Post-ANOVA Comparison of Means

2003 Prentice-Hall, Inc.
Chap 11-1
Analysis of Variance
&
Post-ANOVA ANALYSIS
IE 340/440

PROCESS IMPROVEMENT
THROUGH PLANNED EXPERIMENTATION
Dr. Xueping Li
University of Tennessee

Chap 11-2
What If There Are More Than
Two Factor Levels?
The t-test does not directly apply
There are lots of practical situations where there are
either more than two levels of interest, or there are
several factors of simultaneous interest
The analysis of variance (ANOVA) is the appropriate
analysis engine for these types of experiments
Chapter 3, textbook
The ANOVA was developed by Fisher in the early
1920s, and initially applied to agricultural experiments
Used extensively today for industrial experiments

Chap 11-3
Figure 3.1 (p. 61)
A single-wafer plasma etching tool.

Chap 11-4
Table 3.1 (p. 62)
Etch Rate Data (in /min) from the Plasma Etching Experiment)

Chap 11-5
The Analysis of Variance (Sec. 3-3, pg. 65)
In general, there will be a levels of the factor, or a treatments,
and n replicates of the experiment, run in random ordera
completely randomized design (CRD)
N = an total runs
We consider the fixed effects casethe random effects case will
be discussed later
Objective is to test hypotheses about the equality of the a
treatment means

Chap 11-6
Models for the Data
There are several ways to write a model for
the data:
is called the effects model
Let , then
is called the means model
Regression models can also be employed
ij i ij
i i
ij i ij
y
y
t c
t
c
= + +
= +
= +

Chap 11-7
The Analysis of Variance
The name analysis of variance stems from a
partitioning of the total variability in the response
variable into components that are consistent with a
model for the experiment
The basic single-factor ANOVA model is
2
1, 2,...,
,
1, 2,...,
an overall mean, treatment effect,
experimental error, (0, )
ij i ij
i
ij
i a
y
j n
ith
NID
t c
t
c o
=
= + +

=
= =
=

Chap 11-8
Total variability is measured by the total sum of
squares:

The basic ANOVA partitioning is:
2
..
1 1
( )
a n
T ij
i j
SS y y
= =
=
2 2
.. . .. .
1 1 1 1
2 2
. .. .
1 1 1
( ) [( ) ( )]
( ) ( )
a n a n
ij i ij i
i j i j
a a n
i ij i
i i j
T Treatments E
y y y y y y
n y y y y
SS SS SS
= = = =
= = =
= +
= +
= +


Chap 11-9
A large value of SS
Treatments
reflects large differences in
treatment means
A small value of SS
Treatments
likely indicates no differences in
treatment means
Formal statistical hypotheses are:

T Treatments E
SS SS SS = +
0 1 2
1
:
: At least one mean is different
a
H
H
= = =
Chap 11-10
While sums of squares cannot be directly compared to test
the hypothesis of equal means, mean squares can be
compared.
A mean square is a sum of squares divided by its degrees of
freedom:

If the treatment means are equal, the treatment and error
mean squares will be (theoretically) equal.
If treatment means differ, the treatment mean square will be
larger than the error mean square.
1 1 ( 1)
,
1 ( 1)
Total Treatments Error
Treatments E
Treatments E
df df df
an a a n
SS SS
MS MS
a a n
= +
= +
= =


Chap 11-11
The Analysis of Variance is
Summarized in a Table
Computingsee text, pp 70 73
The reference distribution for F
0
is the F
a-1, a(n-1)
distribution
Reject the null hypothesis (equal treatment means) if
0 , 1, ( 1) a a n
F F
o
>

Chap 11-12
Features of One-Way ANOVA
F Statistic
The F Statistic is the Ratio of the Among
Estimate of Variance and the Within Estimate
of Variance
The ratio must always be positive
df
1
= a -1 will typically be small
df
2
= N - c will typically be large
The Ratio Should Be Close to 1 if the Null is
True

Chap 11-13
Features of One-Way ANOVA
F Statistic
If the Null Hypothesis is False
The numerator should be greater than the
denominator
The ratio should be larger than 1
(continued)

Chap 11-14
The Reference Distribution:

Chap 11-15
Table 3.1 (p. 62)
Etch Rate Data (in /min) from the Plasma Etching Experiment)

