Objectives

The aim of this week’s workbook is to cover moderation (interaction effects). By the end of this workbook, you should be able to:

  1. Standardise variables.
  2. Perform a multiple regression with interaction effects.
  3. Plot relationship between data with two continuous IVs and one continuous DV, including:
  • interaction plots
  1. Perform two-way ANOVAs (including between-subjects, within-subjects, and mixed-design)

Class data

Click here to download the data used in these workbooks. (You may need to right-click and select ‘Save Linked File’ option)

Content

Before we begin…

Remember, whenever we analyse data, we will roughly be following this procedure:

  1. Clean the data for analysis.
  2. Run the statistical test.
  3. Plot the data.
  4. Write-up analysis.

We will be using the following packages. If this is your first time using these packages, remember to install them before loading the packages.

library(tidyverse)
library(lm.beta)

Reminder: Moderation (Interaction Effects)

As covered in the Lecture series, moderation is when the effect of an IV (predictor) on the DV (outcome) depends on another IV (moderator). To begin with, we can test for an interaction effect in a linear regression. Linear regression is ideal when the the predictor, moderator, and outcome variables are all continuous.

In the example below, we will extend the regression we conducted last week and test the hypothesis that the association between sleep quality and stress is moderated by social support (for instance, the relationship between poor sleep quality and stress is stronger (more positive) for participants low in social support).

Regression with Interaction Effect

1. Clean the data for analysis.

First we must calculate the scores for each scale in the analysis from the individual items. As we have done previously, we can do this by using the mutate() function. The code below is the same as the code we used last week.

data1.vars  <- data %>%
  mutate(stress = stress.1 + stress.2 + stress.3 + stress.4 + stress.5,
         support = support.1 + support.2 + support.3 + support.4 + support.5,
         sleep.quality = sleep1 + sleep2 + sleep3 + sleep4 + sleep5) %>%
  dplyr::select(student.no,stress,support,sleep.quality)

Centering and Standardising Variables

When including interaction terms in a linear regression, including uncentered variables can be problematic as it can lead to multicollinearity issues. In order to center the variables, we can use the scale() function. The scale() function expects a numeric vector. There are two additional arguments called center and scale. If center is set to TRUE, but scale is set to FALSE, the scale() function will output the ‘centred’ variable. If both arguments are set to TRUE, the scale() function will return a ‘standardised’ argument.

Because of a quirk with the scale() function, we also need to tell R that the output is a vector. We can do this by wrapping the results from the scale() function inside a c() function.

You can see the scale() function in action below:

v <- c(3,32,5,6,12,59,96)

#Get the centered variable.

c.v  <- c(scale(v,center = TRUE,scale = FALSE))

c.v
## [1] -27.428571   1.571429 -25.428571 -24.428571 -18.428571  28.571429  65.571429
#Get the standardised variable.

z.v <- c(scale(v, center = TRUE,scale = TRUE))

z.v
## [1] -0.7782022  0.0445845 -0.7214583 -0.6930863 -0.5228546  0.8106273  1.8603896

We can use this combination of the scale() and c() functions within the mutate() to calculate the standardised/centred variables of columns in our data.frame:

#Compute centred variables for analysis.
data1.clean <- mutate(data1.vars,
         c.stress = c(scale(stress,center = TRUE,scale = FALSE)),
         c.support = c(scale(support,center = TRUE,scale = FALSE))) %>%

#Compute standardised variables.
  mutate(z.sleep.quality = c(scale(sleep.quality,center = TRUE,scale = TRUE)),
         z.support = c(scale(support,center = TRUE,scale = TRUE)),
         z.stress = c(scale(stress,center = TRUE,scale = TRUE)))

2. Run statistical test

Recall that interaction effects are the multiplication of the two variable. Therefore, to specify an interaction, we change the formula we specify to include the multiplication of the variable whose interaction we are interested in. For the unstandardised model, make sure you include the centred variables in the formula.

