unequal variances

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unequal variances

Keli Saporta

dear list

 

my design is very simple 2X3 ANOVA (when the first variable is within subjects and the second between subjects).

the effects are significant but the problem is that the variances are not equal (Levine test shows strong differences between the groups). Can somebody offer a solution (for example a specific kind of transformation that can make the variances equal) ?

I will  appreciate any help

 

Kelly Saporta, Ph.D.

Department of Education and Psychology
The Open University, Ra'anana, Israel 43107

Phone: +972-9-7781456,

Email:  [hidden email]

http://www.openu.ac.il/Personal_sites/kelli-saporta/

 

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Re: unequal variances

Bruce Weaver
Administrator
Kelly, you might consider running your model via MIXED.  (This will require a long file format with one row per observation rather than one row per subject.)  Ryan B posted an example in another thread that might help get you started:

MIXED y BY group
 /FIXED=group | SSTYPE(3)
 /PRINT=SOLUTION
 /REPEATED=group | SUBJECT(subject) COVTYPE(DIAG).

Source:  http://spssx-discussion.1045642.n5.nabble.com/Brown-Forsythe-error-in-1-way-ANOVA-tp5720253p5720273.html

That example was for a one-way (between-Ss) ANOVA, but I expect you can use the same approach for your 2x3 mixed design.

HTH.


Keli Saporta wrote
dear list

my design is very simple 2X3 ANOVA (when the first variable is within subjects and the second between subjects).
the effects are significant but the problem is that the variances are not equal (Levine test shows strong differences between the groups). Can somebody offer a solution (for example a specific kind of transformation that can make the variances equal) ?
I will  appreciate any help

Kelly Saporta, Ph.D.
Department of Education and Psychology
The Open University, Ra'anana, Israel 43107
Phone: +972-9-7781456,
Email:  [hidden email]<mailto:[hidden email]>
http://www.openu.ac.il/Personal_sites/kelli-saporta/
--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

PLEASE NOTE THE FOLLOWING: 
1. My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above.
2. The SPSSX Discussion forum on Nabble is no longer linked to the SPSSX-L listserv administered by UGA (https://listserv.uga.edu/).
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Re: unequal variances

Maguin, Eugene
In reply to this post by Keli Saporta

Google ‘Box-Cox transformations’. You can work through different types of transformations to equalize variances. But, here’s the real question: Why are the variances different? It could be sampling error; but what if it’s substantively meaningful? I see that you have a repeated measures design. Maybe there is an intervention involved. Why should the intervention group at post and followup have the same variances as the control group at those points?

 

I see that Bruce has posted a specific analysis to use. You might also consider a growth curve model, which there is an example of in the documentation.

Gene Maguin

 

From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Keli Saporta
Sent: Tuesday, June 04, 2013 6:24 AM
To: [hidden email]
Subject: unequal variances

 

dear list

 

my design is very simple 2X3 ANOVA (when the first variable is within subjects and the second between subjects).

the effects are significant but the problem is that the variances are not equal (Levine test shows strong differences between the groups). Can somebody offer a solution (for example a specific kind of transformation that can make the variances equal) ?

I will  appreciate any help

 

Kelly Saporta, Ph.D.

Department of Education and Psychology
The Open University, Ra'anana, Israel 43107

Phone: +972-9-7781456,

Email:  [hidden email]

http://www.openu.ac.il/Personal_sites/kelli-saporta/

 

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Re: unequal variances

Swank, Paul R
In reply to this post by Keli Saporta

How is the distribution of the DV? Is it symmetric and unimodal?

 

Dr. Paul R. Swank, Professor

Health Promotion and Behavioral Sciences

School of Public Health

University of Texas Health Science Center Houston

 

From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Keli Saporta
Sent: Tuesday, June 04, 2013 5:24 AM
To: [hidden email]
Subject: unequal variances

 

dear list

 

my design is very simple 2X3 ANOVA (when the first variable is within subjects and the second between subjects).

the effects are significant but the problem is that the variances are not equal (Levine test shows strong differences between the groups). Can somebody offer a solution (for example a specific kind of transformation that can make the variances equal) ?

