John Loucks: Slides by

Slides by
John
Loucks
St. Edwards
University
2011 Cengage Learning. All Rights Reserved. May not be scanned, copied Slide
1
or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 13, Part A

Experimental Design and Analysis of
Variance
An Introduction to Experimental
Design
and Analysis of Variance
Analysis of Variance and
the Completely Randomized Design
Multiple Comparison
Procedures
2
An Introduction to Experimental Design

Statistical studies can be classified as being
either experimental or observational.
In an experimental study, one or more factors
are controlled so that data can be obtained
about how the factors influence the variables
interest.
of
In an
observational study, no attempt is made
to control the factors.
Cause-and-effect relationships are easier to
establish in experimental studies than in
studies.
observational
Analysis of variance
(ANOVA) can be used to
analyze the data obtained from experimental or
observational studies.
3

In this chapter three types of experimental
designs are introduced.
a completely randomized
design
4

A factor is a variable that the experimenter
has selected for investigation.
A treatment is a level of a factor.
Experimental units are the objects of interest
in the experiment.
A completely randomized design is an
experimental design in which the treatments
are randomly assigned to the experimental
units.
5
Analysis of Variance: A Conceptual

Overview
Analysis
Analysis of
of Variance
Variance (ANOVA)
(ANOVA) can
can be
be used
used to
to test
test
for
for the
the equality
equality of
of three
three or
or more
more population
population means.
means.
Data
Data obtained
obtained from
from observational
observational or
or experimental
experimental
studies
studies can
can be
be used
used for
for the
the analysis.
analysis.
We
We want
want to
to use
use the
the sample
sample results
results to
to test
test the
the
following
following hypotheses:
hypotheses:
H0: 1=2=3=.
. .
= k
Ha: Not all population means are equal

6

Overview
H0: 1=2=3=.
. .
= k

If
If H
H00 is
is rejected,
rejected, we
we cannot
cannot conclude
conclude that
that all
all
population
population means
means are
are different.
different.
Rejecting
Rejecting H
H00 means
means that
that at
at least
least two
two population
population
means
means have
have different
different values.
values.
7

Overview
Assumptions for Analysis of
Variance
For
For each
each population,
population, the
the response
response (dependent)
(dependent)
variable
variable is
is normally
normally distributed.
distributed.
The
The variance
variance of
of the
the response
response variable,
variable, denoted
denoted
22,,
is
is the
the same
same for
for all
all of
of the
the populations.
populations.
The
The observations
observations must
must be
be independent.
independent.
8
Analysis of Variance and

the Completely Randomized Design
Between-Treatments Estimate of Population
Variance
Within-Treatments Estimate of Population
Variance the Variance Estimates: The F
Comparing
Test
ANOVA Table
9
Between-Treatments Estimate
of Population Variance 2
The estimate of 2 based on the variation of
the
sample means is called the mean square due
to
treatments and isk denoted2by MSTR.
nj (xj x)
j 1
MSTR
k 1
Denominator is the
degrees of freedom
associated with
SSTR
Numerator is called
the sum of squares
due
to treatments (SSTR)
10
Within-Treatments Estimate
of Population Variance 2
The estimate of 2 based on the variation of
the sample observations within each sample is
called the mean square error and is denoted
by MSE.
k
MSE
Denominator is the
degrees of
freedom
associated with
SSE
(nj 1)s2j
j1
nT k
Numerator is
called
the sum of
squares
due to error (SSE)
11
Test for the Equality of k Population

Means
Hypothese
s
H0: 1=2=3=.
. .
= k

Test Statistic
F = MSTR/MSE
Mean square due to treatments/ mean square error
12
Test for the Equality of k Population

Means
Rejection
Rule
Critical Value Approach: Reject H0 if F > F
where the value of F is based on an
F distribution with k - 1 numerator d.f.
and nT - k denominator d.f.
13
SPSS Ex 17.1
14
15
16
17
Testing for the Equality of k Population

Means:
A Completely Randomized Design
Example: AutoShine, Inc.

AutoShine, Inc. is considering marketing a
longlasting car wax. Three different waxes (Type 1,
Type 2,
In order to test the durability of these waxes,
and
Type 3) have been developed.
5
new
cars were waxed with Type 1, 5 with Type 2, and
5
with Type 3. Each car was then repeatedly run
through an automatic carwash until the wax
coating
showed signs of deterioration.
18

Means:
Example: AutoShine, Inc.
The number of times each car went

through the
carwash before its wax deteriorated is shown
on the
next slide. AutoShine, Inc. must decide which
wax
Factor . . . Car wax
toTreatments
market. Are. the
threeI, waxes
. . Type
Type 2,equally
Type 3
effective?
Experimental units . . . Cars
Response variable . . . Number of washes
19

