Beruflich Dokumente
Kultur Dokumente
Analysis of Variance
H 0 : 1 2 K
H1 : i j For at least one pair i , j
Sample Observations from Independent
Random Samples of K Populations
(Table 15.2)
POPULATION
1 2 ... K
x11 x21 ... xK1
x12 x22 ... xK2
. . .
. . .
. . .
x1n1 x2n2 ... xKnK
Sum of Squares Decomposition for
One-Way Analysis of Variance
Suppose that we have independent samples of n1, n2, . . ., nK
observations from K populations. Denote by x1 , x2 ,, xK the K
group sample means and by x the overall sample mean. We
define the following sum of squares:
K nj
i 1 j 1
K
Between - Groups : SSG ni ( xi x ) 2
i 1
K nj
Total : SST ij
( x x ) 2
i 1 j 1
where xij denotes the jth sample observation in the ith group.
Then
SST SSW SSG
Sum of Squares Decomposition for
One-Way Analysis of Variance
(Figure 15.2)
Within-groups
sum of squares
Between-groups
sum of squares
Hypothesis Test for One-Way
Analysis of Variance
Suppose that we have independent samples of n1, n2, . . ., nK
observations from K populations. Denote by n the total sample
size so that
n n1 n2 nK
We define the mean squares as follows:
SSW
Within - Groups : MSW
nK
SSG
Between - Groups : MSG
K 1
The null hypothesis to be tested is that the K population means
are equal, that is
H 0 : 1 2 K
Sum of Squares Decomposition for
Two-Way Analysis of Variance
Suppose that we have a sample of observations with xij denoting
the observation in the ith group and jth block. Suppose that
there are K groups and H blocks, for a total of n = KH
observations. Denote the group sample means by xi (i 1,2,, K,)
the block sample means by x j ( j 1,2,, H )and the overall
sample mean by x.
We define the following sum of squares:
K H
Total : SST ij
( x x ) 2
i 1 j 1
K
Between - Groups : SSG H ( xi x ) 2
i 1
H
Within - Blocks : SSB K ( x j x ) 2
j 1
Sum of Squares Decomposition for
Two-Way Analysis of Variance
(continued)
K H
ERROR : SSE ij i j
( x x x x ) 2
i 1 j 1
Within-groups
sum of squares
Between-groups
sum of squares
Error
sum of squares
Key Words
Hypothesis Test for One-Way Analysis of Variance
Hypothesis Test for Two-Way Analysis of Variance
Interaction
Kruskal-Wallis Test
One-Way Analysis of Variance
Randomized Block Design
Sum of Squares Decomposition for One-Way
Analysis of Variance
Sum of Squares Decomposition for Two-Way
Analysis of Variance
Two-Way Analysis of Variance: Several
Observations per Cell