I will  appreciate any help

 

Kelly Saporta, Ph.D.

Department of Education and Psychology
The Open University, Ra'anana, Israel 43107

Phone: +972-9-7781456,

Email:  [hidden email]

http://www.openu.ac.il/Personal_sites/kelli-saporta/

 

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Re: unequal variances

Rich Ulrich
In reply to this post by Keli Saporta
"Where do the numbers come from?" - has always been my own
starting point for figuring out transformations.  Is the measurement
rationally chosen in the first place?  Should you have been using (say)
logs of those biological measures, or square-roots of those counts?
Reciprocals of distances?

Two levels of "within" is often Pre-Post.  "Pre-Post" sometimes
has an *expectation* of big changes from a starting level, for one
group or all groups.  Or, for starting scores that are diverse, the changes
could cause scoring to hit the scale maximum.  Are you dealing with
anything like these basement/ceiling effects?  There are books written
on analyzing "change scores", where one possibility is to ignore the
starting scores.

On the other hand, if you have several groups with big differences
in variance between-subjects, rather than within-subjects, you have
a problem that is potentially fatal for a Pre-Post study:  If the groups
are not comparable at Pre, how can you hope to compare changes?
(Answer ... "with graphs, and a whole lot of peripheral discussion.")

If the dimension Within is not time, then you don't face the issues
of "changes."  You need to consider whether the heterogeneity
is blamed on the measurement scale, or if it is a property of the
populations being sampled.  "Scaling" might be readily fixed by
transformations, whereas gross variability of variation requires
a narrative and justification for comparing means. 

--
Rich Ulrich


Date: Tue, 4 Jun 2013 10:24:01 +0000
From: [hidden email]
Subject: unequal variances
To: [hidden email]

dear list

 

my design is very simple 2X3 ANOVA (when the first variable is within subjects and the second between subjects).

the effects are significant but the problem is that the variances are not equal (Levine test shows strong differences between the groups). Can somebody offer a solution (for example a specific kind of transformation that can make the variances equal) ?

I will  appreciate any help

 

Kelly Saporta, Ph.D.

Department of Education and Psychology
The Open University, Ra'anana, Israel 43107

Phone: +972-9-7781456,

Email:  [hidden email]

http://www.openu.ac.il/Personal_sites/kelli-saporta/

 

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Re: unequal variances

Kornbrot, Diana
In reply to this post by Bruce Weaver
Re: unequal variances Recommend covaraince “unstructured”. Diagonal assumes, incorrectly, no correlation between repeated measures
Best
Diana


On 04/06/2013 16:06, "Bruce Weaver" <bruce.weaver@...> wrote:

Kelly, you might consider running your model via MIXED.  (This will require a
long file format with one row per observation rather than one row per
subject.)  Ryan B posted an example in another thread that might help get
you started:

MIXED y BY group
 /FIXED=group | SSTYPE(3)
 /PRINT=SOLUTION
 /REPEATED=group | SUBJECT(subject) COVTYPE(DIAG).

Source:
http://spssx-discussion.1045642.n5.nabble.com/Brown-Forsythe-error-in-1-way-ANOVA-tp5720253p5720273.html

That example was for a one-way (between-Ss) ANOVA, but I expect you can use
the same approach for your 2x3 mixed design.

HTH.



