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Anova

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490 views40 pages

Anova

Uploaded by

arafat karim
Copyright
© © 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

Experimental Design
• Investigator controls one or more independent
variables
– Called treatment variables or factors
– Contain two or more levels (subcategories)
• Observes effect on dependent variable
– Response to levels of independent variable
• Experimental design: Plan used to test
hypotheses
Parametric Test Procedures
• Involve population parameters
– Example: Population mean
• Require interval scale or ratio scale
– Whole numbers or fractions
– Example: Height in inches: 72, 60.5, 54.7
• Have stringent assumptions
Examples:
– Normal distribution
– Homogeneity of Variance
Examples: z - test, t - test
Nonparametric Test Procedures
• Statistic does not depend on population
distribution
• Data may be nominally or ordinally scaled
– Examples: Gender [female-male], Birth Order
• May involve population parameters such as
median
• Example: Wilcoxon rank sum test
Advantages
of Nonparametric Tests
• Used with all scales
• Easier to compute
– Developed before wide computer use
• Make fewer assumptions
• Need not involve population
parameters
• Results may be as exact as
parametric procedures
© 1984-1994 T/Maker Co.
Disadvantages
of Nonparametric Tests
• May waste information
© 1984-1994 T/Maker Co.
– If data permit using parametric
procedures
– Example: Converting data from
ratio to ordinal scale
• Difficult to compute by hand
for large samples
• Tables not widely available
ANOVA (one-way)

One factor,
completely randomized
design
Completely Randomized Design
• Experimental units (subjects) are assigned
randomly to treatments
– Subjects are assumed homogeneous
• One factor or independent variable
– two or more treatment levels or classifications
• Analyzed by [parametric statistics]:
– One-and Two-Way ANOVA
Mini-Case
After working for the Jones Graphics
Company for one year, you have the choice
of being paid by one of three programs:
- commission only,
- fixed salary, or
- combination of the two.
Salary Plans

• Commission only?

• Fixed salary?

• Combination of the
two?
Commission Fixed Salary Combination
Is the425
average salary
420
under the
430
various
507 plans448
different? 492
450 437 470
483 437 501
466 444 ---
492 --- ---
Assumptions

• Homogeneity of Variance
• Normality
• Additivity
• Independence
Homogeneity of Variance

Variances associated with each


treatment in the experiment
are equal.
Normality

Each treatment population is normally


distributed.
Additivity
The effects of the model behave in an additive
fashion [e.g. : SST = SSB + SSW].
Non-additivity may be caused by the
multiplicative effects existing in the model,
exclusion of significant interactions, or by
“outliers” - observations that are inconsistent with
major responses in the experiment.
Independence

Assuming the treatment populations


are normally distributed,
the errors are not correlated.
One-Way ANOVA
• Compares two types of variation to test
equality of means
• Ratio of variances is comparison basis
• If treatment variation is significantly greater
than random variation … then means are not
equal
• Variation measures are obtained by
‘partitioning’ total variation
ANOVA (one-way)
Source of Sum of Degrees of Mean Mea
Variation Squares Freedom Square Swa
Between
Treatments SSB c-1 SSB/(c - 1)
(Model)
Within
Treatments SSW N -c SSW/(N - c)
(Error)
tests:
Total SST N -1 F = MSB/MSW
Sig. level < 0.05
ANOVA Partitions Total Variation

Total variation
ANOVA Partitions Total Variation

Total variation

Variation due to
treatment
ANOVA Partitions Total Variation

Total variation

Variation due to Variation due to


treatment random sampling
ANOVA Partitions Total Variation

Total variation

Variation due to Variation due to


treatment random sampling

 Sum of squares among


 Sum of squares between
 Sum of squares model
 Among groups variation
ANOVA Partitions Total Variation

Total variation

Variation due to Variation due to


treatment random sampling

 Sum of squares among  Sum of squares within


 Sum of squares between  Sum of squares error
 Sum of squares model  Within groups variation
 Among groups variation
Hypothesis
H0: 1 =  2 =  3

H1: Not all means are equal

tests: F -ratio = MSB / MSW


p-value < 0.05
One-Way ANOVA
• H0: 1 = 2 = 3 f(X)
– All population means are equal
– No treatment effect
• H1: Not all means are equal X
1 = 2 = 3
– At least one population mean is
different
– Treatment effect
f(X)
– 1  2  3
– is wrong X
1 = 2 3
– not correct
StatGraphics Input
salary plan
425 1
507 1
450 1
::: ::
466 1
492 1
420 2
448 2
437 2
StatGraphics Results
Source of Sum of Mean
Variation Squares d.f. Square F-ratio

Model 3,962.68 2 1,981.34 3.001

Error 7,923.05 12 660.254 ---


p-value
Total 11,885.73 14 --- 0.0877
Diagnostic Checking
• Evaluate hypothesis
H0:  1 =  2 =  3
H1: Not all means equal
• F-ratio = 3.001 {Table value = 3.89}
• significance level [p-value] = 0.0877

• Retain null hypothesis [ H0 ]


ANOVA (two-way)
Two factor factorial design
Mini-Case
Investigate the effect of decibel
output using four different
amplifiers and two different
popular brand speakers, and the
effect of both amplifier and speaker
operating jointly.
What effects decibel output?
 Type of amplifier?

 Type of speaker?

 The interaction
between amplifier
and speaker?
Are the effects of amplifiers, speakers, and
interaction significant? [Data in decibel units.]

Amplifier/
A1 A2 A3 A4
Speaker
9 8 8 10
S1 9 11 7 15
12 16 1 9
7 5 0 6
S2 1 9 1 7
4 6 7 5
Hypothesis
• Amplifier H0 :  1 =  2 =  3 =  4
H1: Not all means are equal
• Speaker H0 :  1 =  2
H1: Not all means are equal

• Interaction H0: The interaction is not significant


H1: The interaction is significant
StatGraphics Input
decibels amplifier speaker
9 1 1
4 1 1
12 1 1
7 1 2
1 1 2
4 1 2
8 2 1
11 2 1
16 2 1
5 2 2
::: ::: :::
StatGraphics Results
Source of Sum of Mean
Variation Squares d.f. Square F-ratio Sig. level

Main Effects
amplifier 97.79167 3 32.5972 3.589 0.0372
speaker 135.37500 1 135.3750 15.319 0.0014

Interaction 9.45833 3 3.152778 0.347 0.7917


[AB]

Residual 145.3333 16 9.08333 --- ---

Total 387.95833 23 --- --- ---


Diagnostics
• Amplifier p-value = 0.0372 Reject Null

• Speaker p-value = 0.0014 Reject Null

• Interaction p-value = 0.7917 Retain Null


Thus, based on the data, the type of amplifier and the type
of speaker appear to effect the mean decibel output.
However, it appears there is no significant interaction
between amplifier and speaker mean decibel output.
You and StatGraphics
• Specification
[Know assumptions
underlying various
models.]
• Estimation
[Know mechanics of
StatGraphics Plus Win].
• Diagnostic checking
Questions?
ANOVA
End of Chapter

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