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What is the difference between ANOVA and regression (and which one to choose)

  The difference between a regression analysis and analysis of variance (ANOVA) is one of the most frequent dilemmas among students and researchers. In this post we try to understand what this difference is and which of these two techniques the preferred one is. From the mathematical point of view, linear regression and ANOVA are identical:  both break down the total variance of the data into different “portions” and verify the equality of these “sub-variances” by means of a test (“F” Test). What can be added is that, in both techniques the dependent variable is a continuous one, but in the ANOVA analysis the independent variable can be exclusively categorical variable, while in the regression can be used both categorical and continuous independent variables. Thus,  ANOVA can be considered as a case of a linear regression in which all predictors are categorical. The difference that distinguishes linear regression from ANOVA is the way in which results are reported in all ...