Factorial ANOVA: main effects & interactions

Week 9

Concepts

2-way factorial experimental designs
marginal means
main effects & interaction effects
ANOVA output table for a 2-way factorial design
interpreting main effects vs interaction effects
next week: assumptions, more complex factorial designs, & post-hoc tests

Factorial ANOVA

When to use:

when you have 2 or more independent variables (factors)
when you want to test
- the main effect of each factor
- the interaction effect between factors

Factorial ANOVA

Notation:

2x2 factorial design: 2 independent variables, each with 2 levels
2x3 factorial design: 2 independent variables, one with 2 levels, one with 3 levels
3x4 factorial design: 2 independent variables, one with 3 levels, one with 4 levels
etc.

2x2 Design

2x3 Design

Fully Factorial

An experimental design is fully factorial when the levels of each factor are fully crossed with the levels of each other factor
e.g. in a 2x2 design with factors A (A1,A2) and B (B1,B2), there are 4 conditions
- A1B1, A1B2, A2B1, A2B2
- this design is fully factorial if there are data for each of these 4 conditions

Fully Factorial

An experimental design is fully factorial when the levels of each factor are fully crossed with the levels of each other factor
in a 2x3 design, (A1,A2), (B1,B2,B3) there are 6 conditions
- A1B1, A1B2, A1B3, A2B1, A2B2, A2B3
- this design is fully factorial if there are data for each of these 6 conditions

Example Data

sample data file from Navarro text: clinicaltrial.Rdata

library(tidyverse)
load(url("https://www.gribblelab.org/2812/data/clinicaltrial.Rdata"))

(clin.trial <- tibble(clin.trial))

# A tibble: 18 × 3
   drug     therapy    mood.gain
   <fct>    <fct>          <dbl>
 1 placebo  no.therapy       0.5
 2 placebo  no.therapy       0.3
 3 placebo  no.therapy       0.1
 4 anxifree no.therapy       0.6
 5 anxifree no.therapy       0.4
 6 anxifree no.therapy       0.2
 7 joyzepam no.therapy       1.4
 8 joyzepam no.therapy       1.7
 9 joyzepam no.therapy       1.3
10 placebo  CBT              0.6
11 placebo  CBT              0.9
12 placebo  CBT              0.3
13 anxifree CBT              1.1
14 anxifree CBT              0.8
15 anxifree CBT              1.2
16 joyzepam CBT              1.8
17 joyzepam CBT              1.3
18 joyzepam CBT              1.4

DV is mood.gain
2 IVs: drug (3 levels) and therapy (2 levels)

Marginal Means

clin.trial

# A tibble: 18 × 3
   drug     therapy    mood.gain
   <fct>    <fct>          <dbl>
 1 placebo  no.therapy       0.5
 2 placebo  no.therapy       0.3
 3 placebo  no.therapy       0.1
 4 anxifree no.therapy       0.6
 5 anxifree no.therapy       0.4
 6 anxifree no.therapy       0.2
 7 joyzepam no.therapy       1.4
 8 joyzepam no.therapy       1.7
 9 joyzepam no.therapy       1.3
10 placebo  CBT              0.6
11 placebo  CBT              0.9
12 placebo  CBT              0.3
13 anxifree CBT              1.1
14 anxifree CBT              0.8
15 anxifree CBT              1.2
16 joyzepam CBT              1.8
17 joyzepam CBT              1.3
18 joyzepam CBT              1.4

marginal means are the average of the DV for each level of a factor, across all levels of the other factor
- (ignoring the other factor)
marginal means for drug:
placebo: (0.5 + 0.3 + 0.1 + 0.6 + 0.9 + 0.3) / 6 = 0.45
anxifree: (0.6 + 0.4 + 0.2 + 1.1 + 0.8 + 1.2) / 6 = 0.72
joyzepam: (1.4 + 1.7 + 1.3 + 1.8 + 1.3 + 1.4) / 6 = 1.48
marginal means for therapy:
no.therapy: (0.5 + 0.3 + 0.1 + 0.6 + 0.4 + 0.2 + 1.4 + 1.7 + 1.3) / 9 = 0.72
CBT: (0.6 + 0.9 + 0.3 + 1.1 + 0.8 + 1.2 + 1.8 + 1.3 + 1.4) / 9 = 1.04

