Intro.

To Analysis of Variance
April Mergelle R. Lapuz, RPh
Learning Objectives:
At the end of the lesson, the students are expected to:
Introduce analysis of variance;
Discuss the different types of analysis of variance;
Formulate the hypothesis in an analysis of variance;
Differentiate main effects from interaction effects.
Introduction
Suppose there are 5 groups to be compared.
If =0.05, what is the probability of not rejecting a true H0 for each
test? Answer: 0.95
If the test were independent of another, what is the probability of not
rejecting a true H0 in all 10 cases? Answer: 0.5987
What is the probability of rejecting at least one true H0? Answer:
0.4013
Type I error is now 0.4013 instead of 0.05; and
Very likely to lead to false conclusion.
Analysis of Variance
Analysis of variance (ANOVA) is an extension of the t-test of two
independent samples.
As its name implies, ANOVA analyzes the variances of the data to
determine whether there is a difference between the group means.
ANOVA is a statistical method used to compare the means of two or
more groups.
In ANOVA:
Factor(s) are just the variable(s), i.e. gender
Levels are the levels of variable(s), i.e., by gender, the levels are male and
female
Types of ANOVA
One-way ANOVA
0 mg 50 mg 100 mg
Example 1: A researcher wants to test a
9 7 4
new anti-anxiety medication. They split
participants into three conditions (0 mg, 8 6 3
50 mg, and 100 mg), then ask them to 7 6 2
rate their anxiety level on a scale of 1-
8 5 3
10, with 10 being high anxiety and 1
being low anxiety. Are there any 8 8 2
differences between the three 9 7 3
conditions?
8 6 2

One-Way ANOVA is an ANOVA with one factor with at least two levels.
Levels are independent.
Types of ANOVA
Two-way ANOVA
Example 2: A physical therapist Teaching Method
wished to compare three methods for Age Group A B C
teaching patients to use a certain Under 20 7 9 10
prosthetic device. He felt that the rate 20 to 29 8 9 10
of learning would be different for 30 to 39 9 9 12
patients of different ages and wished
40 to 49 10 9 12
to design an experiment in which the
influence of age could be taken into 50 and over 11 12 14
account.

Two-Way ANOVA is an ANOVA with two factor with at least two levels.
Levels are independent.
Types of ANOVA
Two-way ANOVA
Example 2: A physical therapist Teaching Method
wished to compare three methods for Age Group A B C
teaching patients to use a certain Under 20 7 9 10
prosthetic device. He felt that the rate 20 to 29 8 9 10
of learning would be different for 30 to 39 9 9 12
patients of different ages and wished
40 to 49 10 9 12
to design an experiment in which the
influence of age could be taken into 50 and over 11 12 14
account.

Two-Way ANOVA is an ANOVA with two factor with at least two levels.
Levels are independent.
Types of ANOVA
Two-way ANOVA
Dose Group
Example 3: A study to
Center Placebo 25 mg 50 mg 75 mg
determine the effects of 3
5 3 6 8 8 8 7 8
doses of a new therapeutic
agent on a short-term memory 1 5 3 7 10 9 9 8 7

function was conducted at two 6 4 9 9 10 10 6 8

different centers. The subjects 2 5 8 8 6 8 10 9
were administered a single oral 2 4 2 6 10 10 8 7 7
dose of test preparation and 3 4 9 8 7 7 11 10
then asked to recall items one
hour after exposure to a list
consisting of 12 items.
Types of ANOVA
Repeated-Measures ANOVA
Example 4: A researcher wants to test Teaching Method
a new anti-anxiety medication. They Age Group A B C
measure the anxiety of 7 participants Under 20 7 9 10
three times: before taking the 20 to 29 8 9 10
medication, one week after taking the 30 to 39 9 9 12
medication, and two weeks after
40 to 49 10 9 12
taking the medication. Is there any
differences between the three time 50 and over 11 12 14
periods?

Repeated-Measures ANOVA is an ANOVA with one factor with at least

two levels. Levels are dependent.
Completely Randomized Design
Introduction
One-way analysis of variance (One-Way ANOVA) is a method used to
compare 2 or more group means simultaneously in the light of single
variable.

One variable (or factor) with at least two levels, level are
independent.

This test is appropriate for both equal and unequal samples from
each group.
Aim and Lay-out of Data
Aim
To investigate the significance of the difference among the k
population means 1, 2, , k.
1 2 . k
x11 x11 x11
X21 X21 X21
X31 X31 X31
: : : :
xn1 xn2 xnk
Total T1 T2 Tk
Mean 1 2 k
Assumption of the Model
Each of the populations from which the samples come is normally
distributed with mean j and variance j2.
Each of the populations has the same variance.
Checking Assumptions of the Model
Statistical Methods
Dependent variable is normally distributed from each population.
Shapiro-Wilk test
H0: Data is normal
Ha: Data is not normal
Variance of dependent variable is the same in each population (homogeneity
of variance)
Breusch-Pagan/Cook-Weisberg Test
H0: Population variances are all equal.
Ha: Population variance are not all equal.
Statistical Hypotheses
H0: 1 = 2 = = k
Ha: i k for ij

Notes:
If H0 is true and the assumption of equal variances and normally distributed
populations are met, a picture of populations will look like the Figure below.
Assumptions
Notes:
When H0 is true the population means
are all equal, and the populations are
centered at the same point (the
common mean) on the horizontal axis.

