BI 5: PHN TCH PHNG SAI

(ANOVA)
Mc tiu ca phn tch phng sai l so
snh trung bnh ca nhiu nhm (tng th) da
trn cc s trung bnh ca cc mu quan st t
cc nhm ny v thng qua kim nh gi thuyt
kt lun v s bng nhau ca cc s trung
bnh ny.
Trong nghin cu, phn tch phng sai
c dng nh l mt cng c xem xt nh
hng ca mt hay mt s yu t nguyn nhn
(nh tnh) n mt yu t kt qu (nh lng).
PHN TCH PHNG SAI
V d:
Nghin cu nh hng ca phng php nh
gi ca gio vin n kt qu hc tp ca sinh
vin.
Nghin cu nh hng ca bc th ti nng
sut lao ng.
Nghin cu nh hng ca phng php bn
hng, trnh (kinh nghim) ca nhn vin bn
hng n doanh s
PHN TCH PHNG SAI
Phn tch phng sai mt yu t
Phn tch phng sai hai yu t


Phn tch phng sai mt yu t
Phn tch phng sai mt yu t l phn tch
nh hng ca mt yu t nguyn nhn (dng
bin nh tnh nh tnh) n mt yu t kt
qu (dng bin nh lng) ang nghin cu.

Phn tch phng sai mt yu t
Gi s cn so snh s trung bnh ca k tng
th c lp. Ta ly k mu c s quan st l n
1
,
n
2
n
k
; tun theo phn phi chun. Trung bnh
ca cc tng th c k hiu l
1
;
2
.
k

th m hnh phn tch phng sai mt yu t
nh hng c m t di dng kim nh gi
thuyt nh sau:
H
o
:
1
=
2
=.=
k
H
1
: Tn ti t nht 1 cp c
i

j
; i j

Phn tch phng sai mt yu t
kim nh ta a ra 3 gi thit sau:
1) Mi mu tun theo phn phi chun N(, 2)
2) Cc phng sai tng th bng nhau
3) Ta ly k mu c lp t k tng th. Mi mu
c quan st n
j
ln.
Cc bc tin hnh:
Bc 1: Tnh cc trung bnh mu v trung bnh
chung ca k mu
Ta lp bng tnh ton nh sau:
TT k mu quan st
1 2 3 k
1 X
11
X
12
X
13
X
1k
2 X
21
X
22
X
23
X
2k
3 X
31
X
32
X
33
X
3k


j X
j1
X
j2
X
j3
X
jk
Trung bnh mu x
1
x
2
x
3
x
k
Bc 1: Tnh cc trung bnh mu v trung bnh
chung ca k mu
Trung bnh mu x
1
x
2
x
k
c tnh theo cng thc:
1
( 1, 2,.. )
i
n
ij
j
i
i
X
x i k
n

Trung bnh chung ca k mu c tnh theo cng thc:

1
1
( 1, 2,.. )
k
i i
i
k
i
i
n x
x i k
n

Bc 2: Tnh cc tng lch bnh phng

Nhm 1 Nhm 2 Nhm k
1
2
1
1 1
1
( )
n
j
j
SS X x

2
2
2
2 2
1
( )
n
j
j
SS X x

2
1
( )
k
n
k
k jk
j
SS X x

2
1 2
1 11
... ( )
i
n
k
i
k ij
i ij
SSW SS SS SS X x

Tng cc lch bnh phng trong ni b nhm

(ni b tng mu - SSW) c tnh theo cng thc sau:
Bc 2: Tnh cc tng lch bnh phng
Tng cc lch bnh phng gia cc nhm(SSB)
2
1
( )
k
i i
i
SSB n x x

Tng cc lch bnh phng ca ton b tng th(SST)

2
1 1
( )
i
n
k
i j
i j
SST SSW SSB X x

Bc 3: Tnh cc phng sai (phng sai ca

ni b nhm v phng sai gia cc nhm)
Ta k hiu k l s nhm (mu); n l tng s
quan st ca cc nhm th cc phng sai c
tnh theo cng thc sau:
SSW
MSW
n k

1
SSB
MSB
k

MSW: L phng sai ni b nhm

SSB: L phng sai gia cc nhm
Bc 4: Kim nh gi thuyt
Tnh tiu chun kim nh F (F thc nghim)
MSB
F
MSW

