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One-Way ANOVA F-Test Overview

Chapter Three discusses One-Way Analysis of Variance (ANOVA), which tests the equality of means across two or more populations using one nominal independent variable and one continuous dependent variable. It outlines the assumptions, hypotheses, and the partitioning of total variation into treatment and random sampling variations, along with the calculation of the F-statistic and ANOVA table. The chapter also covers the importance of multiple comparisons to identify specific differences between group means after establishing an overall effect with ANOVA.
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0% found this document useful (0 votes)
15 views34 pages

One-Way ANOVA F-Test Overview

Chapter Three discusses One-Way Analysis of Variance (ANOVA), which tests the equality of means across two or more populations using one nominal independent variable and one continuous dependent variable. It outlines the assumptions, hypotheses, and the partitioning of total variation into treatment and random sampling variations, along with the calculation of the F-statistic and ANOVA table. The chapter also covers the importance of multiple comparisons to identify specific differences between group means after establishing an overall effect with ANOVA.
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Chapter Three

One-Way Analysis of Variance


(ANOVA)

Name: Huruy Assefa


E-mail: huruyame@[Link]
Mob.: 0914-728565
Office:B1-303

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One-Way ANOVA F-Test
1. Tests the Equality of 2 or More Population
Means

2. Variables
– One Nominal Independent Variable
– One Continuous Dependent Variable

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Assumptions
1. Randomness & Independence of Errors

2. Normality
– Populations (for each condition) are Normally
Distributed

3. Homogeneity of Variance
– Populations (for each condition) have Equal
Variances

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One-Way ANOVA F-Test Hypotheses

• H0: 1 = 2 = 3 = ... = p
– All Population Means are Equal
– No Treatment Effect

• Ha: Not All j Are Equal


– At Least 1 Pop. Mean is Different
– Treatment Effect
– NOT 1  2  ...  p
Basic Idea
1. Compares 2 Types of Variation to Test
Equality of Means

2. If Treatment Variation Is Significantly Greater Than


Random Variation then Means Are Not Equal

[Link] Measures Are Obtained by ‘Partitioning’ Total


Variation

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One-Way ANOVA
Partitions Total Variation
One-Way ANOVA
Partitions Total Variation

Total variation
One-Way ANOVA
Partitions Total Variation

Total variation

Variation due to
treatment
One-Way ANOVA
Partitions Total Variation

Total variation

Variation due to Variation due to


treatment random sampling
One-Way ANOVA
Partitions Total Variation

Total variation

Variation due to Variation due to


treatment random sampling

Sum of Squares Among


Sum of Squares Between
Sum of Squares Treatment
Among Groups Variation
One-Way ANOVA
Partitions Total Variation

Total variation

Variation due to Variation due to


treatment random sampling
Sum of Squares Among
Sum of Squares Between Sum of Squares Within
Sum of Squares Treatment Sum of Squares Error (SSE)
(SST)
 Within Groups Variation
 Among Groups Variation
Cont.
• Total Variation

SS Total   Y11  Y   Y21  Y     Yij  Y 


2 2 2

• Treatment Variation

SST  n1 Y1  Y   n2 Y2  Y     n p Yp  Y 


2 2 2

• Random (Error) Variation

SSE  Y11  Y1   Y21  Y2     Ypj  Yp 


2 2 2

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Test Statistic
1. Test Statistic
SST /  p  1
F = MST / MSE 
SSE / n  p 
• MST Is Mean Square for Treatment
• MSE Is Mean Square for Error

2. Degrees of Freedom

 p -1 = Degree of freedom for Treatment


 n – p= Degree of freedom for Error
• p = # Populations, Groups, or Levels
• n = Total Sample Size

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One-Way ANOVA
Summary Table

Source of Degrees Sum of Mean F


Variation of Squares Square
Freedom (Variance)
Treatment p-1 SST MST = MST
SST/(p - 1) MSE
Error n-p SSE MSE =
SSE/(n - p)
Total n-1 SS(Total) =
SST+SSE
One-Way ANOVA F-Test Critical Value

Reject H 0

Do Not 
Reject H 0

0 F
Fa ( p 1, n p )
Always One-Tail!
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HOW TO CALCULATE ANOVA’S BY HAND…

Treatment 1 Treatment 2 Treatment 3 Treatment 4


y11 y21 y31 y41
y12 y22 y32 y42
y13 y23 y33 y43
y14 y24 y34 y44 n=10 obs./group
y15 y25 y35 y45
y16 y26 y36 y46 k=4 groups
y17 y27 y37 y47
y18 y28 y38 y48
y19 y29 y39 y49
y110 y210 y310 y410

10


10 10 10
y1 j
y 2j  y3 j y 4j The group means
j 1 j 1
y1  y 2 
j 1
y 3 
j 1 y 4 
10 10 10 10

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Sum of Squares Within (SSW)
10

(y
10 10

(y (y
10
 y 2 )
(y
2
 y1 ) 2 2j  y 3 ) 2
 y 4 ) 2
The (within)
1j 3j 4j
j 1 j 1 j 1 j 1
group variances
10  1 10  1 10  1 10  1

10 10

 (y
10 10

(y  ( y 3 j  y 3 ) +  y 4 ) 2
2
 y1 ) +
2 ( y 2 j  y 2 ) 2 + 4j
1j
j 1 j 3 j 1
j 1

4 10
  i 1 j 1
( y ij  y i ) 2 Sum of Squares Within (SSW)
(or SSE, for chance error)
Sum of Squares Between (SSB)

4 10
Overall mean
of all 40
 y
i 1 j 1
ij
observations
(“grand mean”)
y  
40

(y
Sum of Squares Between

10x i  y  ) 2 (SSB). Variability of the


group means compared to
the grand mean (the
i 1 variability due to the
treatment).
Total Sum of Squares (SST)

Total sum of squares(TSS).