Marginal Means

clin.trial

# A tibble: 18 × 3
   drug     therapy    mood.gain
   <fct>    <fct>          <dbl>
 1 placebo  no.therapy       0.5
 2 placebo  no.therapy       0.3
 3 placebo  no.therapy       0.1
 4 anxifree no.therapy       0.6
 5 anxifree no.therapy       0.4
 6 anxifree no.therapy       0.2
 7 joyzepam no.therapy       1.4
 8 joyzepam no.therapy       1.7
 9 joyzepam no.therapy       1.3
10 placebo  CBT              0.6
11 placebo  CBT              0.9
12 placebo  CBT              0.3
13 anxifree CBT              1.1
14 anxifree CBT              0.8
15 anxifree CBT              1.2
16 joyzepam CBT              1.8
17 joyzepam CBT              1.3
18 joyzepam CBT              1.4

marginal means for drug:

clin.trial %>%
  group_by(drug) %>%  # (we are ignoring therapy)
  summarise(mean(mood.gain))

# A tibble: 3 × 2
  drug     `mean(mood.gain)`
  <fct>                <dbl>
1 placebo              0.45 
2 anxifree             0.717
3 joyzepam             1.48

marginal means for therapy:

clin.trial %>%
  group_by(therapy) %>%  # (we are ignoring drug)
  summarise(mean(mood.gain))

# A tibble: 2 × 2
  therapy    `mean(mood.gain)`
  <fct>                  <dbl>
1 no.therapy             0.722
2 CBT                    1.04

Marginal Means

clin.trial

# A tibble: 18 × 3
   drug     therapy    mood.gain
   <fct>    <fct>          <dbl>
 1 placebo  no.therapy       0.5
 2 placebo  no.therapy       0.3
 3 placebo  no.therapy       0.1
 4 anxifree no.therapy       0.6
 5 anxifree no.therapy       0.4
 6 anxifree no.therapy       0.2
 7 joyzepam no.therapy       1.4
 8 joyzepam no.therapy       1.7
 9 joyzepam no.therapy       1.3
10 placebo  CBT              0.6
11 placebo  CBT              0.9
12 placebo  CBT              0.3
13 anxifree CBT              1.1
14 anxifree CBT              0.8
15 anxifree CBT              1.2
16 joyzepam CBT              1.8
17 joyzepam CBT              1.3
18 joyzepam CBT              1.4

marginal means for drug:

aggregate(mood.gain ~ drug, data=clin.trial, FUN=mean)

      drug mood.gain
1  placebo 0.4500000
2 anxifree 0.7166667
3 joyzepam 1.4833333

marginal means for therapy:

aggregate(mood.gain ~ therapy, data=clin.trial, FUN=mean)

     therapy mood.gain
1 no.therapy 0.7222222
2        CBT 1.0444444

is there an effect of drug on mood.gain?
is there an effect of therapy on mood.gain?
let’s use ANOVA to test these effects

Testing Main Effects separately

clin.trial

# A tibble: 18 × 3
   drug     therapy    mood.gain
   <fct>    <fct>          <dbl>
 1 placebo  no.therapy       0.5
 2 placebo  no.therapy       0.3
 3 placebo  no.therapy       0.1
 4 anxifree no.therapy       0.6
 5 anxifree no.therapy       0.4
 6 anxifree no.therapy       0.2
 7 joyzepam no.therapy       1.4
 8 joyzepam no.therapy       1.7
 9 joyzepam no.therapy       1.3
10 placebo  CBT              0.6
11 placebo  CBT              0.9
12 placebo  CBT              0.3
13 anxifree CBT              1.1
14 anxifree CBT              0.8
15 anxifree CBT              1.2
16 joyzepam CBT              1.8
17 joyzepam CBT              1.3
18 joyzepam CBT              1.4

we could fit a one-way ANOVA to test the main effect of the drug factor, ignoring therapy:

mod.drug    <- lm(mood.gain ~ drug   , data=clin.trial)
summary(aov(mod.drug   ))

