Analysis of variance (ANOVA)

and F-test.
Comparison of three or more
samples/populations
One way and two way ANOVA
An F-test is any statistical test in which the test statistic has
an F-distribution under the null hypothesis. It is most often
used when comparing statistical models that have been fitted
to a data set, in order to identify the model that best fits the
population from which the data were sampled.

T - test is used to if the means of two populations are equal

(assuming similar variance) whereas F-test is used to test if the
variances of two populations are equal.
F - test can also be extended to check whether the
means of three or more groups are different or not
(ANOVA F-test).
Sir Ronald Aylmer Fisher FRS (17 February 1890 – 29 July 1962)
He was a British statistician, geneticist, eugenicist, and professor.
For his work in statistics, he has been described as "a genius who
almost single-handedly created the foundations for modern statistical
science" and "the single most important figure in 20th century
statistics".
In genetics, his work used mathematics to combine Mendelian
genetics and natural selection; this contributed to the revival
of Darwinism in the early 20th-century revision of the theory
of evolution known as the modern synthesis.
For his contributions to biology, Fisher has been called "the greatest of
Darwin’s successors".
From 1919 onward, he worked at the Rothamsted Experimental
Station for 14 years; there, he analysed its immense data from crop
experiments since the 1840s and developed the analysis of
variance (ANOVA).
He established his reputation there in the following years as
a biostatistician.
He is known as one of the three principal founders of population
genetics.
He contributed in analysis of the derivation of various sampling
distributions, founding principles of the design of experiments, and much
more.
 Rothamsted Research station
Inverforth House North End Way NW3, where
Fisher lived from 1896 to 1904
F Test Formula, Definition of F-test:
In statistics, a test statistic has an F-distribution
under the null hypothesis is known as an F test. It is
used to compare the statistical models as per the data
set available.
George W. Snedecor, in honor of Sir Ronald A.
Fisher, has given name to this formula as F Test
Formula.
For F Test the following steps are required:

1. State the null hypothesis with the alternate hypothesis.

2. Calculate the F-value, using the formula.

3. Find the F Statistic which is the critical value for this test. This
F-statistic formula is the ratio of the variance of the group means
divided by the mean of the within-group variances.

4. Finally, support or reject the Null Hypothesis.

The Logic and the Process of Analysis of Variance
• General logic and basic formulas for the hypothesis testing procedure
known as analysis of variance (ANOVA).
• The purpose of ANOVA is much the same as the t tests
• The goal is to determine whether the mean differences that are
obtained for sample data are sufficiently large to justify a conclusion
that there are mean differences between the populations from which
the samples were obtained.

9
The Logic and the Process of Analysis of Variance
(cont.)
• The test statistic for ANOVA is an F-ratio, which is a
ratio of two sample variances. In the context of
ANOVA, the sample variances are called mean
squares, or MS values.
• The top of the F-ratio MSbetween measures the size of
mean differences between samples. The bottom of
the ratio MSwithin measures the magnitude of
differences that would be expected without any
treatment effects.

11
The Logic and the Process of Analysis of Variance
(cont.)
• Thus, the F-ratio has the same basic structure as the
independent-measures t statistic presented in Chapter 10.

obtained mean differences (including treatment effects) MSbetween

F = ────────────────────────────────────── = ───────
differences expected by chance (without treatment effects) MSwithin

12
The Logic and the Process of Analysis of Variance
(cont.)
• A large value for the F-ratio indicates that the obtained sample mean
differences are greater than would be expected if the treatments had
no effect.
• Each of the sample variances, MS values, in the F-ratio is computed
using the basic formula for sample variance:
SS
sample variance = MS = ──
df

13
The Logic and the Process of Analysis of Variance
(cont.)
• The two components of the F-ratio can be described
as follows:
• Between-Treatments Variability: MSbetween measures
the size of the differences between the sample
means. For example, suppose that three treatments,
each with a sample of n = 5 subjects, have means of
M1 = 1, M2 = 2, and
M3 = 3.
Notice that the three means are different; that is, they
are variable.

