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Conducting Two-Way ANOVA using SPSS

Psychology 304b

This handout will review how to do 2-way ANOVA, comparisons of marginal means, interaction
contrasts, and simple effects analyses using SPSS. In addition, I will discuss how to perform
non-orthogonal ANOVAs using SPSS.

Two general approaches will be used depending on the analysis. One involves the pull-down
menus you see when you first enter SPSS. The second involves syntax files, in which the user
enters commands similar to those that we have used for SAS. The former approach is best for
relatively simple analyses but the latter offers the maximal number of options. Most of the
analyses will be done using the Generalized Linear Model program in SPSS with the univariate
option. However, at some points we will use the multivariate (MANOVA) option within the
GLM program.

The Data
I will assume that you know how to create a SPSS .sav file and to read it in using a GET
statement if youre using the syntax editor. The data file used for this example is on the web site
and named twoway.sav. It contains data from the biofeedback X drug group example used for
the SAS two-way ANOVA programs. I should note that the particular data set used here is the
one with 6 subjects per cell (36 in all) that was used for the SAS program demonstrating
interaction contrasts and simple effects analysis. Part of the data file looks like this:


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Two-way ANOVA
To do the omnibus two-way ANOVA, it is probably easiest to just use the pull-down menu
option. Click on Analyze >>> General Linear Model >> Univariate:


Then, indicate the dependent variable and the factors in the appropriate boxes.

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I would also use the Options to generate marginal and cell means:

Then hit Continue and then OK and you will initiate the analysis. As youll see from the output,
these steps also generate the following Syntax code (that you could use if you did this using the
Syntax editor):
UNIANOVA bp BY bio_gp drug_gp
/METHOD=SSTYPE(3)
/INTERCEPT=INCLUDE
/EMMEANS=TABLES(bio_gp)
/EMMEANS=TABLES(drug_gp)
/EMMEANS=TABLES(bio_gp*drug_gp)
/CRITERIA=ALPHA(.05)
/DESIGN=bio_gp drug_gp bio_gp*drug_gp.

In fact, not all these statements are necessary if you wanted to reproduce the pull-down menu.
You could get away with just:

UNIANOVA bp BY bio_gp drug_gp
/EMMEANS=TABLES(bio_gp)
/EMMEANS=TABLES(drug_gp)
/EMMEANS=TABLES(bio_gp*drug_gp)

The output is as follows:



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Univariate Analysis of Variance

Tests of Between-Subjects Effects
Dependent Variable:bp
Source
Type III Sum of
Squares Df Mean Square F Sig.
Corrected Model 6552.000
a
5 1310.400 9.593 .000
Intercept 1340964.000 1 1340964.000 9816.720 .000
bio_gp 1296.000 1 1296.000 9.488 .004
drug_gp 4104.000 2 2052.000 15.022 .000
bio_gp * drug_gp 1152.000 2 576.000 4.217 .024
Error
4098.000 30 136.600
Total
1351614.000 36

Corrected Total
10650.000 35
a. R Squared = .615 (Adjusted R Squared = .551)

You will note that the ANOVA output and means are identical to the omnibus SAS output in the
program demonstrating simple effects analyses and interaction contrasts. You can disregard the
intercept source above (representing modeling of the effect of grand mean). The key effects
here are the two main effects for bio_gp and drug_gp and the bio_gp*drug_gp interaction term.


Estimated Marginal Means


1. bio_gp
Dependent Variable:bp
bio_gp Mean Std. Error
95% Confidence Interval
Lower Bound Upper Bound
1 187.000 2.755 181.374 192.626
2 199.000 2.755 193.374 204.626

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2. drug_gp
Dependent Variable:bp
drug_gp Mean Std. Error
95% Confidence Interval
Lower Bound Upper Bound
1 178.000 3.374 171.110 184.890
2 202.000 3.374 195.110 208.890
3 199.000 3.374 192.110 205.890

3. bio_gp * drug_gp
Dependent Variable:bp
bio_gp drug_gp Mean Std. Error
95% Confidence Interval
Lower Bound Upper Bound
1 1 168.000 4.771 158.255 177.745
2 204.000 4.771 194.255 213.745
3 189.000 4.771 179.255 198.745
2 1 188.000 4.771 178.255 197.745
2 200.000 4.771 190.255 209.745
3 209.000 4.771 199.255 218.745

Main Effect Comparisons: Pairwise Comparisons
There are several different ways to do main effect comparisons in SPSS, some of which can be
surprisingly tedious and complex. Pairwise comparisons, though, are pretty simple.