#Unstandardised Model
model1 <- lm(sleep.quality ~ c.stress*c.support,data = data1.clean)
summary(model1)
## 
## Call:
## lm(formula = sleep.quality ~ c.stress * c.support, data = data1.clean)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -10.8005  -2.7535  -0.4141   3.0693   9.0685 
## 
## Coefficients:
##                    Estimate Std. Error t value Pr(>|t|)    
## (Intercept)        14.14973    0.50119  28.232  < 2e-16 ***
## c.stress            0.48334    0.12595   3.838 0.000255 ***
## c.support          -0.05591    0.09140  -0.612 0.542580    
## c.stress:c.support -0.02453    0.02068  -1.186 0.239259    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 4.382 on 76 degrees of freedom
## Multiple R-squared:  0.2068, Adjusted R-squared:  0.1755 
## F-statistic: 6.605 on 3 and 76 DF,  p-value: 0.0005023

Looking at the output above, notice how R automatically includes the main effects in the model. In most cases, you should include the separate main effects when investigating an interaction, but in the odd occasion when you want to include the interaction effect without the main effect, you can specify it using the : symbol. In other words:

sleep.quality ~ stress*support is identical to sleep.quality ~ stress + support + stress:support

Above are the unstandardised coefficients. However, in order to report in APA format, we require the standardised coefficient. Similar to with an ordinary regression, we can use the lm.beta() function to get the standardised coefficients, like here:

#Standardised Model
model1 %>%
  lm.beta() %>%
  summary()
## 
## Call:
## lm(formula = sleep.quality ~ c.stress * c.support, data = data1.clean)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -10.8005  -2.7535  -0.4141   3.0693   9.0685 
## 
## Coefficients:
##                    Estimate Standardized Std. Error t value Pr(>|t|)    
## (Intercept)        14.14973           NA    0.50119  28.232  < 2e-16 ***
## c.stress            0.48334      0.40200    0.12595   3.838 0.000255 ***
## c.support          -0.05591     -0.06759    0.09140  -0.612 0.542580    
## c.stress:c.support -0.02453     -0.12810    0.02068  -1.186 0.239259    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 4.382 on 76 degrees of freedom
## Multiple R-squared:  0.2068, Adjusted R-squared:  0.1755 
## F-statistic: 6.605 on 3 and 76 DF,  p-value: 0.0005023

3. Plot data

Interactions can often be difficult to intuit from just looking at the numbers in the model. Therefore, it is almost always necessary to visualise the data. The most common way to plot an interaction is to split the data set in two according to the moderator: one with participants who score high on the moderator, and the other with participants who score low on the moderator. We can categorise participants based on whether they score above or below the mean on the variable (like we will do in our example), but you can also use the median if that’s more appropriate. In our example, we will split the data into participants who are above and below the mean on social support. We can do this by creating a new variable using the ifelse() function within the mutate() function.

The ifelse() function works by first specify a condition as the first argument. The second argument is what happens if data from a participant meets that condition. The third argument is what happens if a participant does not meet that condition. So in the code below, we are creating a new variable called ‘cat.support’. We want to categorise support into two levels, so the condition in the ifelse() function is z.support > median(z.support). Here, we are splitting the data based on the median of z.support. Participants who meet this condition are in the “high support” group, while those that are not are in the “low support” group.

plot.data <- mutate(data1.clean,cat.support = ifelse(z.support > median(z.support),"high support","low support")) %>%
  filter(!is.na(cat.support))

We then can plot the regression line adding in a ‘group’ and ‘colour’ aesthetic to separate our data of participants with high and low support.

ggplot(plot.data,mapping = aes(x = stress,y = sleep.quality,group = cat.support,colour = cat.support)) +
  geom_smooth(method = "lm") +
  theme_classic()

Even better is if can visualise the raw data in a scatterplot:

ggplot(plot.data,mapping = aes(x = stress,y = sleep.quality,group = cat.support,colour = cat.support)) +
  geom_smooth(method = "lm") +
  geom_point() +
  theme_classic()

4. Write-up analysis.

Given that a moderation is exactly the same as a regression, we require the same information to do the write-up. As a reminder, here are the components you need to write up a regression:

For the model, you need the following information:

  • the R-squared statistic.
  • the F-statistic and associated degrees of freedom.
  • the p-value for the model.

For each predictor, you need the following information:

  • the standardised coefficient.
  • the t-statistic.
  • the p-value for that coefficient.

As mentioned last week, with more than one predictor in the model, it may make more sense to report the statistics in a table. This includes models with interaction effects (in the case above, the interaction effect is our third predictor).

