1
Factorial ANOVA
• The ANOVA designs we have dealt with up to this point, known as simple ANOVA or one way ANOVA, had only one independent grouping variable or factor. However, oftentimes a researcher has more than one independent grouping variable, or factor of interest.
• Factorial ANOVA is used when we want to consider the effect of more than one factor on differences in the dependent variable. A factorial design is an experimental design in which each level of each factor is paired up or crossed with each level of every other factor. In other words each combination of the levels of the factors is included in the design. This type of design is often depicted in a table.
• We typically refer to ANOVA designs by the number of factors and/or by the number of levels within a factor. A oneway ANOVA refers to a design with one factor, twoway ANOVA has two factors, threeway ANOVA has three factors, etc. A twoby three ANOVA is a twoway ANOVA with two levels of the first factor and three levels of the second factor. A threebyfourbytwo ANOVA is a threeway ANOVA with three levels of the first factor, four of the second, and two of the third.
• Factorial designs allow us to determine if there are interactions between the independent variables or factors considered. An interaction implies that differences in one of the factors depend on differences in another factor.
Example
Consider a researcher who is interested in determining whether a new mathematics curriculum is better at helping students develop spatial visualization skills. Furthermore, he wonders whether there is a difference between boys and girls, because it is known that males tend to be better at spatial visualization than females. The researcher has the following twoway (twobytwo) factorial design:
Factor A:
Gender
Females (A _{1} )
Males (A _{2}_{)}
Overall Mean (marginal)
Factor B: Curriculum New Math
Control
Curriculum
(B
X
X
X
_{2} )
12
22
.2
)
(B
X
X
X
.1
_{1}
11
_{2}_{1}
Overall Mean
(marginal)
X
1.
X
2.
X
Suppose the new curriculum was found to improve spatial visualization scores equally as well for both males and females. Then there would be main effect differences only. Main effect differences reflect differences in the means of one of the factors, ignoring other factors. However, if, for example, the new curriculum worked better for females then there would be an interaction effect. Typically we graph each of the cell means to depict differences obtained in factorial ANOVA.
• The assumptions underlying the statistical tests associated with factorial ANOVA are the same as those associated with a simple oneway ANOVA. Specifically, it is assumed the dependent variable is normally distributed within each cell, that the population variances are
2
identical within each cell, and that the observations and groups are independent of each other.
• Conceptually, the way we calculate the statistics associated with factorial ANOVA designs is comparable to what we did for simple oneway ANOVA designs. Basically, we determine the variability associated with different means; there are just more means to deal with now.
• The SS _{t}_{o}_{t}_{a}_{l} in a factorial design is exactly the same as it was in simple ANOVA. It
represents the total variability among all observations around the grand mean or
∑
(X
−
X )
2
• In a simple oneway ANOVA the SS _{w}_{i}_{t}_{h}_{i}_{n} = SS _{e}_{r}_{r}_{o}_{r} represented the variability of observations within a particular group. However, now we are partitioning the groups even further so each “group” is represented by a cell in our table. In other words, the SS _{e}_{r}_{r}_{o}_{r} represents the variability of observations within a particular cell of the table. It is the variability that is expected among individuals and can be thought of as an estimate of variability that is common to all cells.
• In a factorial ANOVA the SS _{b}_{e}_{t}_{w}_{e}_{e}_{n} still represents the variability of the group means from the overall mean. However, now we have to determine which of the variability is due to main effects and which is due to interaction effects. For a twoway ANOVA design, as depicted in the example above, SS _{b}_{e}_{t}_{w}_{e}_{e}_{n} is partitioned into SS _{A} , SS _{B} , and SS _{A}_{B}_{.}
• SS _{A} represents the variability in the marginal means associated with the different levels of factor A, when compared to the overall mean. In our example, it would represent the variability in the means obtained for boys and girls, ignoring curriculum. It is computed by using the row marginal means and the grand mean.
• SS _{B} represents the variability in the marginal means associated with the different levels of factor B, when compared to the overall mean. In our example, it would represent the variability in the different curriculum programs, ignoring gender. It is computed by using the column marginal means and the grand mean.
• SS _{A}_{B} represents the variability in the cell means, after controlling for main effect differences, when compared to the overall mean. It is computed by using the cell means and the overall means, as well as SS _{A} and SS _{B} . Basically, we compute the variability in the cell means and then subtract the variability due to the main effects.
Example:
Suppose we obtained the following data for the ANOVA design explained previously:
Females  New 
Females  Control 
Males  New 
Males  Control 

