Chapter 15

Analysis of Variance

 Framework for One-Way Analysis

of Variance

Suppose that we have independent samples of n1, n2, . . ., nK

observations from K populations. If the population means are
denoted by 1, 2, . . ., K, the one-way analysis of variance
framework is designed to test the null hypothesis

H 0 : 1 2 K
H1 : i j For at least one pair i , j
Sample Observations from Independent
Random Samples of K Populations
(Table 15.2)

POPULATION
1 2 ... K
x11 x21 ... xK1
x12 x22 ... xK2
. . .
. . .
. . .
x1n1 x2n2 ... xKnK
Sum of Squares Decomposition for
One-Way Analysis of Variance
Suppose that we have independent samples of n1, n2, . . ., nK
observations from K populations. Denote by x1 , x2 ,, xK the K
group sample means and by x the overall sample mean. We
define the following sum of squares:
K nj

Within - Groups : SSW ij i

( x x ) 2

i 1 j 1
K
Between - Groups : SSG ni ( xi x ) 2
i 1
K nj

Total : SST ij
( x x ) 2

i 1 j 1

where xij denotes the jth sample observation in the ith group.
Then
SST SSW SSG
Sum of Squares Decomposition for
One-Way Analysis of Variance
(Figure 15.2)

Within-groups
sum of squares

Total sum of squares

Between-groups
sum of squares
 Hypothesis Test for One-Way
Analysis of Variance
Suppose that we have independent samples of n1, n2, . . ., nK
observations from K populations. Denote by n the total sample
size so that
n n1 n2 nK
We define the mean squares as follows:
SSW
Within - Groups : MSW
nK
SSG
Between - Groups : MSG
K 1
The null hypothesis to be tested is that the K population means
are equal, that is
H 0 : 1 2 K
Sum of Squares Decomposition for
Two-Way Analysis of Variance
Suppose that we have a sample of observations with xij denoting
the observation in the ith group and jth block. Suppose that
there are K groups and H blocks, for a total of n = KH
observations. Denote the group sample means by xi (i 1,2,, K,)
the block sample means by x j ( j 1,2,, H )and the overall
sample mean by x.
We define the following sum of squares:
K H
Total : SST ij
( x x ) 2

i 1 j 1
K
Between - Groups : SSG H ( xi x ) 2
i 1
H
Within - Blocks : SSB K ( x j x ) 2
j 1
Sum of Squares Decomposition for
Two-Way Analysis of Variance
(continued)

K H
ERROR : SSE ij i j
( x x x x ) 2

i 1 j 1

SST SSG SSB SSE

 Hypothesis Test for Two-Way
Analysis of Variance
Suppose that we have a sample observation for each group-block
combination in a design containing K groups and H blocks.
xij Gi B j Eij
Where Gi is the group effect and Bj is the block effect.
Define the following mean squares:
SSG
Between - Groups : MSG
K 1
SSB
Between - Blocks : MSB
H 1
SSE
Error : MSE
( K 1)( H 1)
We assume that the error terms ij in the model are independent of
one another, are normally distributed, and have the same variance
 Hypothesis Test for Two-Way
Analysis of Variance
(continued)
A test of significance level of the null hypothesis H0 that the K
population group means are all the same is provided by the
decision rule
MSG
Reject H 0 if FK 1,( K 1)( H 1),
MSE
A test of significance level of the null hypothesis H0 that the H
population block means are all the same is provided by the
decision rule
MSB
Reject H 0 if FH 1,( K 1)( H 1),
MSE
Here F v1,v2, is the number exceeded with probability by a
random variable following an F distribution with numerator
degrees of freedom v1 and denominator degrees of freedom v2
 General Format of Two-Way Analysis
of Variance Table
(Table 15.9)

Source of Sums of Degrees of Mean F Ratios

Variation Squares Freedom Squares
Between SSG K1 SSG MSG
groups MSG
K 1 MSE
Between SSB H1 SSB MSB
MSB
blocks H 1 MSE
Error SSE (K 1)(H 1) SSE
MSE
( K 1)( H 1)
Total SST n-1
 Sum of Squares Decomposition for Two-Way
Analysis of Variance: Several Observations per Cell
Suppose that we have a sample of observations on K groups and
H blocks, with L observations per cell. Then, we define the
following sums of squares and associated degrees of freedom:
Total : SST ( xijl x ) 2 KHL 1
i j l
K
Between - Groups : SSG HL ( xi x ) 2 K 1
i 1
H
Between - Blocks : SSB KL ( x j x ) 2 H 1
j 1
K H
Interactio n : SSI L ij i j
( x x x x ) 2
( K 1)( H 1)
i 1 j 1

Error : SSE ( xijl xij ) 2 KH ( L 1)

i j l
Sum of Squares Decomposition for
Two-Way Analysis of Variance with
More than One Observation per Cell
(Figure 15.12)

Within-groups
sum of squares

Between-groups
sum of squares

Total sum of squares

Interaction
sum of squares

Error
sum of squares
 Key Words
Hypothesis Test for One-Way Analysis of Variance
Hypothesis Test for Two-Way Analysis of Variance
Interaction
Kruskal-Wallis Test
One-Way Analysis of Variance
Randomized Block Design
Sum of Squares Decomposition for One-Way
Analysis of Variance
Sum of Squares Decomposition for Two-Way
Analysis of Variance
Two-Way Analysis of Variance: Several
Observations per Cell