Here is an example of the write-up:

We used a linear regression to predict sleep quality from the level of perceived stress, level of social support, and the interaction between the two. We found that model explained 20.68% of the variance (F(3,76) = 6.6, p = 0.001). Regression coefficients are reported in Table 1. There was a significant, positive main effect of stress on sleep quality. There was no significant main effect of social support on sleep quality. The interaction between perceived stress and social support was not significant.

Table 1. Regression coefficients for linear model predicting stress.

predictor beta t p-value
Perceived Stress 0.4 3.84 0
Social Support -0.07 -0.61 0.543
PS * SS -0.13 -1.19 0.239

Two-Way Between-Subjects ANOVA

A two-way ANOVA is used when you want to evaluate the effects of two categorical IVs (and the interaction between them) on a continuous DV. Much of what we have covered regarding a linear regression with multiple predictors applies with a two-way ANOVA, but with two categorical IVs. In the example below, we will test whether there is an association between between introversion and identifying as either a cat- or dog-person, and whether this association differs depending on whether you play video-games or not.

1. Clean the data for analysis.

clean.data2 <- data %>%
  filter(cat.dog != "both") %>%
  filter(cat.dog != "neither") %>%
  filter(cat.dog != "") %>%
  mutate( introvert = introversion2 + introversion5 + introversion7 + introversion8 + introversion10) %>%
  select(introvert,video.games,cat.dog)

2. Run statistical test

The function to run a two-way ANOVA is the same as a one-way ANOVA: aov(). R is smart enough to determine which statistical test to run based on how many IVs are in the formula. The formula works the same as an interaction in a regression, where both categorical IVs are “multiplied” together. R will automatically include the main effects for each IV and the interaction. Also, similar to the one-way ANOVA, in order to get output that is interpretable, you can pipe the result to the summary() function.

aov(introvert ~ cat.dog*video.games,data = clean.data2) %>%
  summary()
##                     Df Sum Sq Mean Sq F value Pr(>F)
## cat.dog              1    0.7   0.714   0.049  0.825
## video.games          1   25.6  25.629   1.770  0.190
## cat.dog:video.games  1    5.5   5.528   0.382  0.540
## Residuals           45  651.5  14.477

Similar to a one-way ANOVA, the two-way ANOVA will tell you whether or not there is a difference, but it will not tell you where that difference is. In order to determine this, you will need to calculate summary statistics (e.g., means for each cell) and conduct follow-up comparisons.

Calculate Summary Statistics

clean.data2 %>%
  group_by(video.games,cat.dog) %>%
  summarise(
    count = n(),
    mean = mean(introvert,na.rm = TRUE),
    sd = sd(introvert,na.rm = TRUE)
  )
## # A tibble: 4 × 5
## # Groups:   video.games [2]
##   video.games cat.dog count  mean    sd
##   <chr>       <chr>   <int> <dbl> <dbl>
## 1 No          cat         5  15    1.87
## 2 No          dog        15  13.7  4.89
## 3 Yes         cat         8  12.4  3.16
## 4 Yes         dog        21  12.7  3.41

Multiple Comparisons

In the ANOVA table above, we do not find a significant interaction between playing video games and being a cat or dog person. However, we will conduct the comparisons below to determine as if there were a significant interaction. To assess a significant interaction, we would test whether the difference between cat-people and dog-people differs depending on whether they play video-games or not.

t.test(introvert ~ cat.dog,data = filter(clean.data2,video.games == "Yes" & (cat.dog == "cat" | cat.dog == "dog")))
## 
##  Welch Two Sample t-test
## 
## data:  introvert by cat.dog
## t = -0.21729, df = 13.653, p-value = 0.8312
## alternative hypothesis: true difference in means between group cat and group dog is not equal to 0
## 95 percent confidence interval:
##  -3.177459  2.594126
## sample estimates:
## mean in group cat mean in group dog 
##          12.37500          12.66667
t.test(introvert ~ cat.dog,data = filter(clean.data2,video.games == "No" & (cat.dog == "cat" | cat.dog == "dog")))
## 
##  Welch Two Sample t-test
## 
## data:  introvert by cat.dog
## t = 0.83614, df = 17.313, p-value = 0.4145
## alternative hypothesis: true difference in means between group cat and group dog is not equal to 0
## 95 percent confidence interval:
##  -1.925092  4.458426
## sample estimates:
## mean in group cat mean in group dog 
##          15.00000          13.73333