6 
8 
5 
6 
6 
3 
4 
2 
7 
9 
8 
7 
5 
3 
2 
4 
7 
8 
4 
9 
4 
6 
4 
3 
9 
10 
6 
6 
4 
3 
3 
1 
6 
5 
5 
3 
10 
8 
5 
4 
3
Calculating the cell and marginal means we obtain the following:
Factor A:
^{G}^{e}^{n}^{d}^{e}^{r}
Females (A _{1} )
Males (A _{2}_{)}
Overall Mean (marginal)
Factor B: Curriculum New Math
Control
Curriculum
(B
_{1} )
(B _{2} )
Overall Mean
(marginal)
X
X
X
.1
11
21
=
=
6.4
8.0
= 7.2
X
12
X
22
X .2
= 4.0 
X 1. 5.2 = 
= 3.4 
X 2. 5.7 = 
=3.7 
X = 5.45 
The SS _{e}_{r}_{r}_{o}_{r} =
∑
(5
−
6.4)
2
+
(8
−
(
X − X
6.4)
2
+
j
)
=
+
(6
The SS _{A} =
n
i
.
∑
(
X
i
.
− X
)
2
The SS _{B} =
n
.
j
∑
(
X
.
j
− X
)
2
−
=
=
4.0)
2
+
20(5.2
(3
−
4.0)
−
5.45)
2
2
+
+
(7
+
20(5.7
−
−
8.0)
2
5.45)
+
2
20(7.2
−
5.45)
2
+
20(3.7
−
5.45)
2
(9
−
8.0)
=
1.25
+
=
61.25
2
+
1.25
+
=
(5
−
2.5
3.4)
2
+
61.25
=
122.5
The SS _{A}_{B} = [
n
ij
∑
(X
ij
^{−}
X
)
2
] – SS _{A}  SS _{B} =
[10(6.4
[9.025 + 21.025 + 65.025 + 42.025] – 126 = 137.1 – 125 = 12.1
−
5.45)
2
+
10(4.0
−
5.45)
2
+
10(8.0
−
5.45)
2
+
10(3.4
−
5.45)
] – 2.5 – 122.5 =
+
(3
−
3.4)
2
=
72.8
SS _{t}_{o}_{t}_{a}_{l} = SS _{e}_{r}_{r}_{o}_{r} + SS _{A} + SS _{B} + SS _{A}_{B} = 72.8 + 2.5 + 122.5 + 12.1 = 209.9
• To obtain our Fratios for each test we need to use the df associated with each main effect and interaction.
df _{A} = Number of levels of Factor A – 1 = 2 – 1 = 1, for our example
df _{B} B = Number of levels of Factor B – 1 = 2 – 1 = 1, for our example
df _{A}_{B} = (df _{A} )( df _{B} )B
df _{e}_{r}_{r}_{o}_{r} = N – (number of cells) = 40 – 4 = 36, for our example
df _{t}_{o}_{t}_{a}_{l} = N – 1 (checking this number is a good way to make sure you’ve entered your data correctly)
= 1(1) = 1, for our example
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Using the appropriate df we can obtain the corresponding MS term needed to calculate our F statistic:
MS _{A} = SS _{A} / df _{A} = 2.5 / 1 = 2.5, for our example
MS _{B} = SS _{B} / df _{B} = 122.5 / 1 = 122.5 , for our example
MS _{A}_{B} = SS _{A}_{B} / df _{A}_{B} = 12.1 / 1 = 12.1, for our example
MS _{e}_{r}_{r}_{o}_{r} = SS _{e}_{r}_{r}_{o}_{r} / df _{e}_{r}_{r}_{o}_{r} = 72.8 / 36 = 2.022, for our example
The null hypothesis for each test is that there is no difference in the means.
F _{A} = MS _{A} / MS _{e}_{r}_{r}_{o}_{r} = 2.5 / 2.022 ≈ 1.24, (compare to a critical F with 1 and 36 df ≈ 4.125)
F _{B} = MS _{B} / MS _{e}_{r}_{r}_{o}_{r} = 122.5 / 2.022 ≈ 60.58, (compare to critical F with 1 and 36 df ≈ 4.125)
F _{A} = MS _{A}_{B} / MS _{e}_{r}_{r}_{o}_{r} = 12.1 / 2.022 ≈ 5.98, (compare to critical F with 1 and 36 df ≈ 4.125)
SPSS Output: Univariate Analysis of Variance  obtained using defaults under "Analyze" and “General Linear Model”and "Univariate"
BetweenSubjects Factors
Value Label
N
sex 
1 
female 
20 
2 male 
20 

curriculum 
1 new 
^{2}^{0} 

program 

2 control 
20 
Tests of BetweenSubjects Effects
Dependent Variable: spatial
Source 
Type III Sum of Squares 
df 
Mean Square 
F 
Sig. 

