Analysis of Variance

Introduction to Analysis of Variance

Analysis of Variance: Testing for the Equality of
k Population Means
Multiple Comparison Procedures

ANALISIS VARIANS (ANOVA)

ISI:
Menjelaskan konsep dasar ANOVA
(Uji F)
Rumus dan cara penghitungan berbagai
item dalam ANOVA
Contoh penggunaan ANOVA
Fisher test untuk uji perbedaan diantara
rata-rata sampel yang ada

Introduction to Analysis of Variance

Analysis
Analysis of
of Variance
Variance (ANOVA)
(ANOVA) can
can be
be used
used to
to test
test
for
for the
the equality
equality of
of three
three or
or more
more population
population means.
means.
Data
Data obtained
obtained from
from observational
observational or
or experimental
experimental
studies
studies can
can be
be used
used for
for the
the analysis.
analysis.
We
We want
want to
to use
use the
the sample
sample results
results to
to test
test the
the
following
following hypotheses:
hypotheses:
H0: 1=2=3=.

. .=

Ha: Not all population means are equal

Introduction to Analysis of Variance

H0: 1=2=3=.

. .=

Ha: Not all population means are equal

IfIf H
H00 is
is rejected,
rejected, we
we cannot
cannot conclude
conclude that
that all
all
population
population means
means are
are different.
different.
Rejecting
Rejecting H
H00 means
means that
that at
at least
least two
two population
population
means
means have
have different
different values.
values.

Introduction to Analysis of Variance

x
Sampling Distribution of

Given H0 is True

Sample means are close together

because there is only
one sampling distribution
when H0 is true.
2

x2
n

x2

x1

x3

Introduction to Analysis of Variance

x
Sampling Distribution of

Given H0 is False

Sample means come from

different sampling distributions
and are not as close together
when H0 is false.

x3

x1 1

x2

Assumptions for Analysis of Variance

For
For each
each population,
population, the
the response
response variable
variable is
is
normally
normally distributed.
distributed.
The
The variance
variance of
of the
the response
response variable,
variable, denoted
denoted
22,,
is
is the
the same
same for
for all
all of
of the
the populations.
populations.
The
The observations
observations must
must be
be independent.
independent.

Analysis of Variance:
Testing for the Equality of k Population
Means

Between-Treatments Estimate of Population Variance

Within-Treatments Estimate of Population Variance

Comparing the Variance Estimates: The F Test

ANOVA Table

Between-Treatments Estimate
of Population Variance

A between-treatment estimate of 2 is called the

mean square treatment and is denoted MSTR.
k

MSTR

2
n
(
x

x
)
j j
j 1

k 1

Denominator represents
the degrees of freedom
associated with SSTR

Numerator is the
sum of squares
due to treatments
and is denoted SSTR

Within-Samples Estimate
of Population Variance

The estimate of 2 based on the variation of the

sample observations within each sample is called
the mean square error and is denoted by MSE.
k

MSE

2
(
n

1
)
s
j
j
j 1

nT k

Denominator represents
the degrees of freedom
associated with SSE

Numerator is the
sum of squares
due to error
and is denoted SSE
10

Comparing the Variance Estimates: The F

Test

If the null hypothesis is true and the ANOVA

assumptions are valid, the sampling distribution of
MSTR/MSE is an F distribution with MSTR d.f.
equal to k - 1 and MSE d.f. equal to nT - k.

If the means of the k populations are not equal, the

value of MSTR/MSE will be inflated because MSTR
overestimates 2.
Hence, we will reject H0 if the resulting value of
MSTR/MSE appears to be too large to have been
selected at random from the appropriate F
distribution.

11

Test for the Equality of k Population

Means

Hypotheses
H0: 1=2=3=.

. .=

Ha: Not all population means are equal

Test Statistic
F = MSTR/MSE

12

Test for the Equality of k Population

Means

Rejection Rule
p-value Approach: Reject H0 if p-value <
Critical Value Approach: Reject H0 if F > F
where the value of F is based on an
F distribution with k - 1 numerator d.f.
and nT - k denominator d.f.

