ANOVA Analysis

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ANalysis OfVAriance
Basicconcepts
Onewayanalysisofvariancetotestfor
differencesamongthemeansofseveralgroups
Twowayanalysisofvarianceandinterpretthe
interaction
QAM II byGauravGarg (IIMLucknow)
Thedifferencebetweentwomeanscanbe
examinedusingt testorZ test.
Ifwehavemorethan2samples.
Wewishtotestthehypothesisthat
allthesamplesaredrawnfromthepopulation
havingthesamemeans.
Orallpopulationmeansarethesame.
WeuseANOVA.
Example:
Thereare5varietiesofafertilizer.
Eachvarietyisappliedtosomeplotsofwheat.
Yieldofwheatoneachoftheplotisrecorded.
Wewishtotestiftheeffectsofthesevarietiesof
fertilizeronyieldarethesame.
Giventhat,allotherconditionsarethesame.
ThisistestedbyANOVA.
Thus,basicpurposeofANOVAistotestthe
homogeneityofseveralmeans.
Example:
Fromtimetotime,unknowntoitsemployees,the
researchdepartment,atamultinationalbank
observesvariousemployeesforworkproductivity.
Recently,thisdepartmentwantedtocheckifthe4
tellersatabranchserve,onanaverage,thesame
numberofcustomersperhour.
Researchmanagerobservedeachtellerforcertain
numberofhours.
Followingtablegivesthenumberofcustomers
servedby4tellersduringeachoftheobserved
hours:
TellerA: 19 21 26 14 18
TellerB: 14 16 14 13 17 13
TellerC: 11 14 21 13 16 18
TellerD: 24 19 21 26 20
Averagenumberofcustomersservedperhour
byeachofthese4tellersare:
A:19.6, B:14.5, C:15.5, D:22
Canyouconcludethataveragenumberof
customersservedperhourbyeachofthese4
tellersarethesame.
Ortheyaredifferentsignificantly.
ANOVAisessentiallyaprocedurefortestingthe
differenceamongvariousgroupsofdatafor
homogeneity.
Atitssimplest,ANOVAteststhefollowing
hypotheses:
H
0
:Themeansofallthegroupsareequal.
H
1
:Notallthemeansareequal
doesntsayhoworwhichonesdiffer.
Canfollowupwithmultiplecomparisons
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2
3 2 1
= =
3 2 1
= =
3 2 1
= =
or
AssumptionsofANOVA
Samplesarerandomlyandindependentlydrawn
Eachpopulationisapproximatelynormal
Maybecheckedbylookingathistogramsor
normalQQplots
Standarddeviationsofeachpopulationare
approximatelyequal
ruleofthumb:ratiooflargesttosmallestsamplestd.
dev.mustbelessthan2:1
OneWayClassification
LetX bearandomvariable.
ThevaluesofX areaffectedbydifferentlevelsofone
factor.
Thesedifferentlevelsmaybetermedastreatments.
Lettherebek suchtreatments.
Letn observationsarecollectedonX.
Thesen observationsaregroupedonsomebasisinto
k groups(treatments)ofsizesn
1
, n
2
, , n
k
,
respectively.
n= n
1
+ n
2
+ + n
k
H
0
:Allmeansarethesame
H
1
:Allmeansarenotthesame
(atleastonemeanisdifferentfromothers)
G
T x x x x
T x x x x
T x x x x
k k kn k k
n
n
k
-
-
-
2 1
2 2 2 22 21
1 1 1 12 11
2
1
Total Mean
OverallvariationinthedataisrepresentedbyTotalSum
ofSquares(TSS ):
TSS ispartitionedintotwoparts:
BetweenGroupsVariationor
SumofSquaresduetoTreatments
WithinGroupsVariationor
SumofSquaresduetoError
k
k
i
n
j
ij
k
i
n
j
ij
n n n n x
n
x x x TSS
j j
+ + = = =

= = = =
2 1
1 1 1 1
2
,
1
, ) (
. ,..., 2 , 1 ,
1
, ) (
1 1
2
k i x
n
x x x n SST
i
n
j
ij
i
i
k
i
i i
= = =

=
-
=
-
= =
-
=
k
i
n
j
i ij
j
x x SSE
1 1
2
) (
Theseformulaecanbesimplifiedasbelow:
Then,wedotheanalysisofthepartitionedor
separatedvariations.
TSS-SST SSE
CF
n
T
SST
CF x TSS
i i
i
i j
ij
=
=
=
=
: Error to due Squares of Sum