Corrected Model 
137.100 ^{a} 
3 
45.700 
22.599 
.000 

Intercept 
1188.100 
1 
1188.100 
587.522 
.000 

sex 
2.500 
1 
2.500 
1.236 
.274 

curriculum 
122.500 
1 
122.500 
60.577 
.000 

sex * curriculum 
12.100 
1 
12.100 
5.984 
.019 

Error 
72.800 
36 
2.022 

Total 
1398.000 
40 

Corrected Total 
209.900 
39 
a. R Squared = .653 (Adjusted R Squared = .624)
• Under the “model” option in SPSS you can choose to use either Type II SS, Type III SS (default) or Type IV SS. It is recommended that you go with the default which adjusts the tests conducted when you have an unequal number of observations in each cell and conducts each test independently of other tests.
5
• Typically when one finds an interaction they graph it to aid in the interpretation. However, our example wasn’t very “interesting” so let’s consider a more “interesting” example. Suppose a counseling psychologist conducted a study to determine the best type of therapy for various levels of depression and obtained the following data:
Tests of BetweenSubjects Effects
Dependent Variable: score
Source 
Type III Sum of Squares 
df 
Mean Square 
F 
Sig. 

Corrected Model 
399.111 ^{a} 
8 
49.889 
7.782 
.000 

Intercept 
5292.089 
1 
5292.089 
825.456 
.000 

treatment 
51.511 
2 
25.756 
4.017 
.027 

severity 
235.244 
2 
117.622 
18.347 
.000 

treatment * severity 
112.356 
4 
28.089 
4.381 
.005 

Error 
230.800 
36 
6.411 

Total 
5922.000 
45 

Corrected Total 
629.911 
44 
a. R Squared = .634 (Adjusted R Squared = .552)
Estimated Marginal Means  obtained under "options" button
Dependent Variable: score
3. treatment * severity
95% Confidence Interval
treatment 
severity 
Mean 
Std. Error 
Lower Bound 
Upper Bound 
hypnosis 
mild 
13.200 
1.132 
10.903 
15.497 
moderate 
11.400 
1.132 
9.103 
13.697 

severe 
10.400 
1.132 
8.103 
12.697 

CBT 
mild 
16.800 
1.132 
14.503 
19.097 
moderate 
12.000 
1.132 
9.703 
14.297 

severe 
5.800 
1.132 
3.503 
8.097 

behavioral 
mild 
11.000 
1.132 
8.703 
13.297 
moderate 
9.000 
1.132 
6.703 
11.297 

severe 
8.000 
1.132 
5.703 
10.297 
• There is a significant interaction in this example and the best way to interpret it is to create separate line graphs for each level of one factor that depicts the cell means for the other factor. This can be done in two different ways as the following demonstrates:
6
19 

17 


15 

13 
Mild
Moderate
Severe


11 

9 

7 

5 

Hypnosis 
CBT 
Behavioral 

19 

17 


15 

13 
Hypnosis 

CBT 

11 
Behavioral 

9 

7 

5 

Mild 
Moderate 
Severe 
• If the interaction was not found to be significant than the lines in the above plots would be parallel. If, for example, we had only compared hypnosis to behavioral therapy then we would not have found a significant interaction.
• Once we find a significant interaction many methodologists would argue that any significant main effects that are found should not be interpreted. However, this is somewhat dependent on the type of interaction that is obtained. In the example above a disordinal interaction was obtained, because the interaction lines intersect (or move in opposite directions). In this case it is not appropriate to interpret any significant main effects because differences found in different levels of one factor depend on differences in the second factor.
• However, it is also possible to obtain an ordinal interaction. In this case, the lines would not be parallel, however the lines would not cross or move in different directions. For example,
7
suppose the following results had been obtained from 8 patients at each severity level in each of the 3 therapy groups:
Tests of BetweenSubjects Effects
Dependent Variable: score
Source 
Type III Sum of Squares 
df 
Mean Square 
F 
Sig. 

