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Hazilah Mohd Amin Analysis of Variance (ANOVA)
Goals ,[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object]
Key Fact  F distribuition curve:
Find Critical Value: Example  ,[object Object],Critical value:  F  , df numerator,df denominator   =  F  , 8,14  =  ?
Table 12.1  (p. 534) Critical value:  F  , 8,14   = 2.70
Hypotheses of One-Way ANOVA ,[object Object],[object Object],[object Object],[object Object],[object Object],The analysis of variance is a procedure that tests to determine whether differences exits between two or more population means .
One-Factor ANOVA  All Means are the same: The Null Hypothesis is True  (No Treatment Effect)
One-Factor ANOVA  At least one mean is different: The Null Hypothesis is NOT true  (Treatment Effect is present) or
One-Way Analysis of Variance
 
 
One-Factor ANOVA  F Test: Example 1 ,[object Object],[object Object],[object Object],Club 1   Club 2   Club 3 254   234   200 263   218   222 241   235   197 237   227   206 251   216   204
[object Object],[object Object],[object Object],[object Object],One   Way   A n a l y s i s   o f   V a r i a n c e
Defining the Hypotheses ,[object Object],[object Object],[object Object]
N o t a t i o n Independent samples are drawn from k populations (treatments). X 11 x 21 . . . X n1,1 X 12 x 22 . . . X n2,2 X 1k x 2k . . . X nk,k Sample size Sample mean X is the “response variable”. The variables’ value are called “responses”.
T e r m i n o l o g y ,[object Object],[object Object],[object Object]
The rationale of the name of   A n a l y s i s   o f   V a r i a n c e  ( A N O V A )  ,[object Object],[object Object]
One   Way   A n a l y s i s   o f   V a r i a n c e Graphical demonstration : Employing two types of variability:  Within Samples  and  Between Samples
Treatment 1 Treatment 2 Treatment 3 20 16 15 14 11 10 9 The sample means are the same as before, but the larger within-sample variability  makes it harder to draw a conclusion about the population means. A small variability within the samples makes it easier to draw a conclusion about the  population means.  20 25 30 1 7 Treatment 1 Treatment 2 Treatment 3 10 12 19 9
One-Factor ANOVA Example: Scatter Diagram • • • • • 270 260 250 240 230 220 210 200 190 • • • • • • • • • • Distance Club 1   Club 2   Club 3 254   234   200 263   218   222 241   235   197 237   227   206 251   216   204 Club 1  2  3 From scatter diagram, we can clearly see sample means difference because of small within-sample variability
Test Statistics (F), Critical Value & Rejection Criterion ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],H 0 :  μ 1 =  μ 2  = …   =  μ   k H A : At least two population means are different The hypothesis test:
One-Factor ANOVA Example Computations Club 1   Club 2   Club 3 254   234   200 263   218   222 241   235   197 237   227   206 251   216   204 x 1  = 249.2 x 2  = 226.0 x 3  = 205.8 x = 227.0 n 1  = 5 n 2  = 5 n 3  = 5 n = 15 k = 3 MSB = 4716.4 / (3-1) = 2358.2 MSW = 1119.6 / (15-3) = 93.3 SSB =  4716.4 SSW =  1119.6
One-Factor ANOVA Example Solution ,[object Object],[object Object],[object Object],[object Object],[object Object],F   = 25.275 Test Statistic:  Decision:  Test statistic F is greater than critical value Conclusion: Reject H 0  at    = 0.05 There is evidence that at least one  μ i   differs from the rest 0      = .05 F .05  = 3.885 Reject H 0 Do not  reject H 0 Critical Value:  F  , k-1,n-k   =  F  , 2,12  = 3.885
ANOVA Single Factor: Excel Output EXCEL:  tools | data analysis | ANOVA: single factor F  , k-1,n-k   =  F  , 2,12  = 3.885 SUMMARY Groups Count Sum Average Variance Club 1 5 1246 249.2 108.2 Club 2 5 1130 226 77.5 Club 3 5 1029 205.8 94.2 ANOVA Source of Variation SS df MS F P-value F crit Between Groups 4716.4 2 2358.2 25.275 4.99E-05 3.885 Within  Groups 1119.6 12 93.3 Total 5836.0 14        
Rationale 1: Variability Between Sample   ,[object Object],[object Object],[object Object]
[object Object],[object Object],Rationale II: Variability Within
Interpreting One-Factor ANOVA  F Statistic ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Example 2 ,[object Object],[object Object],[object Object],[object Object]
Notation Used in ANOVA Factor Levels Sample from Sample from Sample from Sample from Replication Level 1 Level 2 Level 3 Level  k n = 1 x 1,1 x 2,1 x 3,1 x k ,1 n = 2 x 1,2 x 2,2 x 3,2 x k ,2 n = 3 x 1,3 x 2,3 x 3,3 x k ,3 Column T 1 T 2 T 3 T k T Totals T = grand total = sum of all  x 's =   x =   T i . . . . . . . . .
Sample Results  1 x  2 x  3 x
Solution ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Partition of Total Variation ,[object Object],[object Object],[object Object],[object Object],[object Object],Variation Due to Factor/Treatment (SSB) Variation Due to Random Sampling (SSW) Sum of Squares Total (SST) ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],= + Total variation SST can be split into two parts: SST = SSB + SSW
 
