One-way ANOVA is a statistical method used to compare the means of two or more groups to determine if they are significantly different. It is preferred over multiple t-tests to avoid increasing the risk of Type I errors and is based on assumptions of normality, homogeneity of variance, and independence of cases. If significant differences are found, post hoc tests can identify which specific groups differ.
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Lecture 13 ANOVA
One-way ANOVA is a statistical method used to compare the means of two or more groups to determine if they are significantly different. It is preferred over multiple t-tests to avoid increasing the risk of Type I errors and is based on assumptions of normality, homogeneity of variance, and independence of cases. If significant differences are found, post hoc tests can identify which specific groups differ.
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One-Way Analysis of Variance
⚫ The purpose of a one-way analysis of variance
(one-way ANOVA) is to compare the means of two or more groups (the independent variable) on one dependent variable to see if the group means are significantly different from each other When to Use One-Way ANOVA? ⚫ There is one independent variable (factor) with two or more groups (e.g., "type of diet" with three groups: low-carb, low-fat, and keto). ⚫ There is one dependent variable that is continuous (e.g., "weight loss in pounds") why we use one-way ANOVA? ⚫ the independent t-test and one-way ANOVA are similar because they both compare group means, there’s a key reason why we use one-way ANOVA instead of multiple t-tests when comparing three or more groups: ⚫ Multiple Comparisons Increase the Risk of Type I Error ⚫ Every time you perform a t-test, there is a chance (usually 5%, or α=0.05) of making a Type I error (rejecting the null hypothesis when it is true). ⚫ If you conduct multiple t-tests, the probability of making a Type I error increases cumulatively with each test. ⚫ For example, if you compare 3 groups, you would need to conduct 3 t-tests. For 4 groups, you’d need 6 t-tests. ⚫ Each additional t-test increases the overall error rate, making your results unreliable. This is known as the family wise error rate (FWER). ⚫ One-way ANOVA solves this issue by testing all group means simultaneously in a single analysis, keeping the Type I error rate controlled at the desired level (e.g., 0.05). ⚫ Efficiency and Simplicity ⚫ ANOVA is more efficient because it analyzes all group differences at once rather than requiring separate calculations for each pair of groups. ⚫ Interpretation and Post Hoc Tests ⚫ One-way ANOVA gives a global test of significance (it tells you if there’s a significant difference somewhere among the group means). ⚫ If the ANOVA result is significant, you can then run post hoc tests (e.g., Tukey’s test or Bonferroni correction) to figure out which specific groups differ. Assumptions for ANOVA ⚫ Assumption of Normality ⚫ The dependent variable should be normally distributed within each group of the independent variable. ⚫ This assumption ensures that the statistical tests used in ANOVA are valid. ⚫ Homogeneity of Variance ⚫ Also called the assumption of equal variances, this means the variance (spread) of the dependent variable should be roughly equal across all groups. ⚫ This ensures that the group comparisons are fair and unbiased. ⚫ Independence of Cases ⚫ The observations in each group must be independent of each other (i.e., no overlap or repeated measures). ⚫ This ensures that there is no bias or duplication in the data. ⚫ Why Are These Assumptions Important? ⚫ Violating these assumptions can lead to: ⚫ Invalid results (e.g., incorrect p-values). ⚫ Increased Type I or Type II errors (false positives or false negatives). ⚫ Misleading interpretations of the data. One-Way ANOVA in Depth ⚫ Purpose of One-Way ANOVA ⚫ The primary goal of a one-way ANOVA is to determine whether the means of two or more groups differ significantly by dividing the total variance in the dependent variable into two components: ⚫ Between-Group Variance: The variation due to differences between the group means. ⚫ Within-Group Variance (Error): The variation due to differences within each group, often referred to as random error. How It Works ⚫ When analyzing data: ⚫ Mean as the Best Estimate: ⚫ A sample mean is our best guess of the population mean. ⚫ Any deviation of individual scores from the sample mean is attributed to random error. ⚫ Random Error: ⚫ When we randomly select individuals from a population, we expect variability in scores. ⚫ This variability within groups is called within-group error or mean square within (MSw). ⚫ The critical question here is: ⚫ Does the between-group variance (differences between group means) exceed the within-group variance (random error)? ⚫ If between-group variance is significantly larger than within-group variance, it suggests that the group means are different. ⚫ Statistical Significance: ⚫ Compare the F value to a critical value in the F distribution table (based on degrees of freedom). ⚫ If the F value is large enough, the differences between group means are considered statistically significant. Example ⚫ Imagine we test basic math skills for three groups of 5th graders. ⚫ Group A: Average score = 12 ⚫ Group B: Average score = 15 ⚫ Group C: Average score = 18 ⚫ Between-Group Variance: Differences between the group averages (12, 15, 18). ⚫ Within-Group Variance: Differences among scores within each group. ⚫ If the between-group variance (MSb) is much larger than the within-group variance (MSw), ANOVA will detect significant differences between the groups. ⚫ One-Way ANOVA vs. Independent t-Test ⚫ Similarity to the t-Test: ⚫ The numerator of the t-test formula represents the difference between two sample means. In ANOVA, this concept expands to measure the average differences between multiple group means (Mean Square Between, MSb).