Means:
Observation
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
Sample Mean
Sample Variance
29.0
2.5
30.4
3.3
30.0
2.5
20

Means:
Hypotheses
H0: 1=2=3
Ha: Not all the means are equal
where:
1 = mean number of washes using Type 1 wax

21

Means:
Mean Square Between Treatments

Because the sample sizes are all
xequal:
(x1 x2 x3)/=3(29 + 30.4 + 30)/3 = 29.8
SSTR = 5(2929.8)2 + 5(30.429.8)2 + 5(3029.8)2 = 5.2

MSTR = 5.2/(3 - 1) = 2.6
Mean Square Error
SSE = 4(2.5) + 4(3.3) + 4(2.5) = 33.2
MSE = 33.2/(15 - 3) = 2.77
22

Means:
Rejection Rule
Critical Value Approach:
Reject H0 if F > 3.89
where F.05 = 3.89 is based on an F distribution

with 2 numerator degrees of freedom and 12
denominator degrees of freedom
23

Means:
Test Statistic
F = MSTR/MSE = 2.60/2.77 = .939

Conclusion
The p-value is greater than .10, where F = 2.81.
(Excel provides a p-value of .42.)
Therefore, we cannot reject H0.
There is insufficient evidence to conclude that
the mean number of washes for the three wax
types are not all the same.
24

Means:
ANOVA Table
Source of Sum of Degrees of Mean

Variation Squares Freedom Squares
5.2
2.60
Error
33.2
12
2.77
Total
38.4
14
Treatments
p-Value
.939
.42
25

Means:
An Observational Study
Example: Reed
Manufacturing
Janet Reed would like to know if there is any
significant difference in the mean number of
hours
worked per week for the department managers
at her
three manufacturing plants (in Buffalo,
Pittsburgh,
and Detroit).
An F test will be conducted using = .05.
26

Means:
Example: Reed
Manufacturing
A simple random sample of five managers
from
each of the three plants was taken and the
number of
hours worked by each manager in the previous
week . . . Manufacturing plant
Factor
is shown on. the
next slide.
Treatments
. . Buffalo,
Pittsburgh, Detroit
Experimental units . . . Managers
Response variable . . . Number of hours worked
27

Means:
Observation
1
2
3
4
5
Plant 1
Buffalo
48
54
57
54
62
Sample Mean
55
Sample Variance 26.0
Plant 2
Pittsburgh
73
63
66
64
74
68
26.5
Plant 3
Detroit
51
63
61
54
56
57
24.5
28

Means:
p -Value and Critical Value Approaches
1. Develop the hypotheses.
H0: 1=2=3
Ha: Not all the means are equal
where:
1 = mean number of hours worked per
week by the managers at Plant 1
29

Means:
2. Specify the level of significance. = .05

3. Compute the value of the test statistic.
Mean Square Due to Treatments

(Sample sizes are all equal.)
x (55 + 68 + 57)/3 = 60
=
SSTR = 5(55 - 60)2 + 5(68 - 60)2 + 5(57 - 60)2 = 490
MSTR = 490/(3 - 1) = 245
30

Means:
3. Compute the value of the test statistic.

(cont.)
Mean Square Due to Error
SSE = 4(26.0) + 4(26.5) + 4(24.5) = 308
MSE = 308/(15 - 3) =
25.667
F = MSTR/MSE = 245/25.667 = 9.55
31

Means:
ANOVA Table
Source of Sum of Degrees of Mean

Variation Squares Freedom
Square
Treatment
Error
490
308
2
12
Total
798
14
245
25.667
p-Value
9.55
.0033
32

Means:
p Value Approach
4. Compute the p value.

With 2 numerator d.f. and 12
denominator d.f.,
the p-value is .01 for F = 6.93.
Therefore, the
5. Determine
reject
0. 9.55.
p-value is whether
less thanto
.01
for FH=
The p-value < .05, so we reject H0.
We have sufficient evidence to conclude that
the mean number of hours worked per week
by department managers is not the same at
all 3 plant.
33

Means:
Critical Value Approach
4. Determine the critical value and rejection rule.

