In many research fields, particularly those that mostly use ANOVA, a common practice is to categorize continuous predictor variables so they work in an ANOVA. This is often done with median splits—splitting the sample into two categories—the “high” values above the median and the “low” values below the median. There are many reasons why this isn’t such a good idea:

- the median varies from sample to sample, making the categories in different samples have different meanings
- all values on one side of the median are considered equivalent—any variation within the category is ignored, and two values right next to each other on either side of the median are considered different
- the categorization is completely arbitrary. A ‘High” score isn’t necessarily high. If the scale is skewed, as many are, even a value near the low end can end up in the “high” category.

But it can be very useful and legitimate to be able to choose whether to treat an independent variable as categorical or continuous. Knowing when it is appropriate (more…)

I’ve talked a bit about the arbitrary nature of median splits and all the information they just throw away.

But I have found that as a data analyst, it is incredibly freeing to be able to choose whether to make a variable continuous or categorical and to make the switch easily. Essentially, this means you need to be (more…)

Back when I was doing psychology research, I knew ANOVA pretty well. I’d taken a number of courses on it and could run it backward and forward. I kept hearing about ANCOVA, but in every ANOVA class that was the last topic on the syllabus, and we always ran out of time.

The other thing that drove me crazy was those stats professors kept saying “ANOVA is just a special case of Regression.” I could not for the life of me figure out why or how.

It was only when I switched over to statistics that I finally took a regression class and figured out what ANOVA was all about. And only when I started consulting, and seeing hundreds of different ANOVA and regression models, that I finally made the connection.

But if you don’t have the driving curiosity about ANOVA and regression, why should you, as a researcher in Psychology, Education, or Agriculture, who is trained in ANOVA, want to learn regression? There are 3 main reasons.

1. There a many, many continuous independent variables and covariates that need to be included in models. Without the tools to analyze them as continuous, you are left forcing them into ANOVA using an arbitrary technique like median splits. At best, you’re losing power. At worst, you’re not publishing your article because you’re missing real effects.

2. Having a solid understanding of the General Linear Model in its various forms equips you to really understand your variables and their relationships. It allows you to try a model different ways–not for data fishing, but for discovering the true nature of the relationships. Having the capacity to add an interaction term or a squared term allows you to listen to your data and makes you a better researcher.

3. The multiple linear regression model is the basis for many other statistical techniques–logistic regression, multilevel and mixed models, Poisson regression, Survival Analysis, and so on. Each of these is a step (or small leap) beyond multiple regression. If you’re still struggling with what it means to center variables or interpret interactions, learning one of these other techniques becomes arduous, if not painful.

Having guided thousands of researchers through their statistical analysis over the past 10 years, I am convinced that having a strong, intuitive understanding of the general linear model in its variety of forms is the key to being an effective and confident statistical analyst. You are then free to learn and explore other methodologies as needed.

A Median Split is one method for turning a continuous variable into a categorical one. Essentially, the idea is to find the median of the continuous variable. Any value below the median is put it the category “Low” and every value above it is labeled “High.”

This is a very common practice in many social science fields in which researchers are trained in ANOVA but not Regression. At least that was true when I was in grad school in psychology. And yes, oh so many years ago, I used all these techniques I’m going to tell you not to.

There are problems with median splits. The first is purely logical. When a continuum is categorized, every value above the median, for example, is considered equal. Does it really make sense that a value just above the median is considered the same as values way at the end? And different than values just below the median? Not so much.

So one solution is to split the sample into three groups, not two, then drop the middle group. This at least creates some separation between the two groups. The obvious problem, here though, is you’re losing a third of your sample.

The second problem with categorizing a continuous predictor, regardless of how you do it, is loss of power (Aiken & West, 1991). It’s simply harder to find effects that are really there.

So why is it common practice? Because categorizing continuous variables is the only way to stuff them into an ANOVA, which is the only statistics method researchers in many fields are trained to do.

Rather than force a method that isn’t quite appropriate, it would behoove researchers, and the quality of their research, to learn the general linear model and how ANOVA fits into it. It’s really only a short leap from ANOVA to regression but a necessary one. GLMs can include interactions among continuous and categorical predictors just as ANOVA does.

If left continuous, the GLM would fit a regression line to the effect of that continuous predictor. Categorized, the model will compare the means. It often happens that while the difference in means isn’t significant, the slope is.

Reference: Aiken & West (1991). Multiple Regression: Testing and interpreting interactions.