Corrected Model 
187.917 ^{a} 
5 
37.583 
6.746 
.000 

Intercept 
7252.083 
1 
7252.083 
1301.656 
.000 

treatment 
89.542 
2 
44.771 
8.036 
.001 

severity 
56.333 
1 
56.333 
10.111 
.003 

treatment * severity 
42.042 
2 
21.021 
3.773 
.031 

Error 
234.000 
42 
5.571 

Total 
7674.000 
48 

Corrected Total 
421.917 
47 
a. R Squared = .445 (Adjusted R Squared = .379)
Dependent Variable: score
3. treatment * severity
95% Confidence Interval
treatment 
severity 
Mean 
Std. Error 
Lower Bound 
Upper Bound 
hypnosis 
mild 
13.250 
.835 
11.566 
14.934 
severe 
11.875 
.835 
10.191 
13.559 

CBT 
mild 
14.000 
.835 
12.316 
15.684 
severe 
13.625 
.835 
11.941 
15.309 

behavioral 
mild 
12.875 
.835 
11.191 
14.559 
severe 
8.125 
.835 
6.441 
9.809 
• In this case the interaction is significant, but the following interaction graphs would be obtained, which makes it clear that all treatments seemed to work better for mildly depressed patients so the researcher may be justified in interpreting the main effect:
8
• Whenever an interaction is obtained, one might want to do a test of simple main effects. This test “teases apart” the interaction. A test of simple main effects is different from simply interpreting the main effects, which ignores different levels of the second factor. Rather a test of simple main effects is a test for main effect differences at each level of the other factor.
• For example, one might want to test the main effect of treatment within each of the two different levels of depression severity. This is accomplished by obtaining the SS _{t}_{h}_{e}_{r}_{a}_{p}_{y} for mildly depressed patients and SS _{t}_{h}_{e}_{r}_{a}_{p}_{y} for severely depressed patients. We do this using the cell means for the different therapy treatments and the following marginal means for severity of depression.
2. severity
Dependent Variable: score
95% Confidence Interval
severity 
Mean 
Std. Error 
Lower Bound 
Upper Bound 
mild 
13.375 
.482 
12.403 
14.347 
severe 
11.208 
.482 
10.236 
12.181 
SS _{t}_{h}_{e}_{r}_{a}_{p}_{y} for mild depression =
8[(13.25 – 13.375) ^{2} + (14 – 13.375) ^{2} + (12.875 – 13.375) ^{2} ] = 8[0.016 + 0.391 + 0.25] = 5.25
SS _{t}_{h}_{e}_{r}_{a}_{p}_{y} for severe depression =
8[(11.875 – 11.208) ^{2} + (13.625 – 11.208) ^{2} + (8.125 – 11.208) ^{2} ] = 126.333
Each of these SS have 2 df because they use 3 means in the calculation. The F ratio for testing main effect differences of therapy for patients that are mildly depressed is based on MS _{t}_{h}_{e}_{r}_{a}_{p}_{y} = 5.25/2 = 2.625 and MS _{w}_{i}_{t}_{h}_{i}_{n} = 5.571 so F = 2.625 / 5.571 = 0.471 which needs to be compared to a critical F with 2 and 42 df, which is approximately 3.23. There are obviously no main effect differences for therapy treatments for patients that with mild
n
n
(
X
∑
therapy mild
,
− X
∑
mild
)
2
=
(
X
therapy severe
,
− X
severe
)
2
=
9
depression. The F statistic for testing main effect difference of therapy for patients that are severely depressed is (126.33/2) / 5.571 = 63.167/5.571 = 11.338. So there is a difference in depression scores for the different therapy treatments for patients that are severely depressed.
One could also test the main effect of depression severity within each of the treatment levels. This is accomplished by obtaining the SS _{s}_{e}_{v}_{e}_{r}_{i}_{t}_{y} within each treatment, using the cell means for the different levels of depression severity and the following marginal means for the different therapy treatments.
1. treatment
Dependent Variable: score
95% Confidence Interval
treatment 
Mean 
Std. Error 
Lower Bound 
Upper Bound 
hypnosis 
12.563 
.590 
11.372 
13.753 
CBT 
13.813 
.590 
12.622 
15.003 
behavioral 
10.500 
.590 
9.309 
11.691 
SS _{s}_{e}_{v}_{e}_{r}_{i}_{t}_{y} for hypnosis =
8[(13.25 – 12.563) ^{2} + (11.875 – 12.563) ^{2} ] = 8[0.472 + 0.473] = 7.563
=
8[(14.0 – 13.813) ^{2} + (13.625 – 13.813) ^{2} ] = 0.563
SS _{s}_{e}_{v}_{e}_{r}_{i}_{t}_{y} for behavioral therapy =
8[(12.875 – 10.5) ^{2} + (8.125 – 10.5) ^{2} ] = 90.25
