Beruflich Dokumente
Kultur Dokumente
Variance
(ANOVA)
Analysis of Variance
is a technique that partitions the
total sum of squares of deviations of
the observations about their mean
into portions associated with
independent variables in the
experiment and a portion
associated with error.
ANOVA Table
Source
df
Sum of Squares
Group
(between)
I1
ni ( xi x ) 2 SSG
SSG
MSG
dfG
Error
(within)
NI
(n 1)s
SSE
MSE
dfE
Total
N1
(x
ij
SSE
x ) 2 SSTot
Mean Square
p-value
MSG
Fcalc
MSE
Pr( F Fcalc )
SSTot
MST
dfTot
Note: MSE is the pooled sample variance and SSG + SSE = SST
R2
SSG
is the proportion of the total variation explained by
SSTot
the difference in means
Example
Summary
ANOVA:
allows us to know if variability in a
data set is between groups or merely
within groups
is more versatile than t-test
can compare multiple groups at once
cannot process multiple response
variables
does not indicate which groups are
different