Scott E. Maxwell, Harold D. Delaney, Jerry M. Manheimer, ANOVA of Residuals and ANCOVA: Correcting an Illusion by Using Model Comparisons and Graphs, Journal of Educational Statistics, Vol. 10, No. 3, Special Issue: Teaching Statistics (Autumn, 1985), pp. 197-209
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Maxwell et al. (1985) studied this question.
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