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You are on page 1of 52

E

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A

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R

A

V

F

O

S

I

S

Y

L

A

AN

MORA, REGINALD G.

ME-SE

WHY ANOVA?

sample t-test (random) or matched-sample t-test

(paired)

two populations?

WHAT IS ANOVA?

technique used to test the equality of two or more

population (or treatment) means by examining the

variances of samples that are taken

WHAT IS ANOVA?

between the samples are simply due to random error

(sampling errors) or whether there are systematic

treatment effects that causes the mean in one group

to differ from the mean in another

WHAT IS ANOVA?

analyze the differences between group means and

their associated procedures (such as "variation"

among and between groups), developed by R. A.

Fisher.

2

2

H 0 : between within

H a :

2

between

2

within

ASSUMPTIONS OF ANOVA:

All populations have the same variance (or standard

deviation).

of one another.

MOTIVATING EXAMPLE

The analysis of variance can be used as an exploratory

tool to explain observations.

sampling of the breed: it is

typically limited to dogs that are

male, adult, pure-bred, and

exemplary.

Suppose we wanted to

predict the weight of a dog

based on a certain set of

characteristics of each dog

THREE SAMPLE MEANS TO SEE IF

DIFFERENCE EXISTS SOMEWHERE

AMONG THEM

What we are

asking: Do all

three of these

means come

from a

common

population?

Is one mean so

far away from the

other that is like

not from the same

population?

apart that ALL

likely come from

a unique

population

ARE EXACTLY EQUAL. WE ARE ASKING IF

EACH MEAN LIKELY CAME FROM THE

LARGER OVERALL POPULATION

Variability

AMONG/

BETWEEN the

sample

means

at once:

1. As exploratory data analysis, an ANOVA is an organization of an

additive data decomposition, and its sums of squares indicate the

variance of each component of the decomposition (or, equivalently,

each set of terms of a linear model).

2. Comparisons of mean squares, along with f-tests ... allow testing of

nested sequence of models.

3. Closely related to the ANOVA is a linear model fit with coefficient

estimates and standard errors."

at once:

Additionally:

4. It is computationally elegant and relatively robust against violations

of its assumptions.

5. ANOVA provides industrial strength (multiple sample comparison)

statistical analysis.

6. It has been adapted to the analysis of a variety of experimental

designs.

CLASSES OF MODELS

FIXED-EFFECTS MODELS

RANDOM-EFFECTS MODELS

MIXED-EFFECTS MODELS

FIXED-EFFECTS MODELS

Applies to situations in which the experimenter applies

one or more treatments to the subjects of the

experiment to see if the response variable values

change. This allows the experimenter to estimate the

ranges of response variable values that the treatment

would generate in the population as a whole.

RANDOM-EFFECTS MODELS

Used when the treatments are not fixed. This

occurs when the various factor levels are sampled

from a larger population

MIXED-EFFECTS MODELS

A mixed-effects model contains experimental

factors of both fixed and random-effects types,

with appropriately different interpretations and

analysis for the two types.

by a university department to find a good

introductory textbook, with each text considered a

treatment. The fixed-effects model would compare a

list of candidate texts. The random-effects model

would determine whether important differences exist

among a list of randomly selected texts. The mixedeffects model would compare the (fixed) incumbent

texts to randomly selected alternatives.

PURPOSE

The reason for doing an ANOVA is to see if there is any

difference between groups on some variable.

PURPOSE

For example, you might have data on student

performance in non-assessed tutorial exercises as well as

their final grading. You are interested in seeing if tutorial

performance is related to final grade. ANOVA allows you

to break up the group according to the grade and then

see if performance is different across these grades.

TYPES OF ANOVA

1.ONE WAY

2.TWO WAY

The example given above is called a one-way between groups

model. You are looking at the differences between the groups.

There is only one grouping (final grade) which you are using to

define the groups.

This is the simplest version of anova. This type of ANOVA can

also be used to compare variables between different groups tutorial performance from different intakes.

A one way repeated measures ANOVA is used when you have

a single group on which you have measured something a few

times. For example, you may have a test of understanding of

Classes. You give this test at the beginning of the topic, at the

end of the topic and then at the end of the subject. You would

use a one-way repeated measures ANOVA to see if student

performance on the test changed over time.