Chap 11-16
Table 3.4 (p. 71)
ANOVA for the Plasma Etching Experiment

Chap 11-17
Table 3.5 (p. 72)
Coded Etch Rate Data for Example 3.2
Coding the observations
More about manual
calculation p.70-71
Chap 11-18
Graphical View of the Results
DESIGN-EXPERT Pl ot
Strength

X = A: Cotton Wei ght %
Desi gn Poi nts
A: Cotton Weight %
S
t
r
e
n
g
t
h
One Factor Plot
15 20 25 30 35
7
11.5
16
20.5
25
22
22
22 22
22 22
22

Chap 11-19
Model Adequacy Checking in the ANOVA
Text reference, Section 3-4, pg. 76
Checking assumptions is important
Normality
Constant variance
Independence
Have we fit the right model?
Later we will talk about what to do if some
of these assumptions are violated

Chap 11-20
Model Adequacy Checking in the ANOVA
Examination of residuals
(see text, Sec. 3-4, pg.
76)

Design-Expert generates
the residuals
Residual plots are very
useful
Normal probability plot
of residuals
.
ij ij ij
ij i
e y y
y y
=
=
DESIGN-EXPERT Pl ot
Strength
Residual
N
o
r
m
a
l

%

p
r
o
b
a
b
i
l
i
t
y
Normal plot of residuals
-3.8 -1.55 0.7 2.95 5.2
1
5
10
20
30
50
70
80
90
95
99

Chap 11-21
Table 3.6 (p. 76)
Etch Rate Data and Residuals from Example 3.1
a
.

Chap 11-22
Figure 3.4 (p. 77)
Normal probability plot of
residuals for Example 3-1.

Chap 11-23
Figure 3.5 (p. 78)
Plot of residuals versus run
order or time.

Chap 11-24
Figure 3.6 (p. 79)
Plot of residuals versus fitted
values.

Chap 11-25
Other Important Residual Plots DESIGN-EXPERT Pl ot
Strength
22
22
22
22
22
22
22
Predicted
R
e
s
i
d
u
a
l
s
Residuals vs. Predicted
-3.8
-1.55
0.7
2.95
5.2
9.80 12.75 15.70 18.65 21.60
DESIGN-EXPERT Pl ot
Strength
Run Number
R
e
s
i
d
u
a
l
s
Residuals vs. Run
-3.8
-1.55
0.7
2.95
5.2
1 4 7 10 13 16 19 22 25

Chap 11-26
Post-ANOVA Comparison of Means
The analysis of variance tests the hypothesis of equal treatment
means
Assume that residual analysis is satisfactory
If that hypothesis is rejected, we dont know which specific
means are different
Determining which specific means differ following an ANOVA is
called the multiple comparisons problem
There are lots of ways to do thissee text, Section 3-5, pg. 86
We will use pairwise t-tests on meanssometimes called Fishers
Least Significant Difference (or Fishers LSD) Method

Chap 11-27
Tukeys Test
H0: Mu_i = Mu_j ; H1: Mu_i <> Mu_j
T statistic
Whether
Where
f is the DF of MSE
a is the number of groups
n
MS
f a q T
E
) , (
o o
=
o
T y y
j i
>
. .

Chap 11-28
The Tukey-Kramer Procedure
Tells which Population Means are Significantly
Different
E.g.,
1
=
2
=
3
2 groups whose means
may be significantly
different

Post Hoc (A Posteriori) Procedure
Done after rejection of equal means in ANOVA
Pairwise Comparisons
Compare absolute mean differences with critical
range
X
f(X)

1
=

2

3

Chap 11-29
The Tukey-Kramer Procedure:
Example
1. Compute absolute mean
differences:
Machine1 Machine2 Machine3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
1 2
1 3
2 3
24.93 22.61 2.32
24.93 20.59 4.34
22.61 20.59 2.02
X X
X X
X X
= =
= =
= =
2. Compute critical range:

3. All of the absolute mean differences are greater than the
critical range. There is a significant difference between
each pair of means at the 5% level of significance.
( , )
'
1 1
Critical Range 1.618
2
U c n c
j j
MSW
Q
n n
| |
= + =
|
|
\ .

