aov_car: Convenient ANOVA estimation for factorial designs

Description

These functions allow convenient specification of any type of ANOVAs (i.e., purely within-subjects ANOVAs, purely between-subjects ANOVAs, and mixed between-within or split-plot ANOVAs) for data in the long format (i.e., one observation per row). If the data has more than one observation per individual and cell of the design (e.g., multiple responses per condition), the data will by automatically aggregated. The default settings reproduce results from commercial statistical packages such as SPSS or SAS. aov_ez is called specifying the factors as character vectors, aov_car is called using a formula similar to aov specifying an error strata for the within-subject factor(s), and aov_4 is called with a lme4-like formula (all ANOVA functions return identical results). The returned object contains the ANOVA also fitted via base R's aov which can be passed to e.g., emmeans for further analysis (e.g., follow-up tests, contrasts, plotting, etc.). These functions employ Anova (from the car package) to provide test of effects avoiding the somewhat unhandy format of car::Anova.

Usage

aov_ez(id, dv, data, between = NULL, within = NULL, covariate = NULL, 
     observed = NULL, fun_aggregate = NULL, transformation,
     type = afex_options("type"), 
     factorize = afex_options("factorize"), 
     check_contrasts = afex_options("check_contrasts"), 
     return = afex_options("return_aov"), 
     anova_table = list(), ..., print.formula = FALSE)
     
aov_car(formula, data, fun_aggregate = NULL, type = afex_options("type"), 
     factorize = afex_options("factorize"), 
     check_contrasts = afex_options("check_contrasts"), 
     return = afex_options("return_aov"), observed = NULL, 
     anova_table = list(), ...)
     
aov_4(formula, data, observed = NULL, fun_aggregate = NULL, type = afex_options("type"),
     factorize = afex_options("factorize"), 
     check_contrasts = afex_options("check_contrasts"),
     return = afex_options("return_aov"), 
     anova_table = list(), ..., print.formula = FALSE)

Arguments

formula

A formula specifying the ANOVA model similar to aov (for aov_car or similar to lme4:lmer for aov_4). Should include an error term (i.e., Error(id/...) for aov_car or (...|id) for aov_4). Note that the within-subject factors do not need to be outside the Error term (this contrasts with aov). See Details.

data

A data.frame containing the data. Mandatory.

fun_aggregate

The function for aggregating the data before running the ANOVA if there is more than one observation per individual and cell of the design. The default NULL issues a warning if aggregation is necessary and uses mean. Pass mean directly to avoid the warning.

type

The type of sums of squares for the ANOVA. The default is given by afex_options("type"), which is initially set to 3. Passed to Anova. Possible values are "II", "III", 2, or 3.

factorize

logical. Should between subject factors be factorized (with note) before running the analysis. The default is given by afex_options("factorize"), which is initially TRUE. If one wants to run an ANCOVA, this needs to be set to FALSE (in which case centering on 0 is checked on numeric variables).

check_contrasts

logical. Should contrasts for between-subject factors be checked and (if necessary) changed to be "contr.sum". See details. The default is given by afex_options("check_contrasts"), which is initially TRUE.

return

What should be returned? The default is given by afex_options("return_aov"), which is initially "afex_aov", returning an S3 object of class afex_aov for which various methods exist (see there and below for more details). To avoid the (potentially costly) computation via aov set return to "nice" in which case only the nice ANOVA table is returned (produced by nice, this was the previous default return value). Other values are currently still supported for backward compatibility.

observed

character vector indicating which of the variables are observed (i.e, measured) as compared to experimentally manipulated. The default effect size reported (generalized eta-squared) requires correct specification of the obsered (in contrast to manipulated) variables.

anova_table

list of further arguments passed to function producing the ANOVA table. Arguments such as es (effect size) or correction are passed to either anova.afex_aov or nice. Note that those settings can also be changed once an object of class afex_aov is created by invoking the anova method directly.

...

