Scribd Logo
Upload

Welcome to Scribd!

  • 116 views

    Anova PDF

    Uploaded by

    mirika3shirin
    The ANOVA table can be used to test hypotheses in regression analysis. For regression, the null hypothesis is that knowing the x value provides no information about y, meaning the regression line is flat with no slope. The ANOVA table compares observations to predicted values from the regression equation rather than group means. Degrees of freedom use 2 instead of the number of groups. The F-test from the ANOVA table tests if the slope is different than 0 and will match the t-test for the slope.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Anova PDF

    Uploaded by

    mirika3shirin
    116 views2 pages
    The ANOVA table can be used to test hypotheses in regression analysis. For regression, the null hypothesis is that knowing the x value provides no information about y, meaning the regression line is flat with no slope. The ANOVA table compares observations to predicted values from the regression equation rather than group means. Degrees of freedom use 2 instead of the number of groups. The F-test from the ANOVA table tests if the slope is different than 0 and will match the t-test for the slope.

    Original Title

    anova.pdf

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The ANOVA table can be used to test hypotheses in regression analysis. For regression, the null hypothesis is that knowing the x value provides no information about y, meaning the regression line is flat with no slope. The ANOVA table compares observations to predicted values from the regression equation rather than group means. Degrees of freedom use 2 instead of the number of groups. The F-test from the ANOVA table tests if the slope is different than 0 and will match the t-test for the slope.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    116 views2 pages

    Anova PDF

    Uploaded by

    mirika3shirin
    The ANOVA table can be used to test hypotheses in regression analysis. For regression, the null hypothesis is that knowing the x value provides no information about y, meaning the regression line is flat with no slope. The ANOVA table compares observations to predicted values from the regression equation rather than group means. Degrees of freedom use 2 instead of the number of groups. The F-test from the ANOVA table tests if the slope is different than 0 and will match the t-test for the slope.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    The ANOVA Table for Regression

    Supplement to Section 11.5 - B. Habing, 11/20/03

    Just like the ANOVA table can be used to test the null hypothesis that µ1=µ2= ... = µp when looking at the means of several groups, it can also be
    used in regression. In the case of means, the null hypothesis means that knowing the group membership provides no extra information about y. In
    the case of regression, the corresponding null hypothesis would be that knowing x provides no extra information about y. If we were to guess the
    same y value for every x, that would mean that the regression line was flat, that it had no slope. Therefore, the null hypothesis for the ANOVA table
    in regression is H0: β1=0 and the alternate hypothesis is HA: β1 ≠0.

    The main idea in setting up the ANOVA table for regression is that instead of comparing the individual observations to the group averages yi (our
    best guess for the observations in each group), we will compare them to βˆ0 + βˆ1 xi (the best guess for the observation at each x). In other words,
    we’ll basically use the same table we used before and just replace the yi by the βˆ0 + βˆ1 xi and make sure the degrees of freedom work out correctly.
    When calculating the degrees of freedom now, instead of using p (one for each group average) we use 2 (one for each β). It is almost easier to do
    because we only have one subscript to worry about instead of two.

    An example of a completed ANOVA table for regression can be seen in Figure 11.8 on page 532 and in Figure 11.12 on page 536. Note that the
    “Root MSE” in the SAS output is the same square root of the MSE in the ANOVA table (this is called “S” in the MINITAB output). Also note that
    the p-value from the ANOVA table is the same as the p-value for the t-test for the slope variable (0.0354) and that the t=3.66 is the square root of the
    F=13.36. The t-test for β1 ≠0 will always agree with the F-test for β1 ≠0. The t-test has the advantage that it can be made to test > or <. The
    ANOVA table has the advantage that it will be useful in many other situations in STAT 516.
    The ANOVA Table for Comparing Means

    SS (Sum of Squares, DF MS (Mean Square,


    Source F
    the numerator of the variance) (the denominator) the variance)
    Treatment p ni
    ∑ ∑ ( yi − y ) 2
    SST
    (or Between SST = p-1 MST = MST
    i =1 j =1 p −1 F=
    or Model) MSE
    p ni
    Error SSE = ∑ ∑ ( yij − yi )2 MSE =
    SSE
    n-p
    (or Within) i =1 j =1 n− p
    p ni
    Total TSS = ∑ ∑ ( yij − y )2 n-1
    i =1 j =1

    The ANOVA Table for Regression

    SS (Sum of Squares, DF MS (Mean Square,


    Source F
    the numerator of the variance) (the denominator) the variance)
    Regression SSR = ∑ n ˆ
    (( β 0 + βˆ1 xi ) − y ) 2 2-1=1 MSR =
    SSR MSR
    (or Model) i =1 1 F=
    MSE
    n
    Error SSE = ∑ ( yi − ( βˆ0 + βˆ1 xi )) 2 n-2 MSE =
    SSE
    i =1 n−2
    n
    Total TSS = ∑ ( yi − y )2 n-1
    i =1

    Because they are made in the same way, the five keys we saw for the ANOVA table for means also apply to the ANOVA table for regression.

    You might also like