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3.2.3.1.OneWayANOVA

3.ProductionProcessCharacterization
3.2.Assumptions/Prerequisites
3.2.3.AnalysisofVarianceModels(ANOVA)

3.2.3.1. OneWayANOVA
Description

Aonewaylayoutconsistsofasinglefactorwithseverallevelsandmultipleobservationsat
eachlevel.Withthiskindoflayoutwecancalculatethemeanoftheobservationswithin
eachlevelofourfactor.Theresidualswilltellusaboutthevariationwithineachlevel.We
canalsoaveragethemeansofeachleveltoobtainagrandmean.Wecanthenlookatthe
deviationofthemeanofeachlevelfromthegrandmeantounderstandsomethingaboutthe
leveleffects.Finally,wecancomparethevariationwithinlevelstothevariationacross
levels.Hencethenameanalysisofvariance.

Model

Itiseasytomodelallofthiswithanequationoftheform:
yij = m + a i + ij

Theequationindicatesthatthejthdatavalue,fromleveli,isthesumofthreecomponents:
thecommonvalue(grandmean),theleveleffect(thedeviationofeachlevelmeanfromthe
grandmean),andtheresidual(what'sleftover).
Estimation
clickhereto
seedetails
ofoneway
value
splitting
ANOVA
tablefor
oneway
case

Estimationfortheonewaylayoutcanbeperformedoneoftwoways.First,wecancalculate
thetotalvariation,withinlevelvariationandacrosslevelvariation.Thesecanbe
summarizedinatableasshownbelowandtestscanbemadetodetermineifthefactorlevels
aresignificant.Thevaluesplittingexampleillustratesthecalculationsinvolved.

Ingeneral,theANOVAtablefortheonewaycaseisgivenby:
Source
Factor
Residual
Corr.Total

SumofSquares

DoF

MeanSquare

F0

I1

MSF=SS F/(I1)

MSF/MSE

I(J1)

MSE=SS E/(I(J1))

IJ1

)
S S F = J (y
y
i.
..

)
S S E = (yij y
i.

)
S S T = (yij y
..

where

y
=
i.

1
J

yij
j=1

and

y
=
..

1
IJ

yij
i=1

j=1

Therowlabeled,"Corr.Total",intheANOVAtablecontainsthecorrectedtotalsumof
squaresandtheassociateddegreesoffreedom(DoF).

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3.2.3.1.OneWayANOVA

Leveleffects
mustsumto
zero

ThesecondwaytoestimateeffectsisthroughtheuseofCLMtechniques.Ifyoulookatthe
modelaboveyouwillnoticethatitisintheformofaCLM.Theonlyproblemisthatthe
modelissaturatedandnouniquesolutionexists.Weovercomethisproblembyapplyinga
constrainttothemodel.Sincetheleveleffectsarejustdeviationsfromthegrandmean,they
mustsumtozero.Byapplyingtheconstraintthattheleveleffectsmustsumtozero,wecan
nowobtainauniquesolutiontotheCLMequations.Mostanalysisprogramswillhandlethis
foryouautomatically.SeethechapteronProcessModelingforamorecompletediscussion
onestimatingthecoefficientsforthesemodels.

Testing

Wearetestingtoseeiftheobserveddatasupportthehypothesisthatthelevelsofthefactor
aresignificantlydifferentfromeachother.Thewaywedothisisbycomparingthewithin
levelvariancstothebetweenlevelvariance.
Ifweassumethattheobservationswithineachlevelhavethesamevariance,wecan
calculatethevariancewithineachlevelandpoolthesetogethertoobtainanestimateofthe
overallpopulationvariance.Thisworksouttobethemeansquareoftheresiduals.
Similarly,iftherereallywerenoleveleffect,themeansquareacrosslevelswouldbean
estimateoftheoverallvariance.Therefore,iftherereallywerenoleveleffect,thesetwo
estimateswouldbejusttwodifferentwaystoestimatethesameparameterandshouldbe
closenumerically.However,ifthereisaleveleffect,thelevelmeansquarewillbehigher
thantheresidualmeansquare.
Itcanbeshownthatgiventheassumptionsaboutthedatastatedbelow,theratioofthelevel
meansquareandtheresidualmeansquarefollowsanFdistributionwithdegreesoffreedom
asshownintheANOVAtable.IftheF0valueissignificantatagivensignificancelevel
(greaterthanthecutoffvalueinaFtable),thenthereisaleveleffectpresentinthedata.

Assumptions

Forestimationpurposes,weassumethedatacanadequatelybemodeledasthesumofa
deterministiccomponentandarandomcomponent.Wefurtherassumethatthefixed
(deterministic)componentcanbemodeledasthesumofanoverallmeanandsome
contributionfromthefactorlevel.Finally,itisassumedthattherandomcomponentcanbe
modeledwithaGaussiandistributionwithfixedlocationandspread.

Uses

TheonewayANOVAisusefulwhenwewanttocomparetheeffectofmultiplelevelsofone
factorandwehavemultipleobservationsateachlevel.Thefactorcanbeeitherdiscrete
(differentmachine,differentplants,differentshifts,etc.)orcontinuous(differentgasflows,
temperatures,etc.).

Example

Let'sextendthemachiningexamplebyassumingthatwehavefivedifferentmachines
makingthesamepartandwetakefiverandomsamplesfromeachmachinetoobtainthe
followingdiameterdata:

Analyze

Machine
3

0.125

0.118

0.123

0.126

0.118

0.127

0.122

0.125

0.128

0.129

0.125
0.126

0.120
0.124

0.125
0.124

0.126
0.127

0.127
0.120

0.128

0.119

0.126

0.129

0.121

UsingANOVAsoftwareorthetechniquesofthevaluesplittingexample,wesummarizethe
datainanANOVAtableasfollows:

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3.2.3.1.OneWayANOVA

Source

SumofSquares

DegreesofFreedom

MeanSquare

F0

Factor

0.000137

0.000034

4.86

Residual
CorrectedTotal

0.000132
0.000269

20
24

0.000007

Test

Bydividingthefactorlevelmeansquarebytheresidualmeansquare,weobtainanF0value
of4.86whichisgreaterthanthecutoffvalueof2.87fromtheFdistributionwith4and20
degreesoffreedomandasignificancelevelof0.05.Therefore,thereissufficientevidenceto
rejectthehypothesisthatthelevelsareallthesame.

Conclusion

Fromtheanalysisofthesedatawecanconcludethatthefactor"machine"hasaneffect.
Thereisastatisticallysignificantdifferenceinthepindiametersacrossthemachineson
whichtheyweremanufactured.

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