            Df Sum Sq Mean Sq F value   Pr(>F)
drug         2  3.453  1.7267   18.61 8.65e-05
Residuals   15  1.392  0.0928

Testing Main Effects separately

clin.trial

# A tibble: 18 × 3
   drug     therapy    mood.gain
   <fct>    <fct>          <dbl>
 1 placebo  no.therapy       0.5
 2 placebo  no.therapy       0.3
 3 placebo  no.therapy       0.1
 4 anxifree no.therapy       0.6
 5 anxifree no.therapy       0.4
 6 anxifree no.therapy       0.2
 7 joyzepam no.therapy       1.4
 8 joyzepam no.therapy       1.7
 9 joyzepam no.therapy       1.3
10 placebo  CBT              0.6
11 placebo  CBT              0.9
12 placebo  CBT              0.3
13 anxifree CBT              1.1
14 anxifree CBT              0.8
15 anxifree CBT              1.2
16 joyzepam CBT              1.8
17 joyzepam CBT              1.3
18 joyzepam CBT              1.4

we could then fit a second one-way ANOVA to test the main effect of the therapy factor, ignoring drug:

mod.therapy <- lm(mood.gain ~ therapy, data=clin.trial)
summary(aov(mod.therapy))

            Df Sum Sq Mean Sq F value Pr(>F)
therapy      1  0.467  0.4672   1.708   0.21
Residuals   16  4.378  0.2736

Testing Main Effects together

main effect of drug:

mod.drug <- lm(mood.gain ~ drug, data=clin.trial)
summary(aov(mod.drug))

            Df Sum Sq Mean Sq F value   Pr(>F)
drug         2  3.453  1.7267   18.61 8.65e-05
Residuals   15  1.392  0.0928

main effect of therapy:

mod.therapy <- lm(mood.gain ~ therapy, data=clin.trial)
summary(aov(mod.therapy))

            Df Sum Sq Mean Sq F value Pr(>F)
therapy      1  0.467  0.4672   1.708   0.21
Residuals   16  4.378  0.2736

we can do better than this!
if we put both factors in the model, we can test both main effects together
each main effect accounts for a different portion of the total variance in the DV
each main effect takes a bite out of the SSres

Testing Main Effects together

main effect of drug:

mod.drug <- lm(mood.gain ~ drug, data=clin.trial)
summary(aov(mod.drug))

            Df Sum Sq Mean Sq F value   Pr(>F)
drug         2  3.453  1.7267   18.61 8.65e-05
Residuals   15  1.392  0.0928

main effect of therapy:

mod.therapy <- lm(mood.gain ~ therapy, data=clin.trial)
summary(aov(mod.therapy))

            Df Sum Sq Mean Sq F value Pr(>F)
therapy      1  0.467  0.4672   1.708   0.21
Residuals   16  4.378  0.2736

two-way ANOVA to test drug and therapy together
both main effects are in the model

mod.both <- lm(mood.gain ~ drug + therapy, data=clin.trial)
summary(aov(mod.both))

            Df Sum Sq Mean Sq F value   Pr(>F)
drug         2  3.453  1.7267  26.149 1.87e-05
therapy      1  0.467  0.4672   7.076   0.0187
Residuals   14  0.924  0.0660

df, Sum Sq, Mean Sq for drug and therapy are the same as in the one-way ANOVAs
But the F-statistics are larger, and the p-values are smaller
why? the Residuals row is different (smaller!)

