Two way ANOVA

This page offers all the basic information you need about two way ANOVA. It is part of Statkat’s wiki module, containing similarly structured info pages for many different statistical methods. The info pages give information about null and alternative hypotheses, assumptions, test statistics and confidence intervals, how to find p values, SPSS how-to’s and more.

To compare two way ANOVA with other statistical methods, go to Statkat's or practice with two way ANOVA at Statkat's

1. When to use
2. Null hypothesis
3. Alternative hypothesis
4. Assumptions
5. Test statistic
6. Pooled standard deviation
7. Sampling distribution
8. Significant?
9. Effect size
10. ANOVA table
11. Equivalent to
12. Example context
13. SPSS
14. Jamovi

When to use?

Deciding which statistical method to use to analyze your data can be a challenging task. Whether a statistical method is appropriate for your data is partly determined by the measurement level of your variables. Two way ANOVA requires the following variable types:

Variable types required for two way ANOVA :

Independent/grouping variables:
Two categorical, the first with $I$ independent groups and the second with $J$ independent groups ($I \geqslant 2$, $J \geqslant 2$)

Dependent variable:
One quantitative of interval or ratio level

Note that theoretically, it is always possible to 'downgrade' the measurement level of a variable. For instance, a test that can be performed on a variable of ordinal measurement level can also be performed on a variable of interval measurement level, in which case the interval variable is downgraded to an ordinal variable. However, downgrading the measurement level of variables is generally a bad idea since it means you are throwing away important information in your data (an exception is the downgrade from ratio to interval level, which is generally irrelevant in data analysis).

If you are not sure which method you should use, you might like the assistance of our method selection tool or our method selection table.

Null hypothesis

Two way ANOVA tests the following null hypothesis (H₀):

ANOVA $F$ tests:

H₀ for main and interaction effects together (model): no main effects and interaction effect
H₀ for independent variable A: no main effect for A
H₀ for independent variable B: no main effect for B
H₀ for the interaction term: no interaction effect between A and B

Like in one way ANOVA, we can also perform $t$ tests for specific contrasts and multiple comparisons. This is more advanced stuff.

Alternative hypothesis

Two way ANOVA tests the above null hypothesis against the following alternative hypothesis (H₁ or H_a):

ANOVA $F$ tests:

H₁ for main and interaction effects together (model): there is a main effect for A, and/or for B, and/or an interaction effect
H₁ for independent variable A: there is a main effect for A
H₁ for independent variable B: there is a main effect for B
H₁ for the interaction term: there is an interaction effect between A and B

Assumptions

Statistical tests always make assumptions about the sampling procedure that was used to obtain the sample data. So called parametric tests also make assumptions about how data are distributed in the population. Non-parametric tests are more 'robust' and make no or less strict assumptions about population distributions, but are generally less powerful. Violation of assumptions may render the outcome of statistical tests useless, although violation of some assumptions (e.g. independence assumptions) are generally more problematic than violation of other assumptions (e.g. normality assumptions in combination with large samples).

Two way ANOVA makes the following assumptions:

Within each of the $I \times J$ populations, the scores on the dependent variable are normally distributed
The standard deviation of the scores on the dependent variable is the same in each of the $I \times J$ populations
For each of the $I \times J$ groups, the sample is an independent and simple random sample from the population defined by that group. That is, within and between groups, observations are independent of one another
Equal sample sizes for each group make the interpretation of the ANOVA output easier (unequal sample sizes result in overlap in the sum of squares; this is advanced stuff)

Test statistic

Two way ANOVA is based on the following test statistic:

For main and interaction effects together (model):

$F = \dfrac{\mbox{mean square model}}{\mbox{mean square error}}$

For independent variable A:

$F = \dfrac{\mbox{mean square A}}{\mbox{mean square error}}$

For independent variable B:

$F = \dfrac{\mbox{mean square B}}{\mbox{mean square error}}$

For the interaction term:

$F = \dfrac{\mbox{mean square interaction}}{\mbox{mean square error}}$

Note: mean square error is also known as mean square residual or mean square within.