3. Plot data

When plotting the data, we want to visualise the relationship between introversion and cat-people/dog-people separated by the moderator - whether participants play video-games or not. We can do this by adding a facet_wrap() to our standard violin plot. Here, we only need to specify which variable to separate the plot on.

ggplot(clean.data2,aes(x = cat.dog,y = introvert,fill = video.games)) +
  geom_violin() +
  stat_summary() +
  facet_wrap(~ video.games) +
  theme_classic() +
  theme(legend.position = "none")

Mixed-Design ANOVA

In the two-way ANOVA above, both IVs were between-subjects variables. However, the aov() can also run an ANOVA when one (or both) IVs are within-subjects. These are known as mixed-designs ANOVAs (or repeated-measures ANOVA if both IVs are within-subjects).

In the example below, we will test whether being a cat- or dog-person moderates the change in mood after viewing a cute cat video. Here, whether or not participants are a cat- or dog-person is a between-subjects categorical variable (as participants are either in one or the other), while time (before vs. after) is a within-subjects categorical variable. Our DV, mood, is measured on a continuous scale. As such, a mixed-design ANOVA is appropriate to test this interaction.

1. Clean data for analysis.

Below, we select the key variables for analysis and reshape the data. Note that we will only include participants who identify as either a cat or a dog-person (not neither or both). It is necessary to re-shape the data since we are dealing with within-subjects variables. Also, since we will be group data by the student.no, we will need to ensure that R treats it as a factor. Also note that we have removed participants with missing data.

mx.data <- data %>%
  select(student.no,cat.dog,pre.mood,post.mood) %>%
  filter(cat.dog == "cat" | cat.dog == "dog") %>%
  filter(!is.na(pre.mood),!is.na(post.mood)) %>%
  gather(key = "time",value = "mood",pre.mood,post.mood) %>%
  mutate(student.no = as.factor(student.no))

2. Conduct statistical test.

Again, we use the aov() function to run our mixed-design ANOVA. However, in order to tell R which factor is within-subjects, we need to adjust our formula to the following format:

DV ~ IV1*IV2 + Error(ID/IV2)

So much like before, the DV is on the left of the ~ symbol, and the IVs are on the right. In order to denote that we are interested in the interaction between the two, we continue to “multiply” the IVs together. The new part of the formula comes where we add to the formula the “Error” part above. This tells R 1) what is the within-subjects variable, and 2) how that within-subjects variable is grouped. In our example, condition is the within-subjects variable, and since the data is within-participants, we will use student.no to tell R which observations are linked.

aov(mood ~ time*cat.dog + Error(student.no/time),data = mx.data) %>%
  summary()
## 
## Error: student.no
##           Df Sum Sq Mean Sq F value Pr(>F)
## cat.dog    1    476   475.9   0.801  0.375
## Residuals 47  27925   594.2               
## 
## Error: student.no:time
##              Df Sum Sq Mean Sq F value  Pr(>F)   
## time          1    789   788.6   7.397 0.00913 **
## time:cat.dog  1   1001  1000.5   9.384 0.00362 **
## Residuals    47   5011   106.6                   
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Notice in the output above that there are two ANOVA tables. The first is the between-subjects effects, which reports the main effect for cat.dog on mood. In the example above this is not significant, indicating that, overall, there was no difference in mood between the two conditions (as should be expected).. The second table has the within-subjects effects. This includes the main effect of time, plus the interaction between our two IVs. In the example above, the main effect of time is significant, indicating there is an overall there was a change in mood after viewing the cute cat video. The interaction is also significant, indicating that being a cat- or dog-person influences the change in mood before and after the video (we would expect that cat-people would show a greater increase in mood; however, again, determining the nature of this interaction requires post-hoc comparisons, or plotting the data)..

Within-Subjects ANOVA (also known as a Repeated-Measures ANOVA)

While we will not be going through an example of a within-subjects ANOVA here, the method for conducting one is identical to both the between-subjects and mixed-designs ANOVA above (i.e., using the aov() function). The output is also similar to interpret; however, unlike with the mixed-designs ANOVA where two separate tables are given (one for the between-subjects effects and one for the within-subjects effects), you are only given one table (i.e., only a table for the within-subjects effects).

Exercises

Now that you’ve completed this week’s workbook, why not give this week’s exercises a go? You can download the interactive exercises by clicking the link below.

Click here to download this week’s exercises.