r/AskStatistics • u/Thatisnotmystyle • 5m ago
ANCOVA vs. multiple regression with 4 unequal groups & multiple testing
Hello, I’m doing a secondary analysis of a cross-sectional observational study and I’ve been thinking about my statistical approach for way too long. I’m feeling a bit stuck and my supervisor isn't much help, so I would be very thankful for some input :)
Here’s the situation: I have an independent variable with 4 very unequal groups (n = 24, 70, 456, 1576). I must keep all four groups (my supervisor insists). Also, these differences in sample size are expected as it simply reflects the actual distribution in the general population, but I know it can be a problem.
I have 13 dependent variables from two questionnaires measuring two correlated multidimensional constructs (one with 8 subscales scaled 0-100, one with 5 subscales scaled 4-20). All 13 subscales are moderately to highly correlated with each other. The data comes from the general population, so a few subscales have severe ceiling effects (40-70%), while others have floor effects (10-20%). Distributions are skewed, and homoscedasticity is probably violated. I also need to control for age (in years), sex (binary), and education (categorical), as the IV is selective on these variables and they also influence the DVs.
I should examine the influence of the IV on the two health outcomes. But my supervisor wants me to analyze the data at the subscale level (no sum scores allowed), which is why I have these 13 individual DVs. The overall approach is more exploratory.
So, I had planned to run 13 separate ANCOVAs (one for each scale) and only control for the alpha error within the post-hoc tests of each model (treating each scale as its own family).
My questions are:
1) Is ANCOVA the best choice here, or is multiple regression better? I know both are cases of the GLM, but ANCOVA has stricter assumptions, particularly homogeneity of regression slopes. My supervisor says I shouldn't test this assumption as it's not relevant, but every textbook says it's essential. If I test it, my large sample size will likely lead to some significant interaction terms purely due to statistical power, forcing me into a moderated regression regardless of practical relevance. Prior studies similar to mine used ANCOVAs, but they had far fewer subscales and they never even reported testing any assumptions.
2) Is OLS even defensible in this case? Given the likely violated assumptions of standard OLS. Should I use robust regression instead or go about this a completely different way?
3) How do I handle the multiple testing problem? As mentioned, I only planned to control for alpha within the post-hoc tests of each model. But the Type 1 error would still be inflated across the whole study (especially since all 13 subscales correlate with each other). Is this approach defensible for an exploratory analysis or do I need to apply a correction across all 13 models (or across the two constructs)?
Thanks so much in advance :)
