In this paper we present a study where we assess the difficulties and errors in understanding some elements of Variance Analysis (ANOVA) by a sample of 224 Psychology students, after finishing a Data Analysis course. We analyze the selection of an ANOVA model, the understanding of assumptions, and the associated linear model, the computation of ANOVA in different models, the interpretation of results and software outputs. These results provide information in an area where no much previous research is available.