What is ANOVA? ANOVA stands for Analysis of Variance.

It is a statistical method for seeing how different several groups are on some quantitative measure. For example, we might want to know if marital status (single, married, cohabitating, divorced, widowed or separated, other) is related to weight. We could take a sample of people, ask their marital status, weigh them and then do an ANOVA to see how different the groups are. Here weight is called the dependent variable and marital status the independent variable. If there are more independent variables and they are all categorical, we get factorial ANOVA. For example, we might also want to look at sex in the above, since men generally weigh more than women. If there are independent variables that are quantitative, then we get ANCOVA or Analysis of Covariance. We might, for example, want to include height in the above, since taller people tend to weigh more than shorter people. When there are only two groups, the t-test is usually used, but a t-test is mathematically equivalent to an ANOVA with only two groups. If ANOVA is about comparing means, why is it called analysis of variance? That is a very good question! Fortunately, it has a good answer. Suppose we gather the data for the simplest case above. Lets say we wind the weights of (say) 20 single people, 30 married people, 10 cohabitating people, and so on. We can then take the mean of each groups. The means will not be the same in the different groups. Nor will all people in any group weigh the same. That is, for example, not all single people weigh the same amount. We have variation within each group, and we have variation between groups. One way of measuring variation is with a statistic called the variance. If most of the variance is within groups, then we cannot conclude that the groups are different with regard to weight. On the other hand, if most of the variance is between groups, that is evidence that the groups differ. How do we decide which variance is bigger, and what it means? We analyze it. That is, we perform an ANOVA, an analysis of variance.