One-Way ANOVA Calculations: In-Class Exercise
Psychology 311
Spring, 2013
1. You are planning an experiment that will involve 4 equally sized groups,
including 3 experimental groups and a control. Each group will contain n
observations. Your expectation is that each of the 3 experimental treat-
ments will have approximately the same effect, and that this effect will
be small — roughly one-third a standard deviation improved performance
over the control.
(a) Calculate the 4 effects αj = µj − µ. Note that you will only be able
to express them in standard deviation units. (Hint. At first this
may seem impossible, but recall that if the effects must sum to zero,
the knowledge that 3 group means all differ from the control by σ/3
allows you to define the 4th effect so that the 4 effects sum to zero.)
(b) Once you have the αj values, you should immediately be able to
specify the standardized effect values αj∗ = αj /σ. What are they?
(c) Suppose that n = 10 per group. Recall from lecture that the F
statistic for testing the null hypothesis of equal group means has a
general distribution that is noncentral F with a − 1 and a(n − 1)
degrees of freedom and a noncentrality parameter λ given by
a
X
λ=n αj∗2
j=1
What is the value of λ in this case?
(d) If the F test is to be conducted with α = 0.05, what is the critical
value (i.e., rejection point)? When calculating the rejection point H0
is true and λ = 0.
(e) What is the power of the test with the proposed value of n = 10?
Use R to perform the calculation, then verify it with Gpower 3.
(f) How large an n would you need to obtain a power of .90?
1
2. Suppose that you run the above experiment, and obtain the data shown
below.
Control Exp1 Exp2 Exp3
1 118 107 133 134
2 121 165 154 176
3 97 121 91 171
4 86 126 63 159
5 118 87 62 118
6 45 135 164 125
7 119 83 96 100
8 92 100 129 60
9 91 144 128 163
10 72 119 105 111
(a) Perform a 1-way ANOVA on the data.
(b) Given the result, compute a 95% confidence interval on the non-
centrality parameter λ. Hint. You can use the MBESS routine
[Link] or my noncentral distribution calculator NDC.
(c) Cohen’s f can be written as
sP
a 2
j=1 (αj /σ)
f=
a
Examine the formula for λ, and note that f can be written as a
monotonic, strictly increasing function of λ. Derive a formula for
converting λ to f , and use it to compute a 95% confidence interval
on f .
2
Key to One-Way ANOVA Calculations: In-Class Exercise
Psychology 311
Spring, 2013
1. You are planning an experiment that will involve 4 equally sized groups,
including 3 experimental groups and a control. Each group will contain n
observations. Your expectation is that each of the 3 experimental treat-
ments will have approximately the same effect, and that this effect will
be small — roughly one-third a standard deviation improved performance
over the control.
(a) Calculate the 4 effects αj = µj − µ. Note that you will only be able
to express them in standard deviation units. (Hint. At first this
may seem impossible, but recall that if the effects must sum to zero,
the knowledge that 3 group means all differ from the control by σ/3
allows you to define the 4th effect so that the 4 effects sum to zero.)
Answer. The group means can be written in terms of their relation-
ship to each other as 0, σ/3, σ/3, σ/3. To express them as effects αj ,
you have to transform them by subtracting a constant so that their
mean is zero. Since the current mean is σ/4, we need to subtract σ/4
from each one. The effects then become −σ/4, σ/12, σ/12, σ/12.
(b) Once you have the αj values, you should immediately be able to
specify the standardized effect values αj∗ = αj /σ. What are they?
Answer. We simply divide them all by σ, obtaining −1/4, 1/12, 1/12, 1/12.
(c) Suppose that n = 10 per group. Recall from lecture that the F
statistic for testing the null hypothesis of equal group means has a
general distribution that is noncentral F with a − 1 and a(n − 1)
degrees of freedom and a noncentrality parameter λ given by
a
X a
X
λ=n (αj /σ)2 = n αj∗2
j=1 j=1
What is the value of λ in this case?