.
F > F ((k-1; n-k); )
Ta bc b gi thuyt H
0
cho rng tr trung bnh
ca k tng th bng nhau
Bc 4: Kim nh gi thuyt
Tm F l thuyt (F tiu chun = F (k-1; n-k; )):
F l thuyt l gi tr gii hn tra t bng phn phi
F vi k-1 bc t do ca phng sai t s v ; n-k
bc t do ca phng sai mu s vi mc
ngha .
F l thuyt c th tra qua hm FINV(, k-1, n-1)
trong EXCEL.
Nu F thc nghim > F l thuyt, bc b Ho,
ngha l cc s trung bnh ca k tng th khng
bng nhau
Bng phn tch phng sai 1 yu t khi s dng
my tnh (phn mm EXCEL hocSPSS) tm tt
nh sau:
Bng gc bng ting Anh
Bng phn tch phng sai 1 yu t khi s dng my
tnh (phn mm EXCEL hocSPSS) tm tt nh sau:
Bng phn tch phng sai tng qut dch ra ting vit
ANOVA
V d 1:
C ti liu v cch
cho im mn
Nguyn l thng k
ca 3 gio vin nh
sau (im ti a l
100). Hy cho bit
cch chm im ca
3 gio vin c sai
khc nhau khng?
TT A B C
1 82 74 79
2 86 82 79
3 79 78 77
4 83 75 78
5 85 76 82
6 84 77 79
V d 1:
t gi thuyt
Ho: Cch chm im ca 3 gio vin khng sai khc
nhau
H1: Cch chm im ca 3 gio vin c sai khc nhau
Ho: 1 = 2 = 3;
H1: Tn ti t nht 1 cp c
i

j
; i j


- T kt qu ly mu ca 3 nhm ta tnh cc lch bnh
phng th hin qua bng sau:
V d 1:
SSW = SS
1
+ SS
2
+ SS
3
= 84,83
2
1
( ) 118, 78
k
i i
i
SSB n x x

Tnh cc phng sai:

118, 78
59, 39
1 3 1
SSB
MSB
k


84,83
5, 66
15
SSW
MSW
n k

V d 1:
Tnh F thc nghim:
59, 39
10, 5
5, 66
MSB
F
MSW

Tra bng F l thuyt (F (0.05; 2; 15)) = 3,68
So snh F thc nghim vi F l thuyt ta
thy: F thc nghim > F l thuyt
Bc b Ho, ngha l cch cho im ca 3
gio vin c khc nhau.

S dng kt qu ca my tnh, phn mm
Excel chng ta cng c kt qu tng t (bng sau)
Anova: Single Factor
SUMMARY
ANOVA
Phn tch phng sai 2 yu t
Phn tch phng sai 2 yu t nhm xem xt
cng lc hai yu t nguyn nhn (didng d liu
nh tnh) nh hng n yu t kt qu (di dng
d liu nh lng) ang nghin cu.

V d: Nghin cu nh hng ca loi cht t
v loi l sy n t l vi loi 1 sy kh.
Phn tch phng sai 2 yu t gip chng ta a
thm yu t nguyn nhn vo phn tch lm cho kt
qu nghin cu cng c gi tr.
Phn tch phng sai 2 yu t
Gi s ta nghin cu nh hng ca 2 yu t
nguyn nhn nh tnh n mt yu t kt qu
nh lng no .
Ta ly mu khng lp li, sau cc n v
mu ca yu t nguyn nhn th nht sp xp
thnh K nhm (ct), cc n v mu ca yu t
nguyn nhn th hai sp xp thnh H khi
(hng). Nh vy, ta c bng kt hp 2 yu t
nguyn nhn gm K ct v H hng v (K x H)
d liu. Tng s mu quan st l n = (K x H).
Phn tch phng sai 2 yu t
Dng tng qut
Hng
(Khi)
Ct (nhm)
1 2 K
1 X
11
X
21
X
K1
2 X
12
X
22
X
K2

H X
1K
X
2K
X
KH
Cc bc tin hnh
kim nh ta a ra 2 gi thit sau:
1) Mi mu tun theo phn phi chun N(, 2)
2) Ta ly K mu c lp t K tng th, H mu
c lp t H tng th. Mi mu c quan st 1
ln khng lp.
Bc 1: Tnh cc s trung bnh
Trung bnh ring ca
tng nhm (K ct)
Trung bnh ring ca
tng khi (H hng)
1
1, 2...
H
i j
j
i
X
X
H
i K

1
1, 2...
K
i j
i
j
X
X
K
j H

Trung bnh chung ca ton b mu quan st

1 1 1
1
K H H
K
i j j
i
i j j
i
X X
X
X
n K H

Bc 2. Tnh tng cc lch bnh phng

Din gii Cng thc
1. Tng cc lch bnh
phng chung (SST)
Phn nh bin ng ca yu
t kt qu do nh hng ca
tt c cc yu t
2. Tng cc lch bnh phng
gia cc nhm (SSK)
Phn nh bin ng ca yu
t kt qu do nh hng ca yu
t nguyn nhn th nht (xp
theo ct)
2
1 1
( )
K H
i j
i j
SST X X