Treatment 1

Treatment 2

Treatment 3

Treatment 4

y11

y21

y31

y41

y12

y22

y32

y42

y13

y23

y33

y43

y14

y24

y34

y44

y15

y25

y35

y45

y16

y26

y36

y46

y27

y37

y47

y18

y28

y38

y48

y19

y29

y39

y49

y110

y210

y310

y410

y17

n=10 obs./group

k=4 groups

The group

means10

y1

10

y1 j

j 1

y 2

10

(y

1j

j 1

y1 )

10 1

j 1

2 j

j 1

variances 10

10

10

y 3

10

( y 2 j y 2 )

10

j 1

10 1

j 1

10

( y 3 j y 3 ) 2

10 1

10

y3 j

y 4

10

j 1

4 j

j 1

10

( y 4 j y 4 ) 2

10 1

ERROR (SSE)

10

j 1

10

( y1 j y1 )

(y

j 1

2j

y 2 )

10

(y

j 1

10 1

10 1

3j

y 3 )

10

(y

j 1

4j

y 4 ) 2

10 1

10 1

The (within)

group

variances

(or SSE, for chance error)

10

(y

1j

j 1

10

y1 ) +

j 1

10

( y 2 j y 2 ) 2

j 3

( y 3 j y 3 ) 2 +

10

( y

i 1 j 1

ij

y i )

10

j 1

( y 4 j y 4 ) 2

OF SQUARES REGRESSION (SSR)

4

Overall mean of

all 40

observations

(grand mean)

4

10 x

(y

i 1

y )

10

ij

i 1 j 1

40

Sum of Squares

Between (SSB).

Variability of the group

means compared to the

grand mean (the

variability due to the

4

10

( y

i 1 j 1

ij

y )

Total sum of

squares(TSS).

Squared difference

of every observation

from the overall

mean. (numerator of

variance of Y!)

PARTITIONING OF VARIANCE

4

10

i 1 j 1

( y ij y i )

(y

i 1

10x

y )

SSW + SSB =

TSS

10

( y

i 1 j 1

ij

y )

ANOVA TABLE

Source of

variation

Between

(k groups)

Within

Sum of squares

d.f.

k-1

F-statistic

SSB

SSB/k-1

(sum of squared

deviations of group

means from grand

mean)

nk-k

(n individuals per

group)

Total variation

Mean Sum of

Squares

nk-1

SSW

(sum of squared

deviations of

observations from their

group mean)

Go to

SSB

SSW

s2=SSW/nk-k

TSS

(sum of squared deviations of

observations from grand mean)

p-value

k 1

nk k

Fk1,nkk

chart

If f < f fail to

reject Null

TSS=SSB + SSW

ANOVA TABLE

Source Degrees Sum of Mean Square Computed

of

of

Squares

f

Variation Freedom

Between

Between

SSB

SSB

k-1

k-1

Error

Error

SSE

SSE

k(n-1)

k(n-1)

SST

nk-1

Total

If f < f fail to

reject Null

EXAMPLE

Treatment 1

Treatment 2

Treatment 3

Treatment 4

60 inches

50

48

47

67

52

49

67

42

43

50

54

67

67

55

67

56

67

56

68

62

59

61

65

64

67

61

65

59

64

60

56

72

63

59

60

71

65

64

65

EXAMPLE

Step 1) calculate the

sum of squares between

groups:

Mean for group 1 = 62.0

Mean for group 2 = 59.7

Mean for group 3 = 56.3

Mean for group 4 = 61.4

Grand mean= 59.85

Treatment 1

Treatment 2

Treatment 3

Treatment 4

60 inches

50

48

47

67

52

49

67

42

43

50

54

67

67

55

67

56

67

56

68

62

59

61

65

64

67

61

65

59

64

60

56

72

63

59

60

71

65

64

65

(61.4-59.85)2]xnpergroup=19.65x10=196.5

Treatment 1

Treatment 2

Treatment 3

Treatment 4

60 inches

50

48

47

67

52

49

67

squares within groups:

42

43

50

54

67

67

55

67

56

67

56

68

62

59

61

65

64

67

61

65

59

64

60

56

72

63

59

60

71

65

64

65

EXAMPLE

(60-62) +(67-62) + (42-62) + (6762)2+ (56-62)2+ (62-62)2+ (64-62)

2

+ (59-62)2+ (72-62)2+ (71-62)2+

(50-59.7)2+ (52-59.7)2+ (43-59.7)

2

+67-59.7)2+ (67-59.7)2+ (69-59.7)

2

+.(sum of 40 squared

deviations) = 2060.6

2

Sum of

squares

Mean Sum

of Squares

Source of

variation

d.f.