Further arguments passed to fun_aggregate.

character vector (of length 1) indicating the subject identifier column in data.

character vector (of length 1) indicating the column containing the dependent variable in data.

between

character vector indicating the between-subject(s) factor(s)/column(s) in data. Default is NULL indicating no between-subjects factors.

within

character vector indicating the within-subject(s)(or repeated-measures) factor(s)/column(s) in data. Default is NULL indicating no within-subjects factors.

covariate

character vector indicating the between-subject(s) covariate(s) (i.e., column(s)) in data. Default is NULL indicating no covariates.

transformation

In aov_ez, a character vector (of length 1) indicating the name of a transformation to apply to dv before fitting the model. If missing, no transformation is applied. In aov_car and aov_4, a response transformation may be incorporated in the left-hand side of formula.

print.formula

aov_ez and aov_4 are wrapper for aov_car. This boolean argument indicates whether the formula in the call to car.aov should be printed.

Value

aov_car, aov_4, and aov_ez are wrappers for Anova and aov, the return value is dependent on the return argument. Per default, an S3 object of class "afex_aov" is returned containing the following slots:

"anova_table": An ANOVA table of class c("anova", "data.frame").
"aov": aov object returned from aov (should not be used to evaluate significance of effects, but can be passed to emmeans for post-hoc tests).
"Anova": object returned from Anova, an object of class "Anova.mlm" (if within-subjects factors are present) or of class c("anova", "data.frame").
"lm": the object fitted with lm and passed to Anova (i.e., an object of class "lm" or "mlm"). Also returned if return = "lm".
"data": a list containing: (1) long (the possibly aggregated data in long format used for aov), wide (the data used to fit the lm object), and idata (if within-subject factors are present, the idata argument passed to car::Anova). Also returned if return = "data".

In addition, the object has the following attributes: "dv", "id", "within", "between", and "type".

The print method for afex_aov objects (invisibly) returns (and prints) the same as if return is "nice": a nice ANOVA table (produced by nice) with the following columns: Effect, df, MSE (mean-squared errors), F (potentially with significant symbols), ges (generalized eta-squared), p.

Details

Details of ANOVA Specification

aov_ez will concatenate all between-subject factors using * (i.e., producing all main effects and interactions) and all covariates by + (i.e., adding only the main effects to the existing between-subject factors). The within-subject factors do fully interact with all between-subject factors and covariates. This is essentially identical to the behavior of SPSS's glm function.

The formulas for aov_car or aov_4 must contain a single Error term specifying the ID column and potential within-subject factors (you can use mixed for running mixed-effects models with multiple error terms). Factors outside the Error term are treated as between-subject factors (the within-subject factors specified in the Error term are ignored outside the Error term; in other words, it is not necessary to specify them outside the Error term, see Examples). Suppressing the intercept (i.e, via 0 + or - 1) is ignored. Specific specifications of effects (e.g., excluding terms with - or using ^) could be okay but is not tested. Using the I or poly function within the formula is not tested and not supported!

To run an ANCOVA you need to set factorize = FALSE and make sure that all variables have the correct type (i.e., factors are factors and numeric variables are numeric and centered).

Note that the default behavior is to include calculation of the effect size generalized eta-squared for which all non-manipluated (i.e., observed) variables need to be specified via the observed argument to obtain correct results. When changing the effect size to "pes" (partial eta-squared) or "none" via anova_table this becomes unnecessary.

If check_contrasts = TRUE, contrasts will be set to "contr.sum" for all between-subject factors if default contrasts are not equal to "contr.sum" or attrib(factor, "contrasts") != "contr.sum". (within-subject factors are hard-coded "contr.sum".)

Statistical Issues

Type 3 sums of squares are default in afex. While some authors argue that so-called type 3 sums of squares are dangerous and/or problematic (most notably Venables, 2000), they are the default in many commercial statistical application such as SPSS or SAS. Furthermore, statisticians with an applied perspective recommend type 3 tests (e.g., Maxwell and Delaney, 2004). Consequently, they are the default for the ANOVA functions described here. For some more discussion on this issue see here.

Note that lower order effects (e.g., main effects) in type 3 ANOVAs are only meaningful with effects coding. That is, contrasts should be set to contr.sum to obtain meaningful results. This is imposed automatically for the functions discussed here as long as check_contrasts is TRUE (the default). I nevertheless recommend to set the contrasts globally to contr.sum via running set_sum_contrasts. For a discussion of the other (non-recommended) coding schemes see here.

