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Sep 24, 2017

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Table of ANOVA

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Table of ANOVA

© All Rights Reserved

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(ANOVA)

Bandung, 17th April 2017

About me

Educational backgrounds

BEng (Hons, Gadjah Mada University, Indonesia)

PhD (Curtin University, Australia)

Research Fellowship (University of Hyogo, Japan)

Professional membership

Senior Member of American Institute of Chemical Engineers

(AIChE)

Member of Institution of Chemical Engineers (IChemE), UK

2

Outline of presentation

ANOVA technique

One-Way ANOVA

Systematic calculation

Example

Two-Way ANOVA

Systematic calculation

Example

than how much the lecturers teach

Reference

and Ye, K., Probability & Statistics for

Engineers & Scientists, 8th Ed., (2007),

Prentice Hall, Inc., New Jersey, Chapter

13.

Unit learning outcomes

to:

Understand basic principles of one-way and two-

way ANOVA

engineering related problems

Experimental design

- ANOVA technique -

than 2 means and variances

H0 1 2 ...k

H1 i j for at least one pair i,j

samples of each type and measure the product yields (y)

Treatment / Variety ( j ) 1 2 3 4

( yij ) 8.9 16.4 8.2 19.4

4.7 8.5 9.4 20.80

ANOVA technique

- assumptions -

The data is normally distributed

The mean of each treatment may be different

The variance of all treatments are the same

The null hypothesis:

H0 1 2 ...k

The alternative hypothesis:

- sum over both subscripts

ANOVA technique

- notation / general calculation -

Y11 Y12 Y1k

Observations

Yn11 Yn2 2 Ynk k

k nj

Treatment Totals Y1 Y2 Yk Y Yij

j 1 i 1

Sample sizes n1 n2 nk n

Y

Sample means Y1 Y2 Yk Y

n

Residual SS (SSR) k nj

SST Yij Y

nj 2

SS j Yij Y j

2

SS1 SS2 SSk j1 i1

i1

k

Pooled SS SSE SS j

j 1

ANOVA technique

- example / general calculation -

10.1 11.4 13.0 14.4

Yields ( yij )

8.9 16.4 8.2 19.4

4.7 8.5 9.4 20.8

k nj

j 1 i 1

Sample sizes ( n j ) 3 3 3 3 n 12

Y

Sample means ( y j ) 7.9 12.1 10.2 18.2 Y 12.1

n

k nj

SSR

SST Yij Y

2

nj

SS j Yij Y j

2

16.0 31.94 12.48 22.64 j1 i1

i1 258.52

k

SSE SS j 83.14

Pooled SS

j 1

ANOVA technique

- variation between / within treatments -

2 kinds of variation:

Random variation within treatments - affects the

width of each distribution = type I

Systematic variation between treatments - causes

the i to be different from each other = type II

If H0 is true:

We have a single distribution - type I

We can estimate the variance of data ( ) by ignoring

2

the treatments - treating all observations as single

sample

ANOVA technique

- variation between / within treatments -

add to the total sum of squares ?

Theorem:

k n k k n

y

y n y i y y ij y i

2 2

ij

i1 j1 i1 i1 j1

total sum of between within treatments

squares treatments sum of squares

sum of squares (error SS)

ANOVA technique

- One-way ANOVA -

One-Way ANOVA:

variation between - treatment & within - treatment

Treatment / Variety ( j ) 1 2 3 4

( yij ) 8.9 16.4 8.2 19.4

4.7 8.5 9.4 20.80

within-treatment

between-treatments

k = no. of treatments = 4

n = no. of samples for each treatment = 3

ANOVA technique

- ANOVA table / equal sample sizes -

H0 1 ... k

s12 reject H0

f f (k 1,k(n 1))

f 2

H1 i j s if

Degrees of Mean

Source of Sum of Squares f

variation freedom square

SSA

Between SSA k 1 s12

s12

k 1

treatments f 2

Within SSE s

treatments SSE k(n 1) s2

(error)

k(n 1)