If the populations are all normally distributed with equal variances the
distributions will be identical, so that in drawing their pictures each is
superimposed on each of the other, and a single picture sufficiently
represents them all.
Assumptions
Notes:
When H0 is false it may be false
because one of the population means
is different from the others, which are
all equal.

Or, perhaps, all the population means are different.

These are only two of the possibilities when H0 is false.
Figure shows a picture of the populations when the assumptions are
met, but H0 is false because no two population means are equal.
Decision Rule and Conclusion
In general, the decision rule is: reject the null hypothesis if the
computed value of V.R. is equal to or greater than the critical value of
F for the chosen level.

Conclusion
If H0 is not rejected there is no sufficient evidence from the data
to indicate that, not all population means are equal.
If H0 is rejected not all population means are equal (i.e., at least
one population mean difference is not equal to the others.
One-way ANOVA with Equal Observations
0 mg 50 mg 100 mg
Example 1: A researcher wants to test a
new anti-anxiety medication. They split 9 7 4
participants into three conditions (0 mg, 8 6 3
50 mg, and 100 mg), then ask them to 7 6 2
rate their anxiety level on a scale of 1- 8 5 3
10, with 10 being high anxiety and 1
8 8 2
being low anxiety. Are there any
differences between the three 9 7 3
conditions? 8 6 2

H0: 1 = 2 = 3. The true mean anxiety level of the three groups is equal
to one another.
H1: i j for i j. At least one of the mean difference in anxiety level of
the three groups is different.
One-way ANOVA with Equal Observations
One-way ANOVA with Equal Observations
One-way ANOVA with Unequal Observations
A B C D
Example 2: Test scores in the entrance 40 50 50 35
examination of the incoming freshmen 30 47 45 45
nursing students from four different
25 45 48 50
schools (A, B, C, and D) at University X
are shown below. Is there a difference in 27 48 50 26
the mean scores among schools? 31 38 36
45 24
39

H0: 1 = 2 = 3. There is no difference in the mean scores among

nursing students from various schools.
H1: i j for i j. At least one of the difference in the mean scores
among nursing students from various schools is different.
One-way ANOVA with Unequal Observations
One-way ANOVA with Unequal Observations
Multiple Comparison Procedures
Introduction
Since we decide to study these mean difference after performing the F
statistic, these comparisons are called posteriori comparisons.

Procedure used in making inferences of this type is called multiple

comparison procedure (MCP)

MCP is sometimes called as post hoc test

Post hoc tests are used at the second stage of the analysis of variance if H0
is rejected. The question of interest at this stage is which groups
significantly differ from others in respect to the mean.
One-way ANOVA with Equal Observations
0 mg 50 mg 100 mg
Example 1: A researcher wants to test a
new anti-anxiety medication. They split 9 7 4
participants into three conditions (0 mg, 8 6 3
50 mg, and 100 mg), then ask them to 7 6 2
rate their anxiety level on a scale of 1- 8 5 3
10, with 10 being high anxiety and 1
8 8 2
being low anxiety. Are there any
differences between the three 9 7 3
conditions? 8 6 2

H0: 1 = 2 = 3. The true mean anxiety level of the three groups is equal
to one another.
H1: i j for i j. At least one of the mean difference in anxiety level of
the three groups is different.
One-way ANOVA with Equal Observations
Pairwise Comparison in STATA
Several tests for pairwise comparisons available in STATA
Least Significant Difference (LSD)
Bonferonni
Sidak
Scheffe
Tukey
Dunnett
Bonferroni
Bonferroni
Bonferroni multiple comparison test is a conservative test.
It is better if we only want to do comparisons for a small number of
pairs of treatment means.
For C comparisons, each test is done at /C.
For large C, it may be too conservative and hence not have enough
power to detect significant differences.
Does not require equal sample sizes.
Sidak
The procedure is the same as Bonferroni procedure but is less
conservative.
Although Bonferroni and Sidak tests are close, the Sidak values will
always be smaller than the Bonferroni values.
Does not require equal sample sizes.
Sidak
Scheffe
Used in unplanned comparisons (allows data snooping).
Based on F distribution
Width of Scheffe confidence intervals will be wider than the other
confidence intervals to be discussed.
Scheffe is appropriate for all contrasts.
It is the most conservative of all tests.
Does not require equal sample sizes.
Scheffe
Tukeys HSD
Tukeys HSD is used for testing the significance of unplanned pairwise
comparisons (allows data snooping)
It is less preferred than Scheffe for general contrasts of factor level
means.
Tukeys procedure is more powerful than the Bonferroni, Sidak, or
Scheffe method when considering all pairwise comparisons.
Requires that samples are equal
Tukey
Dunnett
Dunnett test is a test to use when the only pairwise comparisons of
interest are comparisons with a control.
Distribution is based on the maximum mean difference between the
control and treatment groups.
Dunnett
References
Daniel W.W. (2013). Biostatistics: A Foundation for Analysis in the
Health Sciences. USA: John Wiley and Sons, Inc.