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Analysis of Variance

Analysis of Variance (ANOVA) is a statistical method used to compare the means of different groups to determine if there are significant differences among them. It produces an F statistic that helps in accepting or rejecting the null hypothesis, which states there is no difference between group means. ANOVA is widely used in various fields, including data science, to select influential features for model training, though it has limitations regarding data distribution and variance assumptions.

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11 views4 pages

Analysis of Variance

Analysis of Variance (ANOVA) is a statistical method used to compare the means of different groups to determine if there are significant differences among them. It produces an F statistic that helps in accepting or rejecting the null hypothesis, which states there is no difference between group means. ANOVA is widely used in various fields, including data science, to select influential features for model training, though it has limitations regarding data distribution and variance assumptions.

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beebird234
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Analysis of Variance (ANOVA)

Analysis of Variance (ANOVA) is a statistical formula used to compare


variances across the means (or average) of different groups. A range of
scenarios use it to determine if there is any difference between the means
of different groups.

For example, to study the effectiveness of different diabetes medications,


scientists design and experiment to explore the relationship between the
type of medicine and the resulting blood sugar level. The sample
population is a set of people. We divide the sample population into
multiple groups, and each group receives a particular medicine for a trial
period. At the end of the trial period, blood sugar levels are measured for
each of the individual participants. Then for each group, the mean blood
sugar level is calculated. ANOVA helps to compare these group means to
find out if they are statistically different or if they are similar.

The outcome of ANOVA is the ‘F statistic’. This ratio shows the difference
between the within group variance and the between group variance,
which ultimately produces a figure which allows a conclusion that the null
hypothesis is supported or rejected. If there is a significant difference
between the groups, the null hypothesis is not supported, and the F-ratio
will be larger.

ANOVA Terminology
Dependent variable: This is the item being measured that is theorized
to be affected by the independent variables.

Independent variable/s: These are the items being measured that may
have an effect on the dependent variable.

A null hypothesis (H0): This is when there is no difference between the


groups or means. Depending on the result of the ANOVA test, the null
hypothesis will either be accepted or rejected.

An alternative hypothesis (H1): When it is theorized that there is a


difference between groups and means.

Factors and levels: In ANOVA terminology, an independent variable is


called a factor which affects the dependent variable. Level denotes the
different values of the independent variable that are used in an
experiment.
Fixed-factor model: Some experiments use only a discrete set of levels
for factors. For example, a fixed-factor test would be testing three
different dosages of a drug and not looking at any other dosages.

Random-factor model: This model draws a random value of level from


all the possible values of the independent variable.

What is the Difference Between One Factor and


Two Factor ANOVA?
There are two types of ANOVA.

One-Way ANOVA

The one-way analysis of variance is also known as single-factor ANOVA or


simple ANOVA. As the name suggests, the one-way ANOVA is suitable for
experiments with only one independent variable (factor) with two or more
levels. For instance a dependent variable may be what month of the year
there are more flowers in the garden. There will be twelve levels. A one-
way ANOVA assumes:

 Independence: The value of the dependent variable for one


observation is independent of the value of any other observations.
 Normalcy: The value of the dependent variable is normally
distributed
 Variance: The variance is comparable in different experiment
groups.
 Continuous: The dependent variable (number of flowers) is
continuous and can be measured on a scale which can be
subdivided.

Full Factorial ANOVA (also called two-way ANOVA)

Full Factorial ANOVA is used when there are two or more independent
variables. Each of these factors can have multiple levels. Full-factorial
ANOVA can only be used in the case of a full factorial experiment, where
there is use of every possible permutation of factors and their levels. This
might be the month of the year when there are more flowers in the
garden, and then the number of sunshine hours. This two-way ANOVA not
only measures the independent vs the independent variable, but if the
two factors affect each other. A two-way ANOVA assumes:

 Continuous: The same as a one-way ANOVA, the dependent variable


should be continuous.
 Independence: Each sample is independent of other samples, with
no crossover.
 Variance: The variance in data across the different groups is the
same.
 Normalcy: The samples are representative of a normal population.
 Categories: The independent variables should be in separate
categories or groups.

Why Does ANOVA work?


Some people question the need for ANOVA; after all, mean values can be
assessed just by looking at them. But ANOVA does more than only
comparing means.

Even though the mean values of various groups appear to be different,


this could be due to a sampling error rather than the effect of the
independent variable on the dependent variable. If it is due to sampling
error, the difference between the group means is meaningless. ANOVA
helps to find out if the difference in the mean values is statistically
significant.

ANOVA also indirectly reveals if an independent variable is influencing the


dependent variable. For example, in the above blood sugar level
experiment, suppose ANOVA finds that group means are not statistically
significant, and the difference between group means is only due to
sampling error. This result infers that the type of medication (independent
variable) is not a significant factor that influences the blood sugar level.

Limitations of ANOVA
ANOVA can only tell if there is a significant difference between the means
of at least two groups, but it can’t explain which pair differs in their
means. If there is a requirement for granular data, deploying further follow
up statistical processes will assist in finding out which groups differ in
mean value. Typically, ANOVA is used in combination with other statistical
methods.

ANOVA also makes assumptions that the dataset is uniformly distributed,


as it compares means only. If the data is not distributed across a normal
curve and there are outliers, then ANOVA is not the right process to
interpret the data.

Similarly, ANOVA assumes the standard deviations are the same or similar
across groups. If there is a big difference in standard deviations, the
conclusion of the test may be inaccurate.

How is ANOVA Used in Data Science?


One of the biggest challenges in machine learning is the selection of the
most reliable and useful features that are used in order to train a model.
ANOVA helps in selecting the best features to train a model. ANOVA
minimizes the number of input variables to reduce the complexity of the
model. ANOVA helps to determine if an independent variable is influencing
a target variable.

An example of ANOVA use in data science is in email spam detection.


Because of the massive number of emails and email features, it has
become very difficult and resource-intensive to identify and reject all
spam emails. ANOVA and f-tests are deployed to identify features that
were important to correctly identify which emails were spam and which
were not.

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