Total SST nk 1

ANOVA technique

- ANOVA table / unequal sample sizes -

k ni n

SST y ij y i SSA ni y i y

2 2

i1 j1 i1

k

SSE SST SSA n ni

i 1

Source of

Sum of Squares Degrees of Mean f

variation freedom square

SSA

Between SSA k 1 s12

s12

k 1

treatments f 2

Within SSE s

treatments SSE n k s

2

(error)

n k

Total SST n 1

ANOVA technique

- One-Way ANOVA calculation-

Steps:

1. Find the treatment totals, square them, divide by nj and sum to get:

y 2 j

k

B

j 1 n j

y 2

C

n

3. Square each observation and sum over the whole data:

k nj

A yij2

j 1 i 1

ANOVA technique

- One-Way ANOVA calculation -

4. Complete the ANOVA table:

variation freedom square

Between k 1 s12

s12

k 1

treatments f 2

Within SSE s

treatments SSE k(n 1) s

2

k(n 1)

(error)

Total SST nk 1

H0 1 ... k s12 reject H0

f 2 f f (k 1,k(n 1))

H1 i j s if

ANOVA technique

- One-Way ANOVA example-

1. Find the treatment totals, square them, divide by nj and sum to get:

Treatment 1 2 3 4

i 10.1 11.4 13.0 14.4

j 8.9 16.4 8.2 19.4

Yields ( yij )

4.7 8.5 9.4 20.8

Treatment Totals ( y j ) 23.7 36.3 30.6 54.6

Sample sizes ( n j ) 3 3 3 3

k

B

j 1 n j 3 3 3 3

B 1932 .30

ANOVA technique

- One-Way ANOVA example-

Treatment 1 2 3 4

i 10.1 11.4 13.0 14.4

j 8.9 16.4 8.2 19.4

Yields ( yij )

4.7 8.5 9.4 20.8

k nj

Treatment Totals ( y j ) 23.7 36.3 30.6 54.6 Y Yij 145.2

j 1 i 1

Sample sizes ( n j ) 3 3 3 3 n 12

2 2 2

y

C

n 12 12

C 145.2

ANOVA technique

- One-Way ANOVA example -

Treatment 1 2 3 4

10.1 11.4 13.0 14.4

Yields ( yij )

8.9 16.4 8.2 19.4

4.7 8.5 9.4 20.8

k nj

A yij2 (10.1) 2 (8.9) 2 (4.7) 2

j 1 i 1

(11.4)2 (16.4)2 (8.5)2

(13.0)2 (8.2)2 (9.4)2

(14.4)2 (19.4)2 (20.8)2

k nj

A yij2 2015 .44

j 1 i 1

ANOVA technique

- One-Way ANOVA example -

k

4. Complete the ANOVA table: n

variation freedom square

Between SSA B C SSA

treatments 175.38 k 1 3 s12

k 1

58.46

s12

f 2 5.63

Within SSE A B k (n 1) 8 SSE

s

treatments s2 10.39

(Error) 83.14 k (n 1)

SST A C

Total

258.52 nk 1 11

H0 1 ... k

s12 reject H0

f f (k 1,k(n 1))

f 2

H1 i j s if

ANOVA technique

- One-Way ANOVA example -

k

for treatments

n

f (k 1, k (n 1))

0.05 f 0.05 (3,8) 4.07

k 4 1 3

n3 2 8

f 5.63 f0.05 (3,8)

treatments

ANOVA technique

- Two-way ANOVA -

Treatment / Variety ( j ) 1 2 3 4

( yij ) 8.9 16.4 8.2 19.4

4.7 8.5 9.4 20.80

block

no. of blocks = 3

ANOVA technique

- Two-Way ANOVA calculation-

Steps:

1. Find the treatment totals, square them, divide by nj and sum to get:

y 2 j

k

B

j 1 n j

y 2

C

n

3. Find the block totals, y i square them, divide by n i and sum to get:

nj

y 2 i

D

i 1 ni

4. Square each observation and sum over the whole data:

k nj

A yij2

j 1 i 1

ANOVA technique

- Two-Way ANOVA calculation-

5. Complete the ANOVA table:

variation freedom square

Treatments s12

SSA B C k 1

SSA

s f 2

2

k 1

1

s

Blocks SSB

SSB D C n 1 sB 2 sB2

n 1

fB 2

s

Error SSE SST (n 1)(k 1)

s2

SSE

SSA

SSB (n 1)(k 1)

