ANOVA (Analysis of Variance)
ANOVA (Analysis of Variance)
One-way Anova
𝐻0 : 𝜇1 = 𝜇2 = 𝜇3 = ⋯ = 𝜇𝑘
One-way anova table
Sum of Degree of Mean
Source of variation Variance ratio
squares freedom square
Between samples 𝑆𝐵 𝑘−1 𝑀𝑆𝐵 𝑀𝑆𝐵
𝐹= 𝑜𝑟
𝑀𝑆𝑊
Within samples 𝑆𝑊 𝑛−𝑘 𝑀𝑆𝑊
𝑀𝑆𝑊
Total 𝑆𝑇 𝑛−1 𝐹=
𝑀𝑆𝐵
2
𝑇2
𝑆𝑇 = ∑ ∑ 𝑥𝑖𝑗 −
𝑛
𝑇𝑖2 𝑇 2
𝑆𝐵 = ∑ −
𝑛𝑖 𝑛
𝑆𝑊 = 𝑆𝑇 − 𝑆𝐵
𝑆𝐵
𝑀𝑆𝐵 =
𝑘−1
𝑆𝑊
𝑀𝑆𝑊 =
𝑛−𝑘
𝑇 = ∑ 𝑇𝑖 = ∑ ∑ 𝑥𝑖𝑗
𝑇𝑖 = ∑ 𝑥𝑖𝑗
𝑗
𝑛 = ∑ 𝑛𝑖
Two-way Anova
𝐻0 : 𝑀𝑒𝑎𝑛𝑠 𝑜𝑓 𝑎𝑙𝑙 𝑟𝑜𝑤 𝑓𝑎𝑐𝑡𝑜𝑟 𝑙𝑒𝑣𝑒𝑙𝑠 𝑎𝑟𝑒 𝑒𝑞𝑢𝑎𝑙
𝐻0′ : 𝑀𝑒𝑎𝑛𝑠 𝑜𝑓 𝑎𝑙𝑙 𝑐𝑜𝑙𝑢𝑚𝑛 𝑓𝑎𝑐𝑡𝑜𝑟 𝑙𝑒𝑣𝑒𝑙𝑠 𝑎𝑟𝑒 𝑒𝑞𝑢𝑎𝑙
Two-way anova table
Source of Sum of Degree of Mean
Variance ratio
variation squares freedom square
𝑀𝑆𝑅
𝐹𝑅 = 𝑜𝑟
𝑀𝑆𝐸
Between
𝑆𝑅 𝑟−1 𝑀𝑆𝑅 𝑀𝑆𝐸
rows
𝐹𝑅 =
𝑀𝑆𝑅
𝑀𝑆𝐶
𝐹𝐶 = 𝑜𝑟
𝑀𝑆𝐸
Between
𝑆𝐶 𝑐−1 𝑀𝑆𝐶 𝑀𝑆𝐸
columns
𝐹𝐶 =
𝑀𝑆𝐶
Error
𝑆𝐸 (𝑟 − 1)(𝑐 − 1) 𝑀𝑆𝐸
(Residual)
Total 𝑆𝑇 𝑟𝑐 − 1
2
𝑇2 1 2
𝑇2
𝑆𝑇 = ∑ ∑ 𝑥𝑖𝑗 − 𝑎𝑛𝑑 𝑆𝑅 = ∑ 𝑇𝑟𝑖 −
𝑟𝑐 𝑐 𝑟𝑐
1 2
𝑇2
𝑆𝐶 = ∑ 𝑇𝑐𝑗 − 𝑎𝑛𝑑 𝑆𝐸 = 𝑆𝑇 − 𝑆𝑅 − 𝑆𝐶
𝑟 𝑟𝑐
𝑆𝑅 𝑆𝐶
𝑀𝑆𝑅 = 𝑎𝑛𝑑 𝑀𝑆𝐶 =
𝑟−1 𝑐−1
𝑆𝐸
𝑀𝑆𝐸 =
(𝑟 − 1)(𝑐 − 1)
1
𝐶𝐿 = 𝑛𝑝̅ , 𝑤ℎ𝑒𝑟𝑒 𝑝̅ = ∑ 𝑝𝑖
𝑁
1 ∑ 𝑛𝑖 𝑝𝑖
𝐶𝐿 = 𝑝̅ , 𝑤ℎ𝑒𝑟𝑒 𝑝̅ = ∑ 𝑝𝑖 =
𝑁 ∑ 𝑛𝑖
𝑝̅ (1 − 𝑝̅ ) 𝑝̅ (1 − 𝑝̅ )
𝐿𝐶𝐿 = 𝑝̅ − 3√ 𝑜𝑟 𝑝̅ − 3√
𝑛 𝑛̅
𝑝̅ (1 − 𝑝̅ ) 𝑝̅ (1 − 𝑝̅ )
𝑈𝐶𝐿 = 𝑝̅ + 3√ 𝑜𝑟 𝑝̅ + 3√
𝑛 𝑛̅
1
𝑤ℎ𝑒𝑟𝑒 𝑛̅ = ∑ 𝑛𝑖
𝑁
1
𝐶𝐿 = 𝑐̅ , 𝑤ℎ𝑒𝑟𝑒 𝑐̅ = ∑ 𝑐𝑖
𝑁
𝐿𝐶𝐿 = 𝑐̅ − 3√𝑐̅
𝑈𝐶𝐿 = 𝑐̅ + 3√𝑐̅