Individual Pairwise Comparisons (Unadjusted for Multiplicity)
Lets start with comparisons un-adjusted for multiplicity (e.g., if you were just doing one
contrast). One good way for you to go is to use the syntax editor. Specify the contrast as part of
the EMMEANS option. For example, lets say we want to do all pairwise comparisons among
the 3 drug groups. Your code would look like this:

GLM bp by bio_gp drug_gp
/EMMEANS TABLES (drug_gp) COMPARE(drug_gp).

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Youll see in the output the results of pairwise comparisons among the three drug groups:

Pairwise Comparisons
Dependent Variable:bp
(I)
drug_
gp
(J)
drug_
gp
Mean
Difference (I-
J) Std. Error Sig.
a

95% Confidence Interval for
Difference
a

Lower Bound Upper Bound
1 2 -24.000
*
4.771 .000 -33.745 -14.255
3 -21.000
*
4.771 .000 -30.745 -11.255
2 1 24.000
*
4.771 .000 14.255 33.745
3 3.000 4.771 .534 -6.745 12.745
3 1 21.000
*
4.771 .000 11.255 30.745
2 -3.000 4.771 .534 -12.745 6.745
Based on estimated marginal means

*. The mean difference is significant at the .050 level.

a. Adjustment for multiple comparisons: Least Significant Difference (equivalent to
no adjustments).

You can see that drug group 1 (i.e., drug X) differs significantly from group 2(Y) and 3 (Z) but
that groups 2 and 3 dont differ.

Theres another way to do this too. You could just use the pull-down menu, go to post-hoc
contrasts (I know this sounds weird), specify LSD contrasts but just ignore the results of the
overall ANOVA. The idea here is to just get out the results of individual contrasts with an
individual per comparison type 1 error rate of .05. The key strokes are Analyze >> General
Linear Models >> Univariate >> Enter DV and Fixed Factors if you havent done so >> Post
Hoc >> LSD >>Continue >> Continue

Multiple Pairwise Comparisons
Pairwise comparisons corrected for multiplicity are easy. Just use the pull-down menu.
The key strokes are Analyze >> General Linear Models >> Univariate >> Enter DV and Fixed
Factors if you havent done so >> Post Hoc. Then you will see this menu:

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Click on the factor of interest (here drug_gp) and indicate the post-hoc tests you want (e.g.,
Bonferroni, Tukey, Scheffe). Then hit Continue, and then OK and you will get the MC results in
addition to the results of the ANOVA. You should be able to interpret the output clearly. For
example, below is the output of the Tukey test for these data:

Multiple Comparisons
bp
Tukey HSD

(I)
drug_gp
(J)
drug_gp
Mean Difference
(I-J) Std. Error Sig.
95% Confidence Interval
Lower Bound Upper Bound
1 2 -24.0000
*
4.77144 .000 -35.7629 -12.2371
3 -21.0000
*
4.77144 .000 -32.7629 -9.2371
2 1 24.0000
*
4.77144 .000 12.2371 35.7629
3 3.0000 4.77144 .806 -8.7629 14.7629
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3 1 21.0000
*
4.77144 .000 9.2371 32.7629
2 -3.0000 4.77144 .806 -14.7629 8.7629
Based on observed means.
The error term is Mean Square(Error) = 136.600.

*. The mean difference is significant at the 0.05 level.

Homogeneous Subsets
bp
Tukey HSD
drug_gp N
Subset
1 2
1
12 178.0000
3
12 199.0000
2
12

202.0000
Sig.
1.000 .806
Means for groups in homogeneous subsets are
displayed.
Based on observed means.
The error term is Mean Square(Error) = 136.600.
As you can see group 1 differs from groups 2 and 3 but the latter two dont differ from each
other.
Main Effect Comparisons: Complex Comparisons
Individual Complex Comparisons
Specifying complex comparisons with SPSS is harder than you might expect. There are
two main ways to do this and theyre both pretty tricky. Let me show you the method I think will
be easiest for you. Im not going to explain why this works this is simply a how-to, cookbook
approach (though I certainly DO assume you know comparisons at well more than a cookbook
level). Really understanding why this works probably requires a class in linear models and/or
multivariate analysis.

