ANALYSIS OF
VARIANCE
(ANOVA)
ADVANCED STATISTICS
DEFINITION
• A statistical technique for testing for differences between the means of several groups
• One of the most widely used statistical tests
• T-Test
• Compare the means of two groups
• Independent samples
• Paired samples
• ANOVA
• No restriction on the number of groups
T-TEST
Group 1 Group 2
Mean
Mean
Is the mean of one group significantly different to the
mean of the other group?
•t-test: Ho : 1= 2 Ha: 1 2
F-test
Group 1 Group 2 Group 3
Mean Mean Mean
Is the mean of one group significantly different to the
means of the other groups?
Analysis of Variance
One way ANOVA Factorial ANOVA
One Independent More than One
Variable Independent Variable
Between Repeated
Two Three Four
subjects measures / way way way
Within
subjects
Different Same
participants participants
A FEW EXAMPLES…
• Between subjects one way ANOVA
• The effect of one independent variable with three or more
levels on a dependent variable
• What are the independent & dependent variables in each
of the following studies?
• The effect of three drugs on reaction time
• The effect of five styles of teaching on exam results
• The effect of age (old, middle, young) on recall
• The effect of gender (male, female) on hostility
RATIONALE
• Let’s say you have three groups and you want to see if
they are significantly different…
• Recall inferential statistics
• Sample Population
• Your question:
• Are these 3 groups representative of the same population
or of different populations?
Population Draw 3 samples
1
2
Did the
manipulation
alter the
3 samples to
such an
extent that
Drug 1 Drug 2 Drug 3 they now
represent
Manipulate different
DV the samples populations?
µ1 µ2 µ3
measure effect of
manipulation on a DV
STEPS OF F-TEST
1. Specify the alternative / research hypothesis
At least one mean is significantly different from the others
At least one group is representative of a separate population
2. Set up the null hypothesis
The hypothesis that all population means are equal
All groups are representative of the same population
Omnibus Ho: µ1= µ2 = µ3
STEPS OF F-TEST
3. Collect your data
4. Run the appropriate statistical test
Between subjects one way ANOVA
5. Obtain the test statistic & associated p-value
F statistic
Compare the F statistic you obtained with the distribution of F when
Ho is true
Determine the probability of obtaining such an F value when Ho is
true
STEPS OF F-TEST
6. Decide whether to reject or fail to reject Ho on the basis
of the p value
If the p value is very small (<.5), reject Ho…
Conclude that at least one sample mean is significantly different to
the other means…
Not all groups are representative of the same population
HOW IS ANOVA DONE?
Assume Ho is true
Assume that all three groups are representative of the same
population
Make two estimates of the variance of this population
If Ho is true, then these two estimates should be about
the same
If Ho is false, these two estimates should be different
TWO ESTIMATES OF POPULATION
VARIANCE
• Within group variance
• Pooled variability among participants in each treatment group
• Between group variance
• Variability among group means
If Ho is true… If Ho is false…
Between Groups Variance Between Groups Variance
Within Groups Variance Within Groups Variance
=1 >1
CALCULATIONS
Step…
1: Sum of squares
2: Degrees of freedom
3: Mean square
4: Fc
5: Ft
Total Variance In data
SStotal
Between groups Within groups
variance Variance
SSbetween SSwithin
SOURCE OF SUM OF SQUARES DEGREE OF FREEDOM MEAN OF THE SUM
VARIATION OF SQAURES
TOTAL SSt dft = rc – 1
BETWEEN COLUMNS SSc dfc = c – 1 MSSc =
WITHIN COLUMNS SSw dfw = c (r – 1) MSSw =
2
𝑆𝑆𝑡 = ∑ (∑ 𝑋
2
)−
[ ∑ (∑ 𝑋) ] 𝑑𝑓𝑡 =𝑟𝑐 − 1
𝑟𝑐
𝑑𝑓𝑐 =𝑐 − 1
2
1 [ ∑2(∑ 𝑋 ) ]
𝑆𝑆𝑐 =
𝑟
[ ∑ (∑ 𝑋 ) ] − 𝑟𝑐 𝑑𝑓𝑤
=𝑐 (𝑟 −1)
𝑆𝑆𝑤 = 𝑆𝑆𝑡 − 𝑆𝑆𝑐
𝑆𝑆𝑐
𝐹𝑐=
𝑀𝑆𝑆𝑐
𝑀𝑆𝑆𝑐= 𝑀𝑆𝑆𝑤
𝑑𝑓𝑐
𝑆𝑆𝑤
𝑀𝑆𝑆𝑤=
𝑑𝑓𝑤
SAMPLE PROBLEM
• THREE TRAINING METHODS ARE EMPLOYED AND THEN COMPARED TO DETERMINE IF THERE ARE DIFFERENCES IN THE
PRODUCTIVITY LEVELS OF THREE GROUPS THAT ARE TRAINED. A SAMPLE OF FIVE TRAINEES EACH IS TAKEN FROM THE
THREE GROUPS. THE PRODUCTIVITY LEVELS ARE AS FOLLOWS:
•
• METHOD 1: 85 60 75 80 65
• METHOD 2: 70 82 62 65 68
• METHOD 3: 85 82 78 80 79
•
• AT 1% LEVEL OF SIGNIFICANCE, DO THE TRAINING METHODS YIELD SIGNIFICANTLY DIFFERENT PRODUCTIVITY LEVELS?