: Treatments to due Squares of Sum
: Squares of Sum Total
n
G
CF : Factor Correction
2
2
2
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ANOVATable
TheteststatisticisgivenbyF
c
inANOVATable.
F
c
~ F(k-1, n-k)
WerejectH
0
at x 100% levelofsignificance,if
F
c
>F
k-1, n-k,
Sourceof
Variation
Sumof
Squares
Degreeof
Freedom
MeanSumof
Squares
VarianceRatio
Treatments
(Between
Groups)
SST k-1 MST=SST/(k-1)
Error
(Within
Groups)
SSE (n-1)-(k-1)=n-k MSE=SSE/(n-k) F
c
=MST/MSE
Total TSS n-1
Example:Consider4Tellersexample.
TellerA: 19 21 26 14 18
TellerB: 14 16 14 13 17 13
TellerC: 11 14 21 13 16 18
TellerD: 24 19 21 26 20
k=4, n=22, n
1
=5, n
2
=6, n
3
=6, n
4
=5
T
1
=98, T
2
=87, T
3
=93, T
4
=110 G=388
CF=G
2
/n = 6842.909
TSS = 391.091
SST= 200.891
SSE= 190.200
ANOVATable
DistributionofTestStatistic:F
c
~ F(3, 18)
For5%levelofsignificance,CriticalValueF
()
=3.1599
Since F
c
>F
3, 18, 0.05
WerejectH
0
at5% levelofsignificance.
SourceofVariation Sumof
Squares
Degreeof
Freedom
MeanSum
ofSquares
Variance
Ratio
Treatments
(BetweenGroups)
200.891 3 66.964
Error
(WithinGroups)
190.200 18 10.567 F
c
= 6.337
Total 391.091 21
Weconcludethataveragenumberofcustomers
servedperhourbyeachofthese4tellersare
differentsignificantly.
Example: Thefollowingtableshowsthelivesin
hoursoffourbatchesofelectriclamps:
Batch1: 1600 1610 1650 1680 1700 1720 1800
Batch2: 1580 1640 1640 1700 1750
Batch3: 1460 1550 1600 1620 1640 1660 1740
1820
Batch4: 1510 1520 1530 1570 1600 1680
Performananalysisofvarianceofthesedataand
showthatasignificancetestdoesnotrejecttheir
homogeneity.
Iftheobservationsarelarge,youcanshifttheir
originandscale.
Thiswillnotchangetheresult.
Shiftingoriginmeansaddingorsubtractingsome
constant.
Shiftingofscalemeansmultiplyingordividingby
someconstant.
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CriticalDifference
If,onthebasisofANOVA,werejectH
0
i.e.,ifthereissignificantdifferenceamongvarioustreatment
means
Thenwewouldbeinterestedtofindoutwhichpair(s)of
treatmentsdiffersignificantly
WeuseScheffes Testforthis.
i
th
andj
th
treatmentmeansdiffersignificantlyif
CriticalDifferencefori
th
andj
th
treatmentisgivenby
( )
2 / 1
; , 1
1
1 1
(
(

