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Chapter 15

Analysis of Variance

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Framework for One-Way Analysis
of Variance

Suppose that we have independent samples of n1, n2, . . ., nK


observations from K populations. If the population means are
denoted by 1, 2, . . ., K, the one-way analysis of variance
framework is designed to test the null hypothesis

H 0 : 1   2     K
H1 :  i   j For at least one pair i ,  j
Sample Observations from Independent
Random Samples of K Populations
(Table 15.2)

POPULATION
1 2 ... K
x11 x21 ... xK1
x12 x22 ... xK2
. . .
. . .
. . .
x1n1 x2n2 ... xKnK
Sum of Squares Decomposition for
One-Way Analysis of Variance
Suppose that we have independent samples of n1, n2, . . ., nK
observations from K populations. Denote by x1 , x2 ,, xK the K
group sample means and by x the overall sample mean. We
define the following sum of squares:
K nj

Within - Groups : SSW    ij i


( x  x ) 2

i 1 j 1
K
Between - Groups : SSG   ni ( xi  x ) 2
i 1
K nj

Total : SST    ij
( x  x ) 2

i 1 j 1

where xij denotes the jth sample observation in the ith group.
Then
SST  SSW  SSG
Sum of Squares Decomposition for
One-Way Analysis of Variance
(Figure 15.2)

Within-groups
sum of squares

Total sum of squares

Between-groups
sum of squares
Hypothesis Test for One-Way
Analysis of Variance
Suppose that we have independent samples of n1, n2, . . ., nK
observations from K populations. Denote by n the total sample
size so that
n  n1  n2   nK
We define the mean squares as follows:
SSW
Within - Groups : MSW 
nK
SSG
Between - Groups : MSG 
K 1
The null hypothesis to be tested is that the K population means
are equal, that is
H 0 : 1  2     K
Sum of Squares Decomposition for
Two-Way Analysis of Variance
Suppose that we have a sample of observations with xij denoting
the observation in the ith group and jth block. Suppose that
there are K groups and H blocks, for a total of n = KH
observations. Denote the group sample means by xi (i  1,2,, K,)
the block sample means by x j ( j  1,2,, H )and the overall
sample mean by x.
We define the following sum of squares:
K H
Total : SST    ij
( x  x ) 2

i 1 j 1
K
Between - Groups : SSG  H  ( xi  x ) 2
i 1
H
Within - Blocks : SSB  K  ( x j  x ) 2
j 1
Sum of Squares Decomposition for
Two-Way Analysis of Variance
(continued)

K H
ERROR : SSE    ij i  j
( x  x  x  x ) 2

i 1 j 1

SST  SSG  SSB  SSE


Hypothesis Test for Two-Way
Analysis of Variance
Suppose that we have a sample observation for each group-block
combination in a design containing K groups and H blocks.
xij    Gi  B j  Eij
Where Gi is the group effect and Bj is the block effect.
Define the following mean squares:
SSG
Between - Groups : MSG 
K 1
SSB
Between - Blocks : MSB 
H 1
SSE
Error : MSE 
( K  1)( H  1)
We assume that the error terms ij in the model are independent of
one another, are normally distributed, and have the same variance
Hypothesis Test for Two-Way
Analysis of Variance
(continued)
A test of significance level  of the null hypothesis H0 that the K
population group means are all the same is provided by the
decision rule
MSG
Reject H 0 if  FK 1,( K 1)( H 1),
MSE
A test of significance level  of the null hypothesis H0 that the H
population block means are all the same is provided by the
decision rule
MSB
Reject H 0 if  FH 1,( K 1)( H 1),
MSE
Here F v1,v2,  is the number exceeded with probability  by a
random variable following an F distribution with numerator
degrees of freedom v1 and denominator degrees of freedom v2
General Format of Two-Way Analysis
of Variance Table
(Table 15.9)

Source of Sums of Degrees of Mean F Ratios


Variation Squares Freedom Squares
Between SSG K–1 SSG MSG
groups MSG 
K 1 MSE
Between SSB H–1 SSB MSB
MSB 
blocks H 1 MSE
Error SSE (K – 1)(H – 1) SSE
MSE 
( K  1)( H  1)
Total SST n-1
Sum of Squares Decomposition for Two-Way
Analysis of Variance: Several Observations per Cell
Suppose that we have a sample of observations on K groups and
H blocks, with L observations per cell. Then, we define the
following sums of squares and associated degrees of freedom:
Total : SST   ( xijl  x ) 2 KHL  1
i j l
K
Between - Groups : SSG  HL  ( xi  x ) 2 K 1
i 1
H
Between - Blocks : SSB  KL ( x j   x ) 2 H 1
j 1
K H
Interactio n : SSI  L  ij i  j
( x  x  x  x ) 2
( K  1)( H  1)
i 1 j 1

Error : SSE   ( xijl  xij ) 2 KH ( L  1)


i j l
Sum of Squares Decomposition for
Two-Way Analysis of Variance with
More than One Observation per Cell
(Figure 15.12)

Within-groups
sum of squares

Between-groups
sum of squares

Total sum of squares


Interaction
sum of squares

Error
sum of squares
Key Words
 Hypothesis Test for One-Way Analysis of Variance
 Hypothesis Test for Two-Way Analysis of Variance
 Interaction
 Kruskal-Wallis Test
 One-Way Analysis of Variance
 Randomized Block Design
 Sum of Squares Decomposition for One-Way
Analysis of Variance
 Sum of Squares Decomposition for Two-Way
Analysis of Variance
 Two-Way Analysis of Variance: Several
Observations per Cell

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