ANOVA: One-Way Analysis of Variance

ANOVA: One-Way Analysis of Variance This is the kind of statistical analysis we do when we want to talk about more than two means at once (i.e., with ...
Author: Elwin Walton
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ANOVA: One-Way Analysis of Variance This is the kind of statistical analysis we do when we want to talk about more than two means at once (i.e., with 2 means, we use a form of the t test). The simplest kind of design is where we have 1 independent variable with 3 or more levels. For example, we might want to do a study on the effects of caffeine on test performance where: Level 1: One group gets no caffeine (the Control group), Level 2: A second group gets a low dose (Mild Buzz group) and Level 3: A third group gets a heavy dose (the Jolt group). Thus, we would use an ANOVA to analyze the results to decide if there were statistically significant differences between the groups. Assumptions: 1. Must have independent random samples. 2. Each population needs to be normal. ¾ Do histogram for each group. ¾ If you have one group that is skewed, may want to pursue the ANOVA’s non-parametric counterpart: Kruskal-Wallis. 3. The population needs to have a common variance σ 2 ¾ Boxplots should show about the same spreads.

Hypotheses: H0: All populations are the same Ha: At least one population is different from the others

Example: Effects of Caffeine on Test Performance Group 1: Control

Group 2:Mild

Group 3: Jolt

Test Scores 75

80

70

77

82

72

79

84

74

81

86

76

83

88

78

Individual Group Means 79

84

74

Grand Mean = 79 SD = 3.16

SD = 3.16

SD = 3.16

Raw MINUS

Grand

SQUARED

Raw MINUS

Individual

SQUARED

Individual MINUS

Grand

SQUARED

Raw Scores

Grand Mean

SStot

Raw scores

Individual Mean

SSw

Group Mean

Grand Mean

SSb

Group 1

75

79

16

75

79

16

79

79

0

control

77

79

4

77

79

4

79

79

0

m=79

79

79

0

79

79

0

79

79

0

sd=3.16

81

79

4

81

79

4

79

79

0

83

79

16

83

79

16

79

79

0

Group 2

80

79

1

80

84

16

84

79

25

Mild

82

79

9

82

84

4

84

79

25

m=84

84

79

25

84

84

0

84

79

25

sd=3.16

86

79

49

86

84

4

84

79

25

88

79

81

88

84

16

84

79

25

Computations

Raw MINUS

Grand

SQUARED

Raw MINUS

Individual

SQUARED

Individual MINUS

Grand

SQUARED

Raw Scores

Grand Mean

SStot

Raw scores

Individual Mean

SSw

Group Mean

Grand Mean

SSb

G3

70

79

81

70

74

16

74

79

25

Jolt

72

79

49

72

74

4

74

79

25

m=74

74

79

25

74

74

0

74

79

25

st=3.16

76

79

9

76

74

4

74

79

25

78

79

1

78

74

16

74

79

25

Computations

Sum

1185

370

120

250

ANOVA Summary Table Source

SS

df

MS

F

Between Groups

250

k-1=2

SS/df

F=MSb/MSw

250/2=125

125/10

MSb

12.50

Within Groups

120

N-k

SS/df

15-3=12

120/12=10 MSw

Total

370

N-1=14

Note: Every time we estimate something, we lose a degree of freedom (df). df are also the numbers you divide by to estimate a population variance. Mean squares (MS) are average (mean) sums of square deviations. That is, they are variance estimates. The variance is the mean-square-deviation from the mean. The standard deviation is the root-mean-square deviation from the mean. F is a ratio of two mean squares. MSw is the variance within groups. This is the yardstick we use to judge how large the between groups variance is. If there is a treatment effect, then MSb will be larger than MSw, and the F ratio will be larger than 1.0.

F has a sampling distribution that is used to compute significance tests. The sampling distribution of F is not normal. However, the form of the distribution is known and can be looked up in the F Distribution table in our textbook. Unlike the other distributions we have studied, F demands that we supply 2 quantities, in addition to alpha, before its form is fully specified. The quantities we supply are the df for the numerator and the df for the denominator (i.e., dfb and dfw). Fortunately, there is no decision about one- and two-tailed tests; F is unidirectional. Numerator df: dfb 1

2

3

4

5

1---> 5%

161

200

216

225

230

1%

4052

5000

5403

5625

5764

2---> 5%

18.5

19

19.2

19.2

19.3

1%

98.5

99

99.2

99.2

99.3

5---> 5%

6.61

5.79

5.41

5.19

5.05

1%

16.3

13.3

12.1

11.4

11.0

10-> 5%

4.96

4.10

3.71

3.48

3.33

1%

10.0

7.56

6.55

5.99

5.64

12-> 5%

4.75

3.88

3.49

3.26

3.11

1%

9.33

6.93

5.95

5.41

5.06

14-> 5%

4.60

3.74

3.34

3.11

2.96

1%

8.86

6.51

5.56

5.04

4.70

Denominator df: dfw

To find the critical value of the F distribution in this instance with df = 2 for the numerator and df = 12 for the denominator, we find at the .05 level the intersection of these two values to be 3.88. Our calculated F (12.50) is greater than the critical F (3.88) and, therefore, in the critical region, so we reject the Ho.

Also, the effect size, eta square = .676, informs us percentage-wise regarding the amount of real difference present in the sample between the null hypothesis and the alternative hypothesis. In general, effect sizes derived from ANOVA methods with values of .02, .15, and .35 are considered to represent small, medium, and large effects. So, we have a very large difference between the null and the alternative. We conclude that these data provide evidence of statistically significant differences among the three populations of caffeinated drinks, but we do not know where. We will perform post-hoc comparisons to determine where the difference exists between the groups.

Post Hoc Comparisons: There are many comparison tests from which to choose. Assuming equality of variance, here are 4 tests that are often used in educational research. 1. Scheffe Method: ¾ Most conservative and least likely to pick-up on a difference. However, if there is a difference, we are quite sure about the difference because of this test’s conservative nature. ¾ It takes into account the number of groups we are looking at. 2. Bonferroni Method: ¾ Not as conservative as Scheffe. 3. Least Significant Difference (LSD) Test: A more liberal test than the previous two in terms of finding mean differences between groups. 4. Tukey’s HSD (Honestly Significant Difference)