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Analysis of Variance (ANOVA)

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2

The one-way analysis of variance is used to test

the claim that three or more population means

are equal

This is an extension of the two independent

samples t-test

One-way ANOVA – An analysis of variance

procedure using one dependent and one

independent variable.

3

The response variable is the variable you’re

comparing

The factor variable is the categorical variable

being used to define the groups

◦ We will assume k samples (groups)

The one-way is because each value is classified in

exactly one way

◦ Examples include comparisons by gender, race, political

party, color, etc.

4

To use the one-way ANOVA test, the following

assumptions must be true

distribution

◦ The samples are drawn randomly, and each

sample is independent of the other samples.

◦ All the populations from which the samples

values are obtained, have the same unknown

population variance, that is for k number of

populations,

σ 1

2

= σ 2

2 = K = σ 2

k

5

There is a “family” of F

Distributions.

Each member of the family is

determined by two parameters:

◦ the numerator degrees of freedom

◦ the denominator degrees of freedom.

F cannot be negative, and it is a

continuous distribution.

The F distribution is positively

skewed.

Its values range from 0 to ∞

As F → ∞ the curve approaches

the X-axis.

6

Only one classification factor is

considered

Factor

1 Response/ outcome/

Treatment 2 dependent variable

(samples)

(The level of

the factor)

i

Replicates (1,…,j)

The object to a

given

7

treatment

Mean square

(variance)

H0: µ1 = µ2 = µ3 = ... = µk within

f(X)

— All population means

are equal

— No treatment effect

Ha: Not All µi Are Equal X

µ1 = µ2 = µ3

— At least 2 pop. means

are different Mean square among

— Treatment effect

f(X)

— µ1 ≠ µ2 ≠ ... ≠ µk is

Wrong

X

µ1 = µ 2 µ 3

8

If the null hypothesis is true,

◦ we would expect all the sample means to be close

to one another (and as a result, close to the grand

mean).

◦ at least some of the sample means would differ.

9

Variation

◦ Variation is the sum of the squares of the

deviations between a value and the mean of

the value.

As long as the values are not identical,

there will be variation

Denoted as SS for Sum of Squares

10

Are all of the values identical?

◦ No, so there is some variation in the data

◦ This is called the total variation

◦ Denoted SS(Total) for the total Sum of

Squares (variation)

◦ Sum of Squares is another name for variation

11

VARIATION BETWEEN GROUPS

◦ Are all of the sample means identical?

No, so there is some variation between the groups

for each data value look at the difference between its

group mean and the overall mean. This is called the

between group variation

Sometimes called the variation due to the factor

Denoted SS(A) for Sum of Squares (variation)

between the groups

(xi − x ) 2

12

VARIATION WITHIN GROUPS

◦ Are each of the values within each group identical?

No, there is some variation within the groups.

for each data value we look at the difference between that

value and the mean of its group.This is called the within

group variation

Sometimes called the error variation

Denoted SS(E) for Sum of Squares (variation) within

the groups

(

x ij − x i

• for each data value we look )

2 at the difference

between that value and the mean of its group

13

Variance is described as Sum of Squares

SS TOTAL

SSBETWEEN SS WITHIN

14

ONE-WAY ANOVA TABLE

Source SS df MS F

Between

(Factor)

Within

(Error)

Total

15

“F” means “F test statistic”

One-way Analysis of Variance

Source DF SS MS F

Factor 2 2510.5 1255.3 93.44 0.000

Error 12 161.2 13.4

Total 14 2671.7

“MS” means “mean squared” 16

One-way Analysis of Variance

Source DF SS MS F

Factor 2 2510.5 1255.3 93.44 0.000

Error 12 161.2 13.4

Total 14 2671.7

the factor of interest”

variation”

“Total” means “Total variation from the grand mean” 17

One-way Analysis of Variance

Source DF SS MS F

Factor a-1 SS(Between) MSA MSA/MSE

Error n-a SS(Error) MSE

Total n-1 SS(Total)

MSA = SS(Between)/(a-1)

n-1 = (a-1) + (n-a) MSE = SS(Error)/(n-a)

SST = ∑ (x ij − x) = ∑∑

2

x ij2 −

(∑ x ) ij

2

obs n

SSE = ∑ (x ij − x i ) 2

obs

SSA = ∑ (x i − x ) = ∑

2 (∑ x i )

−

2

(∑ x ) ij

2

obs ni n

SS MSA

SST = SSA + SSE; MS = ; F=

DF MSE

19

If means are equal,

F = MST / MSE ≈ 1.

