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Chapter 8: Analysis of Variance

CHAPTER 8 : ANALYSIS OF VARIAF{CE
Sub-Topic
* One Way ANOVA
Chapter Learning Outcome
+ Solve the problems involve the analysis of variance. ,
n
Learnins Obiective
By the end of this chapter, students should be able to
{' Use the one-way ANOVA technique to determine if there is a significant
difference among three or more means.
Develop an understanding of the underlying rationale by studying the example
in this section.
Become acquainted with the nature of the SS (sum of square) and MS (mean
square) values and their role in determining the F test statistic.
* Be aware of several different analysis of variance designs and understand
when to use each one.
Kev Term
(Enelish
to Bahasa Melavu)
English Bahasa Melayu
I Variairce --, Varians
)
Treatment
Rawatan
J- Significant
difference
-t
Perbezaan yang
bererti
,]
*
{.
335
Chapter 8: Analysis of Variance
Previously, we haye discussed methods of testing whether
.,!.
Two populations have equal means (independent two-sample test).
* The means from two measurements on one populations are the same (paircd
tests)
ANOYA stands for AlYalysis Of YAriance, allows us to extend this to more than tm
populations or measurements (treatrnents). That is, we can test the following:
{. Are all the means from more than 2 populations equal?
{' Are all the means from more than 2 treatrnents in one population equal?
(This is equivalent to asking whether the treatments have any overall effect)
To set our notation, let I be the number of populations or treatments being comparod
and let7.t,
,p2wFi
be the I means. Then the hypothesis for testing is
Ho: pt
- ltz
:
...: pi
H, : at least 2 of the p's are different
To test these hypotheses, we are required a random sample from each population
c
treatment. The test used in ANOVA compares the variation (measured
by tb
variance) between the treatrnents (population)
with the variation within trea&errr
(populations).
If the between variation is much larger than the within variation, fu
means of difference treatments (populations)
will not be equal. If the between wifth
variations are approximately the same size, then there will be no significm
difference between treatment (population)
means.
The z and , tests should not be used when three or more means are compareL
The reasons why the e and ltest should not be done are:
{' when one is comparing two means at time, the rest of the means under shdt
are ignored. With the Ftest, all the means are compared simultaneously.
336
Chapter 8: Analysis of Variance
when one is comparing two means at a time and making all pair-wise
comparisons, the probability of rejecting the null hypothesis when it is true is
increased, since the more f tests that are conducted, the greater is the
likelihood of getting significant differences by chance alone.
the more means there are to compare, the more t tests are needed.
Even though one is comparing three or more means in this use of the Ftest, variances
are used in the test instead of means-
The ANOVA test is based on three assumptions:
* The populations from which tlre samples were obtained must be normally or
approximately normally distributed.
{. The samples must be independent of one another.
* The variances of the populations must be equal.
8.2 One Way ANOVA
,'
Definition I
One-way analysis of variance is a design in wtrich independent samples are obtained
from * levels of a single factor for the pufpose of testing whether the k levels have
equal means. We called it one-way analysis
of variance because we use a singls
property, or characteristics, for categorizing the populations.
This characteristic is
sometimes referred to as a treatment, orfaetar.
Definition 2
The term treatwent is used because early applications of analysis of variance
involved agricultural experiments in which different plots of farmland were treated
with different fertilizer seed types, insecticides, and so on.
*
*
337
Chapter 8: Alalysis of Variance
Definition 3
Afactor refers to a quantity under examination in an experiment as a possible cause
of variation in the response variable-
Delinition 4
Level is referring to the categories, measurements, or strata of a factor of interest in
the current experiment. !
The method of analysis of variance us based on this fi.rndamental concept: With the
assumption that the populations all have the same variance o'
,
we estimate the
common value of o2 using two different approaches. The F test statistics is the ratio
of those estimates, so that a significantly large F test statistics is evidence against
equal population means.
The two approaches for estimating the cofirmon value of o2 are as follows:
t?' The variance between samples (also called variation due to treafinent) is an
estimate of the common population variance ozthat is based on the variation
among the sample means.,
{' The variance within samples (also called variation due to error) is an estimate
of the corlmon population variance o2 based on the sample variances.
