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    Anova: Analysis of Variation: Math 243 Lecture R. Pruim

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    ANOVA (analysis of variance) is used to determine if the means of quantitative variables differ across categorical groups. It compares the variation between groups to the variation within groups using an F-statistic. If the between-group variation is significantly greater than expected by chance, then the group means are likely different. The ANOVA assumptions are normality of data and equal variances across groups. Post-hoc tests like Tukey's can then determine which specific group means are significantly different from each other.

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    Anova: Analysis of Variation: Math 243 Lecture R. Pruim

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    ANOVA (analysis of variance) is used to determine if the means of quantitative variables differ across categorical groups. It compares the variation between groups to the variation within groups using an F-statistic. If the between-group variation is significantly greater than expected by chance, then the group means are likely different. The ANOVA assumptions are normality of data and equal variances across groups. Post-hoc tests like Tukey's can then determine which specific group means are significantly different from each other.

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    ANOVA (analysis of variance) is used to determine if the means of quantitative variables differ across categorical groups. It compares the variation between groups to the variation within groups using an F-statistic. If the between-group variation is significantly greater than expected by chance, then the group means are likely different. The ANOVA assumptions are normality of data and equal variances across groups. Post-hoc tests like Tukey's can then determine which specific group means are significantly different from each other.

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    7 views30 pages

    Anova: Analysis of Variation: Math 243 Lecture R. Pruim

    Uploaded by

    samiwarraich519
    ANOVA (analysis of variance) is used to determine if the means of quantitative variables differ across categorical groups. It compares the variation between groups to the variation within groups using an F-statistic. If the between-group variation is significantly greater than expected by chance, then the group means are likely different. The ANOVA assumptions are normality of data and equal variances across groups. Post-hoc tests like Tukey's can then determine which specific group means are significantly different from each other.

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    ANOVA: Analysis of Variation

    Math 243 Lecture R. Pruim

    The basic ANOVA situation


    Two variables: 1 Categorical, 1 Quantitative Main Question: Do the (means of) the quantitative variables depend on which group (given by categorical variable) the individual is in? If categorical variable has only 2 values: 2-sample t-test ANOVA allows for 3 or more groups

    An example ANOVA situation


    Subjects: 25 patients with blisters Treatments: Treatment A, Treatment B, Placebo Measurement: # of days until blisters heal Data [and means]: A: 5,6,6,7,7,8,9,10 B: 7,7,8,9,9,10,10,11 P: 7,9,9,10,10,10,11,12,13

    [7.25] [8.875] [10.11]

    Are these differences significant?

    Informal Investigation
    Graphical investigation: side-by-side box plots multiple histograms Whether the differences between the groups are significant depends on the difference in the means the standard deviations of each group the sample sizes ANOVA determines P-value from the F statistic

    Side by Side Boxplots


    13 12 11 10

    days

    9 8 7 6 5 A B P

    treatment

    What does ANOVA do?


    At its simplest (there are extensions) ANOVA tests the following hypotheses:
    H0: The means of all the groups are equal. Ha: Not all the means are equal doesnt say how or which ones differ. Can follow up with multiple comparisons Note: we usually refer to the sub-populations as groups when doing ANOVA.

    Assumptions of ANOVA
    each group is approximately normal
    check

    this by looking at histograms and/or normal quantile plots, or use assumptions can handle some nonnormality, but not severe outliers

    standard deviations of each group are approximately equal

    rule of thumb: ratio of largest to smallest sample st. dev. must be less than 2:1

    Normality Check
    We should check for normality using: assumptions about population histograms for each group normal quantile plot for each group
    With such small data sets, there really isnt a really good way to check normality from data, but we make the common assumption that physical measurements of people tend to be normally distributed.

    Standard Deviation Check


    Variable days treatment A B P N 8 8 9 Mean 7.250 8.875 10.111 Median 7.000 9.000 10.000 StDev 1.669 1.458 1.764

    Compare largest and smallest standard deviations: largest: 1.764 smallest: 1.458 1.458 x 2 = 2.916 > 1.764
    Note: variance ratio of 4:1 is equivalent.