Only reject if large F!

Reject H0

Do Not α

Reject H0

0 F

F(α; k – 1, n – k)

Always One-Tail!

© 1984-1994 T/Maker Co.

If MST is close to MSE then both have same source of variation

20

As production manager, you want to see if three filling

machines have different mean filling times. You assign

15 similarly trained and experienced workers, 5 per

machine, to the machines. At the 5% level of

significance, is there a difference in mean filling times?

25.40 23.40 20.00

26.31 21.80 22.20

24.10 23.50 19.75

23.74 22.75 20.60

25.10 21.60 20.40

21

The summary statistics for the three filling

machines of each row are shown in the table

below

Sample

5 5 5

size

Total 124.65 113.05 102.95

22

The H0 is that the means are all equal

◦ H0: All machines have equal mean filling times

means is different:

◦ H1 : Not All machines have equal mean filling times

23

SSA = ∑ ( x i − x ) = ∑

2

(∑ x i ) 2

−

(∑ x )ij

2

obs ni n

124.652 113.052 102.952 (340.65)2

= ∑ + + −

5 5 5 15

= 7783.326 − 7736.162

= 47.164

24

(∑ x ) 2

SST = ∑ ( x ij − x ) = ∑∑ x −

2 2 ij

ij

obs n

[

= 25.4 + 26.31 + 24.1 +...+ 20.4 − 7736.162

2 2 2 2

]

= 7794.379 − 7736.162

= 58.2172

25

SST = SSA + SSE

SSE = SST − SSA

= 58.2172 − 47.164

= 11.0532

26

Source SS df MS F

Between

47.1640

(Machines)

11.0532

Within (Error)

58.2172

Total

27

Filling in the degrees of freedom gives this …

Source SS df MS F

Between

47.1640 3-1=2

(Machines)

11.0532 15 - 3 = 12

Within (Error)

58.2172 15 - 1 = 14

Total

28

Completing the MS gives …

Source SS df MS F

Between

47.1640 3-1=2 23.5820

(Machines)

11.0532 15 - 3 = 12 0.9211

Within (Error)

58.2172 15 - 1 = 14

Total

29

Adding F to the table …

Source SS df MS F

Between

47.1640 3-1=2 23.5820 25.60

(Machines)

11.0532 15 - 3 = 12 0.9211

Within (Error)

58.2172 15 - 1 = 14

Total

30

H0: µ1 = µ2 = µ3

Test Statistic:

H1: Not all mean equal

MST 23 .5820

Critical Value(s): F= = = 25.6

MSE .9211

α = .05

ν1 = 2 ν2 = 12

Decision:

Reject at α = .05

α = .05

Conclusion:

There is evidence that three

0 3.89 F filling machines have different

31 mean filling times

One-way ANOVA: time versus Machine

Source DF SS MS F P

Machine 2 47.164 23.582 25.60 0.000

Error 12 11.053 0.921

Total 14 58.217

Pooled StDev

Level N Mean StDev -------+---------+---------+---------+--

1 5 24.930 1.032 (-----*-----)

2 5 22.610 0.882 (-----*-----)

3 5 20.590 0.959 (-----*-----)

-------+---------+---------+---------+--

20.8 22.4 24.0 25.6

32

33

An experiment was performed to determine whether

the annealing temperature of ductile iron affects its

tensile strength. Five specimens were annealed at each

of four temperatures. The tensile strength (in ksi) was

measured for each temperature. The results are

presented in the following table. Can you conclude that

there are differences among the mean strengths?

