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Repeated Measures ANOVA

Compare means of three or more related measurements

Repeated Measures ANOVA#

The repeated measures ANOVA (rm-ANOVA) tests whether the means of three or more related measurements (e.g., at different time points) differ significantly. It is the extension of the paired t-test to more than two measurement points.

When to Use#

Use the rm-ANOVA when you want to:

  • Compare three or more related measurements from the same subjects
  • The dependent variable is metric (continuous)
  • The data are approximately normally distributed
  • The sphericity assumption is met (or corrected for)

Typical use cases:

  • Measurements at multiple time points (before, during, after)
  • Reaction times under different experimental conditions
  • Performance measurements across a semester

Assumptions#

  • Related measurements (the same subjects are measured multiple times)
  • Metric scale of the dependent variable
  • Normal distribution of the dependent variable at each measurement point
  • Sphericity (Mauchly's test) – if violated: Greenhouse-Geisser or Huynh-Feldt correction
  • No extreme outliers in the differences

Sphericity and Mauchly's Test#

Sphericity is a specific assumption of the rm-ANOVA. It requires that the variances of all pairwise differences between measurement points are equal. This assumption is tested using Mauchly's test:

  • If Mauchly's test is not significant (p>.05p > .05): Sphericity can be assumed.
  • If Mauchly's test is significant (p≀.05p \leq .05): Sphericity is violated. In this case, corrected F-values should be used:
    • Greenhouse-Geisser correction (Ξ΅GG\varepsilon_{GG}): More conservative, recommended when Ξ΅<0.75\varepsilon < 0.75
    • Huynh-Feldt correction (Ξ΅HF\varepsilon_{HF}): Less conservative, recommended when Ξ΅β‰₯0.75\varepsilon \geq 0.75

Note: For severe violations of the assumptions, the Friedman test is the appropriate nonparametric alternative.

Formula#

The test statistic of the rm-ANOVA:

F=MSconditionMSerrorF = \frac{MS_{condition}}{MS_{error}}

The sums of squares are decomposed into:

SStotal=SScondition+SSsubjects+SSerrorSS_{total} = SS_{condition} + SS_{subjects} + SS_{error}

where:

MScondition=SSconditionkβˆ’1MS_{condition} = \frac{SS_{condition}}{k - 1} MSerror=SSerror(kβˆ’1)(nβˆ’1)MS_{error} = \frac{SS_{error}}{(k - 1)(n - 1)}

with:

  • kk = number of measurement points/conditions
  • nn = number of subjects

The degrees of freedom are df1=kβˆ’1df_1 = k - 1 and df2=(kβˆ’1)(nβˆ’1)df_2 = (k - 1)(n - 1).

When sphericity is violated, the degrees of freedom are multiplied by the correction factor Ξ΅\varepsilon:

df1corr=Ξ΅β‹…(kβˆ’1),df2corr=Ξ΅β‹…(kβˆ’1)(nβˆ’1)df_1^{corr} = \varepsilon \cdot (k - 1), \quad df_2^{corr} = \varepsilon \cdot (k - 1)(n - 1)

Example#

Practical Example: Stress Levels During Therapy

A psychologist investigates whether patients' stress levels change over the course of therapy. She measures stress levels (using a standardized questionnaire) in 40 patients at four time points:

  • T1: Before therapy begins
  • T2: After 4 weeks
  • T3: After 8 weeks
  • T4: After 12 weeks (end of therapy)

Since the same patients are measured at all time points, these are repeated measures data. The rm-ANOVA tests whether the mean stress level changes significantly across the four time points.

  1. Mauchly's test: Check sphericity (p=.02p = .02 β†’ sphericity violated)
  2. Apply Greenhouse-Geisser correction (Ξ΅GG=0.68\varepsilon_{GG} = 0.68)
  3. If significant: Pairwise comparisons with Bonferroni correction

Effect Size#

Partial eta-squared (Ξ·p2\eta_p^2) as a measure of effect size:

Ξ·p2=SSconditionSScondition+SSerror\eta_p^2 = \frac{SS_{condition}}{SS_{condition} + SS_{error}}
Effect SizeΞ·Β²_p
Small0.01
Medium0.06
Large0.14

Tip: When the omnibus test is significant, post-hoc comparisons (e.g., with Bonferroni correction) are required to determine which measurement points differ significantly from each other.

Further Reading

  • Field, A. (2018). Discovering Statistics Using IBM SPSS Statistics (5th ed.). SAGE.
  • Girden, E. R. (1992). ANOVA: Repeated Measures. SAGE.