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Anova

This document discusses analysis of variance (ANOVA) and how it can be used to test if the mean times for mixing a batch of material differ between 3 manufacturers. It provides data on mixing times for each manufacturer and performs a one-way ANOVA. Key points covered include the assumptions of ANOVA, conceptual overview of the test, calculating between- and within-treatments variance, and constructing an ANOVA table to test the null hypothesis that all population means are equal. Two-way ANOVA and post-hoc tests like Fisher's LSD are also briefly discussed.

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Rishabh sharma
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359 views

Anova

This document discusses analysis of variance (ANOVA) and how it can be used to test if the mean times for mixing a batch of material differ between 3 manufacturers. It provides data on mixing times for each manufacturer and performs a one-way ANOVA. Key points covered include the assumptions of ANOVA, conceptual overview of the test, calculating between- and within-treatments variance, and constructing an ANOVA table to test the null hypothesis that all population means are equal. Two-way ANOVA and post-hoc tests like Fisher's LSD are also briefly discussed.

Uploaded by

Rishabh sharma
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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ANOVA - ANalysis

Of VAriance
INTRODUCTION
Jacob’s chemical company obtained data to test
whether the mean time to mix a batch of material
is the same for machines produced by 3
manufacturers. The data obtained was in time (in
min) needed to mix the material. Use these data
to test whether the population mean times for
mixing batch of material differ for three
manufacturers. Use alpha = .05
INTRODUCTION
Manufacturer
First Second Third
20 28 20
26 26 19
24 31 23
22 27 22
Average 23 28 21
Variance 6.67 4.67 3.33
Std Dev 2.58 2.16 1.83
INTRODUCTION
Let µ1 = mean population time for machine 1

• µ2 = mean population time for machine 2

• µ3 = mean population time for machine 3

• Ho : µ1 = µ2 = µ3

• H1 : Not all population means are equal


INTRODUCTION
Anova can be analyzed from data obtained by two
types of study: Observational study and Experimental
study

Common terminology: Response variables, Factors


and Treatments

Response Variables: These are dependent variables like


here the time taken by each m/c is a response variable
INTRODUCTION

Factors: Independent variables like in this


example, machines are factors

Treatments: The three levels of factors. First,


Second and Third m/c are 3 treatments
ASSUMPTIONS FOR
ANOVA
For each population, the response variable is normally
distributed: In this example, time taken by each m/c is
normally distributed

The variance of the response variable σ2 is same for all


the population

The observations must be independent: In this


example, the time taken by first m/c is independent of
second m/c
ASSUMPTIONS FOR
ANOVA
If null hypothesis was true, i.e. µ1 = µ2 = µ3, we
can use the variability of sample means to develop
an estimate of σ2 .

If the assumption on variance was satisfied, then


the sample means must have come from same
normal distribution with a mean µ and std. dev σ
CONCEPTUAL
OVERVIEW

σxbar = σ2 / n

x1 µ x2 x3
Conceptual Overview

If null hypothesis was true, then x1 bar = 23, x2 bar


= 28 and x3 bar = 21 must have drawn from same
normal distribution

We can use sample mean and std dev to estimate


the mean and variance of the sampling
distribution
Conceptual Overview
Estimate of the mean of sampling distribution = (23 + 28
+ 21) / 3 = 24

Estimate of the variance of sampling distribution is given


by
• sx2 = (23 - 24)2 + (28 - 24)2 + (21 - 24)2 / (3 - 1)
• = 13

• Since σxbar = σ2 / n; Estimator ofσ2 = n (Estimator of σxbar ) = 4 * 13


= 52 is called the between-treatments estimate of σ2
Conceptual Overview
When a simple random sample is selected from a
population, each of the sample variance provides an
estimator of σ2. So, these variances can be pooled into one and
that is called as within-treatments estimate of σ2. This is obtained
by average of individual sample variances = (6.67 + 4.67 + 3.33) /
3 = 4.89

Now the ratio of between-treatments variance and within-


treatments variance = 52 / 4.89 = 10.64
Testing for equality of ‘k’
population means

H0 = µ1 = µ2 = ........= µn

• H1 = Not all population means are equal


Between-treatments variance
• This estimate of σ2 is called as ‘Mean Square Due to
Treatments’ i.e. MSTR

• MSTR = SSTR (Sum of Squares Due to Treatments) / (k-1)

• SSTR = ∑ nj (xjbar - xdoublebar)

• SSTR = 4(23 - 24)2 + 4(28 - 24)2 + 4(21 - 24)2 = 4 + 64 +


36 = 104

• MSTR = SSTR / (k - 1) = 104 / 2 = 52


Within-treatments variance
• This estimate of σ2 is called as ‘Mean Square Due to
Error’ i.e. MSE

• MSE = SSE (Sum of Squares Due to Error) / (n T - k)

• SSE = ∑ (nj - 1) sj 2

• SSE = (4 - 1) 6.67 + (4 - 1) 4.67 + (4 - 1) 3.33 = 44

• MSE = SSE / (nT - k) = 44 / (12 - 3) = 44 / 9 = 4.89


ANOVA TABLE

Source of Sum of Degrees of Mean


F
variation Squares Freedom Square

Treatments 104 2 52 10.64

Error 44 9 4.89

Total 148 11
EXERCISE
• A study investigated the perception of corporate ethical values
among individuals specializing in marketing. Use alpha =.05,
and the below given data (higher scores indicate higher ethical
values) to test for significant differences in mean perception
among the three groups.
Marketing mgrs Marketing Research Advertising
6 5 6
5 5 7
4 4 6
5 4 5
6 5 6
4 4 6
TWO-WAY ANOVA
TWO-WAY ANOVA

• Main Effect (Factor A): Preparation program


• Main Effect (Factor B): Undergraduate
program
• Interaction Effect (Factors A & B)
• SST = SSA + SSB + SSAB + SSE
TWO-WAY ANOVA
TWO-WAY ANOVA
TWO-WAY ANOVA
FISHER’S LEAST SIGNIFICANT
DIFFERENCE

• FISHER’S LSD PROCEDURE

• H0: µ1 = µ2

• H1: µ1 ≠ µ2

• Test statistic: t = (xi bar - xj bar) / MSE (1/n1 + 1/n2)

• Reject if p-value ≤ alpha


FISHER’S LEAST SIGNIFICANT
DIFFERENCE
• FISHER’S LSD PROCEDURE

• H0: µ1 = µ2

• H1: µ1 ≠ µ2

• Test statistic: t = (xi bar - xj bar)

• Least Significant Difference = tα/2 MSE (1/ni + 1/nj)

• Reject if | xi bar - xj bar | > Least Significant Difference


Randomized Block Design - 2 Way
ANOVA
• An automobile dealer conducted a test to determine if the time in
minutes needed to complete a minor engine tune-up depends on whether
a computerized engine analyzer or an electronic analyzer is used.
Because tune-up time varies among compact, intermediate, and full-
sized cars, the 3 types of cars were used as blocks in the experiment. At
α=0.05, test for any significant difference. The data obtained follow:
Analyzer
Computerized Electronic
Compact 50 42
Car Intermediate 55 44
Full-sized 63 46
RANDOMIZED BLOCK DESIGN - 2
WAY ANOVA
Source of Sum of Degrees of
Mean Square F
variation Squares Freedom

MSTR =
Treatments SSTR k-1 MSTR/MSE
SSTR / k - 1
MSBL =
Blocks SSBL b-1
SSBL / b - 1
MSE =
Error SSE (k-1) (b-1) SSE / (k-1) (b-
1)

Total SST nT - 1

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