Between

196.5

65.5

Within

36

2060.6

57.2

Total

39

2257.1

F-statistic

1.14

INTERPRETATION of ANOVA:

How much of the variance in height is explained by treatment

group?

2=

COEFFICIENT OF DETERMINATION

SSB

SSB

R

2

variable) that is explained by the predictor (independent

variable).

EXAMPLE

to examine the safety of compact cars, midsize cars, and fullsize cars. It collects a sample of three for each of the

treatments (cars types). Using the hypothetical data provided

below, test whether the mean pressure applied to the drivers

head during a crash test is equal for each types of car. Use =

5%.

The null hypothesis for an ANOVA always assumes the

population means are equal. Hence, we may write the null

hypothesis as:

H0: 1 2 3 = = - The mean head pressure is statistically

equal across the three types of cars.

Since the null hypothesis assumes all the means are equal, we

could reject the null hypothesis if only mean is not equal. Thus,

the alternative hypothesis is:

Ha: At least one mean pressure is not statistically equal.

The test statistic in ANOVA is the ratio of the between and within

variation in the data. It follows an F distribution.

Total Sum of Squares the total variation in the data. It is the

sum of the between and within variation.

variation in the data between the different samples (or

treatments).

Sum of the square between

(SSB)

SSB

from each individual treatment.

SSB

ANOVA TABLE

Source Degrees Sum of Mean Square Computed

of

of

Square

f

Variation Freedom

s

Between 86049.55

43024.775

Error

10254

1709

96303.55

Total

25.175

(5.) Interpretation

Since we rejected the null hypothesis, we are 95% confident (1-)

that the mean head pressure is not statistically equal for compact,

midsize, and full size cars. However, since only one mean must be

different to reject the null, we do not yet know which mean(s)

is/are different. In short, an ANOVA test will test us that at least

one mean is different, but an additional test must be conducted to

determine which mean(s) is/are different.

If you fail to reject the null hypothesis in an ANOVA then you are

done. You know, with some level of confidence, that the treatment

means are statistically equal. However, if you reject the null then

you must conduct a separate test to determine which mean(s)

is/are different.

There are several techniques for testing the differences between

means, but the most common test is the Least Significant

Difference Test

, where MSE is the mean square error

and r is the number of rows in each treatment.

treatment means is greater than 82.61, we may conclude that

they are not statistically equal.

Compact cars vs. midsize cars:

|666.67 473.67| = 193. Since 193 > 82.61 = mean head

pressure is statistically different between compact and

midsize cars.

Midsize cars vs. Full-size cars:

|473.67 447.33| = 26.34. Since 26.34 < 82.61 = mean

head pressure is statistically equal between midsize and

full-size cars.

EXAMPLE

Susan sound predicts that students will learn most effectively with a constant

background sound, as opposed to an unpredictable sound or no sound at all. She

randomly divides twenty-four students into three groups of eight. All students study a

passage of text for 30 minutes. Those in group 1 study with background sound at a

constant volume in the background. Those in group 2 study with noise that changes

volume periodically. Those in group 3 study with no sound at all. After studying, all

students take a 10 point multiple choice test over the material. Their scores follow:

GROUP

1) constant sound

2) random sound

3) no sound

test scores

7 4 6 8 6 6 2 9

5 5 3 4 4 7 2 2

2 4 7 1 2 1 5 5

x1

x12

x2

x22

x3

x32

49

25

16

25

16

36

49

64

16

36

16

36

49

25

81

Sx12 = 322

4

Sx22 = 148

5

Sx3 = 27

25

Sx32 = 125

Sx1 = 48

(Sx1)2 = 2304

Sx2 = 32

(Sx2)2 = 1024

M1 = 6

M2 = 4

(Sx3)2 = 729

M3 = 3.375

Source SS

df

MS

Within 87.88 21 4.18

(according to the F sig/probability table with df = (2,21) F

must be at least 3.4668 to reach p < .05, so F score is

statistically significant)

Interpretation: Susan can conclude that her hypothesis

may be supported. The means are as she predicted, in

that the constant music group has the highest score.

However, the significant F only indicates that at least two

means are significantly different from one another, but she

can't know which specific mean pairs significantly differ

until she conducts a post-hoc analysis.

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