I understand that ANOVA assumes categorical IVs, and ANCOVA should be used if continuous IVs are included in the model. I am currently analyzing experimental data that contains an ordinal, discrete variable that ranges from 1 to 4 (behavioral response to a stimulus, which I am using to predict another behavior). I am using STATA, and debating whether to specify this variable as a continuous variable (using the specification " continuous()" ) or treat it as a categorical varaible. I am puzzling over this issue, because the variable is significant when treated as categorical, but insignificant when treated as continuous.

Can I justify treating it as a categorical variable (and run ANOVA instead of ANCOVA)? 1-4 doesn't quite seem like a continuous variable, and I know ANOVA can handle both dichotomous and polytomous IVs. I've also looked at the raw data, and the effect of this IV on the DV accords with its ordinality.

Thank you!