2
1
( )
K
i
i
SSK H X X

Bc 2. Tnh tng cc lch bnh phng

Din gii Cng thc
3.Tng cc lch bnh
phng gia cc nhm (SSH)
Phn nh bin ng ca yu t
kt qu do nh hng ca yu
t nguyn nhn th hai (xp
theo hng)
4. Tng cc lch bnh
phng phn d (ERROR)
Phn nh bin ng ca yu t
kt qu do nh hng ca yu
t nguyn nhn khc khng
nghin cu
2
1
( )
H
j
j
SSH K X X

SSE SST SSK SSH

Bc 3. Tnh cc phng sai
Din gii Cng thc
1. Phng sai gia cc
nhm (ct) (MSK)
2. Phng sai gia cc
khi (hng) (MSH)
3. Phng sai phn d
(MSE)
1
SSK
MSK
K

1
SSH
MSH
H

( 1)( 1)
SSE
MSE
K H

Bc 4. Kim nh gi thuyt
Tnh tiu chun kim nh F (F thc nghim)
Trong : MSK l phng sai gia cc
nhm (ct)
MSE l phng sai phn d
F1 dng kim nh cho yu
t nguyn nhn th nht
1
MSK
F
MSE

Trong : MSH l phng sai gia cc

khi (hng)
MSE l phng sai phn d
F
2
dng kim nh cho yu t
nguyn nhn th hai
2
MSH
F
MSE

Bc 4. Kim nh gi thuyt
Tm F l thuyt cho 2 yu t nguyn nhn
- Yu t nguyn nhn th nht:
F tiu chun = F (k-1; (k-1)(h-1), ) l gi tr
gii hn tra t bng phn phi F vi k-1 bc t
do ca phng sai t s v (k-1)(h-1) bc t do
ca phng sai mu s vi mc ngha .

F l thuyt c th tra qua hm FINV(, k-1,
(k-1)(h-1)) trong EXCEL
Bc 4. Kim nh gi thuyt
Tm F l thuyt cho 2 yu t nguyn nhn
- Yu t nguyn nhn th hai:
F tiu chun = F (h-1; (k-1)(h-1), ) l gi
tr gii hn tra t bng phn phi F vi h-1 bc
t do ca phng sai t s v (k-1)(h-1) bc
t do ca phng sai mu s vi mc
ngha .

F l thuyt c th tra qua hm FINV(, h-1,
(k-1)(h-1)) trong EXCEL.
Bc 4. Kim nh gi thuyt
Nu F1 thc nghim > F1 l thuyt, bc b
Ho, ngha l cc s trung bnh ca k tng th
nhm (ct) khng bng nhau.

Nu F2 thc nghim > F2 l thuyt, bc b
Ho, ngha l cc s trung bnh ca k tng th
khi (hng) khng bng nhau.
Bng phn tch phng sai 2 yu t khi s dng my
tnh (phn mm EXCEL hocSPSS) tm tt nh sau:
Bng gc bng ting Anh
Bng phn tch phng sai tng qut dch ra ting
Vit ANOVA

V d 2:
C ti liu v gi bn u tng ca cc tnh qua
2 nm nh sau (ng/kg)
Tnh 2003 2004
Sn La 4440 4247,7
H Ty 4850 4294,3
c Lc 4400 4284,3
ng Nai 4500 4314,3
Yu cu: S dng
kt qu phn tch
phng sai so snh
gi bn u tng
qua 2nm v gia 4
tnh?
S dng phn tch phng sai (ANOVA) 2 yu t
ly mu khng lp trong Excel cho kt qu sau:
T kt qu phn tch ANOVA bng trn cho
thy:
Xt theo hng:
So snh gi bn u tng bnh qun gia
cc tnh vi gi thuyt l

Ho: Gi bn trung bnh u tng gia cc
tnh khng sai khc nhau

F thc nghim =1,18; F l thuyt = 9,27.
Nh vy, F thc nghim < F l thuyt, ta
chp nhn Ho vi xc sut c ngha l 55,
44%.
T kt qu phn tch ANOVA bng trn cho
thy:
Xt theo ct:
So snh gi bn u tng bnh qun gia
cc nm vi gi thuyt l
Ho: Gi bn trung bnh u tng gia cc
nm khng sai khc nhau

F thc nghim =6,97; F l thuyt = 10,12.
Nh vy, F thc nghim < F l thuyt, ta
chp nhn Ho vixc sut c ngha l
92,25%.