Theor:v I
Analysis-of-variance table :
Source of variation Degrees of freedom Sum ofsquares Mean square
f
Treatments
(between)
k-1
SS(Ir) or
SS(between)
MS(fr) or
MS(between)
MSVtl
MSE
Error
(within)
N-k
SSE or
SS(within)
MSE
Total N-1
ssr
338
Chapter 8: Analysis of Variance
SS (total)
=
SS (tre atment) + SS(error)
SS(treatment) and SS(error) aie both sums of squares, and if we divide each by its
corresponding number of degrees of freedom, we get meons squares. Some of the
following expressions for mean squares include the notation N:
N: total number of values in all samples combined
MS(treatment) is a mean square for treatment, obtained as follows :
MS(treatment)=
SS(treatment)
k-1
MS(error) is a mean square for error, obtained as follows :
MS(error)=
SS(error\
N
-k
MS(between)=
SS(between)
k-1
MS(within)=
SS(within)
N
-k
Ms(total) is a mean squffe for the total variation, obtained as follows :
MS(total'1=
SS(total)
N-1
O
_
vari?ncebetween samples
vanancewithin samples
Method I :
Procedure Table for finding the Ftest value for the Analysis of Variance
Step I : Find the mean and variance of each sample.
(x,,r,'
),("r,r; ),-.,(x
r,
11)
Step 2 : Find the total mean.
sr
v /J--
Ar
t
:
--'--
N
Step 3 : Find the between-group variance.
SSo"*""r:4Hd
339
Chapter 8: Analysis of Variance
Step 4 : Find the within-group variance.
SS.,/,i,
=
Step 5 : Find the F'test value.
.
-
SS
u"*,",
SSrun,,
The degrees offreedom are
d.f.N: ft
-1
where kis the number of groups
d.f.D: N
-k
where N is the sum of the sample sizes of the groups,
N
:
nr+ nz + ...* flt.
Method 2 :
Procedure Table for findins the F test value for the Analysis of Variance
Stepl:FindSSr,,,t
(>a'
+ZB2 +2C21-
(l'<+:r+:c)'
\/n
Step2:FindSSn"*"*
l$
oY* (:r)t + (r cFr
-(z
e +
z
!
+
zcY
Step3:Find SSw*,in
SS
within
:
SS
trtot -
SS
u"*"",
Example 1
A researcher wishes to try three different techniques to lower the blood presswe of
individuals diagnosed with high blood pressure. The subjects are randomly assigned
to three groups; the frst goup takes medication, the second group exercises, and the
third group follows a special diet. After four weeks, the reduction in each person's
blood pressure is recorded. At alpha 0.05, test the claim that there is no difference
among the means. The data are shown.
340
Chapter 8: Analysis of Variance
x2
sl
Jrr
sf
=
11.9
=5.7
=
3.8
=l$.2
7z
=7.5
si
=10.3
Answer ExamDIe I
Step 1: State the null hypotheses and identifu the olaim
Ht
= 14 =
pz= p, (claiwj
Ho
=al
least one meatr is different ftom the others.
Slep 2 : Fiad the critical value. Sinse&
=
3andN
=
l5
d.f.N:t_l
=
3
_l=2
d.f.D:N
*k=15_3=12
, The critieal value is 3.89, obtained from the Statistics Table witha
=
0.05.
$tep 3 : Compute the test value, using the procedure outlined here.
t Find the mean and variance of each sample (these values are shown
below the data).
+ Find the grand rnean. The gmnd mean denotedby X6*, is the mean of
all values in the samples.
xza{
Z,X
l0+12+9+...+4 116
a 4^
=.'.....,...'.,._:-_-.--=-=
t.t)
.rr 15 15
When samples arc el1ual in size, find XGM by summing the-F's and dividing
by,t, whereft
:
the mmrber of groups.
+ Find the betrveen-group vriance, denoted by
"3.
341
Medication Exercise Diet
t0 6 5
t2 8 9
I 3 t2
15 0 I
l3 2 4
Chapter
g:
Analysis of Variance
z,(x -x )P
MSB:ff
_
s(tt.s
-
t.tt)2 + s(3.s
*
t.ts)2 + s(7.a
_
t.tt)2
3-l
-
160
'13
=
80.07
2
* Find the within-group
variance, denoted byri,.
