Chapter 6 ANOVA (Analysis of Variance)
Chapter 6 ANOVA (Analysis of Variance)
k
Between groups 2
(Explained) SSB = i i
n x
i 1
T 2
/N
Total SST = S ni M i 2
i 1
(= SSB +SSW)
– The significance test for differences between the
groups is based on a comparison of the between
groups and within groups mean squares.
Df Between-groups = k-1
Df within-groups = N-k
where:
N is the total number of observations and
k is the number of groups.
One way ANOVA table looks like the following:
Source of DF SS Mean square F P
variation
Unexplained variation
• Pair-wise comparisons of group means
– One way ANOVA is an extension of the two
sample t test. When there are only two groups,
the F value will be the square of the
corresponding t value with (1, N-2) degrees of
freedom. Remember the degrees of freedom for
the two sample t test is N-2.
– With two groups the interpretation of a significant
difference is reasonably straightforward, but how
do we interpret significant variation among the
means of three or more groups?
– Further analysis is required to find out how the
means differ, for example, whether one group
differs from all the others.
– It should be noted that pair-wise comparisons will
be carried out when the overall comparison of
groups in the analysis of variance is significant.
This is called Post Hoc multiple comparison
– With k groups, there are ½k(k-1) possible pair-
wise comparisons of group means.
The Post Hoc tests
are divided into two
sets:
The first set assumes
groups with equal
variances.
Mean
Difference 95% Confidence Interval
(I) group (J) group (I-J) Std. Error Sig. Lower Bound Upper Bound
Scheffe 1.00 2.00 60.18056* 22.21594 .045 1.2192 119.1420
3.00 38.62500 26.06443 .354 -30.5503 107.8003
2.00 1.00 -60.18056* 22.21594 .045 -119.1420 -1.2192
3.00 -21.55556 25.50141 .704 -89.2366 46.1255
3.00 1.00 -38.62500 26.06443 .354 -107.8003 30.5503
2.00 21.55556 25.50141 .704 -46.1255 89.2366
Bonferroni 1.00 2.00 60.18056* 22.21594 .042 1.8614 118.4998
3.00 38.62500 26.06443 .464 -29.7969 107.0469
2.00 1.00 -60.18056* 22.21594 .042 -118.4998 -1.8614
3.00 -21.55556 25.50141 1.000 -88.4995 45.3884
3.00 1.00 -38.62500 26.06443 .464 -107.0469 29.7969
2.00 21.55556 25.50141 1.000 -45.3884 88.4995
*. The mean difference is significant at the .05 level.
A. Groups I and II
– The P- value = 0.042
– 95% CI = (1.86, 118.5)
B. Group I and III
– the p-value = 0.464
– 95% CI = (-29.8,107.05)
C. Group II and III
– The p-value = 1.00
– 95% CI = (-88.50, 45.39)
Therefore, the main explanation for the difference between
the groups that was identified in the analysis of variance is
thus the difference between groups I and II.
Post hoc test result (Scheffe)
Multiple Comparisons
Mean
Difference 95% Confidence Interval
(I) group (J) group (I-J) Std. Error Sig. Lower Bound Upper Bound
Scheffe 1.00 2.00 60.18056* 22.21594 .045 1.2192 119.1420
3.00 38.62500 26.06443 .354 -30.5503 107.8003
2.00 1.00 -60.18056* 22.21594 .045 -119.1420 -1.2192
3.00 -21.55556 25.50141 .704 -89.2366 46.1255
3.00 1.00 -38.62500 26.06443 .354 -107.8003 30.5503
2.00 21.55556 25.50141 .704 -46.1255 89.2366
Bonferroni 1.00 2.00 60.18056* 22.21594 .042 1.8614 118.4998
3.00 38.62500 26.06443 .464 -29.7969 107.0469
2.00 1.00 -60.18056* 22.21594 .042 -118.4998 -1.8614
3.00 -21.55556 25.50141 1.000 -88.4995 45.3884
3.00 1.00 -38.62500 26.06443 .464 -107.0469 29.7969
2.00 21.55556 25.50141 1.000 -45.3884 88.4995
*. The mean difference is significant at the .05 level.