fl i ght, workl oad measures taken after a trai ni ng course on
stress and workl oad management, and a fol l ow-up set of workl oad
measures taken three months after the trai ni ng course. Each pi l ot was
measured once each (to avoi d di stracti on) per fl i ght and the two
subsequent fl i ghts were on the same route for comparati ve purposes. I n
al l two hundred pi l ots were measured over three ti me peri ods.
AGE Age i n years
HRSEXP Previ ous fl yi ng experi ence i n fl yi ng hours
TYPE Type of ai rcraft cockpi t (1=Automated, 2=Manual )
ROUTE Desi gnati on of journey (1=Short Haul , 2=Medi um Haul ,
3=Long Haul )
STAGE Stage of fl i ght (1=Take Off, 2=Crui se, 3=Approach,
4=Landi ng)
FLYTI ME Length of fl i ght (measured i n seconds, presented i n date/
ti me format)
(Before Stress and Workl oad Trai ni ng Course)
HEART Heart Rate (Beats Per Mi nute)
BLOOD Bl ood pressure (mmhg)
TEMP Core Body Temperature (deg. f)
Note on Exercise
Data
Note About the
Exercises
Chapter 3
SPSS Training
Exercises E - 2
STRESS Stress Rati ng (1=Low stress up to 7=Hi gh stress)
CAPACI TY Spare Mental Capaci ty Rati ng (1=Al l used up to 10 None
used up)
ATTEN Percent of attenti on remai ni ng (i n percent)
TI RED Ti redness Rati ng scal e (1=I nvi gorated up to 10=Asl eep)
(After Stress and Workl oad Trai ni ng Course)
HEART2 Heart Rate (after trai ni ng)
BLOOD2 Bl ood pressure (after trai ni ng)
TEMP2 Core Body Temperature (after trai ni ng)
STRESS2 Stress rati ng (after trai ni ng)
CAPACI T2 Spare Mental Capaci ty (after trai ni ng)
ATTEN2 Percent of attenti on remai ni ng (after trai ni ng)
TI RED2 Ti redness rati ngs (after trai ni ng)
(Three Months After the Stress and Workl oad Trai ni ng Course)
HEART3 Heart Rate (after 3 months)
BLOOD3 Bl ood Pressure (after 3 months)
TEMP3 Core Body Temperature (after 3 months)
STRESS3 Stress Rati ng (after 3 months)
CAPACI T3 Spare Mental Capaci ty (after 3 months)
ATTEN3 Percent of attenti on remai ni ng (after 3 months)
TI RED3 Ti redness Rati ng (after 3 months)
Fami l i ari ze yoursel f wi th the vari abl es and data wi thi n thi s dataset by
usi ng the Frequenci es, Descri pti ves and Expl ore procedures (wi th any
associ ated graphi cal pl ots you choose).
Usi ng the Means procedure and error bar graphs, compare the mean
stress levels (use the stress vari abl e, whi ch measures stress before the
trai ni ng course) at di fferent fl i ght stages (use the vari abl e type). Recal l
that a pi l ot was tested at a si ngl e fl i ght stage. Before performi ng a one-
factor ANOVA, expl ore the data (aski ng for means, error bars etc.) and
try to predi ct the outcome of the anal ysi s. Do you thi nk there wi l l be a
si gni fi cant di fference between the groups?
Perform a one-factor ANOVA, testi ng for stage di fferences i n stress l evel .
I f di fferences are found, perform post hoc tests to expl ore these
di fferences i n more detai l . How woul d you summari ze the resul ts?
I f the assumpti ons of ANOVA were not met, perform a nonparametri c
test of group (stage) di fferences i n stress. Are the resul ts consi stent wi th
the ANOVA anal ysi s?
Exercises E - 3
SPSS Training
Multi-Way Univariate ANOVA
Open the SPSS portabl e fi l e Workl oad.por. Now we are goi ng to exami ne
stress di fferences as a functi on of fl i ght stage, route, and type of ai rcraft.
Run an expl oratory anal ysi s exami ni ng stress (use the stress vari abl e,
whi ch reports stress before taki ng the trai ni ng course) wi thi n subgroups
based on fl i ght stage (stage), l ength of route (route) and ai rcraft type
(type). Does the stress measure conform to the ANOVA assumpti ons?
Perform a three-factor ANOVA of stress wi th type, route, and stage as
the factors. Are there si gni fi cant i nteracti ons among ai rcraft type, route
l ength, and fl i ght stage as they rel ate to stress? I f there are no
i nteracti ons, but there are si gni fi cant mai n effects, then perform the
appropri ate post hoc tests to i denti fy whi ch subgroups di ffer from each
other.
Multivariate Analysis of Variance
Open the SPSS portabl e fi l e Workl oad.por. Perform a three-factor (route,
type and stage) mul ti vari ate anal ysi s of vari ance on several physi ol ogi cal
measures of stress: bl ood pressure (bl ood), heart rate (heart), and body
temperature (temp). Whi ch effects and i nteracti ons are si gni fi cant?
Exami ne the uni vari ate resul ts. Are the effects consi stent across the
three dependent measures?
Request a profi l e pl ot to exami ne the three-way i nteracti on of route by
stage by type as i t rel ates to core body temperature (temp)? Descri be the
nature of the i nteracti on.
For those wi th extra ti me: Perform a mul ti vari ate anal ysi s usi ng the
same factors, but on the subjecti ve measures of workl oad (stress,
capaci ty, atten, and ti red)? Are the resul ts si mi l ar to what you found for
the physi ol ogi cal measures?
Within-Subject Designs: Repeated Measures
Open the SPSS portabl e fi l e Workl oad.por. Perform and expl oratory data
anal ysi s on stress measured at the three ti me poi nts (stress, stress2,
stress3). Run a one-factor repeated-measures anal ysi s exami ni ng the
stress measure (stress, stress2, stress3) at the three ti me poi nts of the
study.
I f there i s a si gni fi cant mai n effect of the ti me factor, expl ore the nature
of i t wi th post hoc tests and pl ots.
Chapter 4
Chapter 5
Chapter 6
SPSS Training
Exercises E - 4
Between- and Within-Subject ANOVA: Repeated Measures
Open the SPSS portabl e fi l e Workl oad.por. Perform a repeated measures
anal ysi s wi th ti me (three l evel s) as a wi thi n-subject factor and type,
route, and stage as between-subject factors. The dependent measure wi l l
be stress (stress, stress2, stress3). Whi ch effects are si gni fi cant?
I f there are si gni fi cant i nteracti ons, expl ore then usi ng si mpl e effects and
profi l e pl ots.
For those with extra time: Run the same anal ysi s usi ng one of the
physi ol ogi cal measures.
Analysis of Covariance
Open the SPSS portabl e fi l e Workl oad.por. We wi l l add a covari ate to the
anal ysi s run i n Chapter 4. Run an anal ysi s of covari ance on stress wi th
type, route, and stage as between-subject factors and age as a covari ate.
The dependent measure wi l l be stress.
Test for the paral l el i sm of sl ope assumpti on (test for a four-way
i nteracti on among, age, type, route and stage).
I f the paral l el i sm of sl opes assumpti on i s met, then run the anal ysi s of
covari ance and assess the rel evance of the age covari ate. Ask for
parameter esti mates and i nterpret the rel ati onshi p between age and
stress (even i f nonsi gni fi cant).
Chapter 7
Chapter 9

Sign up to vote on this title
UsefulNot useful