4 10 Squared difference of


i 1 j 1
( yij  y ) 2 every observation from the
overall mean. (numerator
of variance of Y!)
Partitioning of Variance

4 10 4 4 10
 ( y
i 1 j 1
ij  y i ) 2
+ 
10x
( y i  y  ) 2 =  ( yij  y ) 2
i 1 i 1 j 1

SSW + SSB = TSS


ANOVA Table
Mean Sum
Source of Sum of of Squares
variation d.f. squares F-statistic p-value

Between k-1 SSB SSB/k-1 Go to


SSB
(sum of squared k 1
(k groups) SSW Fk-1,nk-k
deviations of group nk  k chart
means from grand
mean)

Within nk-k SSW s 2=SSW/nk-k


(sum of squared
(n individuals per
deviations of
group)
observations from
their group mean)

Total nk-1 TSS


variation (sum of squared deviations of
observations from grand mean) TSS=SSB + SSW
Example
Treatment 1 Treatment 2 Treatment 3 Treatment 4
60 inches 50 48 47
67 52 49 67
42 43 50 54
67 67 55 67
56 67 56 68
62 59 61 65
64 67 61 65
59 64 60 56
72 63 59 60
71 65 64 65
Example
Step 1) calculate the sum
of squares between groups:
Treatment 1 Treatment 2 Treatment 3 Treatment 4
60 inches 50 48 47

Mean for group 1 = 62.0 67 52 49 67


42 43 50 54
Mean for group 2 = 59.7 67 67 55 67
56 67 56 68
Mean for group 3 = 56.3 62 59 61 65

Mean for group 4 = 61.4 64 67 61 65


59 64 60 56
72 63 59 60
71 65 64 65
Grand mean= 59.85

SSB = [(62-59.85)2 + (59.7-59.85)2 + (56.3-59.85)2 + (61.4-59.85)2 ] xn


per group
= 19.65x10 = 196.5
Example
Step 2) calculate the sum
Treatment 1 Treatment 2 Treatment 3 Treatment 4
of squares within groups:
60 inches 50 48 47

67 52 49 67
(60-62) 2+(67-62) 2+ (42-62) 42 43 50 54
2+ (67-62) 2+
(56-62) 2+ (62-
62) 2+ (64-62) 2+ (59-62) 2+ 67 67 55 67

(72-62) 2+ (71-62) 2+ (50- 56 67 56 68


59.7) 2+ (52-59.7) 2+ (43- 62 59 61 65
59.7) 2+67-59.7) 2+ (67-
59.7) 2+ (69-59.7)
64 67 61 65

2…+….(sum of 40 squared 59 64 60 56

deviations) = 2060.6 72 63 59 60

71 65 64 65
Fill in the ANOVA table

Source of d.f. Sum of squares Mean Sum of F-statistic p-value


variation Squares

Between 3 196.5 65.5 1.14 .344

Within 36 2060.6 57.2

Total 39 2257.1
Fill in the ANOVA table

Source of d.f. Sum of squares Mean Sum of F-statistic p-value


variation Squares

3 196.5 65.5 1.14 0.344


Between

2060.6 57.2
Within 36

2257.1
Total 39

Interpretation of ANOVA:
 How much of the variance in height is explained by treatment group?
 R2=“Coefficient of Determination” = SSB/TSS = 196.5/2275.1=9%
Coefficient of Determination

SSB SSB
R  2

SSB  SSE SST
 The amount of variation in the outcome variable (dependent variable) that is
explained by the predictor (independent variable).

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Multiple Comparisons
• ANOVA only tells us if there is an effect
– That is, are the means of the groups not all equal?

• ANOVA does not tell us which means are


different from which other means

• Multiple comparisons are used to determine


which means are probably different from which
other means

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Multiple Comparisons
• Multiple comparisons are not fundamentally
different from performing a t-test

• That is, both multiple comparisons and t-tests


answer the same question:
 are two means different from each other

• The difference is that the multiple comparisons


protect us from making a Type-I error even
though we perform many such comparisons

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Multiple Comparisons
• There are many types of multiple
comparison

• E.g:- Tukey, Newman-Keuls, Dunnett,


Scheffé, Bonferroni

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Tukey Tests
• The Tukey test offers reasonable
protection from Type-I errors while
maintaining reasonable statistical power

• You should perform Tukey tests only


when two criteria have been met:
– There are more than two levels to the IV
– The IV is statistically significant

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Steps in Performing Tukey Tests

• Write the hypotheses


– H0: 1 = 2
– H1: 1  2

• Specify the  level


–  = 0.05

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Steps in Performing Tukey Tests
Calculate the honestly significant difference (HSD)
MS withingroups
HSD  q
 , k ,df withingroup s n

q,k,dfwithin-groups = tabled q value


 =  level
k = number of levels of the IV
dfwithin-groups = degrees of freedom for MSwithin-groups
MSwithin-groups = within-groups variance estimate
n = number of participants
Steps in Performing Tukey Tests
• Take the difference of the means of the
conditions you are comparing

• If the difference of the means is at least


as large as the HSD, you can reject H0

• Repeat for whatever other comparisons


need to be made

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