Follow-Up Contrasts and Post-Hoc Tests

The S3 object returned per default can be directly passed to emmeans::emmeans for further analysis. This allows to test any type of contrasts that might be of interest independent of whether or not this contrast involves between-subject variables, within-subject variables, or a combination thereof. The general procedure to run those contrasts is the following (see Examples for a full example):

Estimate an afex_aov object with the function returned here. For example: x <- aov_car(dv ~ a*b + (id/c), d)
Obtain a emmGrid-class object by running emmeans on the afex_aov object from step 1 using the factors involved in the contrast. For example: r <- emmeans(x, ~a:c)
Create a list containing the desired contrasts on the reference grid object from step 2. For example: con1 <- list(a_x = c(-1, 1, 0, 0, 0, 0), b_x = c(0, 0, -0.5, -0.5, 0, 1))
Test the contrast on the reference grid using contrast. For example: contrast(r, con1)
To control for multiple testing p-value adjustments can be specified. For example the Bonferroni-Holm correction: contrast(r, con1, adjust = "holm")

Note that emmeans allows for a variety of advanced settings and simplifiations, for example: all pairwise comparison of a single factor using one command (e.g., emmeans(x, "a", contr = "pairwise")) or advanced control for multiple testing by passing objects to multcomp. A comprehensive overview of the functionality is provided in the accompanying vignettes (see here).

A caveat regarding the use of emmeans concerns the assumption of sphericity for ANOVAs including within-subjects/repeated-measures factors (with more than two levels). The current default for follow-up tests uses a univariate model (model = "univariate" in the call to emmeans), which does not adequately control for violations of sphericity. This may result in anti-conservative tests and contrasts somewhat with the default ANOVA table which reports results based on the Greenhousse-Geisser correction. An alternative is to use a multivariate model (model = "multivariate" in the call to emmeans) which should handle violations of sphericity better. The default will likely change to multivariate tests in one of the next versions of the package.

Starting with afex version 0.22, emmeans is not loaded/attached automatically when loading afex. Therefore, emmeans now needs to be loaded by the user via library("emmeans") or require("emmeans").

Methods for `afex_aov` Objects

A full overview over the methods provided for afex_aov objects is provided in the corresponding help page: afex_aov-methods. The probably most important ones for end-users are summary, anova, and nice.

The summary method returns, for ANOVAs containing within-subject (repeated-measures) factors with more than two levels, the complete univariate analysis: Results without df-correction, the Greenhouse-Geisser corrected results, the Hyunh-Feldt corrected results, and the results of the Mauchly test for sphericity.

The anova method returns a data.frame of class "anova" containing the ANOVA table in numeric form (i.e., the one in slot anova_table of a afex_aov). This method has arguments such as correction and es and can be used to obtain an ANOVA table with different correction than the one initially specified.

The nice method also returns a data.frame, but rounds most values and transforms them into characters for nice printing. Also has arguments like correction and es which can be used to obtain an ANOVA table with different correction than the one initially specified.

References

Cramer, A. O. J., van Ravenzwaaij, D., Matzke, D., Steingroever, H., Wetzels, R., Grasman, R. P. P. P., ... Wagenmakers, E.-J. (2015). Hidden multiplicity in exploratory multiway ANOVA: Prevalence and remedies. Psychonomic Bulletin & Review, 1-8. doi:10.3758/s13423-015-0913-5

Maxwell, S. E., & Delaney, H. D. (2004). Designing Experiments and Analyzing Data: A Model-Comparisons Perspective. Mahwah, N.J.: Lawrence Erlbaum Associates.

Venables, W.N. (2000). Exegeses on linear models. Paper presented to the S-Plus User's Conference, Washington DC, 8-9 October 1998, Washington, DC. Available from: http://www.stats.ox.ac.uk/pub/MASS3/Exegeses.pdf

Examples

Run this code

# NOT RUN {
##########################
## 1: Specifying ANOVAs ##
##########################

# Example using a purely within-subjects design 
# (Maxwell & Delaney, 2004, Chapter 12, Table 12.5, p. 578):
data(md_12.1)
aov_ez("id", "rt", md_12.1, within = c("angle", "noise"), 
       anova_table=list(correction = "none", es = "none"))

# Default output
aov_ez("id", "rt", md_12.1, within = c("angle", "noise"))       


# examples using obk.long (see ?obk.long), a long version of the OBrienKaiser dataset (car package).
# Data is a split-plot or mixed design: contains both within- and between-subjects factors.
data(obk.long, package = "afex")

