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Motivating Example
Analysis of Variance
Model & Assumptions
Data Estimates of the Model
Analysis of Variance
Multiple Comparisons
Checking Assumptions
One-way ANOVA Transformations
Motivating Example:
Treating Anorexia Nervosa
Analysis of Variance
Analysis of Variance is a widely used statistical
technique that partitions the total variability in our
data into components of variability that are used to
test hypotheses.
In One-way ANOVA, we wish to test the hypothesis:
H0 : 1 = 2 = = k
against:
Ha : Not all population means are the same
xij i ij
We assume that the errors are normally distributed
with constant variance.
This implies that the populations being sampled are
also normally distributed with equal variances!
Analysis of Variance
In ANOVA, we compare the between-group
variation with the within-group variation to assess
whether there is a difference in the population
means.
Thus by comparing these two measures of variance
(spread) with one another, we are able to detect if
there are true differences among the underlying
group population means.
Analysis of Variance
If the variation between the sample means is large,
relative to the variation within the samples, then we
would be likely to detect significant differences
among the sample means.
Analysis of Variance
Between-group
variation is large
compared to the
Within-group
variation
If we sampled from
these populations, we
would expect to reject
H0
3j = y3j 3
2
2 = 2 -
Analysis of Variance
If the variation between the sample means is small,
relative to the variation within the samples, then
there would be considerable overlap of
observations in the different samples, and we would
be unlikely to detect any differences among the
population means.
Analysis of Variance
All i = 0
If we sampled
from these
populations, we
would not expect
to reject H0
2j = y2j - 2
= 1 = 2 = 3
Analysis of Variance
If we consider all of the data together, regardless of
which sample the observation belongs to, we can
measure the overall total variability in the data by:
k
ni
( xij x )
i 1 j 1
Analysis of Variance
Now, the deviation of every observation from the overall
(grand) mean can be partitioned as:
( xij x ) ( xi x ) ( xij xi )
Squaring and summing across all observations,
we get:
k
ni
ni
ni
2
2
2
(
x
x
)
(
x
x
)
(
x
x
)
ij i ij i
i 1 j 1
i 1 j 1
i 1 j 1
Measures error
variation, variation in
response when same
treatment is applied.
Analysis of Variance
Now, the deviation of every observation from the overall
(grand) mean can be partitioned as:
( xij x ) ( xi x ) ( xij xi )
Squaring and summing across all observations,
we get:
k
ni
ni
ni
2
2
2
(
x
x
)
(
x
x
)
(
x
x
)
ij i ij i
i 1 j 1
i 1 j 1
i 1 j 1
Analysis of Variance
To convert Sums of Squares (SS) into comparable
measures of variance, we need to divide the SS by
their respective degrees of freedom.
This gives us mean squares (MS) which are
measures of variance:
MSTreat = SSTreat / dfTreat= SSTreat / (k 1)
MSError = SSError / dfError = SSError / (N k)
Analysis of Variance
The expected values of the mean squares for
repeated sampling are:
E(MSTreat) = 2 + i2 / (k 1)
E(MSError) = 2
Thus MSError is an estimate of 2, the
2
within group
variance:
MS
and
W
MSW
Analysis of Variance XI
Our test statistic is the F-ratio (or F-statistic)
which compares these two mean squares:
MS Treat
F0
MSError
Analysis of Variance
Traditionally the Analysis of Variance calculations
have been presented in an ANOVA Table.
The format of the table is:
These cols add up
Source of
Variation
Treatment
Error
Total
Degrees of
Freedom
k1
N k
N 1
Sum of
Squares
SS Treat
SS Error
SS T
SS/df
Mean F- Ratio
P-value
Square
MS Treat MS Treat /MSError Tail Area
MS Error
Motivating Example
F0 = 307.32/57.68 = 5.42
Analysis of Variance
A large F-statistic provides evidence against H0
while a small F-statistic indicates that the data and
H0 are compatible.
To calculate a P-value to test H0, we compare the
F-statistic we obtained from our data to the
distribution it would have under a true H0, i.e. an
F-distribution with (k 1) and (N k) degrees of
freedom.
Note that F0 is always positive, so this is always a
one-tailed test.
Analysis of Variance
0.6
0.8
F-distribution
0.0
0.2
0.4
Multiple Comparisons
A significant F-test tells us that at least two of the
underlying population means are different, but it
does not tell us which ones differ from the others.
We need extra tests to compare all the means,
which we call Multiple Comparisons.
We look at the difference between every pair of
group population means, as well as the confidence
interval for each difference.
When we have k groups, there are:
k choose 2
k!
k k 1
2 ! ( k 2 )!
2
Multiple Comparisons
If we estimate each comparison separately with 95%
confidence, the overall error rate will be greater
than 5%.
So, using ordinary pair-wise comparisons (i.e. lots
of individual t-tests), we tend to find too many
significant differences between our sample means.
We need to modify our intervals so that they
simultaneously contain the true differences with 95%
confidence across the entire set of comparisons.
The modified intervals are known as:
simultaneous confidence intervals OR
multiple comparison procedures
Multiple Comparisons
First, the Bonferroni correction.
Instead of using tdf, / 2 as our multiplier for the
confidence interval, we use tdf, / 2L, where L is the
total number of possible pair-wise comparisons
(i.e. L = k(k 1) / 2).
That is, we divide /2 by the number of tests to be
done ( /2L).
This assumes all pair-wise comparisons are
independent, which is not the case, so this
adjustment is too conservative (intervals will be too
wide; i.e. finds too few significant differences).
Multiple Comparisons
Second, we have Tukey Intervals.
The calculation of Tukey Intervals is quite
complicated, but overcomes the problems of the
unadjusted pair-wise comparisons finding too many
significant differences
(i.e. confidence intervals that are too narrow),
and the Bonferroni correction finding too few
significant differences
(i.e. confidence intervals that are too wide).
We will use Tukey Intervals
Checking Assumptions:
Equality of Variance I
Equality of variance is very important in One-way
ANOVA.
We check equality of variance using Levenes,
Bartletts, Brown-Forsythe, or OBriens Tests .
If the assumption of equal population variances is
not satisfied (small P-value from these tests), we
can try transforming the data or use Welchs
ANOVA which allows the variances to be unequal.
Checking Assumptions:
Equality of Variance
For many data sets, we often find there is a
relationship between the centre of the data
and the spread of the data:
In particular, samples with low means (or
medians) often have small spread while samples
with large means (or medians) often have large
spread (or vice versa).
The positive relationship between the mean and
variance (or between the median and midspread)
in different samples is often true for data that
have right-skewed distributions.
Checking Assumptions:
Equality of Variance