Keli Saporta wrote
> dear list
>
> my design is very simple 2X3 ANOVA (when the first variable is within
> subjects and the second between subjects).
> the effects are significant but the problem is that the variances are not
> equal (Levine test shows strong differences between the groups). Can
> somebody offer a solution (for example a specific kind of transformation
> that can make the variances equal) ?
> I will  appreciate any help
>
> Kelly Saporta, Ph.D.
> Department of Education and Psychology
> The Open University, Ra'anana, Israel 43107
> Phone: +972-9-7781456,
> Email:

> kelisa@.ac

> &lt;mailto:

> shaidanz@.ac

> &gt;
> http://www.openu.ac.il/Personal_sites/kelli-saporta/





-----
--
Bruce Weaver
bweaver@...
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

NOTE: My Hotmail account is not monitored regularly.
To send me an e-mail, please use the address shown above.

--
View this message in context: http://spssx-discussion.1045642.n5.nabble.com/unequal-variances-tp5720547p5720550.html
Sent from the SPSSX Discussion mailing list archive at Nabble.com.

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Emeritus Professor Diana Kornbrot
email:  d.e.kornbrot@...    
 web:    http://dianakornbrot.wordpress.com/
Work
Department of Psychology
School of Life and Medical Sciences
University of Hertfordshire
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voice:   +44 (0) 170 728 4626
Home
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London N2 0LT, UK
voice:   +44 (0) 208  444 2081
mobile: +44 (0) 740 318 1612


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Re: unequal variances

Keli Saporta
In reply to this post by Bruce Weaver
Thank you Brauce for your answer but I am not sure that would help. The within factor variable is the story (each participant read two stories) and the between subject variable is a version of the story (emotional, neutral or rational). the problem is not with the within subjects variable but with the between subjects variable. But I will try what you suggest

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Bruce Weaver
Sent: Tuesday, June 04, 2013 6:06 PM
To: [hidden email]
Subject: Re: unequal variances

Kelly, you might consider running your model via MIXED.  (This will require a
long file format with one row per observation rather than one row per
subject.)  Ryan B posted an example in another thread that might help get
you started:

MIXED y BY group
 /FIXED=group | SSTYPE(3)
 /PRINT=SOLUTION
 /REPEATED=group | SUBJECT(subject) COVTYPE(DIAG).

Source:
http://spssx-discussion.1045642.n5.nabble.com/Brown-Forsythe-error-in-1-way-ANOVA-tp5720253p5720273.html

That example was for a one-way (between-Ss) ANOVA, but I expect you can use
the same approach for your 2x3 mixed design.

HTH.



Keli Saporta wrote

> dear list
>
> my design is very simple 2X3 ANOVA (when the first variable is within
> subjects and the second between subjects).
> the effects are significant but the problem is that the variances are not
> equal (Levine test shows strong differences between the groups). Can
> somebody offer a solution (for example a specific kind of transformation
> that can make the variances equal) ?
> I will  appreciate any help
>
> Kelly Saporta, Ph.D.
> Department of Education and Psychology
> The Open University, Ra'anana, Israel 43107
> Phone: +972-9-7781456,
> Email:

> kelisa@.ac

> &lt;mailto:

> shaidanz@.ac

> &gt;
> http://www.openu.ac.il/Personal_sites/kelli-saporta/





-----
--
Bruce Weaver
[hidden email]
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

NOTE: My Hotmail account is not monitored regularly.
To send me an e-mail, please use the address shown above.

--
View this message in context: http://spssx-discussion.1045642.n5.nabble.com/unequal-variances-tp5720547p5720550.html
Sent from the SPSSX Discussion mailing list archive at Nabble.com.

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD

=====================
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[hidden email] (not to SPSSX-L), with no body text except the
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Re: unequal variances

Bruce Weaver
Administrator
You say "the problem [i.e., heterogeneity of variance] is not with the within subjects variable but with the between subjects variable."  What are the sample sizes and variances for the 3 groups?  ANOVA is very robust to heterogeneity of variance when the group sizes are all equal.  The more discrepant the group sizes become, the more of an issue it becomes.  


The rest of this assumes that you do need to be concerned about heterogenity of variance, and follows up on the suggestion I made earlier.