14
The Logic and the Process of Analysis of Variance
(cont.)

• By computing the variance for the three means we

can measure the size of the differences.
• Although it is possible to compute a variance for the
set of sample means, it usually is easier to use the
total, T, for each sample instead of the mean, and
compute variance for the set of T values.

15
The Logic and the Process of Analysis of Variance
(cont.)
• Within-Treatments Variability: MSwithin measures the
size of the differences that exist inside each of the
samples.
• Because all the individuals in a sample receive exactly
the same treatment, any differences (or variance)
within a sample cannot be caused by different
treatments.

16
 One-Way ANOVA
One way Classification of
variance
What are the hypotheses of a One-Way ANOVA?
In a one-way ANOVA there are two possible hypotheses.
• The null hypothesis (H0) is that there is no difference between
the groups and equality between means. (Walruses weigh the
same in different months)
• The alternative hypothesis (H1) is that there is a difference
between the means and groups. (Walruses have different weights
in different months)
Analysis of Variance; one-way classification of
variance
Calculate the following items:
1. Find out total SS
2. Find out treatment SS
3. Find out Residual/error SS
4. Find the Total df, Treatment df, residual df
5. Estimate mean square (MS) for Treatment and Residual
6. Estimate variance ratio (F-value)
 Two-Way ANOVA
(Two-way Classification of variance)
Two –way Analysis of variance
In statistics, the two-way analysis of variance ( ANOVA) is an
extension of the one-way ANOVA that examines the influence
of two different categorical independent variables on one
continuous dependent variable.

What is a two-way ANOVA used for?

A two-way ANOVA (“analysis of variance”) is used to determine
whether or not there is a statistically significant difference between the
means of three or more independent groups that have been split on
two variables (sometimes called “factors”).
1.Complete the analysis of variance
2.Prepare ANOVA table
3.Consult the F-table
4.Write the Comments and conclusion.
5.Find the F- table and another example of
two- way analysis of variance
One-Way vs Two-Way ANOVA Differences Chart
One-Way ANOVA Two-Way ANOVA
Definition A test that allows one to make comparisons A test that allows one to make
between the means of three or more groups of comparisons between the means of
data. three or more groups of data, where
two independent variables are
considered.

Number of Independent One. Two.

Variables

What is Being Compared? The means of three or more groups of an The effect of multiple groups of two
independent variable on a dependent variable. independent variables on a dependent
variable and on each other.

Number of Groups of Three or more. Each variable should have multiple

Samples samples.
S um m ary: Differenc es B etween One-Way and Two-Way ANOVA
T he key differences between one-way and two-way ANOVA are summarized clearly
below.

1. A one-way ANOVA is primarily designed to enable the equality testing between

three or more means. A two-way ANOVA is designed to assess the interrelationship of
two independent variables on a dependent variable.
2. A one-way ANOVA only involves one factor or independent variable, whereas
there are two independent variables in a two-way ANOVA.
3. In a one-way ANOVA, the one factor or independent variable analyzed has
three or more categorical groups. A two-way ANOVA instead compares multiple
groups of two factors.
4. One-way ANOVA need to satisfy only two principles of design of experiments,
i.e. replication and randomization. As opposed to Two-way ANOVA, which meets all
three principles of design of experiments which are replication, randomization, and local
local control.
Examples to work out
Treatment 1 Treatment 2 Control
71 77 81
72 67 79
75 79 73
80 78 71
60 81 75
Mathematics English Education Biology
2.59 3.64 4.00 2.78
3.13 3.19 3.59 3.51
2.97 3.15 2.80 2.65
2.50 3.78 2.39 3.16
2.53 3.03 3.47 2.94
3.29 2.61 3.59 2.32
Mathematics Chemistry Physics Biology
2.53 3.20 3.74 2.58
3.17 3.30 3.77 3.21
2.70 3.54 3.13 3.23
3.88 3.25 3.00 3.57
2.64 4.00 3.47 3.22
 Analysis of Variance; one-way classification of variance
Calculate the following items:
1. Find out total SS
2. Find out treatment SS
3. Find out Residual/error SS
4. Find the Total df, Treatment df, residual df
5. Estimate mean square (MS) for Treatment and Residual
6. Estimate variance ratio (F-value)