(Statistics Solutions, 2014)

Multivariate Analysis of Covariance (MANCOVA)

Multivariate analysis of covariance (MANCOVA) is a statistical technique that is the extension of
analysis of covariance (ANCOVA). Basically, it is the multivariate analysis of variance (MANOVA)
with a covariate(s).). In MANCOVA, we assess for statistical differences on multiple continuous
dependent variables by an independent grouping variable, while controlling for a third variable called
the covariate; multiple covariates can be used, depending on the sample size. Covariates are added
so that it can reduce error terms and so that the analysis eliminates the covariates effect on the
relationship between the independent grouping variable and the continuous dependent
variables.. Questions answered:
Do the various school assessments vary by grade level after controlling for gender?
Do the rates of graduation among certain state universities differ by degree type after controlling for
tuition costs?
Which diseases are better treated, if at all, by either X drug or Y drug after controlling for length of
disease and participant age?

Assumptions:
In multivariate analysis of covariance (MANCOVA), all assumptions are the same as in MANOVA,
but one more additional assumption is related to covariate:
1. Independent Random Sampling: MANCOVA assumes that the observations are
independent of one another, there is not any pattern for the selection of the sample, and that
the sample is completely random.
2. Level and Measurement of the Variables: MANCOVA assumes that the independent
variables are categorical and the dependent variables are continuous or scale
variables. Covariates can be either continuous, ordinal, or dichotomous.
3. Absence of multicollinearity: The dependent variables cannot be too correlated to each
other. Tabachnick & Fidell (2012) suggest that no correlation should be above r = .90..
4. Normality: Multivariate normality is present in the data.
5. Homogeneity of Variance: Variance between groups is equal.
6. Relationship between covariate(s) and dependent variables: in choosing what covariates
to use, it is common practice to assess if a statistical relationship exists between the
covariate(s) and the dependent variables; this can be done through correlation analyses.

Key concepts and terms:

Levenes Test of Equality of Variance: Used to examine whether or not the variance
between independent variable groups are equal; also known as homogeneity of
variance Non-significant values of Levenes test indicate equal variance between groups.
Boxs M Test: Used to know the equality of covariance between the groups. This is the
equivalent of a multivariate homogeneity of variance. Usually, significance for this test is
determined at = .001 because this test is considered highly sensitive.
Partial eta square: Partial eta square (2) shows how much variance is explained by the
independent variable. It is used as the effect size for the MANOVA model.
Post hoc test: If there is a significant difference between groups, then post hoc tests are
performed to determine where the significant differences lie (i.e., which specific independent
variable level significantly differs from another).
Multivariate F-statistics: The F- statistic is derived by essentially dividing the means sum
of the square (SS) for the source variable by the source variable mean error (ME or MSE).
Covariate: a Covariate is basically a control variable, which is uncorrelated with the
independent variables and correlated with the dependent variables. Covariates areused to
reduce the error term.
SPSS: The following steps have to be performed for multivariate analysis of covariance
(MANCOVA):
SPSS: the MANCOVACan be performed using the analysis menu, selecting the GLM
option, and then choosing the Multivariate option from the GLM option.
(Taylor, 2014)

Statistical Soup: ANOVA, ANCOVA, MANOVA, &

MANCOVA
August 11, 2014 Jeremy J. Taylor
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. independent 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 "twoway" 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 oneway 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).

ALSO CHECK OUT: Wikieducator has a nice set of slides explaining

the distinctions between one-way and two-way ANOVA

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).

A more subtle way that MANOVA differs from ANOVA is that MANOVA compares levels of a factor that
has only two levels (a.k.a. binary). When dealing with a single response variable and binary factor (e.g.
gender), one uses an independent sample t-test. However, a t-test can not estimate differences for more than
one response variable together, thus a MANOVA fills that need.

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.