Professional Documents
Culture Documents
David Chow
Nov 2014
Chap 11-1
Learning Objectives
In this chapter, you learn:
Chap 11-2
Researcher
R
h d
designs
i
an experiment,
i
t collects
ll t d
data,
t and
d
draw conclusions
Researcher controls one or more factors of interest
Observe effects on the dependent variable
Main Question: Are the groups (populations) the same?
CRD iis th
the simplest
i l t experimental
i
t ld
design
i
Testt subjects
T
bj t (assumed to be homogeneous) randomly
d l
assigned to different treatment levels
Treatment (level)
(
)
Placebo (P)
Vaccine (V)
300
300
One-Way
One
Way ANOVA: Assumptions
Assumptions
Populations are normally distributed
Populations have equal variances
Samples are randomly and independently drawn
Chap 11-5
Setting Hypotheses
H0 : 1 2 3 c
i e no factor effect
i.e.,
H 1 : Not
N t all
ll off the
th population
l ti means are the
th same
Chap 11-6
Graphical Presentation
H0 is True
1 2 3
H0 NOT true
or
1 2 3
1 2 3
Chap 11-7
Chap 11-8
SSA
MSA
c1
SSW
MSW
nc
SST
MST
n1
One-Way
One
Way ANOVA Table
Source off
S
Variation
Degrees off
D
Freedom
Among
A
Groups
c-1
Within
Groups
n-c
T t l
Total
n1
Sum Of
S
Squares
SSA
SSW
SST
Mean S
M
Square
(Variance)
SSA
MSA =
c-1
SSW
MSW =
n-c
FSTAT =
MSA
MSW
df1 = c 1
df2 = n c
c = number of groups
n = sum of the sample sizes from all groups
df = degrees of freedom
Chap 11-10
Interpreting F Statistic
One-Tail F-test
Decision
ec s o Rule:
ue
Reject H0 if FSTAT > F,
otherwise do not reject H0
Do not
reject H0
Reject H0
F
Chap 11-11
Eg:
g Are the Clubs Different?
When three
Wh
th
different
diff
t golflf clubs
l b are
used, they hit the ball different
distances.
Y randomly
You
d l select
l t fi
five
measurements for each club.
At the 0.05 significance level, is there
a difference
diff
in
i mean distance?
di t
?
Club 1
254
263
241
237
251
Club 2
234
218
235
227
216
Club 3
200
222
197
206
204
Computations by EXCEL
Chap 11-12
Excel Output
SUMMARY
Groups
Count
Sum
Average
Variance
Club 1
1246
249.2
108.2
Club 2
1130
226
77.5
Club 3
1029
205.8
94.2
ANOVA
Source of
Variation
SS
df
MS
Between Groups
4716.4
2358.2
Within
Groups
1119.6
12
93.3
Total
5836.0
14
P-value
25.275 4.99E-05
F crit
3.89
Chap 11-13
Statistical Decision
Test Statistic:
H0: 1 = 2 = 3
H1: j not all equal
= 0.05
df1= ___
df2 = ___
MSA 2358.2
FSTAT
25.275
MSW
93.3
D i i
Decision:
Critical
Value:
Reject H0 at = 0.05
F = 3.89
Conclusion:
C
l i
There is evidence that
at least one j differs
Reject H
F = 3.89
FSTAT = 25.275 from the rest
= .05
Do not
reject H0
Chap 11-14
Scatter Plot
Club 1
254
263
241
237
251
Club 2
234
218
235
227
216
Club 3
200
222
197
206
204
Distance
270
260
250
240
230
220
210
200
X 227.0
190
X1
X2
2
Club
X
X3
3
Chap 11-15
ANOVA Assumptions
Normality
Homogeneity
g
y of Variance
Chap 11-16
Chapter Summary
One-wayy ANOVA
A
Assumption
ti check:
h k Levene
L
t t for
test
f homogeneity
h
it off variance
i
Chap 11-17
Chap 11-18
nj
SST ( X ij X )
Where:
j 1 i 1
Total Variation
SST ( X 11 X ) 2 ( X 12 X ) 2 ( X cnc X ) 2
Response, X
X
Group 1
Group 2
Group 3
Chap 11-20
Among-Group
Among
Group Variation
SST = SSA + SSW
c
SSA n j ( X j X ) 2
j 1
Where:
Among-Group
Among
Group Variation
c
SSA n j ( X j X ) 2
j 1
Variation Due to
Differences Among Groups
SSA
MSA
c 1
Mean Square Among =
SSA/degrees of freedom
j
Chap 11-22
Among-Group Variation
SSA n1 ( X 1 X ) 2 n2 ( X 2 X ) 2 nc ( X c X ) 2
Response, X
X3
X1
Group 1
Group 2
X2
Group 3
Chap 11-23
Within-Group
Within
Group Variation
SST = SSA + SSW
c
SSW
j 1
nj
i 1
( X ij X j )
Where:
Within-Group
Within
Group Variation
c
SSW
j 1
nj
i 1
( X ij X j )
SSW
MSW
nc
Mean Square Within =
SSW/degrees of freedom
j
Chap 11-25
Within-Group Variation
SSW ( X 11 X 1 ) ( X 12 X 2 ) ( X cnc X c )
2
Response, X
X1
Group 1
Group 2
X2
X3
Group 3
Chap 11-26
Car wax
Type 1, Type 2, Type 3
Cars
Number of washes
Wax
Type 1
Wax
Type 2
Wax
Type 3
1
2
3
4
5
27
30
29
28
31
33
28
31
30
30
29
28
30
32
31
29.0
2.5
30.4
3.3
30.0
2.5
p Mean
Sample
Sample Variance
Error
33.2
Total
38.4
14
Treatments
p-Value
V l
.42
ANSWER
I ANOVA Table
Source of
Variation
a=2
c=2.60
Error
33.2
b=12
d=2.77
Total
38.4
14
Treatments
p-Value
e=0.939
.42
ANSWER
I Conclusion
p-value approach
From FF-table, p-value is greater than 0.10, where F = 2.81.
(E l gives
(Excel
i
an exactt p-value
l off 0.42)
0 42)
Do not reject H0
Critical value approach:
approach: FTEST=0.939 < F.05, do not reject H0
There is insufficient evidence to conclude that the mean
number of washes for the three wax types are not the same