Stat C9

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ANALYSIS OF VARIANCE (ANOVA)

OR F-TEST
ANALYSIS OF VARIANCE
(ANOVA ) or F-TEST
The analysis of variance (ANOVA) is used to
determine whether there are any significant
differences between the means of three or more
independent (unrelated) groups. this guide will
provide a brief introduction to the one-way ANOVA
including the assumptions of the test to interpret
the output. The one-way ANOVA compares the
means between the groups you are interested in
and determines whether any of those means are
significantly different from each other.
The Basic ANOVA Situation
One Variable: 1 Categorical, 1 Quantitative
Main Question: Do the (means of) the quantitative
variables depend on which group
(given by categorical variable) the
individual is in?

If categorical variable
Has only two values: 2-sample t-test/z-test
ANOVA allows for 3 or more groups
Example of ANOVA situation
Subjects: 25 patients with blisters
Treatments: Treatment A, Treatment B, Placebo
Measurement: Number of days until the blisters heal
Data[and means]:
Treatment A : 5,6,6,7,7,8,9,10 [7.25]
Treatment B : 7,7,8,9,9,10,10,11 [8.875]
Placebo : 7,9,9,10,10,10,11,12,13 [10.11]
One-Way ANOVA
There is only one factor being studied as the independent
variable.
Independent variable may be different experimental
conditions, teaching methods, guidance technique, values
education approaches, educational attainment, socio economic
status or other factors that may have two or more levels.
Steps to follow with One-Way ANOVA
1. State the Hypothesis:
𝑯𝒐: The means of all the groups are equal.
𝑯𝒂: Not all the means are equal.
2. Set the level of significance 𝜶 .
3. Choose the statistical test appropriate to test the
hypothesis.
4.Determine the tabular value for the test.
5. Compute the value of the statistical test.
6. Determine the significance of the compound value.
7. Interpret and discuss the result.
Formula in Computing
One-Way ANOVA
a. Sum of the Squares where:
σ 2
𝑥
𝑇𝑆𝑆 = ෍ 𝑥 2 − ෍ 𝑥𝑖𝑗 = 𝑠𝑢𝑚 𝑜𝑓 𝑒𝑎𝑐ℎ 𝑐𝑜𝑙𝑢𝑚𝑛
𝑁
2
2 σ 𝑥 = Sum of the values of all
1 σ𝑥 items
𝑆𝑆𝑏 = ෍ ෍ 𝑥𝑖𝑗 −
𝑟 𝑁 𝑇𝑆𝑆 = 𝑡𝑜𝑡𝑎𝑙 𝑠𝑢𝑚 𝑜𝑓 𝑠𝑞𝑢𝑎𝑟𝑒𝑠
𝑆𝑆𝑏 𝑆𝑆𝑏
σ 𝑥𝑖1 2 σ 𝑥𝑖2 2 = 𝑠𝑢𝑚 𝑜𝑓 𝑠𝑞𝑢𝑎𝑟𝑒𝑠 𝑏𝑒𝑡 𝑐𝑜𝑙𝑢𝑚𝑛
= + +⋯ 𝑆𝑆𝑤
𝑛1 𝑛2
2 = 𝑠𝑢𝑚 𝑜𝑓 𝑠𝑞𝑢𝑎𝑟𝑒𝑠 𝑤𝑖𝑡ℎ𝑖𝑛 𝑐𝑜𝑙𝑢𝑚𝑛
σ 𝑥𝑖𝑗 σ𝑥 2 𝑟 𝑜𝑟 𝑛1 …
+ −
𝑛𝑗 𝑁 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑖𝑡𝑒𝑚𝑠 𝑝𝑒𝑟 𝑐𝑜𝑙𝑢𝑚𝑛
𝑆𝑆𝑤 = 𝑇𝑆𝑆 − 𝑆𝑆𝑏
b. Degrees of Freedom
where:
𝑑𝑓𝑇 = Total degrees of freedom
𝑑𝑓𝑏 = 𝑑𝑒𝑔𝑟𝑒𝑒𝑠 𝑜𝑓 𝑓𝑟𝑒𝑒𝑑𝑜𝑚
𝑑𝑓𝑇 = 𝑁 − 1 𝑏𝑒𝑡 𝑐𝑜𝑙𝑢𝑚𝑛
𝑑𝑓𝑏 = 𝑘 − 1 𝑑𝑓𝑤 = 𝑑𝑒𝑔𝑟𝑒𝑒𝑠 𝑜𝑓 𝑓𝑟𝑒𝑒𝑑𝑜𝑚
𝑑𝑓𝑤 = 𝑑𝑓𝑇 − 𝑑𝑓𝑏 𝑤𝑖𝑡ℎ𝑖𝑛 𝑐𝑜𝑙𝑢𝑚𝑛
𝑘 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑐𝑜𝑙𝑢𝑚𝑛𝑠
𝑁 = 𝑡𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑒𝑛𝑡𝑟𝑖𝑒𝑠
c. Mean Sum of Squares