 x and   x 2  Calculator:  Enter  x i  data, retrieve   x and   x 2 ,[object Object],[object Object],[object Object],[object Object],[object Object]
Variation Sums of Squares
Mean Square The mean square for the factor being tested and for the error is obtained by dividing the sum-of-square value by the corresponding number of degrees of freedom Numerator degrees of freedom = df(factor) = k    1 = 3    1 = 2 df(total) =  n     1 = 19    1 = 18 Denominator degrees of freedom = df(error) =  n     k = 19    3 = 16 Calculations:
One-Way ANOVA Table Source of Variation df SS MS Between Samples SSB MSB = Within Samples n - k SSW MSW = Total n - 1 SST = SSB+SSW k - 1 MSB MSW F ratio SSB k - 1 SSW n - k F = ,[object Object],An  ANOVA table   is often used to record the sums of squares and to organize the rest of the calculations.  Format for the ANOVA Table:
The Completed ANOVA Table The Complete ANOVA Table: The Test Statistic:
Solution Continued The Results a. Decision:  Reject  H o   at    = 0.05 b. Conclusion : There is evidence to suggest the three population  means are not all the same.  The type of applicator has a significant effect on  the paint drying time at the 0.05 level of significance. Critical Value:  F  , k-1,n-k   =  F  , 2,16  = 3.63 The Test Statistic F = 4.27 is in the rejection region. Reject H 0 F .05  = 3.63 Do not  reject H 0    = .05
One-Way ANOVA F-Test: Exercise 1 ,[object Object],[object Object],[object Object],© 1984-1994 T/Maker Co. Answer: Critical Value = 4.07. Test statistic = 11.6
Hey!  Lets   get   our   hand  dirty …   Using   S P S S ….
One   Way   A n a l y s i s   o f   V a r i a n c e  U s i n g  S P S S ,[object Object],[object Object],[object Object]
One   Way   A n a l y s i s   o f   V a r i a n c e  U s i n g  S P S S ,[object Object],[object Object],[object Object]
After Clicking  Options …,  click off   Display  groups   defined by missing value , and click   Continue   then   OK . ,[object Object]
What is the Box-plot telling us? ,[object Object],[object Object],[object Object],[object Object]
One   Way   A n a l y s i s   o f   V a r i a n c e  U s i n g  S P S S ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Analyze>Descriptive Statistics>Explore ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
The Output has several parts, let focus on the tests of normality ,[object Object],[object Object]
One   Way   A n a l y s i s   o f   V a r i a n c e  U s i n g  S P S S ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
One   Way   A n a l y s i s   o f   V a r i a n c e  U s i n g  S P S S ,[object Object],[object Object],[object Object],[object Object]
Normality & Homogeneity of variances assumptions met … hence ,[object Object],[object Object],[object Object]
End of ANOVA See U Later…
One-Way ANOVA F-Test:  Exercise 1 Solution ,[object Object],[object Object],[object Object],© 1984-1994 T/Maker Co.
Summary Table  Solution* Source of Variation Degrees   of Freedom Sum of Squares Mean Square (Variance) F Treatment ( Methods ) 4 - 1 = 3 348 116 11.6 Error 12 - 4 = 8 80 10 Total 12 - 1 = 11 428
One-Way ANOVA F-Test  Solution* ,[object Object],[object Object],[object Object],[object Object],[object Object],F 0 4.07 Test Statistic:  Decision: Conclusion: Reject at    = .05 There Is Evidence Pop. Means Are Different    = .05 F MSB MSE    116 10 11 6 .

