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7Ll4l2

ANALYSIS OF
VAR|ANCE (ANOVA)
Dr. L.K. Lee

Analysis of Variance (ANOVA)


'when an F test is used to test a hypothesis concerning
the means of three or more populations ) ANOVA

'ANovA allows the comparison of murtipre sampres in


single application

'The purpose of ANOVA is to measure whether there is


more variation between groups than within groups
LL/4/2O1
ffi
&:
:cr-ir:

ffi;

ffi
ffii

Assumptions
. Normally or approximately normaily distributed

. The samples must be independent of one another

. The variances of the populations must be equal

H*
:6i

F test
. Eyen though you are comparing three or more means
in
this use of F test, variances are used in the test instead of
means
. ln F test, two different estimates of the population
variance are made:
. Between group variance: variances of the sample means
. within group variance (variance due to error): overallvariance
of all
the values
:

'when the two estimates approximately equal, F test value


will be close to 1 ) No significant differbnce among the
means
'lf ..lh.e between group variance estimate larger
-a than the
ry1t-nin
group variance estimate )There is significant
difference among the means

2
11./4/201

F test
. For a test of the difference among three or more means,
the following hypothesis should be used:

Hoi l.rr= Uz=... ... .= Ui


H,: At least one mean is different from the others

. The F test to compare means is always right-tailed

Notation
. Number of groups = k
. Number of observation in each group i = I,2,...,k
= ??i,
. Total number of observations
= Xni
. The grand mean Xrn
- = ,T
. The mean of group i = Xt
. The standard deviation of the group I = .!i
tLl4/2(

Com putationa I form u lae


ffi F mean squores between eraurs
mean squares lvifhin groltps
ItS.
:- IrISyT
En1(,f1 _^GM
iiisi .MS,-sSa- /
" k-r k-1
EX
' X.^, = ff
SSg/ E(ni-
'MSt = rv-k = I(n1-t)s,2
1)

' SSp = I(X - Xor)'or 5S, - SSs +.t.t,i/


. SSs = sum of squat es between groups
. S51y = sum of sqlLares within groups
. Where d.f ,N.= ls 1 and d,f .D,= N k
- -
, k = nwnber of groups
. .U = ttr + nz + ,.' * nt = sum of sample sizes for groups

One-wayANOVA
:.
i. 'An experiment with a single factor is called a single factor
: ANOVA or a one-way ANOVA.
:::

'ln one way ANOVA, there is only one independent


variable (X) (calted factor) at different levels (groups)

'The objective is to study the effect of different levels of X


to the dependent variable.
1.3,/4/a?t

Variables in ANOVA
. There are two kinds of variables in one way ANOVA:
. An independent variable is a condition implemented by the
researcher to see if it will create change and improvement.
. ln the One-way ANOVA, only one independent variable
is considered, but there are two or more levels of the
independent variable.
. The independent variable is typically a categoricatvariable.
The independent variable (or factor) divides-individuals into
two or more groups or levels.

. A dependent variable is what may change as a result of the


independent variable.
. A dependent variable could be a behavior, outcome, or
other condition.

One-wayANOVA
. Example: Dr. Siva wanted to find out whether there were
differences for 3 types of pills (pilt A, piil B and piil C) for
reducing body weight.

. For one way ANOVA, needs to have Z types of


variables:
. 1 independent variable: Type of pill
. Levels/groups :PillA, Pill B and pill C
. I dependent variable: Body weight

5
1.114/2c

One wayANOVA

. Example: A researcher wanted to study the effect


of
different temperature (1SoC, 300C, 4SoC, 60oC) on the pH
of the compost.

