R - Analysis of Covariance

We use Regression analysis to create models which describe the effect of variation in predictor variables on the response variable. Sometimes, if we have a categorical variable with values pke Yes/No or Male/Female etc. The simple regression analysis gives multiple results for each value of the categorical variable. In such scenario, we can study the effect of the categorical variable by using it along with the predictor variable and comparing the regression pnes for each level of the categorical variable. Such an analysis is termed as Analysis of Covariance also called as ANCOVA.

Example

Consider the R built in data set mtcars. In it we observer that the field "am" represents the type of transmission (auto or manual). It is a categorical variable with values 0 and 1. The miles per gallon value(mpg) of a car can also depend on it besides the value of horse power("hp").

We study the effect of the value of "am" on the regression between "mpg" and "hp". It is done by using the aov() function followed by the anova() function to compare the multiple regressions.

Input Data

Create a data frame containing the fields "mpg", "hp" and "am" from the data set mtcars. Here we take "mpg" as the response variable, "hp" as the predictor variable and "am" as the categorical variable.

input <- mtcars[,c("am","mpg","hp")]
print(head(input))

                   am   mpg   hp
Mazda RX4          1    21.0  110
Mazda RX4 Wag      1    21.0  110
Datsun 710         1    22.8   93
Hornet 4 Drive     0    21.4  110
Hornet Sportabout  0    18.7  175
Vapant            0    18.1  105

# Get the dataset.
input <- mtcars

# Create the regression model.
result <- aov(mpg~hp*am,data = input)
print(summary(result))

            Df Sum Sq Mean Sq F value   Pr(>F)    
hp           1  678.4   678.4  77.391 1.50e-09 ***
am           1  202.2   202.2  23.072 4.75e-05 ***
hp:am        1    0.0     0.0   0.001    0.981    
Residuals   28  245.4     8.8                     
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

# Get the dataset.
input <- mtcars

# Create the regression model.
result <- aov(mpg~hp&plus;am,data = input)
print(summary(result))

            Df  Sum Sq  Mean Sq   F value   Pr(>F)    
hp           1  678.4   678.4   80.15 7.63e-10 ***
am           1  202.2   202.2   23.89 3.46e-05 ***
Residuals   29  245.4     8.5                     
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

# Get the dataset.
input <- mtcars

# Create the regression models.
result1 <- aov(mpg~hp*am,data = input)
result2 <- aov(mpg~hp+am,data = input)

# Compare the two models.
print(anova(result1,result2))

Model 1: mpg ~ hp * am
Model 2: mpg ~ hp + am
  Res.Df    RSS Df  Sum of Sq     F Pr(>F)
1     28 245.43                           
2     29 245.44 -1 -0.0052515 6e-04 0.9806