Chap 11-30
Fishers LSD
H0: Mu_i = Mu_j
Least Significant Difference
Whether
Where
E
j i
a N
MS
n n
t LSD )
1 1
(
, 2 /
+ =
o
n
MS
t LSD
E
a N
2
, 2 /
=
o
LSD y y
j i
>
. .

Chap 11-31
Design-Expert Output
Treatment Means (Adjusted, If Necessary)
Estimated Standard
Mean Error
1-15 9.80 1.27
2-20 15.40 1.27
3-25 17.60 1.27
4-30 21.60 1.27
5-35 10.80 1.27

Mean Standard t for H0
Treatment Difference DF Error Coeff=0 Prob > |t|
1 vs 2 -5.60 1 1.80 -3.12 0.0054
1 vs 3 -7.80 1 1.80 -4.34 0.0003
1 vs 4 -11.80 1 1.80 -6.57 < 0.0001
1 vs 5 -1.00 1 1.80 -0.56 0.5838
2 vs 3 -2.20 1 1.80 -1.23 0.2347
2 vs 4 -6.20 1 1.80 -3.45 0.0025
2 vs 5 4.60 1 1.80 2.56 0.0186
3 vs 4 -4.00 1 1.80 -2.23 0.0375
3 vs 5 6.80 1 1.80 3.79 0.0012
4 vs 5 10.80 1 1.80 6.01 < 0.0001


Chap 11-32
Figure 3.12 (p. 99)
Design-Expert computer output for
Example 3-1.

Chap 11-33
Figure 3.13 (p. 100)
Minitab computer output for
Example 3-1.

Chap 11-34


Chap 11-35
Graphical Comparison of Means
Text, pg. 89

Chap 11-36
For the Case of Quantitative Factors, a
Regression Model is often Useful
Response:Strength
ANOVA for Response Surface Cubic Model
Analysis of variance table [Partial sum of squares]
Sum of Mean F
Source Squares DF Square Value Prob > F
Model 441.81 3 147.27 15.85 < 0.0001
A 90.84 1 90.84 9.78 0.0051
A2 343.21 1 343.21 36.93 < 0.0001
A3 64.98 1 64.98 6.99 0.0152
Residual 195.15 21 9.29
Lack of Fit 33.95 1 33.95 4.21 0.0535
Pure Error 161.20 20 8.06
Cor Total 636.96 24

Coefficient Standard 95% CI 95% CI
Factor Estimate DF Error Low High VIF
Intercept 19.47 1 0.95 17.49 21.44
A-Cotton % 8.10 1 2.59 2.71 13.49 9.03
A2 -8.86 1 1.46 -11.89 -5.83 1.00
A3 -7.60 1 2.87 -13.58 -1.62 9.03
Chap 11-37
The Regression Model
Final Equation in Terms
of Actual Factors:

Strength = +62.61143
-9.01143* Cotton Weight
% +0.48143 * Cotton
Weight %^2 -7.60000E-
003 * Cotton Weight %^3

This is an empirical model
of the experimental results
DESIGN-EXPERT Pl ot
Strength
X = A: Cotton Wei ght %
Desi gn Poi nts
15.00 20.00 25.00 30.00 35.00
7
11.5
16
20.5
25
A: Cotton Weight %
S
t
r
e
n
g
t
h
One Factor Plot
22
22
22 22
22 22
22

Chap 11-38
Figure 3.7 (p. 83)
Plot of residuals versus
ij
for Example 3-5.

Chap 11-39
Table 3.9 (p. 83)
Variance-Stabilizing Transformations

Chap 11-40
Figure 3.8 (p. 84)
Plot of log S
i
versus log
for the peak discharge data
from Example 3.5.
.
i
y

Chap 11-41
Figure 3.12 (p. 99)
Design-Expert computer output for
Example 3-1.

Chap 11-42
Figure 3.13 (p. 100)
Minitab computer output for
Example 3-1.