Testing Main Effects together

SSdrug + SSres = SStot
3.453 + 1.392 = 4.85

            Df Sum Sq Mean Sq F value   Pr(>F)
drug         2  3.453  1.7267   18.61 8.65e-05
Residuals   15  1.392  0.0928

SStherapy + SSres = SStot
0.467 + 4.378 = 4.85

            Df Sum Sq Mean Sq F value Pr(>F)
therapy      1  0.467  0.4672   1.708   0.21
Residuals   16  4.378  0.2736

SSdrug + SStherapy + SSres = SStot
3.453 + 0.467 + 0.924 = 4.85

            Df Sum Sq Mean Sq F value   Pr(>F)
drug         2  3.453  1.7267  26.149 1.87e-05
therapy      1  0.467  0.4672   7.076   0.0187
Residuals   14  0.924  0.0660

when we put both factors in the model, the SS for the Residuals is smaller
each factor in the model reduces the SSRes
each factor accounts for some variability in the DV
the more factors we add to the model, the smaller the SSRes
smaller SSres means smaller MSres
smaller MSres means larger F-statistic
larger F-statistic means smaller p-value
smaller p-values means more confidence that the factor has an effect

The Interaction Term

SSdrug + SSres = SStot
3.453 + 1.392 = 4.85

            Df Sum Sq Mean Sq F value   Pr(>F)
drug         2  3.453  1.7267   18.61 8.65e-05
Residuals   15  1.392  0.0928

SStherapy + SSres = SStot
0.467 + 4.378 = 4.85

            Df Sum Sq Mean Sq F value Pr(>F)
therapy      1  0.467  0.4672   1.708   0.21
Residuals   16  4.378  0.2736

SSdrug + SStherapy + SSres = SStot
3.453 + 0.467 + 0.924 = 4.85

            Df Sum Sq Mean Sq F value   Pr(>F)
drug         2  3.453  1.7267  26.149 1.87e-05
therapy      1  0.467  0.4672   7.076   0.0187
Residuals   14  0.924  0.0660

but we can do even better
we can take another bite out of SSRes
we can add a third effect to the model:
- an interaction term
- the interaction between drug and therapy
mood.gain ~ drug + therapy + drug:therapy
or shorthand: mood.gain ~ drug * therapy
* means include all main effects and interactions

mod.full <- lm(mood.gain ~ drug * therapy, data=clin.trial)
summary(aov(mod.full))

             Df Sum Sq Mean Sq F value   Pr(>F)
drug          2  3.453  1.7267  31.714 1.62e-05
therapy       1  0.467  0.4672   8.582   0.0126
drug:therapy  2  0.271  0.1356   2.490   0.1246
Residuals    12  0.653  0.0544

Main Effects & Interaction

SSdrug + SSres = SStot
3.453 + 1.392 = 4.85

            Df Sum Sq Mean Sq F value   Pr(>F)
drug         2  3.453  1.7267   18.61 8.65e-05
Residuals   15  1.392  0.0928

SStherapy + SSres = SStot
0.467 + 4.378 = 4.85

            Df Sum Sq Mean Sq F value Pr(>F)
therapy      1  0.467  0.4672   1.708   0.21
Residuals   16  4.378  0.2736

SSdrug + SStherapy + SSres = SStot
3.453 + 0.467 + 0.924 = 4.85

            Df Sum Sq Mean Sq F value   Pr(>F)
drug         2  3.453  1.7267  26.149 1.87e-05
therapy      1  0.467  0.4672   7.076   0.0187
Residuals   14  0.924  0.0660

SSdrug + SStherapy + SSinteraction + SSres = SStot
3.453 + 0.467 + 0.271 + 0.653 = 4.85

mod.full <- lm(mood.gain ~ drug * therapy, data=clin.trial)
summary(aov(mod.full))

             Df Sum Sq Mean Sq F value   Pr(>F)
drug          2  3.453  1.7267  31.714 1.62e-05
therapy       1  0.467  0.4672   8.582   0.0126
drug:therapy  2  0.271  0.1356   2.490   0.1246
Residuals    12  0.653  0.0544

SSres is even smaller!
reduces unexplained variance in the DV
denominator of F-statistic is smaller
F-statistics for our main effects are bigger
p-values for our main effects are smaller

What is the Interaction?

