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ANOVA
Statistics
Arlo Clark
Clark-Foos
Foos
Conceptual Refresher
Standardized z distribution of scores and of means
can be represented as percentile rankings.
2. t distribution of means, mean differences, and
differences between means can all be standardized,
standardized
allowing us to analyze differences between 2 means
3. Numerator of test statistic is always some
difference (between scores, means, mean
differences, or differences between means)
4. Denominator represents some measure of
variability (or form of standard deviation).
1.
Calculating Refresher
y Test Statistics
y Numerator = Differences between groups
y Example: Men are taller than woman
y Denominator = Variability within groups
y Example: Not all men/women are the same height
* There is overlap between these distributions.
z=
( M M )
M
t=
(M M )
sM
( M X M Y ) ( X Y ) ( M X M Y )
t=
=
sDifference
sDifference
y Hypothesis test typically used with one or more nominal IV (with at least
Two Sources of
Variance:
Between &
Within
t test?
t test?
Fishing Expedition
If you torture the data long enough,
the numbers will prove anything you want (Bernstein, 1996)
Types of ANOVA
y Always preceded by two adjectives
1. Number
N b off Independent
I d
d t Variables
V i bl
2. Experimental Design
y
One-Way
O
W ANOVA:
ANOVA Hypothesis
H
h i test that
h iincludes
l d one
nominal IV with more than two levels and an interval DV.
Assumptions of ANOVA
Assumption of Homoscedasticity
y Homoscedastic
H
d ti
populations have
different
ff
variances
Education
Law
Business
1 Identify
1.
y Populations: All foreign graduate students enrolled in
2 Hypotheses
2.
y Null:
N ll Foreign
F i graduate
d t students
t d t iin A
Arts
t &S
Sciences,
i
Ed
Education,
ti
L
Law,
Law, and Business do not all rate financial factors the same, on
average.
1 2 3 4
3 Determine characteristics
3.
y > 2 groups and interval DV:
F distribution
df1 = 5 - 1 = 4
df2 = 4 - 1 = 3
df3 = 4 - 1 = 3
df4 = 4 - 1 = 3
y dfBetween: NGroups - 1 = 4 - 1 = 3
y Numerator df
6 Make a Decision
6.
y If our calculated test statistic exceeds our cutoff, we
L i off ANOVA:
Logic
ANOVA Q
Quantifying
tif i O
Overlap
l
between - groups variance
F=
within - ggroups
p variance
y Whenever differences between sample means are large
significant results
L i off ANOVA:
Logic
ANOVA Q
Quantifying
tif i O
Overlap
l
Large withingroups variability &
small between
groups variability
b) Large
L
withini hi
groups variability &
large between
groups variability
bl
c) Small withingroups
g
p variabilityy &
small between
groups variability.
a)
Less
ess O
Overlap!
e ap
L i off ANOVA:
Logic
ANOVA Q
Quantifying
tif i O
Overlap
l
between
b
t
- groups variance
i
F=
within - groups variance
y If between-groups = within-groups, F = 1
y Null hypothesis predicts F = 1
y No differences between groups
C l l ti th
Calculating
the F Statistic:
St ti ti The
Th Source
S
Table
T bl
y Source Table
Table: Presents the important calculations and
C l l ti th
Calculating
the F Statistic:
St ti ti The
Th Source
S
Table
T bl
Col.l 1: Th
C
The sources off variability
i bilit
Col. 5: Value of test statistic, F ratio
Col. 4: Mean Square: arithmetic
a erage of squared
average
sq ared de
deviations
iations
Col. 3: Degrees of freedom
Col. 2: Sum of Squares
MS Between
SS Between
=
df Between
MSWithin =
SSWithin
dfWithin
F=
MS Between
MSWithin
SSTotal = ( X GM )
y Back to Step 1.
y Homoscedasticity
difference somewhere.
y Where?
y post-hoc test: Statistical procedure frequently carried out
after
f we reject the
h nullll h
hypothesis
h
in an ANOVA;
O
it allows
ll
us to make multiple comparisons among several means.
y p
post-hoc: Latin for after this
y Examples: Tukeys HSD, Scheffe, Dunnet, Duncan, Bonferroni
Italic letter F:
2.
