Week 15 Lecture: Analysis of Covariance

Analysis of Covariance (ANCOVA) is a technique that combines ANOVA and regression. The
idea behind ANCOVA is to include a quantitative variable (called a covariate or concomitant
variable) that is correlated to the response variable. The inclusion of the covariate is designed to
reduce the MSE, making the analysis more precise. For example, you might use a pre-test score as
a covariate when analyzing how different learning techniques affect SAT scores. Or, you might
use pre-treatment density when analyzing how different thinning treatments affect tree basal area
growth. In ANCOVA, the covariate is not in any way influenced by the treatments. To achieve
this, the covariate should be measured before the treatments are applied; or, if it is measured
during the study, it should not be influenced by the treatments.

Assumptions in ANCOVA

As stated before, the covariate should not be affected by the treatments.

The assumptions of ANOVA still apply; e.g., residuals are independent and normally
distributed with constant variance, and they are uncorrelated.

The slopes of the different linear treatment responses must be equal (i.e., they must be
parallel). This simply means that there is no interaction between the covariate and the
discrete explanatory variables. If there is significant interaction, separate regression
models for each treatment should be fit to the data and then compared to each other.

To illustrate an ANCOVA, we will work through an example.

Example
We will use data from my dissertation study. The sample size is small (n = 8), so the normality
assumption is suspect. However, ANCOVA is robust and since there are no standardized nonparametric techniques (of which I am aware!), we will proceed with ANCOVA.

In my study, I wanted to determine if above-ground net primary production (ANPP) on eight plots
is different for two slope orientations (aspects = north-facing or south-facing) and overstory tree
density (density measured as leaf area index). In this study, density was not controlled at fixed
levels (e.g., low, medium, high) so it was measured as a continuous variable and used as a
covariate in an ANCOVA. We want to test the two hypotheses:
1. Ho: ANPP is the same for north and south aspects.
Ha: Not Ho.
2. Ho: ANPP is the same for different overstory tree LAIs.
Ha: Not Ho.
= 0.05 for all tests.

Heres the data:

PLOT NUMBER
1
2
3
4
5
6
7
8

ASPECT
North
North
North
North
South
South
South
South

TREE LAI
0.9
1.3
3.3
3.4
0.4
0.2
3.4
4.6

ANPP
3351.41
4305.90
4799.06
4006.47
1075.71
2032.89
2683.34
3039.97

I ran the example SAS program, ANCOVA.sas, to get the p-values to test the hypotheses.
Before we can proceed further, we need to test the hypothesis of no interaction between aspect and
overstory tree density (Ho: No interaction between aspect and tree LAI; Ha: not Ho):

Since P = 0.8351 >> 0.05, we do not reject Ho and conclude that we have no significant
interaction between aspect and tree LAI. Thus, our assumption of parallel slopes holds and
we can proceed with ANCOVA.

Continuing with the ANCOVA, we can now test the two previously stated hypotheses for aspect
and tree density:
1. For Ho1: Since P = 0.0031 << 0.05, reject Ho1 and conclude that ANPP is not the same for
north and south aspects. Notice that I used the p-value from the Type III SS in the SAS
output. These p-values are adjusted for the covariate, tree LAI.
2. For Ho2: Since P = 0.0336 < 0.05, reject Ho2 and conclude that ANPP is not the same
across tree LAIs.

You will also see the actual parameter estimates for the covariance model. This output was
produced using the / Solution phrase in the PROC GLM Model statement.

Bibliography
I have included an abbreviated list of references for this topic that have been useful to me. Zar
also mentions some as well (see Section 12.12, page 270 271).

Kleinbaum, D.G., L.L. Kupper, and K.E. Miller. 1988. Applied Regression Analysis and Other
Multivariable Methods. PWS-KENT Publishing Company, Boston, USA. 718 pp.

Neter, J., M.H. Kutner, C.J. Nachtsheim, and W. Wasserman. 1996. Applied Linear Statistical
Models, 4th edition. WCB McGraw-Hill, Inc., 1408 p.

SAS. 1998. SAS/STAT Users Guide, Version 7. SAS Institute, Inc., Cary, North Carolina.

Sokal, R.R., and F.J. Rolf. 1995. Biometry, 3rd ed. W.H. Freeman and Company, New York.
887 p.