⚫ The denominator of the t-test is the standard error of the
difference, which is equivalent to the average within-group error in ANOVA (Mean Square Error, MSe). ⚫ Key Differences: ⚫ Number of Groups: A t-test compares two means, while ANOVA is designed to handle two or more means. ⚫ Squaring the Differences: ANOVA uses squared differences to calculate the sum of squares for within-group (SSe) and between-group (SSb) variability. SSe SSb Key Components in ANOVA ⚫ Sum of Squares (SS): ⚫ ANOVA divides variance into two parts: ⚫ SSb (Between-Groups): Measures how much group means differ from the overall mean (grand mean). ⚫ SSe (Within-Groups): Measures variability of individual scores within each group. ⚫ Mean Squares (MS): ⚫ MSb (Mean Square Between): The average squared deviation between group means. ⚫ MSe (Mean Square Error): The average squared deviation within groups. ⚫ Sum of Squares Total(SSt) ⚫ Sum of the squared deviations between individual scores and the grand mean on the dependent variable ⚫ Sum of Squares Between + Sum of Squares Error Example of mean score ETA Squared ⚫ A measure of the association between the independent variable and the dependent variable
⚫ SSB : Sum of Squares Between
Groups ⚫ SST : Sum of Squares Total Post Hoc Tests ⚫ Post Hoc Tests: Understanding the Basics ⚫ After finding a statistically significant F value in ANOVA, our work isn’t finished. While the F value tells us there’s a difference between group means, it doesn’t tell us which specific groups differ. This is where post hoc tests come in. ⚫ Why Do We Need Post Hoc Tests? ⚫ When comparing multiple groups (e.g., 3 or more), a large F value indicates a significant difference somewhere, but it doesn't show where. ⚫ Post hoc tests compare each group mean to every other group mean to pinpoint the significant differences. ⚫ How Do Post Hoc Tests Work? ⚫ Post hoc tests calculate: ⚫ The difference between two group means. ⚫ Whether that difference is statistically significant, by dividing it by a standard error (a measure of variability). ⚫ Different post hoc tests use different formulas for calculating the standard error, which is why their results can vary. ⚫ Example of a Post Hoc Test: Tukey HSD ⚫ Tukey HSD (Honestly Significant Difference) is one of the most common post hoc tests. ⚫ It’s considered a liberal test, meaning it’s more likely to detect significant differences between group means compared to conservative tests like the Scheffe. ⚫ Tukey HSD assumes that all groups have the same number of cases (sample size). Steps for Using Tukey HSD ⚫ Calculate the observed Tukey HSD value for each pair of group means. ⚫ This involves subtracting one group mean from another and dividing by the standard error. ⚫ Compare the observed value with a critical value: ⚫ The critical value depends on the number of groups and the degrees of freedom for error (df error). ⚫ These critical values are usually found in a table (similar to an F table). ⚫ Interpret Results: ⚫ If the observed Tukey HSD value is larger than the critical value, the difference between the two groups is statistically significant. ⚫ When Should You Use Tukey HSD? ⚫ Best for equal sample sizes: Tukey HSD assumes all groups are the same size. ⚫ If groups have unequal sizes, other tests like the Scheffe or Games-Howell may be better. SPSS Activity ⚫ Analyze> Compare Means> One Way ANOVA Write up I performed a one-way ANOVA to compare the three groups’ average liking of bubble gum ice cream. This analysis produced a statistically significant result (F(2,12) = 4.94, p < .05). (If you run Post hoc ) Post hoc Tukey tests revealed that the only significant difference between groups was found between 5-year-olds (M = 4.20) and 12-year-olds (M = 2.40), with the younger children liking bubble gum ice cream significantly more than the older children.” paired t test ⚫ A paired t test was calculated to compare the grade point average (GPAs) of students when they were in 5th grade and a year later when they were in 6th grade. The analysis produced a significant t value (t(688) = 8.19, p < .001). An examination of the means revealed that students had higher GPAs in 5th grade (M = 8.08) than they did in 6th grade (M = 7.35).” Independent sample t test ⚫ I performed an independent t test to compare the grade point averages (GPAs) of 6th grade boys and girls. The analysis produced a significant t value (t(708) = –7.45, p < .001). An examination of the means revealed that boys had lower GPAs (M = 6.58) than did girls (M = 8.14). correlation ⚫ The correlation between GPA and test scores was positive, moderately strong, and statistically significant (r =.43, p < .001). The coefficient of determination (r sqaure = .18) revealed that 18% of the variance in test scores was explained by students’ GPA.” multiple regression analysis ⚫ A multiple regression analysis was conducted to examine the predictors of self-handicapping. ⚫ Four predictors were simultaneously entered into the model: Avoidance Goals, GPA, Gender, and Self-efficacy. Together, these predictors accounted for 11% of the variance in self-handicapping. ⚫ All of these variables except for gender were significant predictors of self-handicapping. GPA (β = –.21) and self-efficacy (β = –.20) were the strongest predictors and were negatively associated with self-handicapping, whereas avoidance goals were positively associated with self-handicapping (β = .13).