    Notation for ANOVA


    n = number of individuals all together I = number of groups x = mean for entire data set is Group i has ni = # of individuals in group i xij = value for individual j in group i xi = mean for group i si = standard deviation for group i

    How ANOVA works (outline)


    ANOVA measures two sources of variation in the data and compares their relative sizes variation BETWEEN groups for each data value look at the difference between its group mean and the overall mean variation WITHIN groups for each data value we look at the difference between that value and the mean of its group

    x i x
    ij

    xi

    The ANOVA F-statistic is a ratio of the Between Group Variaton divided by the Within Group Variation:

    Between MSG F Within MSE


    A large F is evidence against H0, since it indicates that there is more difference between groups than within groups.

    Minitab ANOVA Output


    Analysis of Variance for days Source DF SS MS treatment 2 34.74 17.37 Error 22 59.26 2.69 Total 24 94.00 F 6.45 P 0.006

    R ANOVA Output
    treatment Residuals
    Df Sum Sq Mean Sq F value Pr(>F) 2 34.7 17.4 6.45 0.0063 ** 22 59.3 2.7

    How are these computations made?


    We want to measure the amount of variation due to BETWEEN group variation and WITHIN group variation For each data value, we calculate its contribution to: 2 BETWEEN group variation: x i x

    WITHIN group variation:

    ( xij xi )

    An even smaller example


    Suppose we have three groups
    Group 1: 5.3, 6.0, 6.7 Group 2: 5.5, 6.2, 6.4, 5.7 Group 3: 7.5, 7.2, 7.9

    We get the following statistics:

    SUMMARY Groups Column 1 Column 2 Column 3

    Count

    Sum Average Variance 3 18 6 0.49 4 23.8 5.95 0.176667 3 22.6 7.533333 0.123333

    Excel ANOVA Output


    ANOVA Source of Variation SS Between Groups 5.127333 Within Groups 1.756667 Total 6.884 df MS F P-value F crit 2 2.563667 10.21575 0.008394 4.737416 7 0.250952 9
    number of data values number of groups (equals df for each group added together)

    1 less than number of groups 1 less than number of individuals (just like other situations)

    Computing ANOVA F statistic


    group mean 6.00 6.00 6.00 5.95 5.95 5.95 5.95 7.53 7.53 7.53 WITHIN difference: data - group mean plain squared -0.70 0.490 0.00 0.000 0.70 0.490 -0.45 0.203 0.25 0.063 0.45 0.203 -0.25 0.063 -0.03 0.001 -0.33 0.109 0.37 0.137 1.757 0.25095714 BETWEEN difference group mean - overall mean plain squared -0.4 0.194 -0.4 0.194 -0.4 0.194 -0.5 0.240 -0.5 0.240 -0.5 0.240 -0.5 0.240 1.1 1.188 1.1 1.188 1.1 1.188 5.106 2.55275

    data group 5.3 1 6.0 1 6.7 1 5.5 2 6.2 2 6.4 2 5.7 2 7.5 3 7.2 3 7.9 3 TOTAL TOTAL/df

    overall mean: 6.44

    F = 2.5528/0.25025 = 10.21575

    Minitab ANOVA Output


    Analysis of Variance for days Source DF SS MS treatment 2 34.74 17.37 Error 22 59.26 2.69 Total 24 94.00 F 6.45 P 0.006

    # of data values - # of groups 1 less than # of groups (equals df for each group added together)

    1 less than # of individuals (just like other situations)

    Minitab ANOVA Output


    Analysis of Variance for days Source DF SS MS treatment 2 34.74 17.37 Error 22 59.26 2.69 Total 24 94.00 F 6.45 P 0.006

    (x
    obs

    ij

    xi )

    (x
    obs

    ij

    x)

    (x
    obs

    x)

    SS stands for sum of squares ANOVA splits this into 3 parts

    Minitab ANOVA Output


    Analysis of Variance for days Source DF SS MS treatment 2 34.74 17.37 Error 22 59.26 2.69 Total 24 94.00 F 6.45 P 0.006