Chap 11-43
Display on page 103 y

Chap 11-44
Example 3-1 p70
EX3-1 p112

Chap 11-45


Chap 11-46
One-Way ANOVA F Test
Example
As production manager, you
want to see if 3 filling
machines have different mean
filling times. You assign 15
similarly trained &
experienced workers, 5 per
machine, to the machines. At
the .05 significance level, is
there a difference in mean
filling times?
Machine1 Machine2
Machine3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40

Chap 11-47
One-Way ANOVA Example:
Scatter Diagram
27
26
25
24
23
22
21
20
19

Machine1 Machine2
Machine3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
1 2
3
24.93 22.61
20.59 22.71
X X
X X
= =
= =
1
X
2
X
3
X
X

Chap 11-48
One-Way ANOVA Example
Computations
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
( ) ( ) ( )
2 2 2
5 24.93 22.71 22.61 22.71 20.59 22.71
47.164
4.2592 3.112 3.682 11.0532
/( -1) 47.16/ 2 23.5820
/( - ) 11.0532/12 .9211
SSA
SSW
MSA SSA c
MSW SSW n c
(
= + +

=
= + + =
= = =
= = =
1
2
3
24.93
22.61
20.59
22.71
X
X
X
X
=
=
=
=
5
3
15
j
n
c
n
=
=
=

Chap 11-49
Summary Table
Source of
Variation
Degrees
of
Freedom
Sum of
Squares
Mean
Squares
(Variance)
F
Statistic
Among
(Factor)
3-1=2 47.1640 23.5820
MSA/MSW
=25.60
Within
(Error)
15-3=12 11.0532 .9211
Total 15-1=14 58.2172

Chap 11-50
One-Way ANOVA Example
Solution
F 0 3.89
H
0
:
1
=
2
=
3

H
1
: Not All Equal
o = .05
df
1
= 2 df
2
= 12

Critical Value(s):
Test Statistic:

Decision:

Conclusion:

Reject at o = 0.05.
There is evidence that at
least one
i
differs from
the rest.
o = 0.05
F
MSA
MSW
= =
=
23 5820
9211
25 6
.
.
.

Chap 11-51
Solution in Excel
Use Tools | Data Analysis | ANOVA: Single
Factor
Excel Worksheet that Performs the One-Factor
ANOVA of the Example

Chap 11-52
Tells which Population Means are Significantly
Different
E.g.,
1
=
2
=
3
2 groups whose means
may be significantly
different

Post Hoc (A Posteriori) Procedure
Done after rejection of equal means in ANOVA
Pairwise Comparisons
Compare absolute mean differences with critical
range
X
f(X)

1
=

2

3

Chap 11-53
Example
differences:
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
1 2
1 3
2 3
24.93 22.61 2.32
24.93 20.59 4.34
22.61 20.59 2.02
X X
X X
X X
= =
= =
= =

3. All of the absolute mean differences are greater than the
critical range. There is a significant difference between
each pair of means at the 5% level of significance.
( , )
'
1 1
Critical Range 1.618
2
U c n c
j j
MSW
Q
n n
| |
= + =
|
|
\ .

Chap 11-54
Solution in PHStat
Use PHStat | c-Sample Tests | Tukey-Kramer
Procedure
Excel Worksheet that Performs the Tukey-
Kramer Procedure for the Previous Example

Chap 11-55
Levenes Test for
Homogeneity of Variance
The Null Hypothesis

The c population variances are all equal
The Alternative Hypothesis

Not all the c population variances are equal
2 2 2
0 1 2
:
c
H o o o = = =
2
1
: Not all are equal ( 1, 2, , )
j
H j c o =

Chap 11-56
Levenes Test for Homogeneity
of Variance: Procedure
1. For each observation in each group, obtain
the absolute value of the difference between
each observation and the median of the
group.
2. Perform a one-way analysis of variance on
these absolute differences.

Chap 11-57
Levenes Test for Homogeneity
of Variances: Example
machines have different
variance in filling times. You
assign 15 similarly trained &
experienced workers, 5 per
machine, to the machines. At
there a difference in the
variance in filling times?
Machine1 Machine2
Machine3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40

Chap 11-58
Levenes Test:
Absolute Difference from the Median
Machine1 Machine2 Machine3 Machine1 Machine2 Machine3
25.4 23.4 20 0.3 0.65 0.4
26.31 21.8 22.2 1.21 0.95 1.8
24.1 23.5 19.75 1 0.75 0.65
23.74 22.75 20.6 1.36 0 0.2
25.1 21.6 20.4 0 1.15 0
median 25.1 22.75 20.4
abs(Time - median(Time)) Time