Note that Ryan's example was for a one-way (between-Ss) ANOVA, and that I was suggesting his example as a starting point, not that you should run his syntax as is.  I'm also not entirely sure that approach will work, but it might be worth investigating.  

Having offered all those hedges, I just found this example of a design similar to yours:

* Example from http://www.appliedmissingdata.com/two-factor-mixed-anova-one.html .

mixed dv by bsfactor wsfactor
   /method = ml
   /print = testcov
   /emmeans = tables (bsfactor*wsfactor) compare(bsfactor)
   /fixed = bsfactor wsfactor bsfactor*wsfactor
   /repeated = wsfactor | subject(id) covtype(cs).

Comparing that to Ryan's example for one-way ANOVA, I would try something like this:

mixed dv by bsfactor wsfactor
   /method = ml
   /print = testcov
   /emmeans = tables (bsfactor*wsfactor) compare(bsfactor)
   /fixed = bsfactor wsfactor bsfactor*wsfactor
   /repeated = bsfactor | subject(id) covtype(diag).


But as I said, I don't know if it will work or not.

HTH.

p.s. - The two-factor between-within example shown above appears to have been created before the VC covariance structure became obsolete.  The following is from the v20 CSR Manual:

The VC covariance structure is obsolete in the REPEATED subcommand. If it is specified, it will be replaced with the DIAG covariance structure. An annotation will be made in the output to indicate this change.


Keli Saporta wrote
Thank you Brauce for your answer but I am not sure that would help. The within factor variable is the story (each participant read two stories) and the between subject variable is a version of the story (emotional, neutral or rational). the problem is not with the within subjects variable but with the between subjects variable. But I will try what you suggest

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Bruce Weaver
Sent: Tuesday, June 04, 2013 6:06 PM
To: [hidden email]
Subject: Re: unequal variances

Kelly, you might consider running your model via MIXED.  (This will require a
long file format with one row per observation rather than one row per
subject.)  Ryan B posted an example in another thread that might help get
you started:

MIXED y BY group
 /FIXED=group | SSTYPE(3)
 /PRINT=SOLUTION
 /REPEATED=group | SUBJECT(subject) COVTYPE(DIAG).

Source:
http://spssx-discussion.1045642.n5.nabble.com/Brown-Forsythe-error-in-1-way-ANOVA-tp5720253p5720273.html

That example was for a one-way (between-Ss) ANOVA, but I expect you can use
the same approach for your 2x3 mixed design.

HTH.



Keli Saporta wrote
> dear list
>
> my design is very simple 2X3 ANOVA (when the first variable is within
> subjects and the second between subjects).
> the effects are significant but the problem is that the variances are not
> equal (Levine test shows strong differences between the groups). Can
> somebody offer a solution (for example a specific kind of transformation
> that can make the variances equal) ?
> I will  appreciate any help
>
> Kelly Saporta, Ph.D.
> Department of Education and Psychology
> The Open University, Ra'anana, Israel 43107
> Phone: +972-9-7781456,
> Email:

> kelisa@.ac

> <mailto:

> shaidanz@.ac

> >
> http://www.openu.ac.il/Personal_sites/kelli-saporta/





-----
--
Bruce Weaver
[hidden email]
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

NOTE: My Hotmail account is not monitored regularly.
To send me an e-mail, please use the address shown above.

--
View this message in context: http://spssx-discussion.1045642.n5.nabble.com/unequal-variances-tp5720547p5720550.html
Sent from the SPSSX Discussion mailing list archive at Nabble.com.

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD
--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

PLEASE NOTE THE FOLLOWING: 
1. My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above.
2. The SPSSX Discussion forum on Nabble is no longer linked to the SPSSX-L listserv administered by UGA (https://listserv.uga.edu/).
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Re: unequal variances

Keli Saporta
In reply to this post by Maguin, Eugene

Hi gene

This is not a pre- post design. the repeat variable is just two stories that each participant is exposed to.

I think that the reason for the unequal variances is that in one of the condition (the between group variable has three level)  the manipulation itself produce a large variance.