an interaction occurs when the effect of one factor on the DV depends on the level of the other factor
the difference in means between the levels of one factor is different for each level of the other factor
the interaction is a difference of differences

What is the Interaction?

the effect of avocado on the deliciousness of a sandwich depends upon whether bacon was present or absent

What is the Interaction?

bacon absent:
avocado increases deliciousness by 3 (4 - 1)
bacon present:
avocado increases deliciousness by 6 (9 - 3)
(4-1) is different than (9-3)
a difference in the differences

What is the Interaction?

a bigger effect of avocado when bacon is present compared to when bacon is absent
the difference between avocado present vs absent is different for each level of bacon
a difference in the difference

Example 1

Example 1

main effect of A: no
A1 - A2 = 0
(10+20)/2 - (10+20)/2 = 0
15 - 15 = 0

Example 1

main effect of B: yes
B1 - B2 ≠ 0
(20+20)/2 - (10+10)/2 ≠ 0
20 - 10 ≠ 0
10 ≠ 0

Example 1

A:B interaction: no
effect of A (A1-A2) is:
- (10-10) = 0 for B1
- (20-20) = 0 for B2
- interaction effect is (0 - 0) = 0
- interaction effect is 0 so no interaction

Example 1

a general rule:

parallel lines =
no interaction

Example 2

Example 2

main effect of A: yes
A1 - A2 ≠ 0
(15+5)/2 - (25+15)/2 ≠ 0
10 - 20 ≠ 0
-10 ≠ 0

Example 2

main effect of B: yes
B1 - B2 ≠ 0
(15+25)/2 - (5+15)/2 ≠ 0
20 - 10 ≠ 0
10 ≠ 0

Example 2

A:B interaction: no
B1-B2 within A1 is same as B1-B2 within A2

Example 3

Example 3

main effect of A: yes

Example 3

main effect of B: yes

Example 3

A:B interaction: yes

Example 4

Example 4

main effect of A: yes

Example 4

main effect of B: yes

Example 4

A:B interaction: yes

Example 5

Example 5

main effect of A: no
- !! is this an ok conclusion? !!
- is it true A has no effect on the DV? (no!)

Example 5

main effect of B: yes

Example 5

A:B interaction: yes

Example 6

Example 6

main effect of A: no

Example 6

main effect of B: no

Example 6

A:B interaction: yes!
effect of A (A1-A2) is:
- (5-15) = -10 for B1
- (15-5) = +10 for B2
-10 - +10 = -20
- -20 is not zero
- interaction is present

Possible Outcomes

For a two-way factorial design:

IV1: no, IV2: no, IV1:IV2: no
IV1: yes, IV2: no, IV1:IV2: no
IV1: no, IV2: yes, IV1:IV2: no
IV1: yes, IV2: yes, IV1:IV2: no
IV1: no, IV2: no, IV1:IV2: yes
IV1: yes, IV2: no, IV1:IV2: yes
IV1: no, IV2: yes, IV1:IV2: yes
IV1: yes, IV2: yes, IV1:IV2: yes

Possible Outcomes: examples

Interepretation of Effects

main effect of A: yes
main effect of B: yes
A:B interaction: yes

Question:

Is the main effect of A meaningful?

Interepretation of Effects

main effect of A: yes
main effect of B: yes
A:B interaction: yes

Advice:

if the interaction effect is significant, then the main effects are not meaningful
the main effect ignores the levels of the other factor(s)
- but if there is an interaction, that means by definition the effect of A is different for different levels of B
- so averaging over B does not make sense

Interepretation of Effects

main effect of A: no
main effect of B: no
A:B interaction: yes

Question:

Is it true that A has no effect and B has no effect?
- (main effect of A is not significant)
- (main effect of B is not significant)

Interepretation of Effects

main effect of A: no
main effect of B: no
A:B interaction: yes

Answer:

of course not!
the interaction effect is significant
so the main effects are not meaningful
A has an effect, but it is different for different levels of B
follow-up tests are needed to test the effect of A at each level of B
- we will cover this topic next week