O
Open
parenthesis
h i :
F(
3.
F(dfBetween ,
4.
F(dfBetween
et ee , dfWithin
t )
5.
F(dfBetween , dfWithin) =
6.
7.
Lower case,
case italic letter p:
p
8.
0.69
0.59
.64
0.84
0.64
.73
0.93
93
0.62
.51
5
0.91
0.71
.68
0.89
0.50
.61
0 90
0.90
0 60
0.60
M = .86
M = .61
M = .634
NNeut = 6
NPos = 5
dfNeg = 5
dfNeut = 5
dfPos = 4
dfBetween = 2
df Within = 14
MNeg = .86
MNeut = .61
MPos = .634
Comparison
p
Distribution: F distribution
Test: One-Way Between-Subjects ANOVA
y Assumptions:
y Participants
p
were randomlyy selected from subject
j p
pool
y Not clear if population dist. are normal. Data are not skewed.
y Homoscedasticity
F distribution
0.69
0.59
.64
0.84
0.64
.73
0.93
0.62
.51
0.91
0.71
.68
0.89
0.50
.61
0.90
0.60
M = .86
M = .61
M = .634
s2 = .00784
s2 = .00472
s2 = .00683
Rule
If sample sizes differ
across conditions,
largest variance must
not be more than
twice (2x) the smallest
variance
0.69
0.59
.64
0.84
0.64
.73
0.93
0.62
.51
0.91
0.71
.68
0.89
0.50
.61
0.90
0.60
M = .86
M = .61
M = .634
s2 = .00784
s2 = .00472
s2 = .00683
.00784
7 4
.0047
47 * 2 =.00944
944
NNeut = 6
NPos = 5
dfNeg = 5
dfNeut = 5
dfPos = 4
dfBetween = 2
dfWithin= 14
MNeg = .86
MNeut = .61
MPos = .634
s2 = .00784
s2 = .00472
s2 = .00683
Fcrit = 3.74
GM =
SS
df
Between
Within
14
Total
16
SSWithin = ( X M )
MS
( X )
NTotal
SS Between = ( M GM )
SSTotal = ( X GM )
GM =
( X )
NTotal
GM = .7053
X
0.69
0.84
0 93
0.93
0.91
0.89
0.90
0.59
0.64
0.62
0.71
0.50
0.60
0.64
0.73
0.51
0.68
0.61
(X - GM) (X - GM)
-0.02
0.0002
0.135
0.0181
0 225
0.225
0 0505
0.0505
0.205
0.0419
0.185
0.0341
0.195
0.0379
-0.12
0.0133
-0.07
0.0043
-0.09
0.0073
0.005
0.0
-0.21
0.0421
-0.11
0.0111
-0.07
0.0043
0.025
0.0006
-0.2
0.0381
-0.03
0.0006
-0.1
0.0091
SSTotal = .3135
MNeg = .86
MNeut = .61
MPos = .634
X
0.69
0.84
0 93
0.93
0.91
0.89
0.90
0.59
0.64
0.62
0.71
0.50
0.60
0.64
0.73
0.51
0.68
0.61
(X - M)
-0.17
-0.02
0 07
0.07
0.05
0.03
0.04
-0.02
0.03
0.01
0.1
-0.11
-0.01
0.006
0.096
-0.124
0.046
-0.024
(X - M)
0.0289
0.0004
0 0049
0.0049
0.0025
0.0009
0.0016
0.0004
0.0009
0.0001
0.01
0.0121
0.0001
0
0.0092
0.0154
0.0021
0.0006
SSWithin = .0901
GM = .7053
X
0.69
0.84
0 93
0.93
0.91
0.89
0.90
0.59
0.64
0.62
0.71
0.50
0.60
0.64
0.73
0.51
0.68
0.61
M
0.86
0.86
0 86
0.86
0.86
0.86
0.86
0.61
6
0.61
0.61
0.61
0.61
0.61
0.634
0.634
0.634
0.634
0.634
(M - GM) (M - GM)
0.155
0.024
0.155
0.024
0 155
0.155
0 024
0.024
0.155
0.024
0.155
0.024
0.155
0.024
-0.1
0.009
-0.1
0.009
-0.1
0.009
-0.1
0.009
-0.1
0.009
-0.1
0.009
-0.07
0.005
-0.07
0.005
-0.07
0.005
-0.07
0.005
-0.07
0.005
SSBetween = .223
SS
df
MS
Between
.223
.1115
17.969
Within
.0901
14
.0064
Total
~.3135
16
MS Between
MSWithin
SS Between
= B
df Between
SSWithin
=
dfWithin
MS Between
F=
MSWithin
SS
df
MS
Between
.223
.1115
17.969
Within
.0901
14
.0064
Total
~.3135
16
Fcrit = 3.74
6. Make a decision
Hindsight is 20
20-20
20
y Although
t oug your
you data may
ay suggest a
thus comparisons
th
i
should
h ld b
be decided
d id d
on before you conduct your
experiment.
