FAQ/res22133 - CBU statistics Wiki
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Reproduction of SPSS Resolution 22133 which may also be accessed by clicking on Knowledgebase and entering 22133 in the Number of the resolution you want to review box after clicking here.

Resolution number: 22133 Created on: Dec 10 2001 Last Reviewed on: Mar 14 2008

Problem Subject: Repeated measures with constant covariates in GLM

Problem Description: When I include a constant covariate in my GLM repeated measures ANOVA, my output shows an interaction between the within-subjects (WS) effects and my covariate. It's my understanding that when you include a constant covariate in a repeated measures model, the covariate should not appear as part of the WS effects. How can I estimate a model in SPSS GLM that adheres to my understanding regarding how this should be done?

Resolution Subject: Run two GLM models

Resolution Description: Author's note: In this response, although I refer to covariates in the plural form, the principles discussed apply as well to models having only a single covariate.

To get the classical repeated measures ANCOVA results for repeated measures with constant covariates --like those modeled in Winer (1971) -- you'll have to run two GLM models. Run the first model with the covariates, but only report the between-subjects portion of that analysis. Run the second model without the covariates, but only report the within-subjects (WS) portion of that model.

If you only run one model that includes the covariates, the covariates appear in the WS portion of the model as interactions with the WS factor. This is not the same as partialling the covariates from the WS factor; it is what it looks like --a set of interaction terms. This is the way other so-called GLM programs (e.g., SAS and SYSTAT) handle covariates in repeated measures models, but that doesn't necessarily mean that it's what you want to do. If you want to run Winer's model, then use the two-model approach described in the previous paragraph.

If you choose to run Winer's model, you would do well to examine the WS portion of the output from the model that includes the covariate. A significant interaction between a covariate and a WS factor indicates that the slope of the covariate is not the same across levels of the WS factor. This is a violation of the homogeneity of slopes (HOS) assumption in ANCOVA. As such, it invalidates the use of ANCOVA in modeling your data.

Finally, there are two alternative ways to estimate Winer's model in SPSS. First, you can run the model using commands in the older SPSS MANOVA program (see here). Second, since SPSS 11, you can run the model in SPSS MIXED. For a worked example of how to model Winer's (1971; p. 803) example in MIXED, see Resolution 22273 (reproduced here). Both MANOVA and MIXED adopt Winer's convention. A constant covariate is partialled from the between-subjects effects, but it is neither partialled from nor does it interact with the WS effects.

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