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Chapter 11: Analysis of Variance

Analysis of variance(ANOVA)-allows statistical comparison among samples taken from


many populations
o Factor-is the basis for an ANOVA experiment
o Levels of factors are analogous to the categories of a categorical variable, divide
the variables into groups
ANOVA doesnt analyze variation, the purpose is to conclude the possible differences
among the means of each group
o Strategy used by ANOVA is partitioning, subdivides the total variation across all
samples
SST-quantity sum of squares total, starting point
Completely Randomized Design: One-Way ANOVA
Is the ANOVA method that analyzes a single factor
Is a two-part process
o First determine if there is a difference among the group means
If you reject the null, there is no difference and continue with second
method that seeks to identify groups whose means are significantly
different from other group means
Analyzing Variation in One-Way ANOVA
To analyze varaition, you partition the total variation that is due to differences among
the groups and variation that is due to differences within the groups
Within-group variation(SSW)- measures random variation, the difference btwn each
value and the mean of its group and sums the squares of these differences over all
groups
Among-group variation(SSA)- measures differences from group to group
o Calculated by summing the squared differences btwn the sample mean of each
group, grand mean, sample size
n-represents the number of values in all groups
c-represents the number of groups

total variation is represented by the sum of squares total (SST)


the grand mean, is the mean of all values in all the groups combined
Chapter 11: Analysis of Variance

when you divide the sum of squares by their respective degrees of freedom, you get
three variances, which are known as mean squares
o MSA(mean square among)
o MSW(mean square within)
o MST(mean square total)
Chapter 11: Analysis of Variance

F Test for Differences Among More Than Two Means

If the null is true, Fstat is expected to be ~ equal to 1 b/c both numerator and
denominator mean square terms are estimating the overall variance in the population
If the null is false, Fstat is expected to be larger than 1 b/c the numerator, MSA, is
estimating the differences among groups in addition to the overall variability in the
value, while the denominator is measuring only the overall variability in the values
o Therefore, null is rejected at level of significance, , only if computed Fstat >F
P-value: the probability of having an Fstat value as large or larger than the one computed
given that the null is true

Multiple Comparisons: The Tukey-Kramer Procedure


This procedure is used to determine which of the c means are significantly different,
enables you to simultaneously make comparisons btwn all pairs of groups
Chapter 11: Analysis of Variance

The Analysis of Means(ANOM)


Provides an alternative approach that allows you to determine which, if any, of the c
groups has a mean significantly different from the overall mean of all the group means
combined
ANOVA Assumptions
Randomness and independence
o Avoids biases in the outcomes, ensures that a value from one group is
independent of any other value in the experiment
Normality-states that sample values in each group are from normal distribution
Homogeneity of variance-states that the variances of the c groups are equal
o If you have equal sample sizes in each group, inferences based on F distribution
are not seriously affected by unequal variances
However, if there is unequal sample size and unequal variance, there can
be serious effect on inferences from ANOVA
Can use Levene test for homogeneity of variance to test for
equality
When only the normality assumption is violated, you can use the Kruskal-Wallis rank
test, a nonparametric procedure
Levene Test for Homogeneity of Variance
When performing this, we are conducting one-way ANOVA on the absolute differences
from the median in each group, not on the actual values themselves
The Randomized Block Design
Evaluates differences among more than two groups in which the members of each group
have been placed in blocks either by being matched or subjected to repeated
measurements in the same way as in the paired t test
This removes variability due to individual differences so that differences among groups
are more evident
o Is more powerful than completely randomized design
Chapter 11: Analysis of Variance

Testing for Factor and Block Effects


To remove blocking effects, SSW[variation within groups] is subdivided into variation due
to differences among blocks (SSBL) and random variation(SSE)
Chapter 11: Analysis of Variance

RE(estimated relative efficiency)-measures if blocking results in increase in precision in


comparing the different groups
Chapter 11: Analysis of Variance

Multiple Comparisons: The Tukey Procedure

The Factorial Design: Two-Way ANOVA


Two factor factorial design: single-factor completely randomized design is extended to
this where two factors are simultaneously evaluated at two or more levels each
o Can be extended to three or more factors
Chapter 11: Analysis of Variance

Only in cases in which there are an equal number of values(replicates)[n] for each
combo of the levels of factor A with those of factor B are considered
Factor and Interaction Effects
There is an interaction btwn factors A and B if the effect of factor A is different for
various levels of factor B
o So when dividing the variation into different sources of variation, you need ot
account for a possible interaction effect, as well as for factor A, factor B, and
random error
Done by dividing SST into SSA(sum of squares due to factor A),SSB(sum of
squares due to factors B), and SSAB(sum of squares due to the interaction
effect of A and B, and SSE(sum of squares due to random variation)
Chapter 11: Analysis of Variance
Chapter 11: Analysis of Variance

Testing for Factor and Interaction Effects


There are 3 ways to perform in a two-way ANOVA:
o Test of hypothesis of no difference due to factor A
o Test of hypothesis of no difference due to factor B
o Test of hypothesis of no interaction of factors A and B