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BBT 230 Lecture 17 ANOVA, F-test

Analysis of variance (ANOVA) is a statistical method used to determine if there are significant differences between the means of three or more groups, utilizing F-tests for hypothesis testing. The F-test compares statistical models to identify the best fit for the population, while ANOVA specifically assesses mean differences among samples. Sir Ronald Aylmer Fisher, a key figure in modern statistics, developed ANOVA and contributed significantly to the fields of genetics and experimental design.

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BBT 230 Lecture 17 ANOVA, F-test

Analysis of variance (ANOVA) is a statistical method used to determine if there are significant differences between the means of three or more groups, utilizing F-tests for hypothesis testing. The F-test compares statistical models to identify the best fit for the population, while ANOVA specifically assesses mean differences among samples. Sir Ronald Aylmer Fisher, a key figure in modern statistics, developed ANOVA and contributed significantly to the fields of genetics and experimental design.

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Analysis of variance (ANOVA) and

F-test.
Analysis of variance (ANOVA) can determine whether the means of three or
more groups are different. ANOVA uses F-tests to statistically test the
equality of means.
ANOVA and F-tests work using a one-way ANOVA and two-way ANOVA

An F-test is any statistical test in which the test statistic has an F-


distribution under the null hypothesis. It is most often used when
comparing statistical models that have been fitted to a data set, in order
to identify the model that best fits the population from which the data
were sampled.
An F-test is any statistical test in which the test statistic has an F-distribution
under the null hypothesis. It is most often used when comparing statistical models
that have been fitted to a data set, in order to identify the model that best fits the
population from which the data were sampled.

T - test is used to if the means of two populations are equal


(assuming similar variance) whereas F-test is used to test if the
variances of two populations are equal. F - test can also be
extended to check whether the means of three or more groups
are different or not (ANOVA F-test).
Sir Ronald Aylmer Fisher FRS (17 February 1890 – 29 July 1962)
He was a British statistician, geneticist, eugenicist, and professor.
For his work in statistics, he has been described as "a genius who almost single-
handedly created the foundations for modern statistical science" and "the single
most important figure in 20th century statistics".
In genetics, his work used mathematics to combine Mendelian genetics and
natural selection; this contributed to the revival of Darwinism in the early 20th-
century revision of the theory of evolution known as the modern synthesis.
For his contributions to biology, Fisher has been called "the greatest of Darwin’s
successors".
From 1919 onward, he worked at the Rothamsted Experimental Station
for 14 years; there, he analysed its immense data from crop
experiments since the 1840s and developed the analysis of variance
(ANOVA).
He established his reputation there in the following years as a
biostatistician.
He is known as one of the three principal founders of population genetics
.
He contributed in analysis of the derivation of various sampling
distributions, founding principles of the design of experiments, and much
more.
Rothamsted Research station
Inverforth House North End Way NW3, where
Fisher lived from 1896 to 1904
F Test Formula
Definition of F-test:
In statistics, a test statistic has an F-distribution under the null hypothesis is known as an F
test. It is used to compare the statistical models as per the data set available. George W.
Snedecor, in honor of Sir Ronald A. Fisher, has given name to this formula as F Test
Formula.

If we are using an F Test using technology, the following steps are there:

1. State the null hypothesis with the alternate hypothesis.


2. Calculate the F-value, using the formula.
3. Find the F Statistic which is the critical value for this test. This F-statistic formula is the
ratio of the variance of the group means divided by the mean of the within-group
variances.
4.Finally, support or reject the Null Hypothesis.
The Logic and the Process of Analysis of
Variance
• General logic and basic formulas for the hypothesis testing procedure
known as analysis of variance (ANOVA).
• The purpose of ANOVA is much the same as the t tests
• The goal is to determine whether the mean differences that are
obtained for sample data are sufficiently large to justify a conclusion
that there are mean differences between the populations from which
the samples were obtained.

9
The Logic and the Process of Analysis of
Variance (cont.)
• The test statistic for ANOVA is an F-ratio, which is a
ratio of two sample variances. In the context of
ANOVA, the sample variances are called mean
squares, or MS values.
• The top of the F-ratio MSbetween measures the size of
mean differences between samples. The bottom of
the ratio MSwithin measures the magnitude of
differences that would be expected without any
treatment effects.

11
The Logic and the Process of Analysis of
Variance (cont.)
• Thus, the F-ratio has the same basic structure as the
independent-measures t statistic presented in Chapter 10.

obtained mean differences (including treatment effects) MS between


F = ────────────────────────────────────── = ───────
differences expected by chance (without treatment effects) MS within

12
The Logic and the Process of Analysis of
Variance (cont.)
• A large value for the F-ratio indicates that the obtained sample mean
differences are greater than would be expected if the treatments had
no effect.
• Each of the sample variances, MS values, in the F-ratio is computed
using the basic formula for sample variance:
SS
sample variance = MS = ──
df

14
The Logic and the Process of Analysis of
Variance (cont.)
• To obtain the SS and df values, you must go through an analysis that
separates the total variability for the entire set of data into two basic
components: between-treatment variability (which will become the
numerator of the F-ratio), and within-treatment variability (which will
be the denominator).

15
The Logic and the Process of Analysis of
Variance (cont.)
• The two components of the F-ratio can be described
as follows:
• Between-Treatments Variability: MSbetween measures
the size of the differences between the sample
means. For example, suppose that three treatments,
each with a sample of n = 5 subjects, have means of
M1 = 1, M2 = 2, and
M3 = 3.
Notice that the three means are different; that is, they
are variable.
16
The Logic and the Process of Analysis of
Variance (cont.)
• By computing the variance for the three means we
can measure the size of the differences.
• Although it is possible to compute a variance for the
set of sample means, it usually is easier to use the
total, T, for each sample instead of the mean, and
compute variance for the set of T values.

17
The Logic and the Process of Analysis of
Variance (cont.)
• Within-Treatments Variability: MSwithin measures the
size of the differences that exist inside each of the
samples.
• Because all the individuals in a sample receive exactly
the same treatment, any differences (or variance)
within a sample cannot be caused by different
treatments.

18
The Logic and the Process of Analysis of
Variance (cont.)
• Considering these sources of variability, the structure of the F-ratio
becomes,

treatment effect + chance/error


F = ──────────────────────
chance/error

19
• Two sets of data (examples) have been provided for carrying
out Analysis of Variance for one-way ANOVA
• Required steps are also given in a separate slide at the end
• Try to carry out analysis of variance
• We will discuss the results in the next class

21
Treatment 1 Treatment 2 Control
71 77 81
72 67 79
75 79 73
80 78 71
60 81 75
65 72 84
63 71 77
78 84 67
Mathematics English Education Biology
2.59 3.64 4.00 2.78
3.13 3.19 3.59 3.51
2.97 3.15 2.80 2.65
2.50 3.78 2.39 3.16
2.53 3.03 3.47 2.94
3.29 2.61 3.59 2.32
2.53 3.20 3.74 2.58
3.17 3.30 3.77 3.21
2.70 3.54 3.13 3.23
3.88 3.25 3.00 3.57
2.64 4.00 3.47 3.22
Analysis of Variance; one-way classification of variance

Calculate the following items:


1. Find out total SS
2. Find out treatment SS
3. Find out Residual/error SS
4. Find the Total df, Treatment df, residual df
5. Estimate mean square (MS) for Treatment and Residual
6. Estimate variance ratio (F-value)

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