Misunderstanding analysis of covariance.
Abstract
Despite numerous technical treatments in many venues, analysis of covariance (ANCOVA) remains a widely misused approach to dealing with substantive group differences on potential covariates, particularly in psychopathology research. Published articles reach unfounded conclusions, and some statistics texts neglect the issue. The problem with ANCOVA in such cases is reviewed. In many cases, there is no means of achieving the superficially appealing goal of "correcting" or "controlling for" real group differences on a potential covariate. In hopes of curtailing misuse of ANCOVA and promoting appropriate use, a nontechnical discussion is provided, emphasizing a substantive confound rarely articulated in textbooks and other general presentations, to complement the mathematical critiques already available. Some alternatives are discussed for contexts in which ANCOVA is inappropriate or questionable.
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Controlling for differences inherent to group status is inappropriate.
“Controlling for differences inherent to group status is inappropriate22 and, therefore, we tested for group differences on our hypothesised variables without including established risk factors for psychosis (eg, IQ, ethnicity, and sex) or factors inherent to need-for-care status (eg, education, impaired functioning, anxiety, and depression) as covariates.14, 15, 23”
From Clinical relevance of appraisals of persistent psychotic experiences in people with and without a need for care: an experimental study (2017) · cites this paper as [22]
Controlling a third confounding variable can lead to Simpson's paradox, the diminution or enhancement of an association between two variables.
“This situation can lead to statistical anomalies including Simpon's paradox, which refers to the diminution or enhancement of an association between two variables (e.g. HRV and wellbeing) when a third confounding variable is “corrected” or “controlled” (e.g., age, sex, psychopathology) (Miller and Chapman, 2001; Tu et al., 2008).”
From The Complex Construct of Wellbeing and the Role of Vagal Function (2022) · cites this paper as Miller and Chapman, 2001
Adequate control of potential confounding is a methodological consideration in HRV research, especially when variables cannot be randomly allocated to groups.
“There are also methodological considerations when conducting HRV research, including adequate control of potential confounding, especially when certain variables cannot be randomly allocated to groups (Miller and Chapman, 2001).”
From The Complex Construct of Wellbeing and the Role of Vagal Function (2022) · cites this paper as Miller and Chapman, 2001
The inclusion of variables associated with both dialogue and outcome, i.e. confounds, means that dialogue-outcome relations are consistently underestimated.
“This is partly to avoid missing trends, but mainly because the inclusion of variables associated with both dialogue and outcome, i.e. the confounds, means that dialogue-outcome relations are consistently underestimated (Miller & Chapman, 2001).”
From Teacher–Student Dialogue During Classroom Teaching: Does It Really Impact on Student Outcomes? (2019) · cites this paper as Miller & Chapman, 2001
Analysis of covariance is suboptimal at adjusting for factors when groups differ significantly in their covariates.
“analysis of covariance is suboptimal at adjusting for factors when groups differ significantly in their covariates”
From The effects of psychosocial stress on dopaminergic function and the acute stress response (2019) · cites this paper as Miller and Chapman, 2001
Literature suggests that biases may occur when group differences might differ by controlling variables, but the features important for classification are not associated with those variables.
“There is some literature101 that suggests such biases may occur when the differences in groups might differ by the controlling variables, but the features important for classification (i.e. in this case the behavioral measures) are not associated with those variables (i.e., here, age or gender).”
From Subtyping cognitive profiles in Autism Spectrum Disorder using a Functional Random Forest algorithm (2018) · cites this paper as [101]
Similar concerns have been found when using parametric tests like ANCOVA in psychiatric research.
“Similar concerns have been found when using parametric tests like analysis of covariance (ANCOVA) in psychiatric research101.”
From Subtyping cognitive profiles in Autism Spectrum Disorder using a Functional Random Forest algorithm (2018) · cites this paper as [101]
Age and gender were entered as covariates to reduce error variance, justified because they did not differ between groups.
“Age and gender were entered as covariates of no interest in order to reduce error variance”
From Cognitive heterogeneity in adult attention deficit/hyperactivity disorder: A systematic analysis of neuropsychological measurements (2015) · cites this paper as Miller & Chapman 2001
Using ANCOVAs may create spurious group effects or remove an actual effect of interest.
“The use of ANCOVAs may also create spurious group effects or remove an actual effect of interest”
From Cardiac vagal control and children's adaptive functioning: A meta-analysis (2013) · cites this paper as Miller & Chapman, 2001
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References 52 · Cited by 2,136
- Authors
- Miller, G. A., & Chapman, J. P.
- Affiliations
- University of Illinois Urbana-Champaign (US)
- Venue
- Journal of Abnormal Psychology
- Published
- 2001-02
- Volume
- 110
- Issue
- 1
- Pages
- 40-48
- ISSN
- 0021-843X (ISSN-L)
- 1939-1846
- OpenAlex
- W2156133811
- Cited by
- 2,136
- References
- 52
- Citations by year
- 2026: 67 · 2025: 68 · 2024: 81 · 2023: 83 · 2022: 85 · 2021: 115 · 2020: 104 · 2019: 93 · 2018: 141 · 2017: 129 · 2016: 142 · 2015: 125 · 2014: 124 · 2013: 143 · 2012: 121
- FWCI
- 37.93
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Journal of Abnormal Psychology (publishedVersion)
- PubMed (publishedVersion)
- Funders
- National Institutes of Health (5r01mh039628-09)
- National Institute of Mental Health (MH39628)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
- Social Sciences › Decision Sciences › Management Science and Operations Research › Psychometric Methodologies and Testing
- Keywords
- covariance analysis, covariate control, confounding, statistical misconceptions
- MeSH terms
- Analysis of Variance, Data Interpretation, Statistical, Humans, Psychometrics, Schizophrenic Psychology, Multivariate Analysis, Case-Control Studies
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