Chap 11-59
Summary Table
SUMMARY
Groups Count Sum Average Variance
Machine1 5 3.87 0.774 0.35208
Machine2 5 3.5 0.7 0.19
Machine3 5 3.05 0.61 0.5005
ANOVA
Source of Variation SS df MS F P-value F crit
Between Groups 0.067453 2 0.033727 0.097048 0.908218 3.88529
Within Groups 4.17032 12 0.347527
Total 4.237773 14

Chap 11-60
Levenes Test Example:
Solution
F 0 3.89
H
0
:
H
1
: Not All Equal
o = .05
df
1
= 2 df
2
= 12

Critical Value(s):
Test Statistic:

Decision:

Conclusion:

Do not reject at o = 0.05.
There is no evidence that
at least one differs
from the rest.
o = 0.05
2 2 2
1 2 3
o o o = =
0.0337
0.0970
0.3475
MSA
F
MSW
= = =
2
j
o

Chap 11-61
Randomized Blocked Design
Items are Divided into Blocks
Individual items in different samples are matched,
or repeated measurements are taken
Reduced within group variation (i.e., remove the
effect of block before testing)
Response of Each Treatment Group is
Obtained
Assumptions
Same as completely randomized design
No interaction effect between treatments and
blocks

Chap 11-62
Randomized Blocked Design
(Example)

Factor (Training Method)
Factor Levels
(Groups)
Blocked
Experiment
Units
Dependent
Variable
(Response)
21 hrs 17 hrs 31 hrs

Chap 11-63
Randomized Block Design
(Partition of Total Variation)
Variation Due
to Group
SSA
Variation
Among
Blocks
SSBL
Variation
Among All
Observations
SST
Commonly referred to as:
Sum of Squares Error
Sum of Squares
Unexplained
Sum of Squares Among
Among Groups Variation
=
+
+
Variation Due
to Random
Sampling
SSW
Sum of Squares Among
Block

Chap 11-64
Total Variation
( )
( )
2
1
the number of blocks
the number of groups or levels
the total number of observations
the value in the -th block for the -th treatment level
the mean of all val
c r
ij
j i
ij
i
SST X X
r
c
n n rc
X i j
X
= =
-
=
=
=
= =
=
=
ues in block
the mean of all values for treatment level
1
j
i
X j
df n
-
=
=

Chap 11-65
Among-Group Variation
( )
2
1
1
(treatment group means)
1
1
c
j
j
r
ij
i
j
SSA r X X
X
X
r
df c
SSA
MSA
c
-
=
=
-
=
=
=
=

Chap 11-66
Among-Block Variation
( )
2
1
1
(block means)
1
1
r
i
i
c
ij
j
i
SSBL c X X
X
X
c
df r
SSBL
MSBL
r
-
=
=
-
=
=
=
=

Chap 11-67
Random Error
( )
( )( )
( )( )
2
1 1
1 1
1 1
c r
ij i j
j i
SSE X X X X
df r c
SSE
MSE
r c
- -
= =
= +
=
=


Chap 11-68
Randomized Block F Test for
Differences in c Means

No treatment effect

Test Statistic

Degrees of Freedom

0 1 2
:
c
H
- - -
= = --- =
1
: Not all are equal
j
H
-
MSA
F
MSE
=
1
1 df c =
( )( )
2
1 1 df r c =
0
o
U
F
F
Reject

Chap 11-69
Summary Table
Source of
Variation
Degrees of
Freedom
Sum of
Squares
Mean
Squares
F
Statistic
Among
Group
c 1 SSA
MSA =
SSA/(c 1)
MSA/
MSE
Among
Block
r 1 SSBL
MSBL =
SSBL/(r 1)
MSBL/
MSE
Error
(r 1) -(c 1) SSE
MSE =
SSE/[(r 1)-(c 1)]
Total
rc 1 SST

Chap 11-70
Randomized Block Design:
Example
want to see if 3 filling machines
have different mean filling
times. You assign 15 workers
with varied experience into 5
groups of 3 based on similarity
of their experience, and
assigned each group of 3
workers with similar experience
to the machines. At the .05
significance level, is there a
difference in mean filling
times?
Machine1 Machine2
Machine3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40

Chap 11-71
Example Computation
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
( ) ( ) ( )
( )
2 2 2
5 24.93 22.71 22.61 22.71 20.59 22.71
47.164
8.4025
/( -1) 47.16/ 2 23.5820
/ ( -1) 1 8.4025/ 8 1.0503
SSA
SSE
MSA SSA c
MSE SSE r c
(
= + +