Based on an F distribution with 2 numerator
d.f. and 12 denominator d.f., F.05 = 3.89.
Reject H0 if F > 3.89
5. Determine whether to reject H0.
Because F = 9.55 > 3.89, we reject H0.
We have sufficient evidence to conclude that
the mean number of hours worked per week
by department managers is not the same at
all 3 plant.
34
Multiple Comparison Procedures

Suppose that analysis of variance has
provided statistical evidence to reject the null
hypothesis of equal population means.
Fishers least significant difference (LSD)
procedure can be used to determine where
the differences occur.
35
Fishers LSD Procedure

Hypotheses
H 0 : i j
H a : i j
Test
Statistic
t
xi xj
MSE( 1n 1n )
i
j
36

Rejection Rule
p-value Approach:
Reject H0 if p-value <
Critical Value Approach:
Reject H0 if t < -ta/2 or t > ta/2
where the value of ta/2 is based on a
t distribution with nT - k degrees of freedom.
37

_ _
Based on the Test Statistic xi - xj
Hypotheses
H 0 : i j
H a : i j
Test Statistic
xi xj
Rejection
Rule
where
Reject H0 if xi xj
> LSD
LSD t / 2 MSE( 1n 1n )
i
j
38

Example: Reed
Manufacturing
Recall that Janet Reed wants to know if
there is any
significant difference in the mean number of
hours
worked per week for the department managers
Analysis of variance has provided statistical
at her
evidence
to reject theplants.
null hypothesis of equal
three
manufacturing
population means. Fishers least significant
difference
(LSD) procedure can be used to determine
where the
differences occur.
39

For = .05 and nT - k = 15 3
= 12
degrees of freedom, t.025 =
LSD t / 2 MSE( 1n 1n )
2.179
i
j
LSD 2.179 25667
.
(15 15) 6.98
MSE value was
computed earlier
40

LSD for Plants 1 and 2
Hypotheses (A) H 0 : 1 2
H a : 1 2
Rejection Rule
Reject H0 if
x1 x2 > 6.98
Test Statistic
x1 x2= |55 68| = 13
Conclusion
The mean number of hours worked at Plant 1 is
not equal to the mean number worked at Plant 2.
41

LSD for Plants 1 and
3 Hypotheses (B) H 0 : 1 3
H a : 1 3
Rejection Rule
Reject H0 if
x1 x3 > 6.98
Test Statistic
x1 x3 = |55 57| = 2
Conclusion
There is no significant difference between the mean

number of hours worked at Plant 1 and the mean
number of hours worked at Plant 3.
42

LSD for Plants 2 and
3 Hypotheses (C) H 0 : 2 3
H a : 2 3
Rejection Rule
Reject H0 if
x2 x3 > 6.98
Test Statistic
x2 x3= |68 57| = 11
Conclusion
The mean number of hours worked at Plant 2 is

not equal to the mean number worked at Plant 3.
43
Type I Error Rates

The comparison-wise Type I error rate
indicates the level of significance associated
with a single pairwise comparison.
The experiment-wise Type I error rate EW is
the probability of making a Type I error on at
least one of the (k 1)! pairwise comparisons.
EW = 1 (1 )(k 1)!
The experiment-wise Type I error rate gets
larger for problems with more populations
(larger k).
44
End of Chapter 13, Part A
45

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Chapter 13, Part A

An Introduction to Experimental Design

An Introduction to Experimental Design

An Introduction to Experimental Design

Analysis of Variance: A Conceptual

Ha: Not all population means are equal

Analysis of Variance: A Conceptual

Ha: Not all population means are equal

Analysis of Variance: A Conceptual

Analysis of Variance and

Test for the Equality of k Population

Ha: Not all population means are equal

Test for the Equality of k Population

Testing for the Equality of k Population

Example: AutoShine, Inc.

Testing for the Equality of k Population

The number of times each car went

Testing for the Equality of k Population

Testing for the Equality of k Population

2 = mean number of washes using Type 2 wax

Testing for the Equality of k Population

Mean Square Between Treatments

SSTR = 5(2929.8)2 + 5(30.429.8)2 + 5(3029.8)2 = 5.2

Testing for the Equality of k Population

Critical Value Approach:

Reject H0 if F > 3.89

where F.05 = 3.89 is based on an F distribution

Testing for the Equality of k Population

F = MSTR/MSE = 2.60/2.77 = .939

Testing for the Equality of k Population

Source of Sum of Degrees of Mean

Testing for the Equality of k Population

Testing for the Equality of k Population

Testing for the Equality of k Population

Testing for the Equality of k Population

Testing for the Equality of k Population

2. Specify the level of significance. = .05

Mean Square Due to Treatments

Testing for the Equality of k Population

3. Compute the value of the test statistic.

F = MSTR/MSE = 245/25.667 = 9.55

Testing for the Equality of k Population

Source of Sum of Degrees of Mean

Testing for the Equality of k Population

4. Compute the p value.

Testing for the Equality of k Population

Critical Value Approach

4. Determine the critical value and rejection rule.

Multiple Comparison Procedures

Fishers LSD Procedure

Fishers LSD Procedure

Fishers LSD Procedure

Fishers LSD Procedure

Fishers LSD Procedure

Fishers LSD Procedure

Fishers LSD Procedure

There is no significant difference between the mean

Fishers LSD Procedure

The mean number of hours worked at Plant 2 is

Type I Error Rates

End of Chapter 13, Part A

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