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Dec 11, 2012 at 10:51 comment added Camille @PeterEllis. Thanks. You are absolutely right that my colleague is suggesting a type of stepwise regression which is probably not appropriate here. As ANCOVA and Regression are mathematically the same, and all relationships are founded on a conceptual model, I think my issue really comes down to the way the results are presented to a potential reviewer who may be more used to seeing ANCOVAs. As I need the interactions to test the hypotheses, I am leaning towards stage 1: all single variables, stage 2: all interactions. Does anyone have a view on that?
Dec 11, 2012 at 0:14 comment added Peter Ellis +1. The issue is not ANCOVA v regression (they are the same) but how you build a model. The colleague's proposed approach sounds like a variant on stepwise regression, and will have all the associated problems as Peter Flom points out. See stats.stackexchange.com/questions/13686/… .
Dec 10, 2012 at 13:06 comment added Peter Flom As I said, ANCOVA and regression are mathematically equivalent. Interactions may be easier to add in the regression model, but that would be because of notation and software implementation.
Dec 10, 2012 at 12:10 comment added Camille Clearly this is not ground-breaking stuff so small effect sizes are indicative that context doesn't mean much here. However I still have the question of how to test the interactions and whether the regressions are a better technique.
Dec 10, 2012 at 11:34 comment added Peter Flom Oh, I know about psychology! I make my own small efforts to change things, but .... yes, p value is still (all too often) viewed as the most important (or even only important) thing.
Dec 10, 2012 at 11:28 comment added Camille I have the same concern regarding my colleagues approach. I agree about statistical significance but unfortunately psychology is a field where the p value rules!! I should also say that I have no problem with reporting a lack of significant findings or with very small effect sizes as negligible results are informative in themselves regarding the lack of importance in the real world.
Dec 10, 2012 at 11:08 history answered Peter Flom CC BY-SA 3.0