=
=
= = =
= = = (

1
2
3
24.93
22.61
20.59
22.71
X
X
X
X
-
-
-
=
=
=
=
5
3
15
r
c
n
=
=
=

Chap 11-72
Example: Summary Table
Source of
Variation
Degrees of
Freedom
Sum of
Squares
Mean
Squares
F
Statistic
Among
Group
2
SSA=
47.164
MSA =
23.582
23.582/1.0503
=22.452
Among
Block
4
SSBL=
2.6507
MSBL =
.6627
.6627/1.0503
=.6039
Error
8
SSE=
8.4025
MSE =
1.0503
Total
14
SST=
58.2172

Chap 11-73
Example: Solution
F 0 4.46
H
0
:
1
=
2
=
3

H
1
: Not All Equal
o = .05
df
1
= 2 df
2
= 8

Critical Value(s):
Test Statistic:

Decision:

Conclusion:

Reject at o = 0.05.
There is evidence that at
least one
i
differs from
the rest.
o = 0.05
F
MSA
MSE
= =
=
23 582
1.0503
22.45
.

Chap 11-74
in Excel
Tools | Data Analysis | ANOVA: Two Factor
Without Replication
Example Solution in Excel Spreadsheet

Chap 11-75
Similar to the Tukey-Kramer Procedure for the
Completely Randomized Design Case
Critical Range

( )( ) ( , 1 1 )
Critical Range
U c r c
MSE
Q
r

=

Chap 11-76
Example
differences:
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
1 2
1 3
2 3
24.93 22.61 2.32
24.93 20.59 4.34
22.61 20.59 2.02
X X
X X
X X
- -
- -
- -
= =
= =
= =

3. All of the absolute mean differences are greater. There
is a significance difference between each pair of means at
5% level of significance.
( )( ) ( , 1 1 )
1.0503
Critical Range 4.04 1.8516
5
U c r c
MSE
Q
r

= = =

Chap 11-77
in PHStat
PHStat | c-Sample Tests | Tukey-Kramer
Procedure
Example in Excel Spreadsheet

Chap 11-78
Two-Way ANOVA
Examines the Effect of:
Two factors on the dependent variable
E.g., Percent carbonation and line speed on soft
drink bottling process
Interaction between the different levels of these
two factors
E.g., Does the effect of one particular percentage of
carbonation depend on which level the line speed is
set?

Chap 11-79
Two-Way ANOVA
Assumptions
Normality
Populations are normally distributed
Homogeneity of Variance
Populations have equal variances
Independence of Errors
Independent random samples are drawn
(continued)

Chap 11-80
SSE
Two-Way ANOVA
Total Variation Partitioning
Variation Due to
Factor A
Variation Due to
Random Sampling
Variation Due to
Interaction
SSA
SSAB
SST
Variation Due to
Factor B
SSB
Total Variation
d.f.= n-1
d.f.= r-1
=
+
+
d.f.= c-1
+

d.f.= (r-1)(c-1)
d.f.= rc(n-1)

Chap 11-81
Two-Way ANOVA
Total Variation Partitioning
'
the number of levels of factor A
the number of levels of factor B
the number of values (replications) for each cell
the total number of observations in the experiment
the value of the -th o
ijk
r
c
n
n
X k
=
=
=
=
= bservation for level of
factor A and level of factor B
i
j

Chap 11-82
Total Variation
( )
' '
'
2
1 1 1
1 1 1 1 1 1
'
Sum of Squares Total
= total variation among all
observations around the grand mean
the overall or grand mean
r c n
ijk
i j k
r c n r c n
ijk ijk
i j k i j k
SST X X
X X
X
rcn n
= = =
= = = = = =
=
= =
=


Chap 11-83
Factor A Variation
( )
2
'
1
r
i
i
SSA cn X X
--
=
=
Sum of Squares Due to Factor A

= the difference among the various
levels of factor A and the grand
mean

Chap 11-84
Factor B Variation
( )
2
'
1
c
j
j
SSB rn X X
- -
=
=
Sum of Squares Due to Factor B

