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.
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).
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 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.
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.
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.