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    Chapter 11: Analysis of Variance Nguyen Thi Thu Van (This Version Is Dated On 21 Aug, 2021)

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    This document provides an overview of analysis of variance (ANOVA) including its aims, assumptions, steps, and tests used for follow up analysis. Specifically: 1) ANOVA aims to compare means of several groups simultaneously by testing if all means are equal. 2) Its assumptions include normal distributions within groups and equal variances. ANOVA is reasonably robust to minor violations of these assumptions. 3) Steps include stating hypotheses, specifying decision rules using F distribution critical values, calculating F test statistic, making decisions, and taking action.

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    Chapter 11: Analysis of Variance Nguyen Thi Thu Van (This Version Is Dated On 21 Aug, 2021)

    Uploaded by

    aaxdhp
    20 views1 page
    This document provides an overview of analysis of variance (ANOVA) including its aims, assumptions, steps, and tests used for follow up analysis. Specifically: 1) ANOVA aims to compare means of several groups simultaneously by testing if all means are equal. 2) Its assumptions include normal distributions within groups and equal variances. ANOVA is reasonably robust to minor violations of these assumptions. 3) Steps include stating hypotheses, specifying decision rules using F distribution critical values, calculating F test statistic, making decisions, and taking action.

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    Review-chapter-11-ANOVA

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    This document provides an overview of analysis of variance (ANOVA) including its aims, assumptions, steps, and tests used for follow up analysis. Specifically: 1) ANOVA aims to compare means of several groups simultaneously by testing if all means are equal. 2) Its assumptions include normal distributions within groups and equal variances. ANOVA is reasonably robust to minor violations of these assumptions. 3) Steps include stating hypotheses, specifying decision rules using F distribution critical values, calculating F test statistic, making decisions, and taking action.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    20 views1 page

    Chapter 11: Analysis of Variance Nguyen Thi Thu Van (This Version Is Dated On 21 Aug, 2021)

    Uploaded by

    aaxdhp
    This document provides an overview of analysis of variance (ANOVA) including its aims, assumptions, steps, and tests used for follow up analysis. Specifically: 1) ANOVA aims to compare means of several groups simultaneously by testing if all means are equal. 2) Its assumptions include normal distributions within groups and equal variances. ANOVA is reasonably robust to minor violations of these assumptions. 3) Steps include stating hypotheses, specifying decision rules using F distribution critical values, calculating F test statistic, making decisions, and taking action.

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    Chapter 11: Analysis of Variance Nguyen Thi Thu Van [This version is dated on 21 Aug, 2021]

    Note: MSB (Mean Square between groups) and MSA (Mean Square among groups) do not differ. That is, 𝑀𝑆𝐵 = 𝑀𝑆𝐴.

    ANOVA ONE FACTOR


    Aim: compare means of several groups Step 1: State the hypotheses
    𝐻0 : 𝜇1 = 𝜇2 = ⋯ = 𝜇𝑐
    𝐻1 : Not all the means are equal
    Assumptions:
    • Normal distribution populations Step 2: Specify the decision rule
    • Equal variances within each group Numerator: 𝑑𝑓1 = 𝑐 − 1
    Denominator: 𝑑𝑓2 = 𝑛 − 𝑐
    ANOVA is somewhat robust to departures from the normality and
    equal variance assumptions. Find the critical value 𝐹𝑐𝑟𝑖𝑡 by looking up in Table F or using Excel function 𝐹𝑐𝑟𝑖𝑡 = 𝐹. 𝐼𝑁𝑉. 𝑅𝑇(𝛼, 𝑑𝑓1 , 𝑑𝑓2 )

    𝑀𝑆𝐵
    Step 3: Calculate the 𝐹 = use ANOVA table of interest.
    𝑀𝑆𝐸
    Step 4: Make the decision
    Step 5: Take action
    By the way, performing an F test to compare the c means ANOVA assumes that observations on the response variable are from normally distributed populations that have the
    simultaneously, we also could ask whether pairs of means differ. same variance. However, only few populations meet these requirements perfectly and unless the sample is quite
    large, a test for normality is impractical.
    To compares pairs of treatments in an ANOVA, we use Tukey’s test
    - Similar to a two-sample t-test except that it pools the But we can easily test the assumption of homogeneous (equal) variances: Hartley’s test to check for unequal
    variances for all 𝑐 samples variances for 𝑐 groups
    𝐻0 : 𝜇𝑗 = 𝜇𝑘 𝐻1 : 𝜇𝑗 ≠ 𝜇𝑘 𝐻0 : 𝜎12 = 𝜎22 = ⋯ = 𝜎𝑐2 ; 𝐻1 : Not all the variances are equal
    - The 𝑇 −statistic
    |𝑦̅𝑗 − ̅̅̅|
    𝑦𝑘 If 𝑐 = 2 then use 𝐹 test to compare variances [In fact, it is a two tailed t- test]. Otherwise, we use Hartley’s test
    𝑇= 2
    𝑠𝑚𝑎𝑥
    1 1 𝐻= 2
    √𝑀𝑆𝐸 (𝑛 + 𝑛 ) 𝑠𝑚𝑖𝑛
    𝑗 𝑘 𝑛
    with 𝑑𝑓1 = 𝑐; 𝑑𝑓2 = − 1 [𝑑𝑓2 is approximated to the next lower integer if it is not an integer]
    𝑐
    Table T (𝜶 = 𝟎. 𝟎𝟓, …)
    Table H (𝜶 = 𝟎. 𝟎𝟓, …)

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