Bi 7 (TKYH)

PHN TCH PHNG SAI

(ANALYSIS OF VARIANCE/ANOVA)

I. GII THIU
ANOVA l k thut thng k c s dng khi chng ta mun so snh s trung bnh ca
3 nhm. K thut ny chia phong sai ca 1 quan st (observation) thnh 2 phn: 1phng sai
gia cc nhm (between groups) v 2phng sai ni nhm (within group). Do phong sai l
phn tn tng i ca cc quan st so vi s trung bnh nn vic phn tch phng sai
gip so snh cc s trung bnh d dng (bn cnh vic so snh cc phng sai).
Phn ny ch cp n ANOVA mt chiu (one-way ANOVA) theo cc nhm c
so snh da trn 1 bin s (yu t).
II. NGUYN L CA ANOVA
Th d minh ha: Thi gian nm vin ca cc bnh nhn c tiu phu khng c bin
chng c so snh vi nhau theo ba bc s iu tr (A, B, C). Chn 1 mu ngu nhin bao
gm 8 bnh n cho tng bc s, s liu nh sau:
Bng 1. Thi gian nm vin ca bnh nhn theo bc s iu tr
A
4
5
5
4
6
6
4
5

A2
16
25
25
16
36
36
16
25

B
4
5
4
3
4
5
3
3

B2
16
25
16
9
16
25
9
9

C
5
3
3
3
3
3
4
5

C2
25
9
9
9
9
9
16
25

A = 39
A 4,875

A2 = 195

B = 31
B 3,875

B2 = 125

C = 29
C 3, 625

C2 = 111

X 4,125
Bin s (yu t) so snh ch c nht l thi gian nm vin ca bnh nhn (tnh bng
ngy). S liu c phn b vi cc k hiu nh sau:
B/n ca BS. A:
B/n ca BS. B:
B/n ca BS. C:

x1A = 4, x2A = 5, .., x8A = 5

x1B = 4, x2B = 5, .., x8B = 3
x1C = 5, x2C = 3, .., x8C = 5

xij :

quan st th i thuc nhm j

X:
A, B, C :

i trung bnh (s trung bnh tnh c t 24 b/n)

s trung bnh ca cc nhm A, B, v C (tnh t 8 b/n ca mi nhm)
1

Chn x2A lm mu:

(x2A X ) = (5 4,125) = 0,875
Hiu 0,875 c th c tch ra lm 2:
(x2A X ) = (x2A A ) + ( A X ) = (5 4,875) + (4,875 4,125)
= (0,125) +
(0,750) = 0,875

Bin
thin
gia 1
quan st
thuc
nhm A
v i
trung
bnh

Bin
thin
gia 1
quan st
thuc
nhm A
v trung
bnh ca
nhm A

Bin thin gia

trung bnh ca
nhm A v i
trung bnh

ANOVA xem xt bin thin ca tt c cc quan st vi s i trung bnh v phn chng ra

lm 2: bin thin ni nhm v bin thin gia cc nhm. Nu s trung bnh ca cc nhm
khc nhau nhiu th s bin thin gia chng v i trung bnh (bin thin gia cc nhm)
s ng k hn so vi cc bin thin gia cc quan st trong 1 nhm vi trung bnh ca nhm
(bin thin ni nhm). Nu s trung bnh ca cc nhm khng khc nhau nhiu th bin thin
gia cc nhm s khng ln hn so vi bin thin ni nhm. Php kim nh gi thuyt v 2
phng sai, F test, c th c s dng kim nh t s phng sai gia cc nhm v
phng sai ni nhm. Gi thuyt trng ca F test cho rng 2 phng sai ny bng nhau; nu
H0 ng th c ngha l bin thin gia cc nhm s khng ln hn so vi bin thin ni
nhm. Trong tnh hung ny, khng th kt lun l cc trung bnh khc ln nhau (khng c 1
cp trung bnh no khc nhau). Ngc li, nu t chi c H0 th kt lun c l khng
phi tt c cc trung bnh u bng nhau (c t nht 1 cp trung bnh khc nhau).
III. CCH TNH TRONG ANOVA
+ Tnh phng sai gia cc s trung bnh nhm so vi i trung bnh:

c lng
phng sai gia
cc nhm

n j ( x j X ) 2
j 1

SSB
j 1

Tng bnh phng gia

cc nhm (Sum of
Squares BetweenSSB)

Trung bnh bnh phng gia

cc nhm (Mean square
between groups MSB)

+ Tnh phng sai gia cc quan st trong tng nhm so vi s trung bnh ca nhm:
c lng
phng sai ni
nhm

( n j 1) s

2
j

( n j 1)

SSW
N j

Tng bnh phng ni

nhm (Sum of Squares
Within SSW)

Trung bnh bnh phng ni

nhm (Mean square within
groups MSW)