= the difference among the various
levels of factor B and the grand mean

Chap 11-85
Interaction Variation
( )
2
'
1 1
r c
ij i j
i j
SSAB n X X X X
- -- - -
= =
= +
Sum of Squares Due to Interaction between A and B

= the effect of the combinations of factor A and
factor B

Chap 11-86
Random Error
Sum of Squares Error
= the differences among the observations within
each cell and the corresponding cell means
( )
'
2
1 1 1
r c n
ij
ijk
i j k
SSE X X
-
= = =
=

Chap 11-87
Two-Way ANOVA:
The F Test Statistic
F Test for Factor B Main Effect
F Test for Interaction Effect
H
0
:
1 .
=
2 .
= =
r .
H
1
: Not all
i .
are equal
H
0
: AB
ij
= 0 (for all i and j)

H
1
: AB
ij
= 0
H
0
:
.

1
=
. 2
= =
. c
H
1
: Not all
. j
are equal
Reject if
F > F
U
Reject if
F > F
U
Reject if
F > F
U

1
MSA SSA
F MSA
MSE r
= =
F Test for Factor A Main Effect

1
MSB SSB
F MSB
MSE c
= =
( )( )

1 1
MSAB SSAB
F MSAB
MSE r c
= =


Chap 11-88
Two-Way ANOVA
Summary Table
Source of
Variation
Degrees of
Freedom
Sum of
Squares
Mean
Squares
F
Statistic
Factor A
(Row)
r 1 SSA
MSA =
SSA/(r 1)
MSA/
MSE
Factor B
(Column)
c 1 SSB
MSB =
SSB/(c 1)
MSB/
MSE
AB
(Interaction)
(r 1)(c 1) SSAB
MSAB =
SSAB/ [(r 1)(c 1)]
MSAB/
MSE
Error r-c -(n
1) SSE
MSE =
SSE/[r-c -(n
1)]
Total r-c -n
1 SST

Chap 11-89
Features of Two-Way ANOVA
F Test
Degrees of Freedom Always Add Up
rcn-1=rc(n-1)+(c-1)+(r-1)+(c-1)(r-1)
Total=Error+Column+Row+Interaction
The Denominator of the F Test is Always the
Same but the Numerator is Different
The Sums of Squares Always Add Up
Total=Error+Column+Row+Interaction

Chap 11-90
Kruskal-Wallis Rank Test
for c Medians
Extension of Wilcoxon Rank Sum Test
Tests the equality of more than 2 (c)
population medians
Distribution-Free Test Procedure
Used to Analyze Completely Randomized
Experimental Designs
Use _
2
Distribution to Approximate if Each
Sample Group Size n
j
> 5
df = c 1

Chap 11-91
Assumptions
Independent random samples are drawn
Continuous dependent variable
Data may be ranked both within and among
samples
Populations have same variability
Populations have same shape
Robust with Regard to Last 2 Conditions
Use F test in completely randomized designs and
when the more stringent assumptions hold

Chap 11-92
Procedure
Obtain Ranks
In event of tie, each of the tied values gets their
average rank
Add the Ranks for Data from Each of the c
Groups
Square to obtain T
j
2
2
1
12
3( 1)
( 1)
c
j
j
j
T
H n
n n n
=
(
= +
(
+
(

1 2 c
n n n n = + + +

Chap 11-93
Procedure
Compute Test Statistic

# of observation in j th sample
H may be approximated by chi-square distribution
with df = c 1 when each n
j
>5
(continued)
2
1
12
3( 1)
( 1)
c
j
j
j
T
H n
n n n
=
(
= +
(
+
(

1 2 c
n n n n = + + +
j
n =

Chap 11-94
Procedure
Critical Value for a Given o
Upper tail
Decision Rule
Reject H
0
: M
1
= M
2
= = M
c
if test statistic
H >
Otherwise, do not reject H
0

(continued)
2
_
U
2
_
U

Chap 11-95
Machine1 Machine2
Machine3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Kruskal-Wallis Rank Test:
Example
want to see if 3 filling machines
have different median filling
times. You assign 15 similarly
trained & experienced workers,
5 per machine, to the
machines. At the .05
significance level, is there a
difference in median filling
times?

