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Annova Test

# Annova Test

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10/19/2011

Analysis of variance
In statistics, analysis of variance (ANOVA) is a collection of statistical models, and theirassociated procedures, in which the observed variance is partitioned into components due todifferent explanatory variables. In its simplest form ANOVA provides a statistical test of whether or not the means of several groups are all equal, and therefore generalizes Student's two-sample
-test to more than two groups. ANOVAs are helpful because they possess a certainadvantage over a two-sample t-test. Doing multiple two-sample t-tests would result in a largelyincreased chance of committing a type I error. For this reason, ANOVAs are useful in comparingthree or more means.
Overview
There are three conceptual classes of such models:1.

Fixed-effects models assume that the data came from normal populations which maydiffer only in their means. (Model 1)2.

Random effects models assume that the data describe a hierarchy of different populationswhose differences are constrained by the hierarchy. (Model 2)3.

Mixed-effect models describe situations where both fixed and random effects are present.(Model 3)In practice, there are several types of ANOVA depending on the number of treatments and theway they are applied to the subjects in the experiment:One-way ANOVAis used to test for differences among two or more independent groups.Typically, however, the one-way ANOVA is used to test for differences among at least threegroups, since the two-group case can be covered by a t-test (Gosset, 1908). When there are onlytwo means to compare, the t-test and the F-test are equivalent; the relation between ANOVAand
is given by
=
2
.Factorial ANOVAis used when the experimenter wants to study the effects of two ormore treatment variables. The most commonly used type of factorial ANOVA is the 2
2
(read"two by two") design, where there are two independent variables and each variable has twolevels or distinct values. However, such use of ANOVA for analysis of 2
factorial designs andfractional factorial designs is "confusing and makes little sense"; instead it is suggested to referthe value of the effect divided by its standard error to a t-table.
[1]
Factorial ANOVA can also bemulti-level such as 3
3
, etc. or higher order such as 2×2×2, etc. but analyses with higher numbersof factors are rarely done by hand because the calculations are lengthy. However, since theintroduction of data analytic software, the utilization of higher order designs and analyses hasbecome quite common.Repeated measures ANOVA is used when the same subjects are used for each treatment(e.g., in a longitudinal study). Note that such within-subjects designs can be subject to carry-overeffects.

Mixed-design ANOVA:When one wishes to test two or more independent groups subjecting the subjects torepeated measures, one may perform a factorial mixed-design ANOVA, in which one factor is abetween-subjects variable and the other is within-subjects variable. This is a type of mixed-effectmodel.Multivariate analysis of variance (MANOVA) is used when there is more than one dependentvariable.
MODELS:Fixed-effects models (Model 1)
The fixed-effects model of analysis of variance applies to situations in which theexperimenter applies several treatments to the subjects of the experiment to see if the responsevariablevalues change. This allows the experimenter to estimate the ranges of response variablevalues that the treatment would generate in the population as a whole.
Random-effects models (Model 2)
Random effects models are used when the treatments are not fixed. This occurs when thevarious treatments (also known as factor levels) are sampled from a larger population. Becausethe treatments themselves are random variables, some assumptions and the method of contrastingthe treatments differ from ANOVA model 1.Most random-effects or mixed-effects models are not concerned with making inferencesconcerning the particular sampled factors. For example, consider a large manufacturing plant inwhich many machines produce the same product. The statistician studying this plant would havevery little interest in comparing the three particular machines to each other. Rather, inferencesthat can be made for
all
machines are of interest, such as their variability and the mean.Assumptions of ANOVAThere are several approaches to the analysis of variance.A model often presented in textbooksMany textbooks present the analysis of variance in terms of a linear model, which makes thefollowing assumptions:Independence of cases – this is an assumption of the model that simplifies the statistical analysis.Normality – the distributions of the residuals are normal.