# estimate mixed ANOVA on the full design:
aov_car(value ~ treatment * gender + Error(id/(phase*hour)), 
        data = obk.long, observed = "gender")

aov_4(value ~ treatment * gender + (phase*hour|id), 
        data = obk.long, observed = "gender")

aov_ez("id", "value", obk.long, between = c("treatment", "gender"), 
        within = c("phase", "hour"), observed = "gender")

# the three calls return the same ANOVA table:
# Anova Table (Type 3 tests)
# 
# Response: value
#                         Effect          df   MSE         F  ges p.value
# 1                    treatment       2, 10 22.81    3.94 +  .20     .05
# 2                       gender       1, 10 22.81    3.66 +  .11     .08
# 3             treatment:gender       2, 10 22.81      2.86  .18     .10
# 4                        phase 1.60, 15.99  5.02 16.13 ***  .15   .0003
# 5              treatment:phase 3.20, 15.99  5.02    4.85 *  .10     .01
# 6                 gender:phase 1.60, 15.99  5.02      0.28 .003     .71
# 7       treatment:gender:phase 3.20, 15.99  5.02      0.64  .01     .61
# 8                         hour 1.84, 18.41  3.39 16.69 ***  .13  <.0001
# 9               treatment:hour 3.68, 18.41  3.39      0.09 .002     .98
# 10                 gender:hour 1.84, 18.41  3.39      0.45 .004     .63
# 11       treatment:gender:hour 3.68, 18.41  3.39      0.62  .01     .64
# 12                  phase:hour 3.60, 35.96  2.67      1.18  .02     .33
# 13        treatment:phase:hour 7.19, 35.96  2.67      0.35 .009     .93
# 14           gender:phase:hour 3.60, 35.96  2.67      0.93  .01     .45
# 15 treatment:gender:phase:hour 7.19, 35.96  2.67      0.74  .02     .65
# 
# Sphericity correction method: GG 
# ---
# Signif. codes:  0 <U+2018>***<U+2019> 0.001 <U+2018>**<U+2019> 0.01 <U+2018>*<U+2019> 0.05 <U+2018>+<U+2019> 0.1 <U+2018> <U+2019> 1

# "numeric" variables are per default converted to factors (as long as factorize = TRUE):
obk.long$hour2 <- as.numeric(as.character(obk.long$hour))

# gives same results as calls before
aov_car(value ~ treatment * gender + Error(id/phase*hour2), 
        data = obk.long, observed = c("gender"))


# ANCOVA: adding a covariate (necessary to set factorize = FALSE)
aov_car(value ~ treatment * gender + age + Error(id/(phase*hour)), 
        data = obk.long, observed = c("gender", "age"), factorize = FALSE)

aov_4(value ~ treatment * gender + age + (phase*hour|id), 
        data = obk.long, observed = c("gender", "age"), factorize = FALSE)

aov_ez("id", "value", obk.long, between = c("treatment", "gender"), 
        within = c("phase", "hour"), covariate = "age", 
        observed = c("gender", "age"), factorize = FALSE)


# aggregating over one within-subjects factor (phase), with warning:
aov_car(value ~ treatment * gender + Error(id/hour), data = obk.long, observed = "gender")

aov_ez("id", "value", obk.long, c("treatment", "gender"), "hour", observed = "gender")

# aggregating over both within-subjects factors (again with warning),
# only between-subjects factors:
aov_car(value ~ treatment * gender + Error(id), data = obk.long, observed = c("gender"))
aov_4(value ~ treatment * gender + (1|id), data = obk.long, observed = c("gender"))
aov_ez("id", "value", obk.long, between = c("treatment", "gender"), observed = "gender")

# only within-subject factors (ignoring between-subjects factors)
aov_car(value ~ Error(id/(phase*hour)), data = obk.long)
aov_4(value ~ (phase*hour|id), data = obk.long)
aov_ez("id", "value", obk.long, within = c("phase", "hour"))

### changing defaults of ANOVA table:

# no df-correction & partial eta-squared:
aov_car(value ~ treatment * gender + Error(id/(phase*hour)), 
        data = obk.long, anova_table = list(correction = "none", es = "pes"))

# no df-correction and no MSE
aov_car(value ~ treatment * gender + Error(id/(phase*hour)), 
        data = obk.long,observed = "gender", 
        anova_table = list(correction = "none", MSE = FALSE))

# add p-value adjustment for all effects (see Cramer et al., 2015, PB&R)
aov_ez("id", "value", obk.long, between = "treatment", 
       within = c("phase", "hour"), 
       anova_table = list(p_adjust_method = "holm"))


###########################
## 2: Follow-up Analysis ##
###########################

# use data as above
data(obk.long, package = "afex")

# 1. obtain afex_aov object:
a1 <- aov_ez("id", "value", obk.long, between = c("treatment", "gender"), 
        within = c("phase", "hour"), observed = "gender")

library("emmeans")  # package emmeans needs to be attached for follow-up tests.