(oC)

750 19.72 20.88 19.63 18.68 17.89

800 16.01 20.04 18.10 20.28 20.53

850 16.66 17.38 14.49 18.21 15.58

900 16.93 14.49 16.15 15.53 13.25

34

Temperature Sample Total

(oC) size (n)

750

800

850

900

35

36

One-way ANOVA: strength versus Temperature

Source DF SS MS F P

Temperature 3 58.65 19.55 8.49 0.001

Error 16 36.84 2.30

Total 19 95.49

Pooled StDev

Level N Mean StDev -+---------+---------+---------+--------

750 5 19.360 1.133 (------*------)

800 5 18.992 1.924 (------*------)

850 5 16.464 1.467 (------*-------)

900 5 15.270 1.439 (------*-------)

-+---------+---------+---------+--------

14.0 16.0 18.0 20.0

37

38

Confidence interval for each mean, µi

MSE

x ± tα

,n − a ni

2

39

1 1

( X 1 − X 2 ) ± t MSE n + n

1 2

freedom (n - k).

MSE = [SSE/(n - k)]

40

When the null hypothesis is rejected, it may

be desirable to find which mean(s) is (are)

different.

Two statistical inference procedures, geared

at doing this, are presented:

◦ “regular” confidence interval calculations

◦ Tukey test

41

Two means are considered different if the

confidence interval for the difference

between the corresponding sample

means does not contain 0.

In this case the larger sample mean is

believed to be associated with a larger

population mean.

42

Tukey 95% Simultaneous Confidence Intervals

All Pairwise Comparisons among Levels of Machine

2 -3.9381 -2.3200 -0.7019 (------*-----)

3 -5.9581 -4.3400 -2.7219 (------*-----)

----+---------+---------+---------+-----

-5.0 -2.5 0.0 2.5

3 -3.6381 -2.0200 -0.4019 (------*-----)

----+---------+---------+---------+-----

-5.0 -2.5 0.0 2.5

43

44

Only two classification factor is considered

Factor B

1 2 j

1

Factor A 2

45

The standard two-way ANOVA tests are valid under the

following conditions:

Observations are taken on every possible treatment

The number of replicates is the same for each treatment

sample from a normal population

samples are not matched or paired in any way)

46

Source (Df) Sum of Squares (SS) Mean of Squares (MS) F Value

A a-1 SSA = ∑ xi.. − MSA = Ftest =

bn i =1 abn a −1 MSE effect

B b- 1 SSB = ∑ . j. abn

an j =1

x − MSB = Ftest =

Column

b −1 MSE effect

Interaction (a-1)(b-1) SSAB = ∑∑ xij . − MSAB = Ftest = Interaction

n i =1 j =1 abn ( a − 1)( b − 1) MSE effect

Error ab(n-1)

MSE =

ab ( n − 1)

) SSE

σ

− SSB N−−SSAB

= MSE =

2

Error

k

a b n

x...2

Total abn-1 SST = ∑∑∑ x − 2

ijk

i =1 j =1 k =1 abn

47

A chemical engineer is studying the effects of various reagents

and catalyst on the yield of a certain process. Yield is expressed

as a percentage of a theoretical maximum. 4 runs of the process

were made for each combination of 3 reagents and 4 catalysts.

Construct an ANOVA table and test is there an interaction

effect between reagents and catalyst.

Reagent

Catalyst

1 2 3

A 86.8 82.4 93.4 85.2 77.9 89.6

86.7 83.5 94.8 83.1 89.9 83.7

B 71.9 72.1 74.5 87.1 87.5 82.7

80.0 77.4 71.9 84.1 78.3 90.1

C 65.5 72.4 66.7 77.1 72.7 77.8

76.6 66.7 76.7 86.1 83.5 78.8

D 63.9 70.4 73.7 81.6 79.8 75.7

77.2 81.2 84.2 84.9 80.5 72.9

48

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