Analysis of variance

one-way analysis of variance

• The purpose of a one-way analysis of variance (one-way ANOVA) is to
compare the means of two or more groups (the independent variable) on one
dependent variable to see if the group means are significantly different from
each other.
• In fact, if you want to compare the means of two independent groups on a
single variable, you can use either an independent samples t test or a one way
ANOVA.
• The results will be identical, except instead of producing a t value, the
ANOVA will produce an F ratio, which is simply the t value squared.
• To conduct a one-way ANOVA, you need to have a categorical (or nominal)
variable that has at least two independent groups (e.g., a race variable with the
categories
African-American, Latino, and Euro-American) as the independent variable
and a continuous variable (e.g., achievement test scores) as the dependent
variable.
One –way ANOVA…
• The purpose of a one-way ANOVA is to divide up the variance in some
dependent variable into two components:
• the variance attributable to between-group differences, and
• the variance attributable to within-group differences, also known as error.
• When we select a sample from a population and calculate the mean for
that sample on some variable, that sample mean is our best predictor
of the population mean.
• In other words, if we do not know the mean of the population, our best
guess about what the population mean is would have to come from the
mean of a sample drawn randomly from that population.

• Any scores in the sample that differ from the sample mean are believed
to include what statisticians call error.
One –way ANOVA…
An example of within-group error.
One –way ANOVA…
Illustrations of between-groups and within-groups
deviations.
 Post-Hoc Tests
• If we are comparing three group means, we might find a relatively
large average difference between these group means even if two of
the three group means are identical. Therefore, a statistically
significant F value tells us only that somewhere there is a
meaningful difference between my group means. But it does not
tell us which groups differ from each other significantly. To do this,
we must conduct post-hoc tests.
• There are a variety of post-hoc tests available. Some are more
conservative, making it more difficult to find statistically significant
differences between groups, whereas others are more liberal.
• All post-hoc tests use the same basic principle. They allow you to
compare each group mean to each other group mean and
determine if they are significantly different while controlling for
the number of group comparisons being made
Post-Hoc Tests…
• The difference between the various types of post-hoc tests is what
each test uses for the standard error.
• For the purposes of demonstration, we will consider the Tukey HSD
(HSD stands for Honestly Significantly Different) post-hoc test.
• This is a fairly liberal test, meaning that it is more likely to produce
statistically significant differences than some other tests (e.g., the
Scheffe).
• The Tukey test compares each group mean to each other group mean
by using the familiar formula described for t tests. Specifically, it is the
mean of one group minus the mean of a second group divided by the
standard error
 Factorial Analysis of Variance

• Factorial ANOVA is the technique to use when you have one

continuous (i.e., interval or ratio scaled) dependent variable and
two or more categorical (i.e., nominally scaled) independent
variables.
– For example, suppose I want to know whether boys and girls differ in the
amount of television they watch per week, on average. Suppose I also
want to know whether children in different regions of the United States
(i.e., East, West, North, and South) differ in their average amount of
television watched per week.
– In this example, average amount of television watched per week is my
dependent variable, and gender and region of the country are my two
independent variables.
– This is known as a 2 x 4 factorial analysis, because one of my
independent variables has two levels (gender) and one has four levels
(region).
 Factorial Analysis…
• From factorial ANOVA we get two interesting results.
– First, two main effects: one for comparison of boys and girls and one for
comparison of children from different regions of the country.
– These results are similar to the results simply raining two one-way ANOVAs.
– In addition to these main effects, factorial ANOVA also produces an
interaction effect, or simply an interaction.
– An interaction is present when the differences between the groups of one
independent variable on the dependent variable vary according to the level of
a second independent variable.
– Interaction effects are also known as moderator effects.
Multivariate Analysis of Variance (MANOVA)
• Multivariate analysis of variance examines the relationship
between
• several categorical independent variables and
• two or more metric dependent variables
• MANOVA, like ANOVA, can be classified into three broad
categories based on the criterion used
• One-way MANOVA: similar to the one-way ANOVA
• It analyses the variance between one independent variable having
multiple levels and multiple dependent variables.
• Two-way MANOVA: similar to the two-way
• It analyse the variance between one dichotomous independent
variable and multiple dependent variables.
• Factorial MANOVA: similar to the factorial ANOVA design
• It analyses the variance between multiple nominal independent
variables and multiple dependent variables .
 Regression
• Regression is a very common statistic in the social sciences
which is a versatile technique .
• Regression, particularly multiple regression, allows
researchers to
• examine the nature and strength of the relations between the
variables,
• the relative predictive power of several independent
variables on a dependent variable, and
• the unique contribution of one or more independent variables
when controlling for one or more covariates.
Regression …

• Suppose a manager has been spending money on

advertisement to promote the sales of his firm’s
product.
• The manager’s problem is to find an answer to the
following questions:
1. Is there a positive relationship between advertisement
expenditure and total sales?
2. If yes, then what is the measure of this relationship,
i.e., what is the quantitative responses of the sales to
an increase in advertising expenditure?
• Here the appropriate technique is a using
regression
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 Regression …
Simple Versus Multiple
• simple regression analysis involves a single
independent, or predictor variable and a single dependent,
or outcome variable.
• That is because the purpose of regression analysis is to
make predictions about the value of the dependent
variable given certain values of the predictor variable.
• This is a simple extension of a correlation analysis.
• for example If I am interested in the relationship between
height and weight, I could use simple regression analysis to
answer this question:
• Simple linear regression is not really a more powerful
tool than simple correlation analysis.
 Regression …
• multiple regression involves models that have two or more
predictor variables and a single dependent variable.
• For example, suppose that, again, I am interested in
predicting how much a person weighs (i.e., weight is
the dependent variable).
• Now, suppose that in addition to height, I know how
many minutes of exercise the person gets per day,
and how many calories a day he consumes.
• Now I've got three predictor variables (height, exercise,
and calories consumed) to help me make an educated
guess about the person's weight.
Regression …
• Multiple regression analysis allows us to see, among
other things,
• (a) how much these three predictor variables, as a
group, are related to weight,
• (b) the strength of the relationship between each
predictor variable and the dependent variable
while controlling for the other predictor variables in
the model,
• (c) the relative strength of each predictor variable,
and
• (d) whether there are interaction effects between
the predictor variables.
• As you can see, multiple regression is a particularly
versatile and powerful statistical technique
Regression …
• The key to understanding regression is to understand the
formula for the regression
equation.
• In the next table the regression equation used to find the predicted
value of Y is presented along with definitions of the components.
The regression equation.
END

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