𝑆𝑆𝑏
𝑀𝑆𝑆𝑏 =
𝑑𝑓𝑏
𝑆𝑆𝑤
𝑀𝑆𝑆𝑤 =
𝑑𝑓𝑤
where:
𝑀𝑆𝑆𝑏 = 𝑚𝑒𝑎𝑛 𝑠𝑢𝑚 𝑜𝑓 𝑠𝑞𝑢𝑎𝑟𝑒𝑠
𝑏𝑒𝑡𝑤𝑒𝑒𝑛 𝑐𝑜𝑙𝑢𝑚𝑛
𝑀𝑆𝑆𝑤 = 𝑚𝑒𝑎𝑛 𝑠𝑢𝑚 𝑜𝑓 𝑠𝑞𝑢𝑎𝑟𝑒𝑠
𝑤𝑖𝑡ℎ𝑖𝑛 𝑐𝑜𝑙𝑢𝑚𝑛
d. Locating the Tabular Value and Calculating
the Computed Value and Comparing Them
1. Locate the tabular value of 𝐹𝑇 by following the format.
𝑑𝑓𝑏
𝑭𝒕 = → 𝑙𝑜𝑐𝑎𝑡𝑒 (𝑟𝑒𝑓𝑒𝑟 𝑡𝑜 𝑡𝑎𝑏𝑙𝑒)
𝑑𝑓𝑤
2. Calculate 𝐹𝑐
𝑀𝑆𝑆𝑏
𝑭𝒄 =
𝑀𝑆𝑆𝑤
3. Compare the Computed against the tabular value
a) Reject Ho is the computed value is greater than or
equal to the tabular value. (𝑭𝒄 ≥ 𝑭𝒕 )
b) Do not reject Ho if the computed value is less than
the tabular value. (𝑭𝒄 < 𝑭𝒕 )
Table for the One-Way ANOVA
Source of Sum of Degree of Mean Sum of FT FC
Variation Squares Freedom Squares

Between
Columns

Within
Columns

Total
Example:
On the following four groups of teaching attitude,
test the null hypothesis that academic performance
does not vary due to teaching attitude.
Superior Above Average Below
Average Average
90 85 80 78
89 86 82 76
88 84 83 75
94 83 81 77
93 88 80 75
Solution:
Step 1: Formulate the Hypothesis
𝑯𝒐: The academic performance does not
vary due to teaching attitude.
𝑯𝒂: The academic performance vary due
to teaching attitude.
Step 2: Set Level of Significance
𝛼 = 0.01 𝑜𝑟 0.05
Step 3: Choose the statistical test the apply it
ANOVA or F-test
Worksheet table for the One-Way ANOVA
Superior Above Average Average Below Average
𝑋1 2 𝑋2 2 𝑋3 2 𝑋4 2
𝑋 𝑋 𝑋 𝑋
1 2 3 4

90 8100 85 7225 80 6400 78 6084


89 7921 86 7396 82 6724 76 5776
88 7744 84 7056 83 6889 75 5625
94 8836 83 6889 81 6561 77 5929
93 8649 88 7744 80 6400 75 5625
454 41250 426 36310 406 32974 381 29039

σ 𝑋𝑇 = 1667 σ 𝑋𝑇 2 = 139573 𝑁𝑇 = 20
Compute Sum of Squares
σ𝑥 2 2
2
1667
𝑇𝑆𝑆 = ෍ 𝑥 − = 139573 −
𝑁 20
= 628.55

2
σ𝑥 2
1
𝑆𝑆𝑏 = ෍ ෍ 𝑥𝑖𝑗 −
𝑟 𝑁
1 2 2 2 2 1667 2
= σ 454 + 426 + 406 + 381 −
5 20
= 55.2
continuation…
• Degrees of Freedom
𝑑𝑓𝑇 = 𝑁 − 1 𝑑𝑓𝑏 = 𝑘 − 1 𝑑𝑓𝑤 = 𝑑𝑓𝑇 − 𝑑𝑓𝑏
= 20 − 1 =4−1 = 19 − 3
= 19 =3 = 16

• Mean Sum Squares


𝑆𝑆𝑏 𝑆𝑆𝑤
𝑀𝑆𝑆𝑏 = 𝑀𝑆𝑆𝑤 =
𝑑𝑓𝑏 𝑑𝑓𝑤
573.35 55.2
= =
3 16
= 191.12 = 3.45
Step 4: Determine the tabular value
𝑑𝑓𝑏 3
𝑭𝒕 = = ; @0.05 → 3.239; @0.01 → 5.292
𝑑𝑓𝑤 16

Step 5: Compute the value of the statistical test


𝑀𝑆𝑆𝑏 191.2
𝑭𝒄 = = = 55.39
𝑀𝑆𝑆𝑤 3.45
Source of Sum of df Mean Sum of 𝑭𝑻 𝑭𝑪
Variation Squares Squares
Between Column 573.35 3 191.12 3.239
@0.05
Within Column 55.2 16 3.45 5.292 55.39
@0.01
Total 628.55 19
continuation…
𝑺𝒕𝒆𝒑 𝟔: Determine the significance of the computed
value
→ Since the value of 𝑭𝒄 > 𝑭𝑻 , therefore
𝒓𝒆𝒋𝒆𝒄𝒕 the null hypothesis (𝑯𝒐) accept alternative
hypothesis (𝑯𝒂)

𝑺𝒕𝒆𝒑𝟕: Interpret the result


Decision: Reject the null hypothesis
Interpretation: The academic performance
varies due to teaching
attitude.
The End!

*For Easy and


Precise Computation let
us use the MS Excel.

Answer Exercises 9.1 − 9.5

MAHALO!

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