Total SST A C nk 1

treatments

H0 1 ... k f f (kt 1, (kt 1)(nt 1))

H1 i j blocks

fB f (kB 1, (kB 1)(nB 1))

ANOVA technique

- Two-Way ANOVA example-

1. Find the treatment totals, square them, divide by nj and sum to get:

Treatment 1 2 3 4

i 10.1 11.4 13.0 14.4

j 8.9 16.4 8.2 19.4

Yields ( yij )

4.7 8.5 9.4 20.8

Treatment Totals ( y j ) 23.7 36.3 30.6 54.6

Sample sizes ( n j ) 3 3 3 3

k

B

j 1 n j 3 3 3 3

B 1932 .30

ANOVA technique

- Two-Way ANOVA example-

Treatment 1 2 3 4

i 10.1 11.4 13.0 14.4

j 8.9 16.4 8.2 19.4

Yields ( yij )

4.7 8.5 9.4 20.8

k nj

Treatment Totals ( y j ) 23.7 36.3 30.6 54.6 Y Yij 145.2

j 1 i 1

Sample sizes ( n j ) 3 3 3 3 n 12

2 2

C

n 12 12

C 145.2

ANOVA technique

- Two-Way ANOVA example-

3. Find the block totals, y i square them, divide by n i and sum to get:

i 10.1 11.4 13

.0 14.4 48.9

j 8.9 16.4 8.2 19.4 52.9

Yields ( yij )

4.7 8.5 9.4 20.8 43.4

Treatment Totals ( y j ) 23.7 36.3 30.6 54.6

Sample sizes ( n j ) 3 3 3 3

nj

y 2i (48.9) 2 (52.9) 2 (43.4) 2

D

i 1 ni 4 4 4

D 1768 .30

ANOVA technique

- Two-Way ANOVA example -

4. Square each observation and sum over the whole data:

Treatment 1 2 3 4

10.1 11.4 13.0 14.4

Yields ( yij )

8.9 16.4 8.2 19.4

4.7 8.5 9.4 20.8

k nj

A yij2 (10.1) 2 (8.9) 2 (4.7) 2

j 1 i 1

(11.4)2 (16.4)2 (8.5)2

(13.0)2 (8.2)2 (9.4)2

(14.4)2 (19.4)2 (20.8)2

k nj

A yij2 2015 .44

j 1 i 1

ANOVA technique

- Two-Way ANOVA example -

5. Complete the ANOVA table:

variation freedom square

SSA B C

k 1 3

SSA s12

Treatments s

2

58.46 f 2 4.89

175.38 1

k 1 s

Blocks SSB D C SSB sB2

n 1 2 sB

2

5.69 f B 2 0.48

11.38 n 1 s

SSE SST (n 1)(k 1) 2

Error

SSE

11.96

SSA SSB 71.76 6

s

(n 1)(k 1)

SST A C

Total

258.52 nk 1

H0 1 ... k treatments

f f (kt 1, (kt 1)(nt 1))

H1 i j blocks

fB f (kB 1, (kB 1)(nB 1))

ANOVA technique

- Two-Way ANOVA example -

kt nB

for treatments for blocks

nt kB

f (kt 1, (kt 1)(nt 1)) f (kB 1, (kB 1)(nB 1))

0.05 0.05

kt 4 1 3 kB 3 1 2

nt 3 2 6 nB 4 2 6

treatments between blocks

ANOVA technique

- example Excel-

10.1 11.4 13 14.4

8.9 16.4 8.2 19.4

4.7 8.5 9.4 20.80

Tools

Data analysis

SUMMARY

Groups Count Sum Average Variance

Column 1 3 23.7 7.9 8.04

Column 2 3 36.3 12.1 15.97

Column 3 3 30.6 10.2 6.24

Column 4 3 54.6 18.2 11.32

ANOVA

Source of Variation SS df MS F P-value F crit

Between Groups 175.38 3 58.46 5.62521 0.022673 4.06618

Within Groups 83.14 8 10.3925

Total 258.52 11

Q & A session

with ANOVA analysis!

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