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Analysis of Variance

A mathematical process for separating the variability of a group of observations into assignable causes and setting up various significance tests. It was develop by R.A Fisher in 1923. It was first commonly used for agricultural researches but today it is applicable to almost any field of discipline. (Ymas & Ferrer, 2003)

In the typical application of ANOVA, the null hypothesis is that all groups are simply random samples of the same population. This implies that all treatments have the same effect (perhaps none).

The Analysis of Variance ( ANOVA) is used when researchers wishes to analyze the effects of categorical factors.

Definition of Terms

Balanced design - An experimental design where all cells (i.e. treatment combinations) have the same number of observations. Blocking - A schedule for conducting treatment combinations in an experimental study such that any effects on the experimental results due to a known change in raw materials, operators, machines, etc., become concentrated in the levels of the blocking variable. Design - A set of experimental runs which allows the fit of a particular model and the estimate of effects.

DOE- Design of experiments. An approach to problem solving involving collection of data that will support valid, defensible, and supportable conclusions. Effect - How changing the settings of a factor changes the response. The effect of a single factor is also called a main effect.
Error- Unexplained variation in a collection of observations. DOE's typically require understanding of both random error and lack of fit error. Experimental unit- The entity to which a specific treatment combination is applied.

Random effect- An effect associated with input variables chosen at random from a population having a large or infinite number of possible values. Random error- Error that occurs due to natural variation in the process. Random error is typically assumed to be normally distributed with zero mean and a constant variance. Random error is also called experimental error.

Responses- The output(s) of a process. Sometimes called dependent variable(s).

Treatment-A treatment is a specific combination of factor levels whose effect is to be compared with other treatments.

Variance components -Partitioning of the overall variation into assignable components.

ANOVA can be classified into two types Single factor and Multifactor.
A Single Factor ANOVA is used when there is only a single categorical factor. Multifactor ANOVA is used when there is more than one categorical factor .

Formulas

Grand Mean- refers to the sum of all the data values divided by the total number of entries.

or

Total Variation- refers to the sum of the squares of the differences of each mean with the grand mean.

Between Group Variation- refers to the sum of Squares between Groups (SSb). This is the variation due to the interaction between the samples. Degree of freedom is k-1 where k refers to the number of treatments or groups.

Summary of Formulas

SS

Df

MS

Between

SS(B)

k-1

SS(B)(k-1)

MS(B)(MS(W))

Within

SS(W)

N-k

SS(W)(N-k)

Total

SS(W) + SS(B)

N-1

Advantages
There are generally three advantages for using the ANOVA or F-test over the t-test or z-test when there are two means to compare: 1. It is more laborious, for instance to apply six t-test when one is comparing four means obtained from four independent samples. One blanket f-test will be more efficient in this case.

2. The t-ratio has a statistical limitation, which is the likelihood of increasing the probability of making alpha error as the number of means being compared increases. This is the error of rejecting the null hypothesis when in fact it should be accepted.

3. In a case of two or more way analyses of variance, the interaction effects between and among the variables can be measured, a process which cannot be performed using the t-test.

Prepared by:

Azores, Antonio Jose


De Jesus, Mark

Lascano, Regine
Gonzales, Jefferson

Manalo, Juixs

Thank you!