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App10 Post Hoc Tests
App10 Post Hoc Tests
Post hoc tests in SPSS are available in more than one procedure, including
ONEWAY and GLM.
Notation
The following notation is used throughout this appendix unless otherwise stated:
∑i=1(ni − 1)
k
∑ (n − 1)
i
i =1
vi , j Absolute difference between the ith and jth means | xi − x j |
k* 0 5
k k −1 / 2
1
These algorithms apply to SPSS 7.0 and later releases.
1
2 Appendix 10
Qi, j
s pp
1 1
+
1
2 ni n j
k
nh nh =
∑ ni−1
Harmonic mean of the sample size
1≤i ≤ k
Qh s pp / nh
is called the Studentized range. The upper-ε critical point of this distribution is
denoted by Sε ,r ,m .
The quantity
max(| x1 |,K,| x r |)
Mr,m =
sm
is called the Studentized maximum modulus. The upper-ε critical point of this
distribution is denoted as Mε ,r,m .
Methods
The tests are grouped below according to assumptions about sample sizes and
variances.
Equal Variances
The tests in this section are based on the assumption that variances are equal.
Appendix 10 3
Waller-Duncan t Test
vi, j =| xi − x j | ≥ t B ( w, F, q, f )S 2 / n
MStreat
F=
MSerror
and
S 2 = MSerror
Here f = k (n − 1) and q = k −1. MSerror and MStreat are the usual mean squares in
the ANOVA table.
Only homogeneous subsets are given for the Waller-Duncan t test. This method is
for equal sample sizes. For unequal sample sizes, the harmonic mean nh is used
instead of n.
For some tests, Qi, j is used instead of Qh , as indicated under specific tests
described in “Range Values” below.
4. Each time a range proves nonsignificant, the means involved are included in a
single group—a homogeneous subset.
Range Values
Range values for the various types of tests are provided below.
Student-Newman-Keuls (SNK)
Rε ,r, f = Sε ,r, f
Rε ,r, f = Sε ,k , f
The confidence intervals of the mean difference are calculated using Qi, j instead of
Qh .
Tukey’s b (TUKEYB)
Sε ,r , f + Sε , k , f
Rε ,r, f =
2
Rε ,r, f = 2( k − 1) F1−ε ( k − 1, f )
Appendix 10 5
The confidence intervals of the mean difference are calculated using Qi, j instead of
Qh .
Rε ,r, f = 2 Mε ,k * , f
The confidence intervals of the mean difference are calculated using Qi, j instead of
Qh .
1 1
| xi − x j | ≥ s pp ( + ) Mε , k * , f (1)
2 ni 2n j
The confidence intervals of the mean difference are calculated based on equation
(1).
x i − x j > Qi, j Rε ,k , f
where α ′ = ε / k *
2
k ( k −1)
where α = 1 − (1 − ε )
Dunnnett Tests
For the Dunnett tests, confidence intervals are given only for the difference
between the control group and the other groups.
1 1
vi,0 =| xi − x 0 | > dkε,v s dd +
n0 ni
T = max {| Ti |}
1≤i ≤ k
∑ ∑
k ni
( x ij − xi. ) 2
( xi − x 0 ) i =0 j =1
where Ti = 2
and sdd =
∑
1 1 k
s dd + (ni − 1)
n0 ni i =0
Appendix 10 7
This Dunnett’s one-tailed t test indicates whether the mean at any level is smaller
than a reference category.
1 1
xi − x 0 > dU kε,v sdd +
n0 ni
T = max {Ti }
1≤i ≤ k
Confidence intervals are given only for the difference between the control group
and the other groups.
This Dunnett’s one-tailed t test indicates whether the mean at any level is larger
than a reference category.
1 1
xi − x 0 < dLεk ,v s dd +
n0 ni
T = max {Ti }
1≤i ≤ k
Confidence intervals are given only for the difference between the control group
and the other groups.
%&1 − (1 − ε ) r/k
if r < k − 1
γr =
K'ε if r ≥ k − 1
8 Appendix 10
Note: For homogeneous subsets, the ni and n j are used for the R-E-G-W F test and
the R-E-G-W Q test. To apply these methods, the procedures are same as in
“Constructing Homogeneous Subsets” on p. 3, using the tests provided below.
max {( x i − x j ) min(ni , n j )} / s pp ≥ Sγ r ,r , f
i, j ∈R
2
∑ ni xi − ∑ ni xi / ∑ ni
2
( si2 / ni + s 2j / n j )2
v=
si4 / ni2 vi + s 4j / n 2j v j
| xi − x j | ≥ Qi*, j Rε ,r,v
Appendix 10 9
where
2
si2 s j
Qi*, j = +
ni n j
For the Games-Howell, Tamhane’s T2, Tamhane’s T3, and Dunnett’s C tests, only
pairwise confidence intervals are given.
Rε ,r,v = Sε ,k ,v / 2
Tamhane’s T2 (T2)
*
Rε ,r,v = Fγ ,1,v = tγ ,v where γ = 1 − (1 − ε )1/ k
Tamhane’s T3 (T3)
Rε ,r,v = Mε ,k * ,v
Dunnett’s C (C)