Answer. The value of λ is
10(1/16 + 1/144 + 1/144 + 1/144) = 10(12/144) = 5/6 = 0.8333
(d) If the F test is to be conducted with α = 0.05, what is the critical
value (i.e., rejection point)? When calculating the rejection point H0
is true and λ = 0.
Answer. The F statistic has 3 and 36 degrees of freedom, and the
critical value is
1
> [Link] <- qf(.95,3,36)
> [Link]
[1] 2.866266
(e) What is the power of the test with the proposed value of n = 10?
Use R to perform the calculation, then verify it with Gpower 3.
Answer. Power is the area to the right of the rejection point we de-
termined above in a noncentral F distribution with 3 and 36 degrees
of freedom and λ = 0.8333.
> lambda <- 5/6
> Power <- 1 - pf([Link],3,36,lambda)
> Power
[1] 0.09797938
Power is a pathetic 0.098. We can duplicate those calculations in
Gpower 3 as shown in the following screen. Note how we open a side
menu. To keep things simple, I defined σ as 3 and chose the means
to be 0,1,1,1 yielding the same standardized effects as we calculated
above.
(f) How large an n would you need to obtain a power of .90?
Answer. A total sample size of 688 for the 4 groups, or an n of 172
per group, is required.
2
3
2. Suppose that you run the above experiment, and obtain the data shown
below.
Control Exp1 Exp2 Exp3
1 118 107 133 134
2 121 165 154 176
3 97 121 91 171
4 86 126 63 159
5 118 87 62 118
6 45 135 164 125
7 119 83 96 100
8 92 100 129 60
9 91 144 128 163
10 72 119 105 111
(a) Perform a 1-way ANOVA on the data.
Answer. Typing in the data yields a data frame with 40 rows and 2
columns. The first and last few lines are shown below with the head
and tail commands.
> head(data)
Y Group
1 118 Control
2 121 Control
3 97 Control
4 86 Control
5 118 Control
6 45 Control
> tail(data)
Y Group
35 118 Exp3
36 125 Exp3
37 100 Exp3
38 60 Exp3
39 163 Exp3
40 111 Exp3
To analyze the data, one standard ANOVA approach is as follows.
> results <- anova(lm(Y ~ factor(Group)))
> xtable(results)
Note that, in the above code, I use the function xtable to produce
typeset tables within LATEX. The standard R output shown below
would be produced simply by typing results.
4
Df Sum Sq Mean Sq F value Pr(>F)
factor(Group) 3 6632.80 2210.93 2.31 0.0927
Residuals 36 34457.60 957.16
> results
Analysis of Variance Table
Response: Y
Df Sum Sq Mean Sq F value Pr(>F)
factor(Group) 3 6633 2210.93 2.3099 0.09274 .
Residuals 36 34458 957.16
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
(b) Given the result, compute a 95% confidence interval on the non-
centrality parameter λ. Hint. You can use the MBESS routine
[Link] or my noncentral distribution calculator NDC.
Answer. Here is MBESS output
> library(MBESS)
> [Link] <- [Link]([Link] = 2.3099, df.1 = 3, df.2 = 36 )
> [Link]
$[Link]
[1] NA
$[Link]
[1] NA
$[Link]
[1] 19.17194
$[Link]
[1] 0.025
Note that it returns a missing value code NA for the lower value. Since
the lower limit cannot be lower than zero, I chose in my routine to
return a value of zero.
Here is the NDC screen.
5
(c) Cohen’s f can be written as
sP
a 2
j=1 (αj /σ)
f=
a
Examine the formula for λ, and note that f can be written as a
monotonic, strictly increasing function of λ. Derive a formula for
converting λ to f , and use it to compute a 95% confidence interval
on f .
Answer. We can write r
λ
f=
na
> n <- 10; a <- 4
> upper <- sqrt([Link]$[Link]/(n*a))
> upper
[1] 0.6923138
So our confidence interval for f has limits of 0 and 0.6923.