+ Lp t s phng sai (VR = F ratio):

V.R =

MSB
MSW

IV. PHP KIM ANOVA

Vi th d minh ha trn: Thi gian nm vin ca b/n theo cc bc s A, B, C c khc nhau?
1/ S liu: bao gm 1 bin s lin tc (nh cho)
2/ Gi nh: + Thi gian nm vin (theo 3 BS) phn phi bnh thng.
+ Phng sai ca cc dn s (thi gian nm vin theo A, B, C) bng nhau
+ Cc mu c rt ngu nhin v c lp.
3/ Gi thuyt:
H0: A = B = C
HA: C t nht 1 cp khc nhau
(A B hoc B C hoc A C)
= 0,05
4/ S TKK:
MSB
V.R =
MSW

vi

j 1 df
N j df

5/ PP. cua so TKK: Khi H0 ung, so TKK se co phan phoi F vi

(3

1)
o
t
do
t
so va (24 3) o t do mau so.
6/ Qui tac quyet nh: at = 0,05. Gia tr ti han cua F (tra
bang)
bang
3,47.
T
choi
H0 neu V.R. 3,47.
7/ Tnh s TKK : V.R =
Tnh

MSB

MSB
MSW

2
SSB n j ( x j X )
MSB

j 1
j 1

[8(4,875 4,125) 2 ] [8(3,875 4,125) 2 ] [8(3, 625 4,125) 2 ] 4,5 0,5 2, 0

3,5
3 1
2
3

Tnh MSW

( n j 1) s 2j
( n j 1)

SSW
N j

[(8 1)0, 83452 ] [(8 1)0, 83452 ] [(8 1)0, 91612 ]

MSW
24 3
MSW

4,875 4,875 5,875

0, 74
21
V.R =

3,5
4, 73
0, 74

8/ Quyt nh thng k: T chi H0 v V.R = 4,73 >3,47

9/ Kt lun: C t nht 1 cp khc nhau. p = 0,021
Cch trnh by kt qu ANOVA
Bng 2. Kt qu so snh thi gian nm vin trung bnh ca b/n thuc cc BS iu tr A, B, C
Tng bnh phng
(Sum of Squares)

t do
(df)

7,000

Trung bnh
bnh phng
(Mean square)
3,500

15,625

21

0,744

22,625

23

Gia cc nhm
(Between groups)
Ni nhm
(Within groups)
Tng
(Total)

F
(V.R)
4,704

Gi
tr
p
0,021

V. K THUT HU KIM (Post hoc procedures)

Kt qu ca ANOVA khng cho bit cp no ca khc nhau. Vic tin hnh cc k
thut hu kim s gip kt lun v vic ny. Phn ny s gii thiu 2 php hu kim: Tukeys
HSD test (Honestly Significant Difference) s dng cho trng hp cc mu bng nhau, v
Scheff test s dng cho trng hp cc mu khng bng nhau.
1/ Tukeys HSD test
S TKK ca HSD:

HSD Multiplierq ( a )

MSW
n

MSW: Trung bnh bnh phng gia cc nhm

a: s lng s trung bnh cn so snh
q: df ca MSW

Tnh s TKK:
+ Vi 3 s trung bnh cn so snh v 21 df (ca SMW) ngng = 0,05, tra bng
c multiplier (bi s) l khong 3,55;
+ MSW = 0,74;
+n=8
0, 74
HSD 3,55
1, 08
8
Hiu gia 2 s trung bnh t nht phi bng 1,08 th mi c xem l c s khc bit c
ngha thng k ( ngng 0,05).
Nh vy:

A B 4,875 3,875 1, 000

A = B

B C 3,875 3, 625 0, 250

B = C

A C 4,875 3, 625 1, 250

A C

Kt lun: Thi gian nm vin trung bnh ca b/n thuc BS. A khc c ngha thng k vi
thi gian nm vin trung bnh ca b/n thuc BS. C.
2/ Scheff test
S TKK:

( X 1 X 2 )2
MSW (n1 n2 ) / n1n2
(4,875 3,875) 2
5, 41
0, 74(8 8) / 64

Vi A v B :

Vi B v C :

(3,875 3, 625) 2
F
0,34
0, 74(8 8) / 64

Vi A v C :

(4,875 3, 625) 2
8, 45
0, 74(8 8) / 64

Gi tr ti hn ca F c tnh bng cch ly s nhm tr 1 (3-1) ri nhn cho gi tr ti hn

ca F tnh c trong php kim ANOVA (4,73).
F (ti hn) = 2 x 3,47 = 6,94
S khc bit gia 2 s trung bnh c xem l c ngha thng k khi F tnh c ln hn
6,94. Nh vy ch c cp A v C tha iu kin ny. Kt lun tng t nh kt lun trong
Tukeys HSD test.
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