 

 

 

From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Maguin, Eugene
Sent: Tuesday, June 04, 2013 6:16 PM
To: [hidden email]
Subject: Re: unequal variances

 

Google ‘Box-Cox transformations’. You can work through different types of transformations to equalize variances. But, here’s the real question: Why are the variances different? It could be sampling error; but what if it’s substantively meaningful? I see that you have a repeated measures design. Maybe there is an intervention involved. Why should the intervention group at post and followup have the same variances as the control group at those points?

 

I see that Bruce has posted a specific analysis to use. You might also consider a growth curve model, which there is an example of in the documentation.

Gene Maguin

 

From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Keli Saporta
Sent: Tuesday, June 04, 2013 6:24 AM
To: [hidden email]
Subject: unequal variances

 

dear list

 

my design is very simple 2X3 ANOVA (when the first variable is within subjects and the second between subjects).

the effects are significant but the problem is that the variances are not equal (Levine test shows strong differences between the groups). Can somebody offer a solution (for example a specific kind of transformation that can make the variances equal) ?

I will  appreciate any help

 

Kelly Saporta, Ph.D.

Department of Education and Psychology
The Open University, Ra'anana, Israel 43107

Phone: +972-9-7781456,

Email:  [hidden email]

http://www.openu.ac.il/Personal_sites/kelli-saporta/

 

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Re: unequal variances

Rich Ulrich
I will repeat what I said the first time.  The important question for considering
any transformation (or alternate analysis) is,
"Where do the numbers come from?"

If someone expected the "manipulation [to] produce a large variance,"
they might be guilty of poor design of the outcome -- especially if the
variability is not *due*  to a change in the mean, and the mean is what you
are committed to reporting on.  However, if the one group uses (for example)
all seven points of a scale, where the others mostly use the points at one
extreme, it might be safe to pool the variances in the usual way, i.e.,
no corrections.  (Even then, you might find that reviewers are happier if you
use a test that does not assume equal variances.) 

If the one group was *expected*  to be different from the other two, then
the designed analysis that provides more power would be to analyze the
data as just two groups, Experimental versus two Controls...  which are
pooled, after verifying that they do not differ. 

--
Rich Ulrich


Date: Wed, 5 Jun 2013 03:29:37 +0000
From: [hidden email]
Subject: Re: unequal variances
To: [hidden email]

Hi gene

This is not a pre- post design. the repeat variable is just two stories that each participant is exposed to.

I think that the reason for the unequal variances is that in one of the condition (the between group variable has three level)  the manipulation itself produce a large variance.

 

 

 

From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Maguin, Eugene
Sent: Tuesday, June 04, 2013 6:16 PM
To: [hidden email]
Subject: Re: unequal variances

 

Google ‘Box-Cox transformations’. You can work through different types of transformations to equalize variances. But, here’s the real question: Why are the variances different? It could be sampling error; but what if it’s substantively meaningful? I see that you have a repeated measures design. Maybe there is an intervention involved. Why should the intervention group at post and followup have the same variances as the control group at those points?

 

I see that Bruce has posted a specific analysis to use. You might also consider a growth curve model, which there is an example of in the documentation.

Gene Maguin

 

From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Keli Saporta
Sent: Tuesday, June 04, 2013 6:24 AM
To: [hidden email]
Subject: unequal variances

 

dear list

 

my design is very simple 2X3 ANOVA (when the first variable is within subjects and the second between subjects).

the effects are significant but the problem is that the variances are not equal (Levine test shows strong differences between the groups). Can somebody offer a solution (for example a specific kind of transformation that can make the variances equal) ?

I will  appreciate any help

 

Kelly Saporta, Ph.D.

Department of Education and Psychology
The Open University, Ra'anana, Israel 43107

Phone: +972-9-7781456,

Email:  [hidden email]

http://www.openu.ac.il/Personal_sites/kelli-saporta/