Skip to main content
Log in

Multiple treatment comparisons in analysis of covariance with interaction

SCI for treatment covariate interaction

  • Original Paper
  • Published:
Statistical Methods & Applications Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10
Fig. 11

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

    Article  MathSciNet  Google Scholar 

  • Bretz F, Genz A, Hothorn L (2001) On the numerical availability of multiple comparison procedures. Biom J 43:645–656

    Article  MATH  MathSciNet  Google Scholar 

  • Bretz F, Hothorn T, Westfall P (2010) Multiple comparisons using R. Chapman and Hall/CRC, Boca Raton

    Book  MATH  Google Scholar 

  • Dilba G, Bretz F, Guiard V (2006) Simultaneous confidence sets and confidence intervals for multiple ratios. J Stat Plan Inference 136:2640–2658

    Article  MATH  MathSciNet  Google Scholar 

  • Djira GD (2010) Relative potency estimation in parallel-line assays—method comparison and some extensions. Commun Stat Theory Methods 39:1180–1189

    Article  MATH  MathSciNet  Google Scholar 

  • 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

    Book  MATH  Google Scholar 

  • 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

    Book  MATH  Google Scholar 

  • 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

    Article  MathSciNet  Google Scholar 

  • Hothorn T, Bretz F, Westfall P (2008) Simultaneous inference in general parametric models. Biom J 50:346–363

    Article  MATH  MathSciNet  Google Scholar 

  • 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

    Article  MATH  MathSciNet  Google Scholar 

  • 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

    Article  Google Scholar 

  • 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

    Article  MATH  MathSciNet  Google Scholar 

  • Lenth RV (2016) Least-squares means: the R package lsmeans. J Stat Softw 69:1. doi:10.18637/jss.v069.i01

    Article  Google Scholar 

  • Liu W (2010) Simultaneous inference in regression. Chapman and Hall/CRC, Boca Raton

    Book  Google Scholar 

  • Liu W, Jamshidian M, Zhang Y (2004) Multiple comparison of several linear regression models. J Am Stat Assoc 99:395–403

    Article  MATH  MathSciNet  Google Scholar 

  • Lu X, Chen JT (2009) Exact simultaneous confidence segments for all contrast comparisons. J Stat Plan Inference 139:2816–2822

    Article  MATH  MathSciNet  Google Scholar 

  • McCulloch CE, Searle SR (2001) Generalized, linear, and mixed models. Wiley, New York

    MATH  Google Scholar 

  • Milliken G, Johnson D (2002) Analysis of messy data, volume III: analysis of covariance. Chapman and Hall/CRC, Boca Raton

    MATH  Google Scholar 

  • Core Team R (2014) R: a language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria

    Google Scholar 

  • Scheffe H (1959) The analysis of variance. Wiley, New York

    MATH  Google Scholar 

  • Spurrier J (1999) Exact confidence bounds for all contrasts of three or more regression lines. J Am Stat Assoc 94:483–488

    Article  MATH  MathSciNet  Google Scholar 

  • Spurrier J (2002) Exact multiple comparisons of three or more regression lines: pairwise comparisons and comparisons with a control. Biom J 44:801–812

    Article  MathSciNet  Google Scholar 

  • Westfall PH, Tobias RD, Wolfinger RD (2011) Multiple comparisons and multiple tests using SAS, 2nd edn. SAS Institute Inc, Cary

    Google Scholar 

  • Wickham H (2009) Elegant graphics for data analysis (use R). Springer, Dordrecht

    MATH  Google Scholar 

  • 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

    Article  MATH  Google Scholar 

  • Zerbe G (1978) Fieller theorem and general linear-model. Am Stat 32:103–105

    MathSciNet  Google Scholar 

Download references

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

Authors

Corresponding author

Correspondence to Frank Schaarschmidt.

Electronic supplementary material

Below is the link to the electronic supplementary material.

Supplementary material 1 (pdf 214 KB)

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

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

Download citation

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10260-017-0383-1

Keywords