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Anova by Hazilah Mohd Amin

  • 1. Hazilah Mohd Amin Analysis of Variance (ANOVA)
  • 2.
  • 3.
  • 4. Key Fact F distribuition curve:
  • 5.
  • 6. Table 12.1 (p. 534) Critical value: F  , 8,14 = 2.70
  • 7.
  • 8. One-Factor ANOVA All Means are the same: The Null Hypothesis is True (No Treatment Effect)
  • 9. One-Factor ANOVA At least one mean is different: The Null Hypothesis is NOT true (Treatment Effect is present) or
  • 11.  
  • 12.  
  • 13.
  • 14.
  • 15.
  • 16. N o t a t i o n Independent samples are drawn from k populations (treatments). X 11 x 21 . . . X n1,1 X 12 x 22 . . . X n2,2 X 1k x 2k . . . X nk,k Sample size Sample mean X is the “response variable”. The variables’ value are called “responses”.
  • 17.
  • 18.
  • 19. One Way A n a l y s i s o f V a r i a n c e Graphical demonstration : Employing two types of variability: Within Samples and Between Samples
  • 20. Treatment 1 Treatment 2 Treatment 3 20 16 15 14 11 10 9 The sample means are the same as before, but the larger within-sample variability makes it harder to draw a conclusion about the population means. A small variability within the samples makes it easier to draw a conclusion about the population means. 20 25 30 1 7 Treatment 1 Treatment 2 Treatment 3 10 12 19 9
  • 21. One-Factor ANOVA Example: Scatter Diagram • • • • • 270 260 250 240 230 220 210 200 190 • • • • • • • • • • Distance Club 1 Club 2 Club 3 254 234 200 263 218 222 241 235 197 237 227 206 251 216 204 Club 1 2 3 From scatter diagram, we can clearly see sample means difference because of small within-sample variability
  • 22.
  • 23. One-Factor ANOVA Example Computations Club 1 Club 2 Club 3 254 234 200 263 218 222 241 235 197 237 227 206 251 216 204 x 1 = 249.2 x 2 = 226.0 x 3 = 205.8 x = 227.0 n 1 = 5 n 2 = 5 n 3 = 5 n = 15 k = 3 MSB = 4716.4 / (3-1) = 2358.2 MSW = 1119.6 / (15-3) = 93.3 SSB = 4716.4 SSW = 1119.6
  • 24.
  • 25. ANOVA Single Factor: Excel Output EXCEL: tools | data analysis | ANOVA: single factor F  , k-1,n-k = F  , 2,12 = 3.885 SUMMARY Groups Count Sum Average Variance Club 1 5 1246 249.2 108.2 Club 2 5 1130 226 77.5 Club 3 5 1029 205.8 94.2 ANOVA Source of Variation SS df MS F P-value F crit Between Groups 4716.4 2 2358.2 25.275 4.99E-05 3.885 Within Groups 1119.6 12 93.3 Total 5836.0 14        
  • 26.
  • 27.
  • 28.
  • 29.
  • 30. Notation Used in ANOVA Factor Levels Sample from Sample from Sample from Sample from Replication Level 1 Level 2 Level 3 Level k n = 1 x 1,1 x 2,1 x 3,1 x k ,1 n = 2 x 1,2 x 2,2 x 3,2 x k ,2 n = 3 x 1,3 x 2,3 x 3,3 x k ,3 Column T 1 T 2 T 3 T k T Totals T = grand total = sum of all x 's =  x =  T i . . . . . . . . .
  • 31. Sample Results  1 x  2 x  3 x
  • 32.
  • 33.
  • 34.  
  • 35.
  • 36. Variation Sums of Squares
  • 37. Mean Square The mean square for the factor being tested and for the error is obtained by dividing the sum-of-square value by the corresponding number of degrees of freedom Numerator degrees of freedom = df(factor) = k  1 = 3  1 = 2 df(total) = n  1 = 19  1 = 18 Denominator degrees of freedom = df(error) = n  k = 19  3 = 16 Calculations:
  • 38.
  • 39. The Completed ANOVA Table The Complete ANOVA Table: The Test Statistic:
  • 40. Solution Continued The Results a. Decision: Reject H o at  = 0.05 b. Conclusion : There is evidence to suggest the three population means are not all the same. The type of applicator has a significant effect on the paint drying time at the 0.05 level of significance. Critical Value: F  , k-1,n-k = F  , 2,16 = 3.63 The Test Statistic F = 4.27 is in the rejection region. Reject H 0 F .05 = 3.63 Do not reject H 0  = .05
  • 41.
  • 42. Hey! Lets get our hand dirty … Using S P S S ….
  • 43.
  • 44.
  • 45.
  • 46.
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  • 48.
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  • 50.
  • 51.
  • 52.
  • 53. End of ANOVA See U Later…
  • 54.
  • 55. Summary Table Solution* Source of Variation Degrees of Freedom Sum of Squares Mean Square (Variance) F Treatment ( Methods ) 4 - 1 = 3 348 116 11.6 Error 12 - 4 = 8 80 10 Total 12 - 1 = 11 428
  • 56.

Editor's Notes

  1. Change to page 800
  2. Change to page 803
  3. Change to page 803
  4. Delete slide and insert procedure 16.1 (steps 1-4) from page 813
  5. Delete slide and insert procedure 16.1 (steps 5-7 critical value approach) from page 813
  6. Change to page 803
  7. You assign randomly 3 people to each method, making sure that they are similar in intelligence etc.
  8. You assign randomly 3 people to each method, making sure that they are similar in intelligence etc.