' lndependent variable: Temperature


. Dependent variable: pH
. Levels : 1SoC, 30oC. 4SoC, 60oC

way means
' Dr. siva wanted to find out whether there were differences for 3 types
of pills for reducing body weight. He gave these pills to 1b participints
and then measured the changes for their weight after ,t month. The
oarticipants are randomly assigned to 3 groups: (1) s participants took
pillA, (2) 5 participants took piil B and (3) 5 participants too'k pitt c. At
s=0.05, test the claim that there is difference among the means. The
weight loss in one month for each participant was recorded as below:

PiIIS PiII H PiIIE


2.2 3.0 4.4

3.1 5.1
LLl412A1

iitr
w'
Solutions
. Step 1: State the hypothesis and identify the claim
Ho: Fr =Uz = U:
fr* H,: at least one mean is different from others
t&{

. Step 2: Find critical value. Since k=3. N= 1S

ffi d.f.N.=k-1=3-1 =2
d.f.D.=N-k=15_3=12
o = 0.05
C. V. = 3.89 (check from F Tabte)

. Step 3: Calculate the test value


(a) Find the grand mean
+ 3'3 + 1'o + "' + 5'7
xrn, = YN -22 15
= 3.66

(b) Find SS, and SS*.


SSs=In1(Xi-Xo,),
= 5(2.58 - 3,66)2 + 5(3.46 - 3.66)2 + S@.94 _ 3.66)2
= 14.224
SS.=f,(n -1)S,2
= (s - 1)(1.18)2 + (s - 1)(0.67)2 + (s - 1)(0,63)2
= 8,952
(c) Find tt/lS, and MSyu
at c _ ss"
,,98
R- |
= '!'?n
3-1 =
7.1'\?
SSrv
rt{S. =
l/-t
= ffi = 0.745

7
LLl4/2(

r- IttSB 7.L1,2

w=e7& = 9.534

Between
Within 8.952 12

.Most
computer programs will print out an ANOVA summary table

Step 4: Make the decision


Since 9.534 > 3.89, the decision is to reject the null
hypothesis.

Step 5: Summarize the results


There is enough evidence to support the claim that
there is a difference among the means.
ffi$
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ffi
ffi,
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*fii'
}3:,
t;,
Sf;::'

wi
iil,i.!.

Table ot critical values for the F distribution (for use with ANovA):

How to use fhis table:


There are lwo tables here. The first one gives critical values of F at the p 0.05 level ol significance.
=
The second table gives critical values of F al the p 0.01 level ol significance.
=
1. obtain your F-ratio. This has (x,y) degrees of lreedom associated with it.
2' Go along x columns, and down y rows. The poinl of intersection is your critical F-ratio,
3. ll your obtained value ol F is equal to or larger than this critical F-value, then your result is
ffi
significanl at that level ol probability.
An example: I obtain an F ratio of 3.96 with (2, 24) degrees ol lreedom.
I go along 2 columns and down 24 rows, The critical value of F is 3.40. My obtained F-ratio
is larger than this, and so I conclude that my obtained F-ratio is likely to occur by chance with a p<.05.

Criticalvalues of F for the 0.05 level:


5 7
'l 1Al dq 199.50 215.71 224.58 230.1 6 233.99 236.77 238.88 240.54 241.88
2 18.51 19.00 19.1 6 19.25 19.30 19.33 19.37 19.39 19.40
3 ln.l.l qqq 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79
4 7.71 6.94 Aqo 420 o.lo 6.16 6.09 6.04 6.00 5.96
tr
6.61 tr70 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74
(oo 5.14 4.76 4.53 4.39 4.28 .+,2 I 4.15 4.10 4.06
q. Ao
4.74 4.35 4.12 ea7 3.87 3.79 e ao
\). / \, 3.64
5.32 4.46 4.07 3.84 ?AO 358 3.50 J, +.+ 3.35
).tz .+,10 3.86 J, OJ J.46 J,J / J. ZY 3.23 3.18 3.14
4,97 4.1A 371 348 J, JJ J,IZ o
u, 1A
I+ a n-7 3.02 2.98
4.64 398 3.59 J, JO 320 3.10 3.01 90R 2.90 2.85
1ao 3.49 J.tI 3.00 2.91 2.85 2.80 2.75
+.o/ 381 3.41 e to ? n't 2.92 2.83 2.77 2.71 2.67
+.bu c aA
J+
J, 3.11 2,96 2.85 1.to 2.70 2.65 l.bu
3.68 ?ro J, Ub 2.90 )70 2.71 2.64 ,qo 2.54
4.49 J.OJ J,24 2.85 z.t4 2.66 2.59 2.54 2.49
A aAo 3.20 2.97 2.81 2.70
'E 2.61 2.55 2.49 2.45
+.+ I J.3b J. tb 2.93 2.77 266 2.58 2.51 2.46 2.41
19 +,JU 3.52 J.IJ 2.90 z.t+ 2.54 2.48 2.42 <.JO
20 +. Jf, 3.49 3 r0 2.87 2.71 1,OV 2.51 2.45 2.39 2.35
21 4.33 J.+ / 284 2.69 2.57 2.49 2.42 2.37 1.JZ
22 4.30 3.44 305 282 266 2.55 2.46 2.40 2.34 , a.n
23 +.to J.+1 J,UJ 2.80 2.64 2.53 2.44 2.38 2.32 2.28
24 4.26 3.40 3.01 2.78 2,62 2.51 a,+z 2.36 2.30 2.26
1A 4.24 3.39 2AA 1./O 2.60 2.49 2.41 LJ.+ 2.28 2.24
26 +.tJ e, 1,7 2,98 2.74 2.55 2.47 2.39 2.32 2.27 2.22
27 4.t I 3.35 296 2.73 2.57 2.46 2.37 2.31 2rq ?.20
28 J.J+ 2.95 2.71 2.56 2.45 LJO 2.29 2.24
29 4.18 2.93 2.70 2.55 2.43 2.35 2.28 2.22 2.18
30 + it J.JZ 2.92 2.69 2.53 2.42 2.33 2.27 2.21 2.17
31 +, io 3.31 2.91 2.68 2.52 2.41 2.32 2,10 2.20 1. tJ
4.15 3.30 2.90 2.67 2.51 2.40 2.31 2.24 2.19 2.14
4.14 3.29 2.89 2.66 2.50 2.39 2.30 2.24 2.1B
A 1a
a, rJ 3,28 2,88 2.65 2.49 2.38 2.29 2.23 2_17 2.12
4,12 J.l I 2.87 2.64 2.49 1,J I 2ro 2.22 2.16 2.11
36 4.1 1 326 2.87 1.OJ ?.48 2.21 2.15 2.11
37 4.11 2 rc, 2,86 2.63 2.47 LJt) 2.27 2.20 2.15 2.10
38 4.10 2.85 2.62 2.35 2.28 2.19 2.14 2.09
39 4.09 3.24 2.85 2.61 2.46 2.34 2,28 2.19 2.13 2.08
40 4.09 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.1? 2.08
41 4.08 3.23 283 c.ou O AA
2.33 2.24 2.17 2.12 2.07
42 3.22 2.83 ,(o 2,44 2.32 2.24 2.17 2.11 2.A7
43 4.47 3.21 282 2.59 2.43 2.3? 1.4J 2.16 2.11 2.06
44 4.06 3.21 2.82 z,36 2.43 1.3 t 2.23 2.16 2.1A 2.05
45 4.06 3.20 2.81 258 -+t
z. 2.31 2.22 2.15 2.10 2.05
46 4,05 ?rn 2.81 2.57 2.42 2.30 2.22 2.15 2.09 2,44
47 4.05 3.20 2.80 2.57 z,+ I 2.30 1,4, I 2.14 2.09 2.44
48 4.04 ? ro 2.80 ,q7 2.41 2.30 2.21 2.14 2.08 ?.04
49 4.44 Q 10 2.79 2.56 2.40 2.29 2.20 2.13 2.08 2,03
50 4.03 3.18 1. tY 256 2.40 2.29 2.20 2.13 2.07 2.03
51 4.A3 3.18 279 2qa Z,'+U 2.28 2.20 2.13 2.A7 2.02
52 4.03 o. to c'7a ?qq ??o 228 2.19 2.12 2.07 2,02
53 4.02 J.l/ 2.78 2.55 ?qo 228 ,lo 2.12 2.06 2.02
54 4.02 3.17 1./d 254 2?A 2.27 2.19 2.12 2.06 2.01
55 4.02 3.17 2.77 2,54 2.38 2.27 2.18 2.11 2.06 2.A1
56 4.01 3.1 6 2.77 2.54 2.38 2.27 2.18 2.11 2.05 2.01
57 4,01 3.16 2.77 z.cJ 2.38 2.26 2.18 2.11 2.05 2.00
58 4.01 3.16 ?.76 2.53 ?.37 2.?6 2.17 2.10 2.05 2.00
59 +, UU ? lq 2,76 2.53 2.37 2.26 2.17 2.10 2.A4 2.00
60 1rtr 1.ta 9aR
2.53 2.37 2.17 2.10 2.A4
D 1tr 1.99
4.0c 2.76 2.52 2.37 2.25 2.16 2.09 2.Q4 1.99
62 400 3.15 2.75 2.52 2.36 , cc, z. to 'I
2.09 2.A4 OO
QOO
3.14 2.75 2.52 2,36 2.25 2.16 2.09 2.03 1.99
QOO
3.14 ,'tc, 2.52 Z.JO 2.24 2.16 2.09 4.03 1.98
QOO 3.14 2.75 2.51 2.36 2.24 2.15 2,08 104
2.03
3.99 3.14 2.74 2.51 2.35 2.24 ,1R 2,08 2.03 1.98
3.98 3.13 2.74 2.51 2.35 2.24 2.1$ 2.08 2.42 1.98
3.98 3.13 2.74 2.3 2,35 2.24 a. t3
I
2.08 2.42 1.97
3.S8 3.13 2.74 2.51 2,35 , ,.\ 2.15 2.08 2.02 1.97
70 ?OR 3.13 2.74 ,EE ,ra
2.5A ?.14 2.A7 2.0?
e 11
1.97
?1 3.98 2.73 2.50 2.34 2.23 2.14 2.07 2.A2 1.97
72 3.97 2, 1' 2.73 2.50 2.34 2.23 2.14 2.A7 2.41 1.97
e()7 J. il 1.tJ 2.50 2.34 2.23 2.14 2.07 2.01 r.vo
3,97 3.12 2.73 2.50 2.34 2.22 2.14 2.A7 2.01 1.96
3.97 3.12 2.73 2.49 2.34 2.22 2.13
a07 2.06 2.41 1.96
3.12 2.73 2.49 2.34 2.22 2.13 2.06 2.A1 1.96
397 3.12 2.72 2.49 2.33 2.22 2.13 104
2.06 2.00
3.96 3.11 2.72 2.49 2.33 2.22 2.13 2.06 2,00 1AC
79 ..,,YD 3.1 1 ?.49 ?.33 2.22 ?.13 2.06 2.00 10(
80 ?OA a 4a 2AO /,,JJ 2.21 2.13 z.ub 2.00
QOA 1.95
311 2.72 2.48 2.33 2.21 2.13 2.06 1otr
aoA a a<
2.00
J, I I 2.72 2.48 2.33 2.21 1. tL 2.45 2.00 1.95
3.11 2_72 2.48 2.3? 2,21 2.12 2.05 lo(
l
2.00
3.11 2.71 2.48 2.32 D'1 2.12 , f\F 100
?AE 1.95
3.10 2.71 2,48 2.32 2.21 a. te 2.05 1.99 1.94
*,
#i
AI:

86 3,95 2.71 2,48 232 2.12 2.05 100


87 20q 310 2.71
1.94
2.48 221 1, 1 2.05 'I OO
88 eoA 1.94
310 2.71 1.46 232 2.12
'
'l oo
QO( 2.05 1,94
89 3,10 2.71 a a1
L.a I 2.20 2.11 2.A4 1.99 '1,94
90 3.95 3.10 2.71 2.47 2.20 2.11 2.04 100 1.94
91 QOE 310 , .2C
2.71 247 L. <,V 2.11 2.04 1.98
92 ?oc 1.94
3.10 2.70 t.4 I 2.31 1.1V JOa
2.11 2.04 1.94
93 394 3.09 2.70 2.4 / 2.31 1.ZV 2.11 2.04 1.98 1 0e
94 3.94 Qno 2.7A 2.47 2.31 ?.20 2.11 2.A4 1.98
95 1.93
J. v4 309 2.70 2.47 2.31 2.20 2.11
?no 2.04 1.98 1.93
96 J.v4 2.7A 1.1t 231 2.20 2.11 2.04 1.98 '1.93
97 3.94 3.09 z,/v 2.47 2.s1 2.15 2.11 2.04 10a 1.93
98 394 309 2.70 2.47 2.31 2.19 2.10 10.2
oo 2.03 1.98
3.94 3.09 2.7A 2.46 2.31 2,19 2.10 2.03 1.98 10a
100 3.94 3.09 2.70 2.46 2.31 2.19 2.10 2.03 10a 102