Lets say we wanted to do the complex contrast comparing the mean of drug groups 1 and 2 to
drug group 3. Our contrast coefficients could be 1 1 -2. I would do this using the MANOVA
command in the syntax editor. The key thing is to use the CONTRAST option and to specify
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what SPSS calls a SPECIAL contrast because its not one of their standard defaults. The key
thing here is that you have to create a square matrix of coefficients with the numbers of rows and
columns equal to the number of marginal means associated with the factor of interest. Here that
number = 3. So you need a 3 X 3 matrix. The first row of this matrix must be all 1s (NOT the
contrast youre interested in). Make the second row the coefficients of the contrast youre
interested in. Make the third row the coefficients of an additional contrast (often the best choice
here is a contrast thats orthogonal to the first but that need not be the case). Obviously if you
have a second contrast of interest then use it for row 3. If you have 4 groups you need to enter a
4 X 4 matrix with all rows being 1s, then put three contrasts in rows 2-4 and make sure one of
them is the contrast youre interested in.

The overall syntax here is this:

MANOVA bp by bio_gp (1,2) drug_gp (1,3)
/ERROR = W
/Contrast(drug_gp) = SPECIAL (1 1 1
1 1 -2
1 -2 1).

As you can see, were using the MANOVA command that denotes the dv and the two factors
(including information about the levels of each factor (i.e., from 1 to 2 and from 1 to 3). Put
ERROR=W to make sure the MSW is used as the error term. Then put in the Contrast statement.
Note how row 2 is our contrast of interest (1 1 -2). I put in a second complex contrast in the third
row as well. If you run this you get the following output:



- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
- - - - - - - - - - - - - - - - -

* * * * * * * * * * * * * * * * * A n a l y s i s o f V a r i a n c e * * * * * *
* * * * * * * * * * *


36 cases accepted.
0 cases rejected because of out-of-range factor values.
0 cases rejected because of missing data.
6 non-empty cells.

1 design will be processed.

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
- - - - - - - - - - - - - - - - -

* * * * * * * * * * * * * * * * * A n a l y s i s o f V a r i a n c e -- Design
1 * * * * * * * * * * * * * * * * *

Tests of Significance for bp using UNIQUE sums of squares
Source of Variation SS DF MS F Sig of F

WITHIN CELLS 4098.00 30 136.60
bio_gp 1296.00 1 1296.00 9.49 .004
drug_gp 4104.00 2 2052.00 15.02 .000
bio_gp BY drug_gp 1152.00 2 576.00 4.22 .024

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(Model) 6552.00 5 1310.40 9.59 .000
(Total) 10650.00 35 304.29

R-Squared = .615
Adjusted R-Squared = .551

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
- - - - - - - - - - - - - - - - -
Estimates for bp
--- Individual univariate .9500 confidence intervals

bio_gp

Parameter Coeff. Std. Err. t-Value Sig. t Lower -95% CL- Upper

2 -6.0000000000 1.94793 -3.08019 .00440 -9.97821 -2.02179

drug_gp

Parameter Coeff. Std. Err. t-Value Sig. t Lower -95% CL- Upper

3 -18.0000000000 8.26438 -2.17802 .03740 -34.87812 -1.12188
4 -27.0000000000 8.26438 -3.26703 .00272 -43.87812 -10.12188

bio_gp BY drug_gp

Parameter Coeff. Std. Err. t-Value Sig. t Lower -95% CL- Upper

5 12.0000000000 8.26438 1.45201 .15688 -4.87812 28.87812
6 -24.0000000000 8.26438 -2.90403 .00685 -40.87812 -7.12188

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Here its kind of hard to find what you want. However, the key thing here are the parameters for
drug_gp. The first one shown (# 3 in bold) is the one for our contrast of interest. In fact, if you
use the contrast coefficients of 1, 1, and -2 and the marginal means, you will find that the value
of the contrast is -18. You will see the associated t statistic and p value.

