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Chapter Goals
After completing this chapter, you should be able to:
Recognize situations in which to use analysis of variance Understand different analysis of variance designs Perform a single-factor hypothesis test and interpret results Conduct and interpret post-analysis of variance pairwise comparisons procedures Set up and perform randomized blocks analysis Analyze two-factor analysis of variance test with replications results
Chapter Overview
Analysis of Variance (ANOVA) One-Way ANOVA F-test F-test TukeyKramer test Fishers Least Significant Difference test
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Assumptions Populations are normally distributed Populations have equal variances Samples are randomly and independently drawn
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Analyzed by
One-factor analysis of variance (one-way ANOVA)
Called a Balanced Design if all factor levels have equal sample size
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H0 :
!. !
Does not mean that all population means are different (some pairs may be the same)
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One-Factor ANOVA
H0 :
1
!
i
!. !
HA : Not all
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One-Factor ANOVA
(continued)
H0 :
!
i
!. !
HA : Not all
At least one mean is different: The Null Hypothesis is NOT true (Treatment Effect is present) or
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(continued)
Total Variation = the aggregate dispersion of the individual data values across the various factor levels (SST) Between-Sample Variation = dispersion among the factor sample means (SSB) Within-Sample Variation = dispersion that exists among the data values within a particular factor level (SSW)
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=
Commonly referred to as: Sum of Squares Between Sum of Squares Among Sum of Squares Explained Among Groups Variation
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SST ! ( x ij x )
Where:
i!1 j!1
ni
SST = Total sum of squares k = number of populations (levels or treatments) ni = sample size from population i xij = jth measurement from population i x = grand mean (mean of all data values)
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Total Variation
2 2
(continued)
X
Group 1 Group 2 Group 3
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SSB ! ni ( x i x )
Where:
i!1
SSB = Sum of squares between k = number of populations ni = sample size from population i xi = sample mean from population i x = grand mean (mean of all data values)
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Between-Group Variation
k
SSB ! ni ( x i x )
i!1
SSB MSB ! k 1
Mean Square Between = SSB/degrees of freedom
Qi
Qj
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X3
X1
Group 1 Group 2
X2
Group 3
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SSW !
i !1
j!1
( x ij x i )
Where:
SSW = Sum of squares within k = number of populations ni = sample size from population i xi = sample mean from population i xij = jth measurement from population i
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Within-Group Variation
k nj
SSW !
i !1
j!1
( x ij x i )2
Summing the variation within each group and then adding over all groups
Qi
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Within-Group Variation
2 2
(continued)
X3
X1
Group 1 Group 2
X2
Group 3
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k = number of populations N = sum of the sample sizes from all populations df = degrees of freedom
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= =
Degrees of freedom
df1 = k 1 df2 = N k
MSB F! MSW
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The ratio should be close to 1 if H0: 1= 2 = = k is true The ratio will be larger than 1 if H0: 1= 2 = = k is false
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X1
X2
X
X3
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SSB = 5 [ (249.2 227)2 + (226 227)2 + (205.8 227)2 ] = 4716.4 SSW = (254 249.2)2 + (263 249.2)2 ++ (204 205.8)2 = 1119.6 MSB = 4716.4 / (3-1) = 2358.2 MSW = 1119.6 / (15-3) = 93.3
Test Statistic:
MSB 2358.2 F! ! ! 25.275 MSW 93.3
Decision: Reject H0 at E = 0.05 Conclusion: There is evidence that at least one i differs F = 25.275 from the rest 27
Do not reject H0
Reject H0
F.05 = 3.885
Count 5 5 5
F 25.275
P-value 4.99E-05
F crit 3.885
1=
x
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Critical Range ! qE
where:
qE = Value from standardized range table with k and N - k degrees of freedom for the desired level of E MSW = Mean Square Within ni and nj = Sample sizes from populations (levels) i and j
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q ! 3.77
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4. Compare: 5. All of the absolute mean differences are greater than critical range. Therefore there is a significant difference between each pair of means at 5% level of significance.
x1 x 2 ! 23.2 x1 x 3 ! 43.4 x 2 x 3 ! 20.2
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Tukey-Kramer in PHStat
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SSBL ! k( x j x )
j!1
Where:
k = number of levels for this factor b = number of blocks xj = sample mean from the jth block x = grand mean (mean of all data values)
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Mean Squares
SSBL MSBL ! Mean square blocking ! b 1 SSB k 1
Blocking Test
Blocking test: df H0 : 1 = b !1 b1
b2 df2 = (k 1)(b 1) b3
! ...
Reject H0 if F > FE
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H0 :
F=
Reject H0 if F > FE
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LSD ! t E/2
where:
tE/2 = Upper-tailed value from Students t-distribution for E/2 and (k -1)(n - 1) degrees of freedom MSW = Mean square within from ANOVA table b = number of blocks k = number of levels of the main factor
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Is x i x j " LSD ?
If the absolute mean difference is greater than LSD then there is a significant difference between that pair of means at the chosen level of significance.
x1 x 2 x1 x 3 x2 x3 etc...
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Two-Way ANOVA
Examines the effect of
Two or more factors of interest on the dependent variable
e.g.: Percent carbonation and line speed on soft drink bottling process
Two-Way ANOVA
Assumptions
Populations are normally distributed Populations have equal variances Independent random samples are drawn
(continued)
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SSB
Variation due to factor B
b1
SSAB
N-1 Variation due to interaction between A and B
(a 1)(b 1)
SSE
Inherent variation (Error)
N ab
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SST ! ( x ijk x )2
i!1 j !1 k !1 a i !1
d ( x i x )2 SS A ! bn
Sum of Squares Factor B:
b j !1
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d ( x j x )2 SSB ! an
a AB
2 d ! n ( x ij x i x j x ) i!1 j !1
nd 2
SSE ! ( x ijk x ij )
i!1 j!1 k !1
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where:
x
x!
i!1 j!1 k !1
nd ijk
abnd
! Grand Mean
x
xi !
j !1 k !1
bnd
xj !
nd
x
i!1 k !1
and
A3
Ai are equal
MS A F! MSE
Reject H0 if F > FE
H0:
B1 =
B2
B3
Bi are equal
MSB F! MSE
Reject H0 if F > FE
H0: factors A and B do not interact to affect the mean response HA: factors A and B do interact
MS AB F! MSE
Reject H0 if F > FE
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MSB
= SSB /(b 1)
(a 1)(b 1)
MSAB
= SSAB / [(a 1)(b 1)]
N ab N1
MSE =
SSE/(N ab)
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N-1 = (N-ab) + (a-1) + (b-1) + (a-1)(b-1) Total = error + factor A + factor B + interaction
The denominator of the F Test is always the same but the numerator is different The sums of squares always add up
SST = SSE + SSA + SSB + SSAB
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Mean Response
Factor B Level 1 Factor B Level 1 Factor B Level 2 Factor B Level 3 Factor B Level 3 Factor B Level 2
Factor A Levels
Factor A Levels
2
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