Criticalvalues of F for the 0.01 significance level:


2 3
4052.1 9 4999.52 5403.34 5624.62 5763,65 5858.97 5928.33 5981 0 60?2.50
98.50
.1 6055.85
99.00 99.1 7 99.25 99.30 99.33 99.36 oo a7 oo eo
34.12 99.40
30.82 29.46 28.71 28.24 27.91 lt.ol 27.49 27.35 27.23
21.20 18.00 16.69 15.98 15.52 15.21 '14.66
14.98 14.80 14.55
ro.lD 13.27 12.06 1.{ ao 10.97 10.67 10.46 10.29 10.16 10.05
13.75 10.93 q7A o ta 4?tr 8.47 8.26 8.10 7.98 7.87
1.., 1' qq( 845 7.85 7.46 71A
j,::,: 'q 6.99 6.84 672 6.62
11.26 865 7.59 7.A1 663 6.37 6.18 E or
6.03 5.81
r 0.56 8.02 6.99 6.42 6.06 580 5.61 5.47 s.35
10.04 troo 5.26
7.56 6.55 5.64 E?O 5.20 5.06 4.94 4.85
9,65 7.21 6.22 5,67 5.32 5.07 4.89 4./4 +. oJ 4.54
6.93 5.95 5.41 5.06 4.82 4.64 4.50 4.39 4.3A
9.07 6,70 c,/4 5.21 4.86 4.62 4.44 4.30 41A 4.10
8.86 6.52 E Ca
5.04 4,70 4.46 4.28 4.14 4.03
B.68 3.94
o, Jo 5.42 4.89 4.56 4.32 4.14
.j.:
4.00 3.90 3.81
16 853 5.29 4.77 4.44 4.20 a. na Qao
17 3.78 J.OV
8.40 6.1 5.19 4.67 4.34 ?70
1
410 J, YJ 3.68 eEo
18 8.29 601 qno
458 .+. za 4.42 3.71 3.60
't9 819 3.51
5.01 4.50 4.17 3.94 /I
q p.q ,1. J,OJ 3.52 3.43
2A 8.1 0 4.94 4.43 410 3.87 3.56 3.46
21 8.02 5.78 4.87 4.37
-7 otr,
4.04 3.81 3.64 3.5 t 3.40
lj:'r
22 3.31
,: 5.72 4,82 4.31 Qoo ?AO 3.45 3.35 c.10
23 788 5.66 4,26 394 3.71 3.54 3.41 3.30 3.21
24 7.82 561 4.72 +4t 3.90 3,67 3.50 3.36 3.26
25 777 qq7 3.17
.: 468 4.18 386 363 3.46 J,5t
/ tz 3.22 3.13
.. 553 4.64 4.14 3.82 3.59 3.4? 3.29 3. 18 3.09
:. /.oo 5.49 4.OU 4.11 e70 3.56 3.39 3.26 3.15 3.06
.
7.64 545 aq7 4.07 3.75 3.53 J.Jb 3.23 3.12 3.03
/,ou 5.42 4.54 4.05 3,73
q20 J.CU 3.33 o,lu Qno 3.01
30 7.56 4.51 4.42 3.70 3.47 3,31 3.17 3.07 2.98
31 753 5.36 4.48 Qoo 3.68 3.45 3.28 3.15 3.A4 z.Yo
32 5,34 4.46 o,v t 3.65 3,43 o.to 3.13 3.02 2.93
33 7.47
34 7.44
5.31 4.44 3.95 Jb3 3.41 3.24 3.1 1 3.00 2.91
35
5.29 4.42 3.93 3.61 339 3.22 3.09 2.98 2.89
36 7.40
5.27
q"E
4.40 3.91 3.37 3.20 3.07 2.96 2.88
37 7.37
4,38 3.89 3.57 3.35 3.18 3.05 2.95 2.86
38 7.35
5.23 4.36 3.87 ., 50 3.33 3.17 3.04 2.93 2.84
39 7.33
5.21 4.34 3,86 354 o..J1 3.15 3.02 2.92 2.83
5.19 433 3.84 2q2 3.31 3,14 3.01 2.90
40 ?.81
41
7.31
73A
5.18 +,J I 3.83 3.51 3.29 312 2.S9 2.89 2.80
3.1 1
5.16
42 7.28
4.30 3.82
Q On
J,3U 3.28 2.98 2.88 ,70
43
5,15 4.29 3.49 3.27 3.10 2.57 2.86 2.78
44
5.14 +.t / 3.79 348 3.25 3.09 2.96 2.85 2.76
45
7.25
t .1J
5.12
q 11
.+ . /.D 5.td 3.47 3.24 3.08 2.95 2,84 2.75
46 7.22 q ln
3.77 3.45 3.23 3.07 2.94 2,83 2.74
47 (no
3.76 3.44 3.22 3.06 2.93 2.82 2.73
4tl
L1t 4.23 3.43 3.21 3.05 2.92 2.81 2.72
49
5,08
cia
a,1z 3.74 3.43 3,20 3.04 2.91 2.80 2.72
50
7.18
7.17
4.21 3.73 3.42 3.20 3.03 2.90 2]9 2.71
51 7.16
5.06 4.20 3.72 3.41 3.19 3.02 2.89 2.79 2.70
5.05 4.19 3.71 3.40 lu 3 01 2,88 2]8 2.69
52 7.15 ",
53 714
5.04 4.18 3.70 3.39 3.17 3.01 2.87 2.77 2.68
54 7.13
5.03 4,17 3.70 e co 3.1 6 3.00 2.87 2,76 2.68
55 7.12
5.02 4.17 QAO 3.38 3.16 2.99 2.86 2.76 2.67
56
5.01 4,1 6 3.68 337 3.15 2.98 2.85 2.75 c.bb
57
7 .11
7 1t\
5.01 4.15 3.67 3.36 3.14 2.98 2.85 2.74 2.66
58
5.0c 4.15 J.O/ 3.36 3.14 2.97 2_84 2.74 2AE
59
7.A9
7no
4.99 4.14 .r. oo 3.35 3,13 2.97 2.84 2.73 2.64
60 7.08
4.98 4.13 3.66 3.35 3.12 2.96 2.83 2.72 1.O.+

