ANOVA versus Linear Regression
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ANOVA versus Regression
Different disciplines have different ways to refer to different approaches to modeling continuous outcomes. While I think of most things as forms of regression, you may see the following terminology:
- ANOVA (analysis of variance): predictor can only be categorical (one-way ANOVA which we considered has one predictor, but two-way ANOVA has two categorical predictors, etc.)
- Regression: predictors are only continuous
- ANCOVA (analysis of covariance): predictors can be both categorical and continuous
There are some other subtle differences with the basics of the methods as we covered them:
Feature | ANOVA | ANCOVA/Regression |
---|---|---|
\(H_0\) | Compares group means | Evaluates if overall model predicts \(Y\) better than group mean (can test group means with contrasts and/or cell means) |
Assumptions | Equal or unequal variances | Homogeneity of variances |
Post-Hoc Testing | Lots of procedures and corrections for multiplicity | Do not necessarily do corrections for multiple testing |
Covariates | Can’t accommodate | Can easily accommodate |
In practice, the biggest limitation of using ANOVA more often in practice is the fact you cannot adjust for other variables. I often choose regression/ANCOVA approaches, even if I am initially fitting a model with only 1 categorical predictor, because I never know if I’ll need to expand my model to include other covariates in the future. If I have a very well-defined problem with a continuous outcome and single categorical predictor, I may use ANOVA to provide a little more flexibility with the unequal variance assumption.
A more philosophical question is if regression should use the same explicit post-hoc corrections that ANOVA uses. There is no clear answer here with various viewpoints:
- You should correct whenever doing multiple testing (e.g., fitting linear regression with a categorical predictor) to avoid type I errors
- You should consider corrections that are appropriate to your setting if your research is confirmatory (e.g., pre-planned, specific comparisons with corrections to control a small set of comparisons)
- You should only report nominal (i.e., uncorrected) p-values and note no corrections were taken
- You should conduct simultaneous inference to more dynamically adjust the estimates, p-values, and confidence intervals (e.g., GLHT versus one-by-one comparisons)