p
y Planned
l
d comparisons
y A test that is conducted when there are multiple groups of
p = .05?
y p = .01?
y Bonferroni Correction?
y
standard error
y Honest because we adjust for making multiple comparisons
y The HSD is compared to a critical value
y Overview
1. Calculate differences between a pair of means
2. Divide this difference by the standard error
* Basically this is a variant of a t test *
p againsort
g
of.
Oh no,, that means the six steps
Tukey HSD
(
M1 M 2 )
HSD =
sM
(
M1 M 2 )
t=
sDifference
Tukey HSD
y Equal Sample Sizes
sM =
MSWithin
N
N = Sample size
within
i hi eachh group
sM =
MSWithin
N
N Groups
N =
1
N
Tukey HSD
y Determine Critical Value from Table
y Make a Decision
example
Tukey HSD:
HSD Example
y Memory for Emotional Pictures Example:
Tukey HSD:
HSD Example
Already Stated/Calculated
NTotal = 17
NNeg = 6
NNeut = 6
NPos = 5
dfNeg = 5
dfNeut = 5
dfPos = 4
dfBetween
=2
B
(k = 3)
dfWithin= 14
MNeg = .86
MNeut = .61
qcrit = 3.70
MPos = .634
Tukey HSD:
HSD Example
Already Stated/Calculated
NTotal = 17
0.69
0.59
.64
4
0.84
0.64
.73
0.93
0.62
.51
0 91
0.91
0 71
0.71
.68
68
0.89
0.50
.61
0.90
0.60
NNeg = 6
NNeut = 6
NPos = 5
dfNeg = 5
dfNeut = 5
dfPos = 4
dfBetween = 2
(k = 3)
dfWithin= 14
MNeg = .86
MNeut = .61
qcrit = 3.70
Source
SS
df
MS
Between
.223
.1115
17.969
Within
.0901
14
.0064
Total
~.3135
16
MPos = .634
Tukey HSD:
HSD Example
y Standard Error: Unequal Sample Sizes
N Groups
N =
1
N
sM =
MSWithin
N
N =
3
3
=
= 5.625
1 1 1 .533
+ +
6 6 5
.0064
sM =
= .0011378
0011378 = 0.034
0 034
5.625
Tukey HSD:
HSD Example
y Negative (M=0.86) vs. Neutral (M=0.61)
M 1 M 2 ) (.86 .61)
(
HSD =
=
= 7.35
sM
.034
M 1 M 2 ) (.86
(
( 86 .634)
634)
HSD =
=
= 6.65
sM
.034
M 1 M 2 ) ((.61 .634))
(
HSD =
0 71
=
= 0.71
sM
.034
Tukey HSD:
HSD Example
y Make a Decision
y Post hoc comparisons using the Tukey HSD test
Bonferonni Correction
An alternative p
post-hoc strategy
gy
Bonferroni Correction
Fishing Expedition
Bonferroni Correction
Summary
y Between-Subjects One Way ANOVA
y Two Sources of Variance
y New Sums of Squares
y New df
y Homoscedasticity
y
y The problem of too many tests
y Source Table
y Post-Hoc tests
y
y
y
y
Tukeys HSD
Bonferroni
LSD
etc.