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ANOVA

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19 views29 pages

ANOVA

Uploaded by

Mohd Shadab
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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ANOVA

Analysis of Variance
Impact of Variance

• Variance is the measurement of the spread between numbers in


a variable. It measures how far a number is from the mean and
every number in a variable.

• The variance of a feature determines how much it is impacting


the response variable. If the variance is low, it implies there is
no impact of this feature on response and vice-versa.
What is ANOVA.

Analysis of Variance, shortly known as ANOVA is an extremely


important tool for analysis of data (both One Way and Two Way
ANOVA is used). It is a statistical method to compare the
population means of two or more groups by analyzing variance.
The variance would differ only when the means are significantly
different.
WHAT IS ANOVA - Analysis of Variance

• The one-way analysis of variance (ANOVA) is used to determine whether there


are any statistically significant differences between the means of two or more
independent (unrelated) groups.

• An ANOVA test is a way to find out if survey or experiment results are significant.
In other words, they help you to figure out if you need to reject the null
hypothesis or accept the alternate hypothesis.
ANOVA.

Before the innovation of analysis of variance ANOVA, the t- and


z-test methods were used in place of ANOVA. In 1918 Ronald
Fisher created the analysis of variance method. It is the
extension of the z-test and the t-tests.
Why ANOVA instead of multiple t-
tests?

• Before ANOVA, multiple t-tests was the only option available to


compare population means of two or more groups.
• As the number of groups increases, the number of two sample
t-test also increases.
• With increases in the number of t-tests, the probability of
making the type 1 error also increases.
Types of ANOVA

❖One-way ANOVA.
❖Two-way ANOVA.

There are two elements of ANOVA:

❖Variation within each group


❖Variation between groups
F-Distribution

• A probability distribution generally used for the analysis of


variance. It assumes Hypothesis as

• H0: Two variances are equal


• H1: Two variances are not equal
F Stats
• ANOVA test result is based on F ratio which is the ratio of the
variation between groups to the variation within groups
F-ratio.
• F ratio shows how much of the total variation comes from the
variation between groups and how much comes from the
variation within groups. If much of the variation comes from the
variation between groups, it is more likely that the mean of
groups are different. However, if most of the variation comes
from the variation within groups, then we can conclude the
elements in a group are different rather than entire groups. The
larger the F ratio, the more likely that the groups have
different means
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

• The alternative hypothesis (H1) is that there is a difference


between the means and groups.
What are the assumptions of a One-Way ANOVA?

• Normalpopulationity – That each sample is taken from a normally


distributed

• Sample independence – that each sample has been drawn independently


of the other samples

• Variance Equality – That the variance of data in the different groups


should be the same

• Your dependent variable – here, “weight”, should be continuous – that is,


measured on a scale which can be subdivided using increments (i.e.
grams, milligrams)
Key points

One-way ANOVA test which compares the means of three or


more groups based on one independent variable. There is also
a two-way ANOVA test which compares three or more groups
based on two independent variables.
Example:

Consider a dietitian wants to analyze weight loss in three different


groups. He/she prepares three different diets and each group is
fed a different diet. In this case, one-way ANOVA test is
appropriate to check the average weight loss if different in the
groups. If the dietitian also wants to see if average weight loss is
different for males and females within a group, then a two-way
ANOVA test is appropriate. Gender and diet types are the factors
of this two-way ANOVA test.
Example:
Key Points:
❑ It is used to test differences between two or more means or It is used to check if the means of
two or more groups are significantly different from each other.
❑ANOVA techniques used for making the best decisions.
❑A technique, which compares the samples on the basis of their means, is called ANOVA.
❑Use one-way ANOVA for comparing 3(+) groups on 1 variable: do all children from school A, B
and C have equal mean IQ scores?
Always remember.
When performing an ANOVA the following basic assumptions have to
be met.

❑The data has to be normally distributed.


❑The variances have to be equal for all samples.
ANOVA 3 GROUPS Means and Variance
Example
let us assume that we are testing averages of three different group. If averages of all
three groups are not so different, the variance among groups (variance for three
average values) would be very small. However, you also consider variances within
group (variance for each data from their group average).

If the among group variance is large enough compared to within group variance, we
may say that averages of these three groups are significantly different. To test the
null hypothesis ("Three group averages are same"), we simply need to calculate the
ratio of among group variance to within group variance, F value.

As variance ratio follow F-distribution, we can determine if a F value is large enough


to reject the null hypothesis at 95% confidence level.
howecoresearch.blogspot.com
ANOVA Sum of squares correction factor

Grand total of all runs (G) = ΣX


N= Total number of runs
Correction factor (CF)= (ΣX)2 /N = (G)2 /N
Steps for computing one-way ANOVA:

• Establish the hypotheses. H0: µ1= µ2= µ3 and H1: At least one of the
group means is different from the others.

• In ANOVA, the total variance is subdivided into two independent


variance; the variance due to the treatment and variance due to random
error.
ANOVA TABLE

sixsigmastudyguide.com
▪ SSb= sum of squares between treatments
▪ SSw= sum of squares due to error
▪ MSb= mean square for treatments
▪ MSW= mean square for error
▪ SST= total sum of squares
▪ T= number of treatment levels
▪ n= number of runs at a particular level
▪ N= total number of runs
▪ F= the calculate F statistic with k-1 and N-k are the degrees of freedom

▪ Determine the critical value. F critical value from the F distribution table.
▪ Finally, Draw the statistical conclusion. If Fcalc< Fcritical fail to reject the null hypothesis
and if Fcalc > Fcritical, reject the null hypothesis.
So, calculated value does lie in the critical region. Therefore, there is
evidence, at the 5% significance level that the mean lifetime of the three
brands batteries do differ.

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