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Statistical Soup: ANOVA, ANCOVA,


MANOVA, & MANCOVA — Stats Make
Me Cry Consulting
Jeremy J. Taylor

8-10 minutes

The distinctions between ANOVA, ANCOVA, MANOVA, and


MANCOVA can be difficult to keep straight. Before one can
appreciate the differences, it is helpful to review the similarities
among them.

ANOVA

The core component of all four of these analyses (ANOVA,


ANCOVA, MANOVA, AND MANCOVA) is the first in the list, the
ANOVA. An "Analysis of Variance" (ANOVA) tests three or more
groups for mean differences based on a continuous (i.e. scale or
interval) response variable (a.k.a. dependent variable). The term
"factor" refers to the variable that distinguishes this group
membership. Race, level of education, and treatment condition are
examples of factors.

There are two main types of ANOVA: (1) "one-way" ANOVA


compares levels (i.e. groups) of a single factor based on single
continuous response variable (e.g. comparing test score by 'level of
education') and (2) a "two-way" ANOVA compares levels of two or
more factors for mean differences on a single continuous response
variable(e.g. comparing test score by both 'level of education' and
'zodiac sign'). In practice, you will see one-way ANOVAs more often
and when the term ANOVA is generically used, it often refers to a
one-way ANOVA. Henceforth in this blog entry, I use the term
ANOVA to refer to the one-way flavor.

One-way ANOVA has one continuous response variable (e.g. Test


Score) compared by three or more levels of a factor variable (e.g.
Level of Education).

Two-way ANOVA has one continuous response variable (e.g. Test


Score) compared by more than one factor variable (e.g. Level of
Education and Zodiac Sign).

ANCOVA

The obvious difference between ANOVA and ANCOVA is the the


letter "C", which stands for 'covariance'. Like ANOVA, "Analysis of
Covariance" (ANCOVA) has a single continuous response variable.
Unlike ANOVA, ANCOVA compares a response variable by both a
factor and a continuous independent variable (e.g. comparing test
score by both 'level of education' and 'number of hours spent
studying'). The term for the continuous independent variable (IV)
used in ANCOVA is "covariate".

ANCOVA compares a continuous response variable (e.g. Test


Score) by levels of a factor variable (e.g. Level of Education),
controlling for a continuous covariate (e.g. Number of Hours Spent
Studying).

ANCOVA is also commonly used to describe analyses with a single


response variable, continuous IVs, and no factors. Such an
analysis is also known as a regression. In fact, you can get almost
identical results in SPSS by conducting this analysis using either
the "Analyze > Regression > Linear" dialog menus or the "Analze >
General Linear Model (GLM) > Univariate" dialog menus.

A key (but not only) difference in these methods is that you get
slightly different output tables. Also, regression requires that user
dummy code factors, while GLM handles dummy coding through
the "contrasts" option. The linear regression command in SPSS
also allows for variable entry in hierarchical blocks (i.e. stages).

MANOVA

The obvious difference between ANOVA and a "Multivariate


Analysis of Variance" (MANOVA) is the “M”, which stands for
multivariate. In basic terms, A MANOVA is an ANOVA with two or
more continuous response variables. Like ANOVA, MANOVA has
both a one-way flavor and a two-way flavor. The number of factor
variables involved distinguish a one-way MANOVA from a two-way
MANOVA.

One-way MANOVA compares two or more continuous response


variables (e.g. Test Score and Annual Income) by a single factor
variable (e.g. Level of Education).

Two-way MANOVA compares two or more continuous response


variables (e.g. Test Score and Annual Income) by two or more
factor variables (e.g. Level of Education and Zodiac Sign).

When comparing two or more continuous response variables by a


single factor, a one-way MANOVA is appropriate (e.g. comparing
‘test score’ and ‘annual income’ together by ‘level of education’). A
two-way MANOVA also entails two or more continuous response
variables, but compares them by at least two factors (e.g.
comparing ‘test score’ and ‘annual income’ together by both ‘level
of education’ and ‘zodiac sign’).

MANCOVA

Like ANOVA and ANCOVA, the main difference between MANOVA


and MANCOVA is the “C,” which again stands for “covariance.”
Both a MANOVA and MANCOVA feature two or more response
variables, but the key difference between the two is the nature of
the IVs. While a MANOVA can include only factors, an analysis
evolves from MANOVA to MANCOVA when one or more more
covariates are added to the mix.

MANCOVA compares two or more continuous response variables


(e.g. Test Scores and Annual Income) by levels of a factor variable
(e.g. Level of Education), controlling for a covariate (e.g. Number of
Hours Spent Studying).

SPSS NOTE: When running either a MANOVA or MANCOVA,


SPSS produces tables that show whether response variables (on
the whole) vary by levels of your factor(s). SPSS also produces a
table that presents follow-up univariate analyses (i.e. one response
variable at a time - ANOVA/ANCOVA). This table shows which
response variables in particular vary by level of the factors tested.
In most cases, we are only concerned with this table when we find
significant differences in the initial multivariate (a.k.a. omnibus)
test. In other words, we first determine if our set of response
variables differ by levels of our factor(s) and then explore which are
driving any significant differences we find.

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Stats Make Me Cry Blog EntriesJeremy J. TaylorJuly 17,


2014MANCOVA, general linear model, SPSS, ANOVA, within-
subject effects, ANCOVA, MANOVA, between-subject effects

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