Roll NO: 13307

Name: Amir Shahzad

Semester: 7th (2014-2018)
Degree: B.S(H) statistics
Supervisor: Sir Rizwan Munir

GOVERNMENT COLLEGE
UNIVERSITY FAISALABAD
Multiple comparison
test
Introductinon:

 Thisfirst test was introduce by the fisher in 1935. this test

was preform by the t-distribution.
 In Anova test when null hypothesis rejected. when all
means are not equal then sometime we want to know that
which pair of mean is unequal then we use different type
of test which compare then the means in pairs. There are
many test for this work some are given below.
Outline:

 Least significant difference test(LSD)

 Tukey’s test
 Scheffe’s test
 Duncan’s multiple range test
 The student newman-keul’s test(S-N-K)
 Dunnett’s test
Least significant difference test(LSD):

 The main idea of the lsd is to compute the smallest

significant difference (i.e., the lsd) between two means as
if these means had been the only means to be compared
(i.e., with a t test) and to declare significant any difference
larger than the lsd.
 This is 1st method of comparing the pair of mean which
was introduce by the fisher in 1935.
 This test introduce for unequal sample size but it can also
use for equal sample size.
Formula:

t / 2 ( d . f ) 2 mse
n

Critical region:

xi  x j  t / 2 (d . f ) 2 mse
n
Tukey’s test:

 Itis also know as tukey’s Hsd (honest significant

difference) test.it can also applied on raw data and also can
use after rejecting the null hypothesis of anova test.
 Itcompare all the pair of mean. It is based on studentized
range distribution.this distribution is like t-test in nature.
Formula:

 For equal sample size

MSE
T  q ( a , f )
n
 For unequal sample size

1 1
T  q ( a , f ) MSE
2 *(  )
n1 n2
Critical region:

( xi  x j )  T
Note:
Before comparison arrange the means in to ascending
order.
Difference value of means should be into positive term.
Then compare the difference value with the computed w
value.
Scheffe’s test:

Scheffe’s test is a single step multiple comparison producer

which applies to set of estimates of all possible contrast.
It work on similar principle as the working- hotelling
producer for estimating mean responses in regression, which
apply to the set of all possible factors level.
Formula:
Sa ,  Sc (a  1) F ,a 1, N a

a
Standard error of contrast:
Sc  MSE (ci2 / ni )
i 1

critical region: c  S a
Duncan’s test:

 It was introduce by D.B Duncan‘ in 1955

Duncan’s test belong to the general class of multiple
comparison procedures that use the studentized range
statistic qr
To compare the pairs if means.
In this method calculated value change for comparison on
every pair of mean.
Formula:

R p  r ( p, f ) s yi p  2,3,..., k  1, k

s yi  MSE
n

 Critical region:
xi  x j  RP
Note:

 Before comparison arrange the means in to ascending

order.
 Difference value of means should be into positive
term(take difference from largest mean to smallest mean in
pair)
 For comparison the vale of RPchange according to
will
p.
S-N-K test:
 This test is similar to tukey’s test. It is modification of tukey’s test. tukey’s
compare the all difference with a single calculated value but in S-N-K test the
comparison value change on every difference value.
 S-N-K test is more powerful test then tukey’s test.

 FORMULA:

xmax  xmin
q MSE
n
Table value:

where:

critical region:

WZ  q ( z , ) MSE
n

z  2,3,..., k

q w
Dunnett's test:
 This test was developed by a Canadian statistician. The name of statistician is
Charles dunnett. This test is also use to compare the different means.
 Test was developed in 1955.
 An updated table of critical region value was published in 1964.

 Formula:
D  d (k , ) 2 MSE
n
 Critical region:
xi  x j  D
Example: the development engineer is interested in determining if the cotton weight % in a
synthetic fiber effect the tensile strength and she has run a completely randomized experiment with 5
levels of cotton weights % and 5 replicates.
(Page#71 DESIGN & ANALYSIS OF EXPERIMENTS by DOUGLAS C.MONTOGOMERY 5 th Edition)

Weight % Observed tensile strength

1 2 3 4 5
15 7 7 15 11 9

20 12 17 12 18 18

25 14 18 18 19 19

30
19 25 22 19 23
35

7 10 11 15 11
Sol:

 Ho : All means are equal

 H1 : At least two means are different

  5%
LSD statistic value:

pairs difference:

2(8.06)
LSD  t(0.025,20) 5  3.75

y1  y2  5.6
y1  y3  7.8
upto
y4  y5  10.8
Critical region:

conclusion:
the pair difference of means (1-2)(1-3)(1-4)(2-4)
(2-5)(3-4)(3-5)(4-5) are different because the pair absolute difference of these means are bigger then the LSD value so It means is accepting in these pairs.

