ANALYSIS OF VARIANCE

- Is a technique where by the total variation present in a data set is partitioned or segregated into several components - Usually each of these components of variation is associated with a specific source of variation

- In any experimentation it is of interest to know the magnitude of the contributions of each of these sources to the total variation

Hypotheses
We may test the null hypothesis that, - all population or treatment means are equal

m1 = m2 = m3 = ---------

against the alternative that, - the members of at are not equal

least one pair

Uses of ANOVA
In situations warranting multiple comparisons of means -a global test like ANOVA is desirable

- mainly to examine whether there are any differences in the data;

- prior to testing various combinations of means to determine individual group differences

Analysis of variance

- F-Ratio

Variance - between - groups F= Variance - within - groups

Source of variation
WITHIN GROUPS SUM OF SQUARES
SSWITHIN

DEGREES OF FREEDOM
cn-c where c=number of groups, n= number of observations in a group

MEAN SQUARED-MSWITHIN
SSWITHIN/cn-c

Source of variation
TOTAL SUM OF SQUARES
SSTOTAL

DEGREES OF FREEDOM
cn-1 where c=number of groups, n= number of observations in a group

MEAN SQUARED-MSWITHIN
SSTOTAL/cn-1

ANOVA Summary table

Source of variation
BETWEEN GROUPS SUM OF SQUARES
SSBETWEEN

DEGREES OF FREEDOM
c-1 where c=number of groups

MEAN SQUARED-MSBETWEEN
SSBETWEEN/c-1

Analysis of variance

- Sum of squares

SS total = SS within SS between

Analysis of variance

Sum of squares

SS total = ( X ij - X )
i = 1 j =1

Analysis of variance

- Sum of squares

SS within = ( X ij - X j )
i = 1 j =1

Analysis of variance

Sum of squares

SS between = n j ( X j - X )
j =1

Analysis of variance

Sum of squares

X piij = individual scores, i.e., the ith observation or

test unit in the jth group pi = grand mean X n = number of all observations ot test units in a group c = number of jth groups (or columns)

SS between MS between = c -1 SS within MS within = cn - c

Calculation of F-Ratio

MS between F= MS within

Decision Rule
DR: Reject H0 in favor of HA iff Fcalc > F(alfa, c-1/cn-c) . Otherwise, FTR H0.

An example ANOVA situation

Subjects: 25 patients with blisters Treatments: Treatment A, Treatment B, Placebo Measurement: # of days until blisters heal
Data [and means]: A: 5,6,6,7,7,8,9,10 [7.25] B: 7,7,8,9,9,10,10,11 [8.875] P: 7,9,9,10,10,10,11,12,13 [10.11] Are these differences significant?

Hypothesis
H0: The means of all the groups are equal. Ha: Not all the means are equal
doesnt say how or which ones differ. Can follow up with multiple comparisons

ANOVA TABLE
Source treatment Error Total DF 2 22 24 SS 34.74 59.26 94.00 MS 17.37 2.69 F 6.45