Anova
Anova
Anova
Specific Topics
1. The analysis of variance
2. The completely randomized design
3. The randomized block design
4. Factorial experiments
What Is an Analysis
of Variance?
F-test
Group 1
Group 2
Group 3
Mean
Mean
Mean
Analysis of Variance
One way ANOVA
Factorial ANOVA
One Independent
Variable
Between
Repeated
subjects
measures /
Within
subjects
Different
participants
Same
participants
Two
way
Three
way
Four
way
Example 11.3
A researcher is interested in the effects of five types of
insecticide for use in controlling the boll weevil in cotton fields.
Explain how to implement a completely randomized design to
investigate the effects of the five insecticides on crop yield.
Solution
The only way to generate the equivalent of five random samples
from the hypothetical populations corresponding to the five
insecticides is to use a method called a randomized assignment.
1998 Brooks/Cole Publishing/ITP
Null Hypothesis
Versus
Alternative Hypothesis
Ho: m1 = m2 = m3
Ha: m1 = m2 = m3
Ha: At least one pair differ (Right-Tailed)
Total SS = x ij x
2 = xij2
xij 2
n
CM =
xij 2
n
G2
=
n
SST = ni x 1 x =
2
Ti 2
ni
CM
Critical F-Value:
Using these two df values, look in Table F to determine your
critical F value. Based on the F-Value equation, our numerator is 5
and our denominator is 4. With an alpha value of .05, our critical F
value is 9.36.
Therefore, if
F computed > is larger than F critical=9.36 we can reject H and
conclude there is a significant difference between our three groups
Table F
Nineteen cows are assigned at random among four experiment groups. Each
group is fed a different diet. The data are cow body weights, in kilograms, after
being raised on this these diets. We wish to ask cow weights are the same for
all four diets.
Feed1
Feed 2
Feed 3
Feed 4
60.8
68.7
102.6
87.9
57.0
67.7
102.1
84.2
65.0
74.0
100.2
83.1
58.6
66.3
96.5
85.7
61.7
69.8
90.3
Total SS = x ij x
2 = xij2
xij 2
n
= 119981.900 115627.202
= 4354.698
SST = ni x 1 x =
2
Ti 2
ni
CM
= 4226.348
4. SSError
= Total SS SSTreatment
= 4354.698 - 4226.348
= 128.350
SS
df
MS
Total
4354.698
19-1= 18
Treatment
4226.348
4-1=3
1408.783
Error
128.350
18-3=15
8.557
Fcompute
165 (1408.783/8.557)
Total SS = x ij x
2 = xij2
xij 2
n
This is partitioned into three (rather that two) parts in such a way
the Total SS = SSB + SST + SSE.
G2
CM =
n
where
G = S xij = Total of all n = bk observations
1998 Brooks/Cole Publishing/ITP
Total SS = x ij2 CM
SSB =
Ti 2
b
B 2j
k
CM
CM
SSE
(Error Sum of Squares)
SSC
(Treatment
Sum of Squares)
SSR
(Sum of Squares
Blocks)
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
SSE
(Sum of Squares
Error)
.
Individual
observations
.
Blocking
Variable
.
.
.
.
.
.
.
.
.
.
.
.
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
.
.
.
Slow
Medium
Fast
Block
Means
( X )
3.77
11.3
3.37
10.11
3.53
10.59
3.10
9.3
4.03
12.09
3.56
53.4
i
n=5
3.7
4.5
3.1
3.4
3.9
2.8
3.5
4.1
3.0
3.2
3.5
2.6
3.9
4.8
3.4
Treatment
Means( X )
3.54
17.7
4.16
20.8
2.98
14.9
C=3
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
N = 15
Total SS = x ij x
2 = xij2
xij 2
n
2. Total SS = 5.176
SST = ni x 1 x =
2
Ti 2
ni
CM
3. SSTreatment = 3.484
4. SSBlock
= 1.549
5. SSError
= 0.143
SSC 3.484
MSC =
=
= 1742
.
C 1
2
SSR 1549
.
MSR =
=
= 0.387
n 1
4
SSE
0143
.
MSE =
=
= 0.018
N n C +1
8
MSC 1742
.
F=
=
= 96.78
MSE 0.018
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
Analysis of Variance
for the Tread-Wear Example
Source of VarianceSS
df
Treatment
3.484
Block
1.549
Error
0.143
Total
5.176
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
MS
2
4
8
14
F
1.742
0.387
0.018
96.78
21.50
MSC 1.742
F=
=
= 96.78
MSE 0.018
F = 96.78 >
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
.01,2,8
MSR .387
F=
=
= 21.5
MSE .018
F = 21.5 >
.01,4 ,8
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
Sums of squares SSA and SSB are often called the main effect
of squares, to distinguish them from the interaction sum of
squares.
You can assume that there are:
- a levels of factor A
- b levels of factor B
- r replications for each of the ab factor combinations
- A total of n = abr observations.
The rejection of Ho does not imply that all k means are different from one
another, and we know neither how many differences there nor where
differences are located among the k population means
For example, if k=3, and Ho: Ho: m1 = m2 = m3 rejected, then we do not
whether Ha: m1 = m2 = m3 , Ha: Ha: m1 = m2 = m3 , or Ha: m1 = m2 = m3 is
SS
df
Total
2437.572
29
Treatment
4226.348
Error
244.130
25
MS
Fcompute
548.360
56.2
9.765