yi  y j  t /2 (d . f ) 2 mse
r

H1
Tukey,s example:

 Computation:

T  q0.05 (5, 20) MSE

n  4.23 8.06
5  5.37
Pairs difference: y4  y 1 11 .8
y4  y 5  10.8
upto
y5  y 1 5.6
Critical region:

( yi  y j )  T
Conclusion:
Pair difference of (4-1)(4-5)(4-2)(3-1)(3-5)(2-1)(5-1)
Are not equal because these pair difference value is bigger then
Tukey’s-value.
Scheffe’s test:

 Contrast: 1   4

 Alpha: 5%

Sc  8.06(1  1) / 5
Sc  1.80
 S0.05  1.80 4(2.87)
S  6.09
Critical region: c  S a

Conclusion:
these means are not equal because c-value is bigger then s value.
Duncan’s example:

 Computation:

s yi  8.06 / 5  1.27
R2  r0.05 (2,20) S yi  2.95(1.27)  3.75
R3  r0.05 (3,20) S yi  3.10(1.27)  3.94
R4  r0.05 (4,20) S yi  3.18(1.27)  4.04
R5  r0.05 (5,20) S yi  3.25(1.27)  4.13
pairs difference & Critical region:
y4  y1  11.8  4.13( R5 )
y4  y5  10.8  4.04( R4 )
y4  y2  6.2 3.94( R3 )
y4  y3  4 3.75( R2 )
y3  y1  7.8  4.04( R4 )
y3  y5  6.8 3.95( R3 )
y3  y2  2.2  3.75( R2 )
y2  y1  5.6 3.94( R3 )
y2  y5  4.6  3.75( R2 )
y5  y1  1  3.75( R2 )
Conclusion:

 Allpair difference value is bigger then the R-value

except (3-2) &
(5-1). So all mean group are different except (3-2) &
(5-1).
S-N-K test:

W5  4.24(1.27)  5.38
W4  3.96(1.27)  5.02
MSE
n  1.27
W3  3.58(1.27)  4.55
W2  2.95(1.27)  3.75
Pair difference & critical region:

y4  y1 / MSE
n  9.29 5.38(W5 )
y4  y5 / MSE
n  8.5 5.02(W4 )
y4  y2 / MSE
n  4.8  4.5(W3 )
y4  y3 / MSE
n  3.14  3.75(W2 )
y3  y1 / MSE
n  6.14 5.02(W4 )
y3  y5 / MSE
n  5.35  4.5(W3 )
y3  y2 / MSE
n  1.7  3.75(W2 )
y2  y1 / MSE
n  4.4  4.5(W3 )
y2  y5 / MSE
n  3.6  3.75(W2 )
y5  y1 / MSE
n  4.4 3.75(W2 )
Conclusion:

The pair difference of (2-5)(2-1)

(3-2)(4-3) is small then w-value. So these
pairs means are equals other all pair of
means are not equal
Dunnett's test:

D  d (k , ) 2 MSE
n

2(8.06)
D  2.30 5

D  4.13
Difference of pairs:

critical region:
y1  y2  5.6
y1  y3  7.8
upto
y4  y5  10.8

xi  x j  D
Conclusion:

Means of pair (1-5)( 2-3)(3-4) are equal because the

D-VALUE is big then the difference of pair. All
other means pairs are not equal.
On spss software steps:
Conti….
Conti…
Conti…
Output of test on spss:

LSD:
Conti…

Tukey’s:
Conti…

 SCHEFFE:
Conti…

 DUNNETT:
Difference:
Test Advantages disadvantages

LSD  powerful test

 widely available
 alpha increase
 Unreliable result
 May be use for unequal mean
size

tukey  Alpha held constant

 Available in many statistics
 Does not test complex means
 Not so much powerful
packages
 Also can use unequal size

scheffe  powerful test

 Available in many packages
 Alpha inflation
 Mean size equal required
 Complex mean test

S-N-K  Compute different value for

comparison
 Can‘t compute confidence
interval
Difference:

Dunnett  Powerful
 Good to find small
 not widely available
 Not ideal for exploratory
difference study

Duncan  Good in unequal means

size
Applications:

 Itcan be use to test the different medicine equality

(Medical field)
 Itcan be use to test the different technologies of
engineering like car average of fuel (engineering field )
 Ituse in agriculture to check equality of fertilizers seeds
etc.