Pooled standard deviation

$ \begin{aligned} s_p &= \sqrt{\dfrac{\sum\nolimits_{subjects} (\mbox{subject's score} - \mbox{its group mean})^2}{N - (I \times J)}}\\ &= \sqrt{\dfrac{\mbox{sum of squares error}}{\mbox{degrees of freedom error}}}\\ &= \sqrt{\mbox{mean square error}} \end{aligned} $

Sampling distribution

Sampling distribution of $F$ if H₀ were true:

For main and interaction effects together (model):

$F$ distribution with $(I - 1) + (J - 1) + (I - 1) \times (J - 1)$ (df model, numerator) and $N - (I \times J)$ (df error, denominator) degrees of freedom

For independent variable A:

$F$ distribution with $I - 1$ (df A, numerator) and $N - (I \times J)$ (df error, denominator) degrees of freedom

For independent variable B:

$F$ distribution with $J - 1$ (df B, numerator) and $N - (I \times J)$ (df error, denominator) degrees of freedom

For the interaction term:

$F$ distribution with $(I - 1) \times (J - 1)$ (df interaction, numerator) and $N - (I \times J)$ (df error, denominator) degrees of freedom

Here $N$ is the total sample size.

Significant?

This is how you find out if your test result is significant:

Check if $F$ observed in sample is equal to or larger than critical value $F^*$ or
Find $p$ value corresponding to observed $F$ and check if it is equal to or smaller than $\alpha$

Effect size

Proportion variance explained $R^2$:
Proportion variance of the dependent variable $y$ explained by the independent variables and the interaction effect together:
$$ \begin{align} R^2 &= \dfrac{\mbox{sum of squares model}}{\mbox{sum of squares total}} \end{align} $$ $R^2$ is the proportion variance explained in the sample. It is a positively biased estimate of the proportion variance explained in the population.
Proportion variance explained $\eta^2$:
Proportion variance of the dependent variable $y$ explained by an independent variable or interaction effect:
$$ \begin{align} \eta^2_A &= \dfrac{\mbox{sum of squares A}}{\mbox{sum of squares total}}\\ \\ \eta^2_B &= \dfrac{\mbox{sum of squares B}}{\mbox{sum of squares total}}\\ \\ \eta^2_{int} &= \dfrac{\mbox{sum of squares int}}{\mbox{sum of squares total}} \end{align} $$ $\eta^2$ is the proportion variance explained in the sample. It is a positively biased estimate of the proportion variance explained in the population.
Proportion variance explained $\omega^2$:
Corrects for the positive bias in $\eta^2$ and is equal to:
$$ \begin{align} \omega^2_A &= \dfrac{\mbox{sum of squares A} - \mbox{degrees of freedom A} \times \mbox{mean square error}}{\mbox{sum of squares total} + \mbox{mean square error}}\\ \\ \omega^2_B &= \dfrac{\mbox{sum of squares B} - \mbox{degrees of freedom B} \times \mbox{mean square error}}{\mbox{sum of squares total} + \mbox{mean square error}}\\ \\ \omega^2_{int} &= \dfrac{\mbox{sum of squares int} - \mbox{degrees of freedom int} \times \mbox{mean square error}}{\mbox{sum of squares total} + \mbox{mean square error}}\\ \end{align} $$ $\omega^2$ is a better estimate of the explained variance in the population than $\eta^2$. Only for balanced designs (equal sample sizes).
Proportion variance explained $\eta^2_{partial}$: $$ \begin{align} \eta^2_{partial\,A} &= \frac{\mbox{sum of squares A}}{\mbox{sum of squares A} + \mbox{sum of squares error}}\\ \\ \eta^2_{partial\,B} &= \frac{\mbox{sum of squares B}}{\mbox{sum of squares B} + \mbox{sum of squares error}}\\ \\ \eta^2_{partial\,int} &= \frac{\mbox{sum of squares int}}{\mbox{sum of squares int} + \mbox{sum of squares error}} \end{align} $$

ANOVA table

This is how the entries of the ANOVA table are computed:

Equivalent to

Two way ANOVA is equivalent to:

OLS regression with two categorical independent variables and the interaction term, transformed into $(I - 1)$ + $(J - 1)$ + $(I - 1) \times (J - 1)$ code variables.

Example context

Two way ANOVA could for instance be used to answer the question:

Is the average mental health score different between people from a low, moderate, and high economic class? And is the average mental health score different between men and women? And is there an interaction effect between economic class and gender?

SPSS

How to perform a two way ANOVA in SPSS:

Analyze > General Linear Model > Univariate...

Put your dependent (quantitative) variable in the box below Dependent Variable and your two independent (grouping) variables in the box below Fixed Factor(s)

Jamovi

How to perform a two way ANOVA in jamovi:

ANOVA > ANOVA

Put your dependent (quantitative) variable in the box below Dependent Variable and your two independent (grouping) variables in the box below Fixed Factors