13

Sampling Distribution of MSTR/MSE

Rejection Region
Sampling Distribution
of MSTR/MSE
Reject H0
Do Not Reject H0

F
Critical Value

MSTR/MSE

14

ANOVA Table
Source of Sum of Degrees of Mean
Variation Squares Freedom Squares
F
k1
Treatment SSTR
MSTR MSTR/MSE
nT k
SSE
Error
MSE
SST
Total
nT - 1

SST is
partitioned
into SSTR and
SSE.

SSTs degrees of
freedom
(d.f.) are partitioned
into
SSTRs d.f. and SSEs
d.f.
15

ANOVA Table

SST
SST divided
divided by
by its
its degrees
degrees of
of freedom
freedom nnTT 11 is
is the
the
overall
overall sample
sample variance
variance that
that would
would be
be obtained
obtained ifif we
we
treated
treated the
the entire
entire set
set of
of observations
observations as
as one
one data
data set.
set
With
With the
the entire
entire data
data set
set as
as one
one sample,
sample, the
the formula
formula
for
for computing
computing the
the total
total sum
sum of
of squares,
squares, SST,
SST, is:
is:
k

nj

SST (xij x)2 SSTR SSE

j 1 i 1

16

ANOVA Table

ANOVA
ANOVA can
can be
be viewed
viewed as
as the
the process
process of
of partitioning
partitioning
the
the total
total sum
sum of
of squares
squares and
and the
the degrees
degrees of
of freedom
freedom
into
erro
into their
their corresponding
corresponding sources:
sources: treatments
treatments and
and error
erro
Dividing
Dividing the
the sum
sum of
of squares
squares by
by the
the appropriate
appropriate
degrees
degrees of
of freedom
freedom provides
provides the
the variance
variance estimates
estimates
and
and the
the FF value
value used
used to
to test
test the
the hypothesis
hypothesis of
of equal
equal
population
population means.
means.

17

Test for the Equality of k Population

Means

Example: Reed Manufacturing

Janet Reed would like to know if
there is any significant difference in
the mean number of hours worked per
week for the department managers
at her three manufacturing plants
(in Buffalo, Pittsburgh, and Detroit).

18

Test for the Equality of k Population

Means

Example: Reed Manufacturing

A simple random sample of five
managers from each of the three plants
was taken and the number of hours
worked by each manager for the
previous week is shown on the next
slide.
Conduct an F test using = .05.

19

Test for the Equality of k Population

Means

Observation
1
2
3
4
5

Plant 1
Buffalo
48
54
57
54
62

Sample Mean
55
Sample Variance 26.0

Plant 2
Pittsburgh
73
63
66
64
74
68
26.5

Plant 3
Detroit
51
63
61
54
56
57
24.5

20

Test for the Equality of k Population

Means
p -Value and Critical Value Approaches
1. Develop the hypotheses.
H0: 1=2=3
Ha: Not all the means are equal
where:
1 = mean number of hours worked per
week by the managers at Plant 1
2 = mean number of hours worked per
week by the managers at Plant 2
3 = mean number of hours worked per
week by the managers at Plant 3
21

Test for the Equality of k Population

Means
p -Value and Critical Value Approaches

= .05
2. Specify the level of significance.
3. Compute the value of the test statistic.

Mean Square Due to Treatments

(Sample sizes are all equal.)
x = (55 + 68 + 57)/3 = 60
SSTR = 5(55 - 60)2 + 5(68 - 60)2 + 5(57 - 60)2 =
MSTR = 490/(3 - 1) = 245

22

Test for the Equality of k Population

Means
p -Value and Critical Value Approaches
3. Compute the value of the test statistic.
(continued)
Mean Square Due to Error
SSE = 4(26.0) + 4(26.5) + 4(24.5) = 308
MSE = 308/(15 - 3) =

25.667

F = MSTR/MSE = 245/25.667 = 9.55

23

Test for the Equality of k Population

Means
ANOVA Table
Source of Sum of Degrees of Mean
Variation Squares Freedom Squares
Treatment
Error
Total