|
|
.
|
\
|
+
o k n k
j i
F k
n n
MSE
(C.D) Difference Critical >
- - j i
x x
Example:Consider4Tellersexample.
For =0.05,CriticalValueF
(0.05)
at (3, 18) d.f = 3.1599
Weobtained,MSE=10.567
C.D.fortellersAandB=6.0605
AbsoluteDifferenceofSampleMeansofTellersAandB=
5.1<C.D.
So,tellersAandBdonotdiffersignificantly.
Teller Mean Sample size
A 19.6 5
B 14.5 6
C 15.5 6
D 22 5
Example:
Youwanttoseeifthreedifferentgolfclubsyield
differentdistances.
Yourandomlyselectfivemeasurementsfromtrialson
anautomateddrivingmachineforeachclub.
Atthe0.05significancelevel,isthereadifferencein
meandistance?
Club1 Club2 Club3
254 234 200
263 218 222
241 235 197
237 227 206
251 216 204
ANOVATable
DistributionofTestStatistic:F
c
~ F(2, 12)
For5%levelofsignificance,CriticalValueF
()
=3.89
Since F
c
>F
()
WerejectH
0
at5% levelofsignificance.
Squares
Degreeof
Freedom
MeanSum
ofSquares
Variance
Ratio
Treatments
(BetweenGroups)
4716.4 2 2358.2 25.275
Error
(WithinGroups)
1119.6 12 93.3
Total 5836.0 14
Whichpair(s)ofclubsdiffersignificantly?
CriticalDifference?
F
c
=25.275
0
o =0.05
F
=3.89
Example:
Thedatainthetable(inthousandsofdollars)wereextracted
fromBusinessWeeks1986ExecutiveCompensationScoreboard.
Assumethatthedatarepresentindependentsamplesof1986
totalcashcompensationsforeightcorporateexecutivesineach
ofthethreeindustries banks,utilities,andoffice
equipments/computers.
Banks Utilities OfficeEquipments/Computers
755 520 438
712 295 828
845 553 622
985 950 453
1300 930 562
1143 428 348
733 510 405
1189 864 938
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ApartialANOVAtableisgivenhere.Completethetable.
Isthereevidenceofadifferenceamongthemeansof
1986totalcashcompensationsforthethreegroupsof
corporateexecutives?Testat1%levelofsignificance.
Findtheindustry(industries)forwhichmean
compensationis(are)differentfromtheothersat1%
level.
Squares
Degreeof
Freedom
MeanSum
ofSquares
Variance
Ratio
Industry
Error 1,115,232.50
Total 1,800,361.83
TwoWayClassification
Example:
Achefwasexperiencingdifficultyingettingtypesof
pastatobealdente.
Sheconductsanexperimentwithtwotypesofpasta
AmericanandItalian.
150gramspastaofbothtypeswereused.
Sampleswerecookedeitherfor4minutesor8minutes.
Because,cookingofpastaenablesittoabsorbwater.
Theweightsofcookedpastaweremeasured.
Theresultsfortworeplicatesforeachtypeandcooking
timeareasfollows:
Isthereaneffectonthecookedpasta(intermsof
weightofcookedpasta)
duetotypeofpasta?
duetocookingtime?
Isthereaninteractioneffectbetweentypeofpasta
andcookingtime?
Anyparticularcombinationofpastatypeandcooking
timeissignificantlydifferent?
COOKINGTIME
TYPE 4Minutes 8Minutes
American 265
270
310
320
Italian 250
245
300
305
Twowayanalysisofvarianceisanextensionof
onewayanalysisofvariance.
Thevariationiscontrolledbytwo factors.
ThevaluesofrandomvariableX areaffectedby
differentlevelsoftwo factors.
Assumptions
Thepopulationsarenormallydistributed.
Thesamplesareindependent.
Thevariancesofthepopulationsareequal.
H
A0
:AlllevelsofFactorA havethesameeffect
H
A1
:AlllevelsofFactorA donthavethesameeffect
H
B0
:AlllevelsofFactorB havethesameeffect
H
B1
:AlllevelsofFactorB donthavethesameeffect
H
AB0
:Thereisnointeractioneffect
H
AB1
:Interactioneffectisthere
a =numberoflevelsofFactorA
b =numberoflevelsofFactorB
m =numberofobservations(repetitions)percell
n = abm =totalnumberofobservations
x
ijk
=k
th
observationofthecellreceiving
i
th
levelofFactorA and
j
th
levelofFactorB.
G = Grandtotal
T
Ai
= Sumofobservationsreceivingi
th
levelofFactorA
T
Bi
= Sumofobservationsreceivingj
th
levelofFactorB
T
ij
= Sumofobservationsreceivingi
th
levelofFactorA
aswellasj
th
levelofFactorB
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SSAB SSB SSA TSS SSE
CF SSB SSA T
m
SSAB
CF T
ma
SSB
CF T
mb
SSA
CF x TSS
abm
G
CF
i j
ij
j
Bj
i
Ai
i j k
ijk
=
=
=
=
=
=
: Error to due Squares of Sum