_Z("
-
t)r,l
-jG:,
_
(s
-
rXs.z)+ (s
-
rXro.z)+ (s
_
rlro.:)
104.8
=-lZ =8.73
This formula'finds
and overall variance by calculating a weighted average of
the individual variances. It does not involve using differences
of the means-
* Find the F test value
,s,s" 90.07
l<
=-------L
=9.17
ss,
8.73
Step 4 : Make the decision.
The decision is to reject the nuil hypothesis,
since
g.r7
>
3.gg.
Step 5 : Summarize
the results.
There is enough evidence to reject the claim and conclude that a least orc
mean is different from the others-
ANOVA Table
MS*
Within (eror)
342
Chaphr 8: Analysis
of Variance
Example 2
A state employee
wishes to see if there is a significaot
difference in the number of
employees
at t}te interchanges
of three slate toll roads. The data are shown. At
a
=
0-05, can it be concruded
that there is a significant
difference
in the average
number
of employees at eaeh interchange
?
AnswerEla4nlpl
Step 1 : State the null hypotheses
and identifu
the claim
Ho
= l\ = Fz= frs
Ho
=ut
least one mean is different
from the others. (clairn)
Step
Find .sS,*,,=
{rn'
+Is? *5cr}-
E41E{:Igf
=
(lz6l + toz * r+oi-
El 12
t I*I
I
=
823.555
Find ssa"*.,,=ff{Xry
+(IBF +EcFl*
El:zr
+
rc}
JI}J
Air Hitam Interchange (F
Batu Pahat Bypass (B)
Step2:Makearable
A
AJ
B
B'
C
CZ
7
49
10
100
I
14
t96
I
I
12
144
32
1024
I
I
l
53
1269
t2
102
l4
146
J
=Lls*
+rz,
:356.222
Chapter 8: Analysis of Variance
(st +rz_+AY
9
+ r+'z]
-
Find SS
*ahio
=
SS,rrol
-
SS.
u"*"r,
=
823,555
-356.222
=
467.333
AFIOVA Table
Step 4 : Make the decision.
Since 2.28675
<
3.68, the decision is not to reject the null hypothesis.
Step 5 : Summarize the results.
There is not enough evidence o support the claim that there is a difft
among the means.
Source ofvariation
178.111
823.555
344
Chapter 8: A.nalysis of Variance
Analysis-of-variance table :
Source of variation Degrees of freedom Sum ofsquares Mean square
f
Treatrnents
(between)
k-1 SS(Tr) or
SS(berween)
MS(fr) or
MS(between)
MS$t
MSE
Error
(within)
N-k SSE or
SS(wfthin)
MSE
TotaI N-1 s.sr
SS(roral)
=
SS (treatment) + SS (err or)
N: total number of values in all samples combined
MS(treatrnent) is a mean squlre for treatment, obtained as follows :
|
*,
torr*
ent)
=
tt'";T""''
l'
MS(between)=
SS(between\
k-l
MS(error) is a mean square for error, obtained as follows :
I
,t,r*,or):q#
l"'
MS(withinr=!X:?
Ms(total) is a mean square for the total variation, obtained as follows
-
_
variance between samples
variance within samples
356
Chapter 8: Analysis of Variance
Method 1 :
Procedure Table for lindins the -Ftest value for the Analysis of Yariance
Step 1 : Find the mean and variance of each sample.
(r-, ,,,'),(r,,,:)"--,(r- ,,;
)
Step 2 Find the total mean.
sr
L--
N
Find the between-group variance.
SSb"*r"n:
Step 4
Step 3
Step 5
Find the within-group variance-
f
(,
-
tl'i
rrwi,h,n
=
jG_T
Find the Ftest value.
p,
-
SS
un*,""n
SS*,,0,,
The degrees offreedom are
where ft is the number of groups
where N is the sum of the sample sizes of the groups,
N:t\+nz+.**n*
Method 2 :
Procedure Table for findins the F test value for the Analvsis of Variance
Stepl:FindSSron,r
(
ze'
+z Bz +>.c21-
(r'e +
:
r +
zcI
\-)n
Step2:Find SSB"*"",
d.f.N: fr-1
d.f.D: N
-k
k-1
357
lrtroY*
(:rI * (rc)et
-(ze+z!
+zcY
Step3:FindSSwi,ni,
SS
*ithin
:
SS
to,ot -
SS
br*r",
Chapter 8:
Analysis
of Variance
3s8