7.A7
4.99 4.13 3.65 3.34 3.12 2.95 2.82 2.72 2.63
2 95
61 4.97
62 7.06
4.12 364 3.s3 3..t1 2.82 2.71 2.63
63 7.06
4.97 4.1 1 3.64 3.33 311 2.94 2.81 2.71 ,AO
64 7.05
4.96 4.11 3.63 3.32 3.10 2.94 2.81 2.70 2.62
65 7.A4
4.95
dqE
4.10 3.63 3.32 3.10 2.93 2.80 2.70 2.61
66 daa
4,10 3.62 3.31 Qno 2,93 2.80 2.69 2.61
67
7.A4 4.09 o,oz 3.31 3,09 2.92 2.79 2.6e e.60
68
7.A3
7.A2
4.94 4.09 3.61 3.30 3.08 2.92 2.75 2.68 2.60
69 7.02
4.93 4.08 3.61 3.30 3.08 2.91 2.79 2.68 ,RO
70
4.93 4.08 3.60 3.30 3.08 2.91 2.78 2.68 2.59
71
7.01 4.92 4.A7 3,60 3.29 ,1.
^7 2.91 2.78 2.67 2.59
72
7.01
700
4.92 4.47 3.60 t.zY 3.47 2.90 ?J7 2.67 2.58
73 7.00
4.91 4.07 3.59 3.28 3.06 2.90 2.77 2.66 2.58
74 6.99
4.91 4,06 3.59 3.28 3.06 2.90 2.77 2.66 2.57
75 AOO
4.90 4.06 3,58 3.28 3.06 2.89 2.76 2.66
76 s,98
4.90 4.05 3.58 3.27 3.05 2.89 2.76 2.65 ,R1
77 6.98
4.90 4.05 3.58 3.27 3.05 2.88 2.76 2.65 2"56
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