: n Interactio to due Squares of Sum
: B Factor to due Squares of Sum
: A Factor to due Squares of Sum
: Squares of Sum Total
: Factor Correction
2
2
2
2
2
1
1
1
ANOVATable
F
Ac
~ F(a-1, ab(m-1))
F
Bc
~ F(b-1, ab(m-1))
F
ABc
~ F((a-1)(b-1), ab(m-1))
WerejectH
0
at x 100% levelofsignificance,if
ComputedF>F
()
Sourceof
Variation
Sumof
Squares
Degreeof
Freedom
MeanSumofSquares VarianceRatio
FactorA SSA a-1 MSA = SSA/(a-1) F
Ac
=MSA/MSE
FactorB SSB b-1 MSB = SSB/(b-1) F
Bc
=MSB/MSE
Interaction SSAB (a-1)(b-1) MSAB = SSAB/ (a-1)(b-1) F
ABc
=MSAB/MSE
Error SSE ab(m-1) MSE = SSE / ab(m-1)
Total TSS abm-1
COOKINGTIME
FactorB
Factor A
4Minutes 8Minutes
Total
American 265
270
(T
11
=535)
310
320
(T
12
=630)
T
A1
=1165
Italian 250
245
(T
21
=495)
300
305
(T
22
=605)
T
A2
=1100
Total T
B1
=1030 T
B2
=1235 G=2265
CF = 641278.125
TSS = 647175 - 641278.125= 5896.875
SSA = 641806.25 - 641278.125 =528.125
SSB = 646531.25 - 641278.125 = 5253.125
SSAB = 647087.5 - 528.125 - 5253.125 - 641278.125
= 28.125
SSE = 87.5
ANOVATable
F
Ac
~ F(1,4)
F
Bc
~ F(1,4)
F
ABc
~ F(1,4)
CriticalValueat5%levelofSignificance=7.70865
Sourceof
Variation
SS df MS Variance
Ratio
CriticalF
FactorA 528.125 1 528.125 24.14286 7.70865
FactorB 5253.125 1 5253.125 240.1429 7.70865
Interaction 28.125 1 28.125 1.285714 7.70865
Error 87.5 4 21.875
Total 5896.875 7
Inpastaexample:
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FactorBLevel1
FactorBLevel3
FactorBLevel2
FactorALevels
FactorBLevel1
FactorBLevel3
FactorBLevel2
FactorALevels
M
e
a
n
R
e
s
p
o
n
s
e
M
e
a
n
R
e
s
p
o
n
s
e
NoSignificant
Interaction
Significant
Interaction
Example:
Acompanystampsgasketsoutofsheetsofrubber,plasticandcork.
Themanufacturerwantstodeterminewhether
Onemachineismoreproductivethantheother
Onemachineismoreproductiveinproducingrubbergaskets
whiletheotherismoreproductiveinproducingplasticorcork
gaskets.
Themanufacturerdecidestoconductanexperimentusing3types
ofgasketmaterial.
Eachmachineisoperatedfor3onehourtimeperiodsforeachof
thegasketmaterial,withthe18onehourtimeperiodsassignedto
the6machinematerialcombinationsinrandomorder.
Thepurposeofrandomizationistoeliminatethepossibilitythat
uncontrolledenvironmentalfactorsmightbiastheresults.
Thedata(No.ofgasketsinthousands)isasfollows:
Helpthemanufacturer.
Use5%levelofsignificance.
M
a
c
h
i
n
e
GasketMaterial
Cork Rubber Plastic Total
I 4.31
4.27
4.40
3.36
3.42
3.48
4.01
3.94
3.89
35.08
II 3.94
3.81
3.99
3.91
3.80
3.85
3.48
3.53
3.42
33.73
Total 24.72 21.82 22.27 68.81
Whentheinteractioneffectsaresignificant,
Thehypothesistestingofmaineffectsbecomes
complicated.
Wecannotdirectlyconcludethatthemain
effectsarenotsignificant.
Whichcombinationisthebestcanbejudged
fromtheplot.
Whentheinteractioneffectsarenotsignificant
Butmaineffectsaresignificant
Wecandetermineparticularlevelsofthefactors
thataresignificant
Methodisthesameasusedinonewayclassification.
ForthelevelsofFactorA
ObtainthemeansofalllevelsofFactorA
meanofi
th
levelofFactorA = T
Ai
/ bm
i
th
levelandj
th
differsignificantlyif
| T
Ai
- T
Aj
| / bm > CD
WhereCD isgivenby
MethodforthelevelsofFactorB issimilar
( )
2 / 1
), 1 ( , 1
1
1 1
(
|
.
|
\
|
+
o m ab a
F a
bm bm
MSE
Example:
Supposeyouwanttodeterminewhetherthebrandof
laundrydetergentusedandthetemperatureaffectsthe
amountofdirtremovedfromyourlaundry.
YoubuytwodifferentbrandofdetergentSuperand
Best
Choosethreedifferenttemperaturelevels Cold,Warm,Hot
Theamountofdirtremovedisgiveninfollowingtable.
At5%levelofsignificance,testif
Varietiesofdetergenthavesignificanteffectondirtremoved
Varietiesinthetemperatureofwaterhavesignificantdifferent
ondirtremoved
Cold Warm Hot
Super 5 9 10
Best 5 13 12
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Example:
Threevarietiesofcoalwereanalyzedbyfourchemists
andashcontentinthevarietieswasfoundtobeas
under:
Dothevarietiesofcoaldiffersignificantlyintheirash
content?
Dothechemistsdiffersignificantlyintheiranalysis?
Chemists
I II III IV
Varietie
s
A 8 5 5 7
B 7 6 4 4
C 3 6 5 4
Summary
Onewayanalysisofvariance
Onefactoratvariouslevels
Ftestfordifferenceinmorethantwomeans
Scheffes procedureformultiplecomparisons
Twowayanalysisofvariance
Effectsoftwofactors
Interactionbetweentwofactors
Multiplecomparisons

ANOVA Analysis

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ANOVA Analysis

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04122013

: Error to due Squares of Sum

: Error to due Squares of Sum

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