Abstract
When multiple treatments are analyzed together with a covariate, a treatment-covariate interaction complicates the interpretation of the treatment effects. The construction of simultaneous confidence bands for differences of the treatment specific regression lines is one option to proceed. The application of these methods is difficult because they are described as a collection of special cases and the implementation requires additional programming or relies on non-standard or proprietary software. If inferential interest can be restricted to a pre-specified set of covariate values, a flexible alternative is to compute simultaneous confidence intervals for multiple contrasts of the treatment effects over this grid. This approach is available in the R software: next to treatment differences in the linear model, approximate simultaneous confidence intervals for ratios of expected values and asymptotic extensions to generalized linear models are straightforward. The paper summarizes the available methodology and presents three case studies to illustrate the application to different models, differences and ratios, as well as different types of between treatment comparisons. Simulation studies in the general linear model, for different parameters and different types of comparisons are provided. The R code to reproduce the case studies and a hint to a related R package is provided.











Similar content being viewed by others
References
Bhargava P, Spurrier J (2004) Exact confidence bounds for comparing two regression lines with a control regression line on a fixed interval. Biom J 46:720–730
Bretz F, Genz A, Hothorn L (2001) On the numerical availability of multiple comparison procedures. Biom J 43:645–656
Bretz F, Hothorn T, Westfall P (2010) Multiple comparisons using R. Chapman and Hall/CRC, Boca Raton
Dilba G, Bretz F, Guiard V (2006) Simultaneous confidence sets and confidence intervals for multiple ratios. J Stat Plan Inference 136:2640–2658
Djira GD (2010) Relative potency estimation in parallel-line assays—method comparison and some extensions. Commun Stat Theory Methods 39:1180–1189
Djira GD, Hasler M, Gerhard D, Schaarschmidt F (2011) mratios: inferences for ratios of coefficients in the general linear model. R package version 1(3):16
Genz A, Bretz F (2009) Computation of multivariate normal and t probabilities. Springer, New York
Genz A, Bretz F, Miwa T, Mi X, Leisch F, Scheipl F, Hothorn T (2011) mvtnorm: multivariate normal and t distributions. R package version 0.9-9991
Hand DJ, Daly F, McConway K, Lunn D, Ostrowski E (1994) A handbook of small data sets. Chapman and Hall/CRC, London
Herberich E, Hassler C, Hothorn T (2014) Multiple curve comparisons with an application to the formation of the dorsal funiculus of mutant mice. Int J Biostat 10(2):289–302. doi:10.1515/ijb-2013-0003
Hothorn T, Bretz F, Westfall P (2008) Simultaneous inference in general parametric models. Biom J 50:346–363
Jamshidian M, Liu W, Bretz F (2010) Simultaneous confidence bands for all contrasts of three or more simple linear regression models over an interval. Comput Stat Data Anal 54:1475–1483
Jamshidian M, Liu W, Zhang Y, Jamshidian F (2005) SimReg: a software including some new developments in multiple comparison and simultaneous confidence bands for linear regression models. J Stat Soft 12:1–22
Jeske DR, Xu HK, Blessinger T, Jensen P, Trumble J (2009) Testing for the equality of EC50 values in the presence of unequal slopes with application to toxicity of selenium types. J Agric Biol Environ Stat 14:469–483
Lenth RV (2016) Least-squares means: the R package lsmeans. J Stat Softw 69:1. doi:10.18637/jss.v069.i01
Liu W (2010) Simultaneous inference in regression. Chapman and Hall/CRC, Boca Raton
Liu W, Jamshidian M, Zhang Y (2004) Multiple comparison of several linear regression models. J Am Stat Assoc 99:395–403
Lu X, Chen JT (2009) Exact simultaneous confidence segments for all contrast comparisons. J Stat Plan Inference 139:2816–2822
McCulloch CE, Searle SR (2001) Generalized, linear, and mixed models. Wiley, New York
Milliken G, Johnson D (2002) Analysis of messy data, volume III: analysis of covariance. Chapman and Hall/CRC, Boca Raton
Core Team R (2014) R: a language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria
Scheffe H (1959) The analysis of variance. Wiley, New York
Spurrier J (1999) Exact confidence bounds for all contrasts of three or more regression lines. J Am Stat Assoc 94:483–488
Spurrier J (2002) Exact multiple comparisons of three or more regression lines: pairwise comparisons and comparisons with a control. Biom J 44:801–812
Westfall PH, Tobias RD, Wolfinger RD (2011) Multiple comparisons and multiple tests using SAS, 2nd edn. SAS Institute Inc, Cary
Wickham H (2009) Elegant graphics for data analysis (use R). Springer, Dordrecht
Young D, Zerbe G, Hay W (1997) Fieller’s theorem, Scheffe simultaneous confidence intervals, and ratios of parameters of linear and nonlinear mixed-effects models. Biometrics 53:838–847
Zerbe G (1978) Fieller theorem and general linear-model. Am Stat 32:103–105
Acknowledgements
I thank Prof. L.A. Hothorn, Dr. M. Hasler and two anonymous referees for their helpful comments on earlier versions of the manuscript. The work was partly supported by the German Science Foundation Grant DFG-HO1687.
Author information
Authors and Affiliations
Corresponding author
Electronic supplementary material
Below is the link to the electronic supplementary material.
Rights and permissions
About this article
Cite this article
Schaarschmidt, F. Multiple treatment comparisons in analysis of covariance with interaction. Stat Methods Appl 26, 609–628 (2017). https://doi.org/10.1007/s10260-017-0383-1
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10260-017-0383-1