    MSG = SSG / DFG MSE = SSE / DFE

    F = MSG / MSE

    P-value comes from F(DFG,DFE)

    (P-values for the F statistic are in Table E)

    So How big is F?
    Since F is

    Mean Square Between / Mean Square Within = MSG / MSE


    A large value of F indicates relatively more difference between groups than within groups (evidence against H0) To get the P-value, we compare to F(I-1,n-I)-distribution I-1 degrees of freedom in numerator (# groups -1) n - I degrees of freedom in denominator (rest of df)

    Connections between SST, MST, and standard deviation


    If ignore the groups for a moment and just compute the standard deviation of the entire data set, we see

    ij

    n 1

    SST
    2

    DFT

    MST

    So SST = (n -1) s2, and MST = s2. That is, SST and MST measure the TOTAL variation in the data set.

    Connections between SSE, MSE, and standard deviation


    Remember: si
    2

    ij

    xi

    ni 1

    SS[ Within Group i ] dfi

    So SS[Within Group i] = (si2) (dfi ) This means that we can compute SSE from the standard deviations and sizes (df) of each group:

    SSE SS[Within] SS[Within Group i ] s (ni 1) s (dfi )


    2 i 2 i

    Pooled estimate for st. dev


    One of the ANOVA assumptions is that all groups have the same standard deviation. We can estimate this with a weighted average:
    2 (n1 1)s12 (n 2 1)s2 ... (n I 1)sI2 s2 p nI

    (df1)s (df 2 )s ... (df I )s s df1 df 2 ... df I


    2 p 2 1 2 2

    2 I

    SSE 2 sp MSE DFE

    so MSE is the pooled estimate of variance

    In Summary
    SST (x ij x ) s (DFT)
    2 2 obs

    SSE (x ij x i ) si (df i )
    2 2 obs groups 2

    SSG (x i x)
    obs

    n (x
    i groups

    x)

    SS MSG SSE SSG SST; MS ; F DF MSE

    R2 Statistic
    R2 gives the percent of variance due to between group variation

    SS[Between ] SSG R SS[Total ] SST


    2

    We will see R2 again when we study regression.

    Wheres the Difference?


    Once ANOVA indicates that the groups do not all appear to have the same means, what do we do?
    Analysis of Variance for days Source DF SS MS treatmen 2 34.74 17.37 Error 22 59.26 2.69 Total 24 94.00 F 6.45 P 0.006

    Level A B P

    N 8 8 9

    Mean 7.250 8.875 10.111 1.641

    StDev 1.669 1.458 1.764

    Pooled StDev =

    Individual 95% CIs For Mean Based on Pooled StDev ----------+---------+---------+-----(-------*-------) (-------*-------) (------*-------) ----------+---------+---------+-----7.5 9.0 10.5

    Clearest difference: P is worse than A (CIs dont overlap)

    Multiple Comparisons
    Once ANOVA indicates that the groups do not all have the same means, we can compare them two by two using the 2-sample t test

    We need to adjust our p-value threshold because we


    are doing multiple tests with the same data. There are several methods for doing this. If we really just want to test the difference between one pair of treatments, we should set the study up that way.

    Tuckeys Pairwise Comparisons


    Tukey's pairwise comparisons
    Family error rate = 0.0500 Individual error rate = 0.0199 Critical value = 3.55

    95% confidence
    Use alpha = 0.0199 for each test.

    Intervals for (column level mean) - (row level mean) A B -3.685 0.435 -4.863 -0.859 -3.238 0.766 B

    These give 98.01% CIs for each pairwise difference.

    Only P vs A is significant
    (both values have same sign)

    98% CI for A-P is (-0.86,-4.86)

    Tukeys Method in R
    Tukey multiple comparisons of means 95% family-wise confidence level

    diff lwr upr B-A 1.6250 -0.43650 3.6865 P-A 2.8611 0.85769 4.8645 P-B 1.2361 -0.76731 3.2395

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