Research Methods
Before either of these analyses is a calculation, it is a decision: what is this variable for? Assign the roles, watch a covariate adjustment happen — and watch it stop meaning what people think it means.
Simulated — fictional studies and generated data
By the end you should be able to say what a covariate buys you, and why it is precision rather than equivalence.
About 30 minutes. Nothing you do here is saved or sent anywhere.
A covariate cannot turn two intact groups into a randomised trial, and a multivariate test is not a way to run several analyses without paying for them. Both are useful tools with narrow jobs, and most of the harm they do comes from being reached for as repairs. Several of the scenarios in this laboratory have the answer "neither", and saying so is the skill being practised.
A fictional evaluation randomly assigns 80 students either to a new tutoring programme or to the usual timetable. Everyone sits a baseline test in September, before allocation, and an outcome test in June. The question is whether the programme raised June scores.
Eighty fictional students, forty in each group. The horizontal axis is the September score, the vertical axis is the June score, and each group has its own regression line. The adjusted difference is the vertical gap between those lines, measured at the overall September mean.
Adjustment asks a conditional question: how far apart would the groups be if they had started at the same place? Whether that question has an answer depends on the design, not on the software.
| Group | September mean | June mean | Own slope |
|---|
| Evaluated at | September score | Gap between the lines |
|---|
The same two fictional groups, now measured on two outcomes at once. Each dot is one person, placed by both scores. A multivariate test asks whether the two clouds are separated in the plane, which is not the same question as asking about each axis in turn.
Watch the joint separation while the two separate differences stay exactly where they are. The correlation between the outcomes is doing all the work.
| Comparison | Separation, in SD units |
|---|
One choice per study. More than one of these has the answer "neither".
Adjusting for a covariate answers a conditional question: how far apart would the groups be if they had started level? With random allocation that question has an answer, and adjustment mostly buys precision. With intact groups it may have none, because the thing you are adjusting away could be the difference itself. The arithmetic is identical either way, which is what makes it dangerous.