Each of these SS have 1 df because they use 2 means in the calculation. The F ratio for testing main effect differences of severity of depression for patients that treated using hypnosis is based on MS = 7.563/1 and MS _{w}_{i}_{t}_{h}_{i}_{n} = 5.571 so F = 7.563 / 5.571 = 1.357 which needs to be compared to a critical F with 1 and 42 df, which is approximately 4.08. There are obviously no main effect differences for severity of depression for patients that are treated with hypnosis therapy. The F statistic for testing main effect difference for severity of depression for patients that are treated with CBT is 0.563 / 5.571 = 0.101. So there are no main effect differences for severity of depression for patients that are treated with CBT. The F statistic for testing main effect differences for severity of depression for patients treated with behavioral therapy is 90.25 / 5.571 = 16.199 so there is a main effect difference for severity of depression for patients that are treated with behavioral therapy
SS _{s}_{e}_{v}_{e}_{r}_{i}_{t}_{y} for CBT =
n
∑
(
X
severity hypnosis
,
− X
CBT
)
2
hypnosis
)
2
=
n
∑
(
X
severity CBT
,
n
− X
∑
(
X
severity behaviroal
,
− X
behavioral
)
2
=
• It should be noted that there is no way to test simple main effects in SPSS without using the syntax window. Rather the syntax window in SPSS must be used. The following SPSS syntax can be used to obtain a test of simple main effects, as well as an ANOVA. The majority of the syntax is what is run when one “clicks” General Linear Model under the “Analyze” menu option and then chooses Univariate. The middle lines beginning with /EMMEANS are added when one chooses to get an estimate of the means under the “options” button. All of this syntax can be obtained by choosing the “paste” button when
10
running an ANOVA from the point and click menu. The last two lines provide a test of the simple main effects (as well as some extraneous output) and must be typed in by the user.
UNIANOVA score BY treatment severity /METHOD = SSTYPE(3) /INTERCEPT = INCLUDE /EMMEANS = TABLES(treatment) /EMMEANS = TABLES(severity) /EMMEANS = TABLES(treatment*severity) /CRITERIA = ALPHA(.05) /DESIGN = treatment severity treatment*severity
/ EMMEANS = tables (treatment * severity) comp (treatment)
/ EMMEANS = tables (treatment * severity) comp (severity).
• All of the multiple comparison procedures discussed in terms of simple oneway ANOVA can be generalized to higher way ANOVA designs and these are easily obtained using the “point and click” menu options in SPSS. However, it should be noted that these are tests of the main effects that ignore other factors. Therefore, I would not recommend interpreting pairwise comparisons if a significant interaction is obtained.
• Power analyses for factorial ANOVA designs can also be conducted, similar to how they were conducted for simple oneway ANOVA designs. For factorial ANOVA designs we simply conduct separate power analyses for each factor individually, ignoring any additional factors that may exist.
• Once again, statistical significance does not imply differences that are important from a practical perspective. An effect size measure can be estimated by dividing the SS _{e}_{f}_{f}_{e}_{c}_{t} by SS _{t}_{o}_{t}_{a}_{l} . Although this is conceptually simple, estimates of SS _{e}_{f}_{f}_{e}_{c}_{t} and SS _{t}_{o}_{t}_{a}_{l} are dependent on knowing how to determine the expected mean squares, which is technically difficult. However, estimates of effect size can be obtained under the “options” button when running a factorial ANOVA in SPSS. Effect size measures will be printed out in the ANOVA table, next to each of the Fstatistics for the main effects and the interaction terms.
• Having unequal cell sizes in a factorial ANOVA is a complex issue, from a technical perspective, because it results in a dependency among the main effect and interaction estimates of variability. Using the Type III SS, which is the default in SPSS, will provide you with a test of unweighted means, which is usually the appropriate test to conduct with unequal cell sizes.
• It should be noted that higherorder factorial designs are typical in Social Science research and all of the procedures that relate to a twoway ANOVA can easily be applied to higher order factorial designs. However, with higher order designs there are more interaction terms to deal with and considering anything above a threeway ANOVA makes interpreting the results extremely difficult.
• Suppose one had a 3by4by2 factorial design. In other words, a threeway factorial design with three levels of factor A, four levels of factor B, and two levels of factor C. The corresponding ANOVA would be a test of the following: (1) Three tests of the Main Effects of Factor A, Factor B, and Factor C; (2) Three tests of the Twoway Interaction Effects of AB, AC, and BC, and (3) One test of the Threeway Interaction Effect of ABC.
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