# 1b. plot data (per default with ggplot2):
emmip(a1, gender ~ hour | treatment+phase)

## add univariate CIs:
emmip(a1, gender ~ hour | treatment+phase, CIs = TRUE)

## add multivariate CIs
emmip(a1, gender ~ hour | treatment+phase, CIs = TRUE, 
      model = "multivariate")

# use lattice instead of ggplot2 (which has no CIs):
emm_options(graphics.engine = "lattice") 
emmip(a1, gender ~ hour | treatment+phase)
emm_options(graphics.engine = "ggplot") # reset options 

# 2. obtain reference grid object (default uses univariate model):
r1 <- emmeans(a1, ~treatment +phase)
r1

# multivariate model may be more appropriate
r1 <- emmeans(a1, ~treatment +phase, model = "multivariate")
r1


# 3. create list of contrasts on the reference grid:
c1 <- list(
  A_B_pre = c(rep(0, 6), 0, -1, 1),  # A versus B for pretest
  A_B_comb = c(-0.5, 0.5, 0, -0.5, 0.5, 0, 0, 0, 0), # A vs. B for post and follow-up combined
  effect_post = c(0, 0, 0, -1, 0.5, 0.5, 0, 0, 0), # control versus A&B post
  effect_fup = c(-1, 0.5, 0.5, 0, 0, 0, 0, 0, 0), # control versus A&B follow-up
  effect_comb = c(-0.5, 0.25, 0.25, -0.5, 0.25, 0.25, 0, 0, 0) # control versus A&B combined
)

# 4. test contrasts on reference grid:
contrast(r1, c1)

# same as before, but using Bonferroni-Holm correction for multiple testing:
contrast(r1, c1, adjust = "holm")

# 2. (alternative): all pairwise comparisons of treatment:
emmeans(a1, "treatment", contr = "pairwise", model = "multivariate")

## set multivariate models globally:
# afex_options(emmeans_model = "multivariate")

#######################
## 3: Other examples ##
#######################
data(obk.long, package = "afex")

# replicating ?Anova using aov_car:
obk_anova <- aov_car(value ~ treatment * gender + Error(id/(phase*hour)), 
        data = obk.long, type = 2)
# in contrast to aov you do not need the within-subject factors outside Error()

str(obk_anova, 1, give.attr = FALSE)
# List of 5
#  $ anova_table:Classes <U+2018>anova<U+2019> and 'data.frame':	15 obs. of  6 variables:
#  $ aov        :List of 5
#  $ Anova      :List of 14
#  $ lm         :List of 13
#  $ data       :List of 3

obk_anova$Anova
## Type II Repeated Measures MANOVA Tests: Pillai test statistic
##                             Df test stat approx F num Df den Df       Pr(>F)    
## (Intercept)                  1     0.970      318      1     10 0.0000000065 ***
## treatment                    2     0.481        5      2     10      0.03769 *  
## gender                       1     0.204        3      1     10      0.14097    
## treatment:gender             2     0.364        3      2     10      0.10447    
## phase                        1     0.851       26      2      9      0.00019 ***
## treatment:phase              2     0.685        3      4     20      0.06674 .  
## gender:phase                 1     0.043        0      2      9      0.82000    
## treatment:gender:phase       2     0.311        1      4     20      0.47215    
## hour                         1     0.935       25      4      7      0.00030 ***
## treatment:hour               2     0.301        0      8     16      0.92952    
## gender:hour                  1     0.293        1      4      7      0.60237    
## treatment:gender:hour        2     0.570        1      8     16      0.61319    
## phase:hour                   1     0.550        0      8      3      0.83245    
## treatment:phase:hour         2     0.664        0     16      8      0.99144    
## gender:phase:hour            1     0.695        1      8      3      0.62021    
## treatment:gender:phase:hour  2     0.793        0     16      8      0.97237    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 

# }

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