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ANCOVA and MANCOVA: Example Questions and Outline Model Answers Question 1 A double-blind, placebo-controlled trial was carried out to test a new drug which is supposed to improve episodic memory in healthy elderly subjects, many of whom show mild episodic memory impairment. Before starting the trial the verbal IQ of the subjects was assessed. The subjects were then assigned at random to an active drug or placebo treatment. After completing the treatment the researchers administered 3 standard verbal episodic memory tests to each subject. They felt that each test was measuring the memory processes that the drug was likely to improve. After breaking the drug codes, the researchers used ANOVAs to see if the post-treatment memory scores were higher in the drugtreated subjects. The results are shown in Part I of the SPSS printout. Disappointed that only one memory test appeared to show a significant drug effect, the researchers consulted colleagues. After looking at the correlations (printout Part II) between the memory test performance and pretreatment verbal IQ, one colleague suggested that they repeat the analyses covarying out the verbal IQ scores, stressing that they should test the homogeneity of regressions first. The homogeneity of regression and ANCOVAs (printouts Part III and IV respectively) were as shown. (a) Explain what the homogeneity of regression printout shows and say, in light of these results, whether the ensuing ANCOVAs were justified. (30% of marks for question) (b) Briefly explain the purpose of the ANCOVAs and why the ANCOVA results show stronger drug effects than the earlier ANOVAs. (35% of marks for question) (c) The researchers concluded that 2 of their 3 memory tests were significantly improved by the drug after removing the effect of baseline verbal IQ. What problem means that they were not justified in making this claim? (20% of marks for question) (d) Another colleague suggested an alternative, but related, analytic method which avoided the problem in (c). This technique showed a significant drug effect on episodic memory test performance after removing the effect of baseline verbal IQ. Name the technique and briefly note why it is preferable here? (15% of marks for question) Printout for Question 1 Part I – Anova Results + Means Tests of Between-Subjects Effects Source TREATMNT Error Dependent Variable Memory tes t 1 Memory tes t 2 Memory tes t 3 Memory tes t 1 Memory tes t 2 Memory tes t 3 Type III Sum of Squares 16.240 15.123 7.516 294.049 151.702 447.413 df 1 1 1 58 58 58 Mean Square 16.240 15.123 7.516 5.070 2.616 7.714 Part II – Correlation Matrix Correlations Memory tes t 1 Memory tes t 2 Memory tes t 3 Pearson Correlation Sig. (2-tailed) N Pearson Correlation Sig. (2-tailed) N Pearson Correlation Sig. (2-tailed) N Memory tes t 2 .434 .001 60 Memory tes t 3 .758 .000 60 .344 .007 60 Verbal IQ .652 .000 60 .388 .002 60 .353 .006 60 F 3.203 5.782 .974 Sig. .079 .019 .328 Part III – Homogeneity of Regression Results Tests of Between-Subjects Effects Source VERBIQ TREATMNT * VERBIQ Error Dependent Variable Memory tes t 1 Memory tes t 2 Memory tes t 3 Memory tes t 1 Memory tes t 2 Memory tes t 3 Memory tes t 1 Memory tes t 2 Memory tes t 3 Type III Sum of Squares 127.211 26.396 55.744 4.338E-03 3.475 .154 164.100 123.962 391.240 df 1 1 1 1 1 1 56 56 56 Mean Square 127.211 26.396 55.744 4.338E-03 3.475 .154 2.930 2.214 6.986 F 43.412 11.925 7.979 .001 1.570 .022 Sig. .000 .001 .007 .969 .215 .882 Part IV – Ancova Results and Covariate-Adjusted Means Tests of Between-Subjects Effects Source VERBIQ TREATMNT Error Dependent Variable Memory tes t 1 Memory tes t 2 Memory tes t 3 Memory tes t 1 Memory tes t 2 Memory tes t 3 Memory tes t 1 Memory tes t 2 Memory tes t 3 Type III Sum of Squares 129.945 24.265 56.018 14.396 14.337 6.691 164.104 127.437 391.394 df 1 1 1 1 1 1 57 57 57 Mean Square 129.945 24.265 56.018 14.396 14.337 6.691 2.879 2.236 6.867 F 45.135 10.853 8.158 5.000 6.413 .974 Treatment Condition Dependent Variable Memory tes t 1 Memory tes t 2 Memory tes t 3 Treatment Condition active drug placebo active drug placebo active drug placebo Mean 8.217a 7.237a 12.316 a 11.338 a 9.190a 8.522a Std. Error .310 .310 .273 .273 .478 .478 a. Evaluated at covariates appeared in the model: Verbal IQ = 92.68. 95% Confidence Interval Lower Bound Upper Bound 7.597 8.838 6.617 7.858 11.770 12.863 10.792 11.885 8.232 10.148 7.564 9.480 Sig. .000 .002 .006 .029 .014 .328 Question1: MODEL ANSWER Note how short the perfect answer can be… (a) (b) (c) (d) The homogeneity of regression printout shows non-significant covariate(IQ)*treatment group interactions for each of the 3 memory tests used. This means that the regressions of IQ on the dependent variable (i.e. each of the memory test scores) are statistically indistinguishable across the levels of the group (i.e. treatment) factor. (Students might draw diag with parallel regression lines to illustrate this -- must be properly labelled; they do not need to draw a diag if their verbal description is complete and clear.) Thus the regressions are homogeneous and mean that ANCOVA’s requirement for homogeneous regressions is satisfied for each of the 3 DVs. In terms of this requirement it is legitimiate to carry out the 3 ANCOVAs (on each of the memory tests as separate DVs) on these data. The purpose of the ANCOVA is to reduce the size of the error term in the analyses thereby increasing power. It achieves this by removing a source of variation from the DV (the DV’s covariance with the covariate). This source of variation is normally included in the error term of the ANOVA. The F-ratio of the ANOVA (or ANCOVA) is formed from an effect term divided by the error term: if the error term is reduced by assigning some of its variance to a covariate, then the F-ratio for the effect of interest increases commensurately. [A student who says that the ANCOVA is to remove any IQ differences between the drug-treatment groups gets ABSOLUTELY ZERO marks for this part.] For memory test 1, which has by far the strongest correlation with IQ (r>0.65), we can see this in operation ANOVA: MS(effect)=16.2; MS(error)=5.070. ANCOVA: MS(effect)=14.4; MS(error)=2.879. For the other two memory tests (with lower correlations with IQ; r<0.4), the effect of covariate adjustment was very modest, barely affecting the F-ratios. The researchers have capitalised on chance by conducting 3 separate tests of their hypothesis. None of these individual tests will therefore truly have a Type I error rate of 5% and so cannot be judged by this criterion. If one adopted a Bonferroni correction to deal with this, the necessary alpha level would be 0.05/3. (i.e. 0.0167) and only memory test 2 (after covariate adjustment) would be deemed significant. MANCOVA (would accept MANOVA; although strictly it is MANCOVA if IQ is included as a covariate). Basically, it is preferable because it uses all 3 memory test DVs simultaneously to carry out a single test of the researchers’ hypothesis rather than three separate tests. It is appropriate because the 3 tests are thought to be measuring the same processes and the correlations between the 3 DVs are neither close to zero or 1 (they were 0.34; 0.43; 0.76).