ANOVA and Regression
ANOVA and Regression
- Comparing two or more population means to each other are by ANOVA and regression
- F statistics may be used to test hypotheses about relationships between explanatory and response variables.
- Each techniue results in the same overall !it to the data" but hypotheses tested are not the same.
- #ypotheses tested by the two techniues may di!!er.
- Estimate the e!!ect o! two explanatory !actors$ minority status and sex" on test scores. %he researcher is interested in
testing the e!!ects o! minority status and sex on test scores" and the interaction between minority status and sex.
o Each !actor has two categories &'" ().
o As is typical in observational studies" the number o! sub*ects in each cell &de!ined by the levels o! minority
status and sex) is not the same.
o %he ad*usted sums o! suares and F statistics" also +nown as partial" uniue" or type ,,," should be used in this
case.
- -teps$
o Estimates two-way !actorial ANOVA" which includes the main e!!ects o! minority status and sex" and their
interaction.
o Estimates the comparable model" treating it as a regression. #e creates an interaction term which is the product
o! the two dummy variables" and includes the dummy variables !or minority status" sex" and the interaction
directly in the model as covariates.
o .oth ANOVA and regression produce signi!icance tests !or minority status" sex" and the interaction.
o ANOVA produces ad*usted F statistics.
o /epending on the so!tware" regression produces ad*usted F or t statistics" or both.
o #owever" the tests !or the e!!ects o! minority status and sex using the two di!!erent techniues are not the
same. 0hy do the tests di!!er1
o ,n ANOVA"
F statistic !or minority status tests the hypothesis that there is a main e!!ect o! minority status on test
score" averaging over the two levels o! sex.
F statistic !or the sex tests the hypothesis that there is a main e!!ect o! sex on test score" averaging over
the two levels o! minority status.
%his techniue tests the e!!ect o! each !actor a!ter controlling !or the other" but not controlling !or the
interaction.
%his is the same hypothesis tested by a two-way ANOVA with no interaction.
Note that although the two models" with and without the interaction" test the same hypothesis" they
produce di!!erent results.
o ,n regression techniue"
F statistic !or minority status tests the hypothesis that there is an e!!ect o! minority status when sex
euals 2ero.
F-statistic !or sex tests the hypothesis that there is an e!!ect o! sex when minority status euals 2ero.
Note that these are not the main e!!ects o! minority status and sex.
%his techniue tests the e!!ect o! minority status a!ter controlling !or sex and !or the interaction" and
tests the e!!ect o! sex a!ter controlling !or minority status and the interaction.
Note that the regression techniue without the interaction would test the same hypothesis that is tested
by the ANOVA techniue.