Multiple Complex Comparisons.
You can use the general approach noted above when you have multiple complex
comparisons or a combination of complex and pairwise comparisons. Note here that your typical
alternatives will be Bonferroni or Scheffe. If its Bonferroni, just use the general approach
described above (you might have to run more than one MANOVA to get all the contrasts in) and
note the critical per comparison t and alpha levels youre shooting for. If youre doing Scheffes,
take the t value shown in the SPSS output and square it to get your observed F. Then compare it
to the Scheffe critical value = (df for the main effect of interest) X critical F for that effect for the
overall ANOVA at alpha = .05.

Simple Effects Analyses
Its fairly easy to run simple effects analyses using SPSS. Again use the syntax editor. Lets say
we want to estimate the simple effects of drug at biofeedback. That is, we want to compare the
three drug groups at biofeedback present and absent. To do this, use the following code:

GLM bp by bio_gp drug_gp
/EMMEANS Tables (bio_gp*drug_gp) Compare(drug_gp).

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At the bottom of the output, youll see the simple effects F tests:

Univariate Tests
Dependent Variable:bp
bio_gp Sum of Squares Df Mean Square F Sig.
1 Contrast 3924.000 2 1962.000 14.363 .000
Error
4098.000 30 136.600
2 Contrast 1332.000 2 666.000 4.876 .015
Error
4098.000 30 136.600
Each F tests the simple effects of drug_gp within each level combination of the other effects shown.
These tests are based on the linearly independent pairwise comparisons among the estimated
marginal means.
This result is identical to what we computed by hand and via SAS.
Interaction Contrasts
To do interaction contrasts in SPSS, I would again use the syntax editor and use a specification
thats similar to what you would use with SAS. Below is the syntax for specifying the
interaction contrast between drugs x and y and biofeedback. The key thing here is to note
something similar that I noted for SAS. Note how in the GLM statement bio_gp appears first.
This means that it moves more slowly. So that the six cells in order in the LMATRIX portion
are bio present/X, bio present/Y, bio-present Z, bio_absent/X, bio_absent Y, bio_absent Z.

GLM bp by bio_gp drug_gp
/LMATRIX = 'x vs y by biofeedback interaction contrast' bio_gp*drug_gp 1 -1 0 -1 1 0.

The key thing here is to note something similar that I noted for SAS. Note how in the GLM
statement bio_gp appears first. This means that it moves more slowly. So that the six cells in
order in the LMATRIX portion are bio present/X, bio present/Y, bio-present Z, bio_absent/X,
bio_absent Y, bio_absent Z. Another way to think of this that might be easier because it retains
the 2-dimensional row X column format is that biofeedback conditions constitute the rows
(because they come first in the by statement and drug_gp constitutes the columns. For example,
we could rewrite the LMATRIX statement above in the following manner:

GLM bp by bio_gp drug_gp
/LMATRIX = 'x vs y by biofeedback interaction contrast' bio_gp*drug_gp 1 -1 0
-1 1 0.

Either way will work. The output is as follows:

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Contrast Results (K Matrix)
a

Contrast
Dependent
Variable
bp
L1 Contrast Estimate -24.000
Hypothesized Value 0
Difference (Estimate - Hypothesized) -24.000
Std. Error 9.543
Sig. .017
95% Confidence Interval for
Difference
Lower Bound -43.489
Upper Bound -4.511
a. Based on the user-specified contrast coefficients (L') matrix: x vs y by biofeedback
interaction contrast

Test Results
Dependent Variable:bp
Source
Sum of
Squares df
Mean
Square F Sig.
Contrast 864.000 1 864.000 6.325 .017
Error
4098.000 30 136.600






The results for this contrast are identical to what we observed for SAS.
Non-orthogonal ANOVA
Remember that for non-orthogonal ANOVAs you will have the choice of Type 1 or Type 3 SS
approaches. The default in SPSS will be Type 3 SS. If you want to use Type 1, just use the pull-
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down menu. The key strokes are Analyze >> General Linear Models >> Univariate Enter DV
and Fixed Factors if you havent done so >> Model. You will see the following menu:


Just enter Type 1 in the SS box. Then hit Continue and OK. This would be equivalent to the
following statements in the syntax editor:

UNIANOVA bp BY bio_gp drug_gp
/METHOD=SSTYPE(1).