Chap 11-96
Machine1 Machine2
Machine3
14 9 2
15 6 7
12 10 1
11 8 4
13 5 3
Example Solution: Step 1
Obtaining a Ranking
Raw Data Ranks
65 38 17
Machine1 Machine2
Machine3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40

Chap 11-97
Example Solution: Step 2
Test Statistic Computation
2
12
3( 1)
( 1)
1
2 2 2
12 65 38 17
3(15 1)
15(15 1) 5 5 5
11.58
T
c
j
H n
n n n
j
j
(
(
= +
(
+
=
(

(
| |
( |
= + + +
|
+
(
\ .

=

Chap 11-98
Kruskal-Wallis Test Example
Solution
H0: M
1
= M
2
= M
3

H1: Not all equal
o = .05
df = c - 1 = 3 - 1 = 2
Critical Value(s):
Reject at
Test Statistic:
Decision:
Conclusion:
There is evidence that
population medians are
not all equal.
o = .05
o = .05.
H = 11.58
0
5.991

Chap 11-99
Kruskal-Wallis Test in PHStat
PHStat | c-Sample Tests | Kruskal-Wallis Rank
Sum Test
Example Solution in Excel Spreadsheet

Chap 11-100
Friedman Rank Test for
Differences in c Medians
Tests the equality of more than 2 (c)
population medians
Distribution-Free Test Procedure
Used to Analyze Randomized Block
Experimental Designs
Use _
2
Distribution to Approximate if the
Number of Blocks r > 5
df = c 1


Chap 11-101
Friedman Rank Test
Assumptions
The r blocks are independent
The random variable is continuous
The data constitute at least an ordinal scale of
measurement
No interaction between the r blocks and the c
treatment levels
The c populations have the same variability
The c populations have the same shape

Chap 11-102
Friedman Rank Test:
Procedure
Replace the c observations by their ranks in
each of the r blocks; assign average rank
for ties
Test statistic:

R
.j
2
is the square of the rank total for group j
F
R
can be approximated by a chi-square
distribution with (c 1) degrees of freedom
The rejection region is in the right tail
( )
( )
2
1
12
3 1
1
c
R j
j
F R r c
rc c

=
= +
+


Chap 11-103
Friedman Rank Test: Example
machines have different
median filling times. You
assign 15 workers with varied
experience into 5 groups of 3
based on similarity of their
experience, and assigned each
group of 3 workers with similar
experience to the machines. At
there a difference in median
filling times?
Machine1 Machine2
Machine3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40

Chap 11-104
Timing Rank
Machine 1 Machine 2 Machine 3 Machine 1 Machine 2 Machine 3
25.4 23.4 20 3 2 1
26.31 21.8 22.2 3 1 2
24.1 23.5 19.75 3 2 1
23.74 22.75 20.6 3 2 1
25.1 21.6 20.4 3 2 1
15 9 6
225 81 36
Friedman Rank Test:
Computation Table
2
. j
R
. j
R
( )
( )
( ) ( ) ( )
( ) ( ) ( )
2
1
12
3 1
1
12
342 3 5 4 8.4
5 3 4
c
R j
j
F R r c
rc c

=
= +
+
= =

Chap 11-105
Friedman Rank Test Example
Solution
H0: M
1
= M
2
= M
3

H1: Not all equal
o = .05
df = c - 1 = 3 - 1 = 2
Critical Value:
Reject at
Test Statistic:
Decision:
Conclusion:
There is evidence that
population medians are
not all equal.
o = .05
o = .05
F
R
= 8.4
0
5.991

Chap 11-106
Chapter Summary
Described the Completely Randomized
Design: One-Way Analysis of Variance
ANOVA Assumptions
F Test for Difference in c Means
Levenes Test for Homogeneity of Variance
Discussed the Randomized Block Design
F Test for the Difference in c Means
The Tukey Procedure

Chap 11-107
Chapter Summary
Described the Factorial Design: Two-Way
Analysis of Variance
Examine effects of factors and interaction
Discussed Kruskal-Wallis Rank Test for
Differences in c Medians
Illustrated Friedman Rank Test for Differences
in c Medians

(continued)

Post-ANOVA Comparison of Means

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Post-ANOVA Comparison of Means

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Sum of Squares Due to Factor A

Sum of Squares Due to Factor B

Sum of Squares Due to Interaction between A and B

2003 Prentice-Hall, Inc.

F Test for Factor A Main Effect

2003 Prentice-Hall, Inc.

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