490
308
798

2
12
14

245
25.667

F
9.55

24

Test for the Equality of k Population

Means
p Value Approach
4. Compute the p value.
With 2 numerator d.f. and 12
denominator d.f.,
the p-value is .01 for F = 6.93.
Therefore, the
5.p-value
Determine
whether
to for
reject
0.
is less
than .01
F =H9.55.
The p-value < .05, so we reject H0.
We have sufficient evidence to conclude that
the mean number of hours worked per week
by department managers is not the same at
all 3 plant.
25

Test for the Equality of k Population

Means
Critical Value Approach
4. Determine the critical value and rejection rule.
Based on an F distribution with 2 numerator
d.f. and 12 denominator d.f., F.05 = 3.89.
Reject H0 if F > 3.89
5. Determine whether to reject H0.
Because F = 9.55 > 3.89, we reject H0.
We have sufficient evidence to conclude that
the mean number of hours worked per week
by department managers is not the same at
all 3 plant.
26

Multiple Comparison Procedures

Suppose that analysis of variance has

provided statistical evidence to reject the null
hypothesis of equal population means.

Fishers least significant difference (LSD) procedure can

be used to determine where the differences occur.

27

Fishers LSD Procedure

Hypotheses

H 0 : i j
H a : i j

Test Statistic
t

xi xj
MSE( 1n 1n )
i
j

28

Fishers LSD Procedure

Rejection Rule
p-value Approach:
Reject H0 if p-value <
Critical Value Approach:
Reject H0 if t < -ta/2 or t > ta/2
where the value of ta/2 is based on a
t distribution with nT - k degrees of freedom.

29

Fishers LSD Procedure

_ _
Based on the Test Statistic xi - xj

Hypotheses

H 0 : i j
H a : i j

Test Statistic

xi xj

Rejection Rule
Reject H0 if xi xj
where

> LSD

LSD t / 2 MSE( 1n 1n )
i
j

30

Fishers LSD Procedure

Based on the Test Statistic xi - xj

Example: Reed Manufacturing

Recall that Janet Reed wants to know
if there is any significant difference in
the mean number of hours worked per
week for the department managers
at her three manufacturing plants.
Analysis of variance has provided
statistical evidence to reject the null
hypothesis of equal population means.
Fishers least significant difference (LSD)
procedure
can be used to determine where the differences
occur.
31

Fishers LSD Procedure

Based on the Test Statistic xi - xj
For = .05 and nT - k = 15 3 = 12
degrees of freedom, t.025 = 2.179

LSD t / 2 MSE( 1n 1n )
i
j

LSD 2.179 25667

.
(15 15) 6. 98
MSE value was
computed earlier

32

Fishers LSD Procedure

Based on the Test Statistic xi - xj

LSD for Plants 1 and 2

Hypotheses (A) H 0 : 1 2
H a : 1 2
Rejection Rule
Reject H0 if x1 x2

> 6.98

Test Statistic
x1 x2 = |55 68| = 13

Conclusion
The mean number of hours worked at Plant 1 is
not equal to the mean number worked at Plant 2.

33

Fishers LSD Procedure

Based on the Test Statistic xi - xj

LSD for Plants 1 and 3

Hypotheses (B) H 0 : 1 3
H a : 1 3
Rejection Rule
Reject H0 if x1 x3

> 6.98

Test Statistic
x1 x3 = |55 57| = 2

Conclusion

There is no significant difference between the mea

number of hours worked at Plant 1 and the mean
number of hours worked at Plant 3.
34

Fishers LSD Procedure

Based on the Test Statistic xi - xj

LSD for Plants 2 and 3

Hypotheses (C) H 0 : 2 3
H a : 2 3
Rejection Rule
Reject H0 if x2 x3

> 6.98

Test Statistic
x2 x3 = |68 57| = 11

Conclusion
The mean number of hours worked at Plant 2 is
not equal to the mean number worked at Plant 3.

35

Type I Error Rates

The comparisonwise Type I error rate

indicates the level of significance associated
with a single pairwise comparison.
The experimentwise Type I error rate EW is the
probability of making a Type I error on at least
one of the (k 1)! pairwise comparisons.

EW = 1 (1 )(k 1)!

The experimentwise Type I error rate gets larger for

problems with more populations (larger k).

36

End of Chapter

37