Anova (Analysis of Variance) : Test Statistic For ANOVA

ANOVA (ANALYSIS OF VARIANCE)
Analysis of Variance (ANOVA) is a statistical method used to test differences between two or
more means.
Analysis of variance (ANOVA) is a statistical technique that is used to check if the means of two
or more groups are significantly different from each other. ANOVA checks the impact of one or
more factors by comparing the means of different samples.
Test Statistic for ANOVA
The test statistic for testing H0: μ1 = μ2 = ... = μk is:
The critical value is found in a table of probability values for the F distribution with (degrees of
freedom) df1 = k-1, df2=N-k. The table can be found in "Other Resources" on the left side of the
pages.
In the test statistic, nj = the sample size in the jth group (e.g., j =1, 2, 3, and 4 when there are 4
comparison groups), is the sample mean in the jth group, and is the overall mean. k represents
the number of independent groups (in this example, k=4), and N represents the total number of
observations in the analysis. Note that N does not refer to a population size, but instead to the
total sample size in the analysis (the sum of the sample sizes in the comparison groups, e.g.,
N=n1+n2+n3+n4). The test statistic is complicated because it incorporates all of the sample data.
While it is not easy to see the extension, the F statistic shown above is a generalization of the test
statistic used for testing the equality of exactly two means.
NOTE: The test statistic F assumes equal variability in the k populations (i.e., the population
variances are equal, or s12 = s22 = ... = sk2). This means that the outcome is equally variable in
each of the comparison populations. This assumption is the same as that assumed for
appropriate use of the test statistic to test equality of two independent means. It is possible to
assess the likelihood that the assumption of equal variances is true and the test can be
conducted in most statistical computing packages. If the variability in the k comparison groups
is not similar, then alternative techniques must be used.
The F statistic is computed by taking the ratio of what is called the "between treatments"
variability to the "residual or error" variability. This is where the name of the procedure
originates. In analysis of variance we are testing for a difference in means (H0: means are all
equal versus H1: means are not all equal) by evaluating variability in the data. The numerator
captures between treatment variability (i.e., differences among the sample means) and the
denominator contains an estimate of the variability in the outcome. The test statistic is a
measure that allows us to assess whether the differences among the sample means (numerator)
are more than would be expected by chance if the null hypothesis is true. Recall in the two
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ANOVA/BS704_HypothesisTesting-Anova_print.html
independent sample test, the test statistic was computed by taking the ratio of the difference in
sample means (numerator) to the variability in the outcome (estimated by Sp).
The decision rule for the F test in ANOVA is set up in a similar way to decision rules we
established for t tests. The decision rule again depends on the level of significance and the
degrees of freedom. The F statistic has two degrees of freedom. These are denoted df1 and df2,
and called the numerator and denominator degrees of freedom, respectively. The degrees of
freedom are defined as follows:
df1 = k-1 and df2=N-k,
Where k is the number of comparison groups and N is the total number of observations in the
analysis. If the null hypothesis is true, the between treatment variation (numerator) will not
exceed the residual or error variation (denominator) and the F statistic will small. If the null
hypothesis is false, then the F statistic will be large. The rejection region for the F test is always
in the upper (right-hand) tail of the distribution as shown below.
Rejection Region for F Test with a =0.05, df1=3 and df2=36 (k=4, N=40)
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ANOVA/BS704_HypothesisTesting-Anova_print.html

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ANOVA (ANALYSIS OF VARIANCE)

Test Statistic for ANOVA

The test statistic for testing H0: μ1 = μ2 = ... = μk is:

df1 = k-1 and df2=N-k,

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