1-Way Analysis of Variance - Completely Randomized Design

Slides:



Advertisements
Similar presentations
Week 2 – PART III POST-HOC TESTS. POST HOC TESTS When we get a significant F test result in an ANOVA test for a main effect of a factor with more than.
Advertisements

Dr. AJIT SAHAI Director – Professor Biometrics JIPMER, Pondicherry
1-Way Analysis of Variance
Analysis of Variance (ANOVA) ANOVA methods are widely used for comparing 2 or more population means from populations that are approximately normal in distribution.
MARE 250 Dr. Jason Turner Analysis of Variance (ANOVA)
Analysis of Variance: Inferences about 2 or More Means
Statistics Are Fun! Analysis of Variance
Comparing Means.
Chapter 3 Experiments with a Single Factor: The Analysis of Variance
Analysis of Variance (ANOVA) MARE 250 Dr. Jason Turner.
Lecture 9: One Way ANOVA Between Subjects
8. ANALYSIS OF VARIANCE 8.1 Elements of a Designed Experiment
One-way Between Groups Analysis of Variance
Lecture 12 One-way Analysis of Variance (Chapter 15.2)
Experimental Design and the Analysis of Variance.
Linear Contrasts and Multiple Comparisons (Chapter 9)
Chapter 12: Analysis of Variance
1 1 Slide © 2005 Thomson/South-Western Chapter 13, Part A Analysis of Variance and Experimental Design n Introduction to Analysis of Variance n Analysis.
1 1 Slide © 2008 Thomson South-Western. All Rights Reserved Chapter 13 Experimental Design and Analysis of Variance nIntroduction to Experimental Design.
Chapter 9 Hypothesis Testing and Estimation for Two Population Parameters.
Chapter 11 HYPOTHESIS TESTING USING THE ONE-WAY ANALYSIS OF VARIANCE.
Statistics 11 Confidence Interval Suppose you have a sample from a population You know the sample mean is an unbiased estimate of population mean Question:
Chapter 13 Analysis of Variance (ANOVA) PSY Spring 2003.
Chapter 10 Analysis of Variance.
ANOVA (Analysis of Variance) by Aziza Munir
Chapter 10: Analyzing Experimental Data Inferential statistics are used to determine whether the independent variable had an effect on the dependent variance.
Chapter 15 – Analysis of Variance Math 22 Introductory Statistics.
1 ANALYSIS OF VARIANCE (ANOVA) Heibatollah Baghi, and Mastee Badii.
Chapter 8 1-Way Analysis of Variance - Completely Randomized Design.
Copyright (C) 2002 Houghton Mifflin Company. All rights reserved. 1 Understandable Statistics S eventh Edition By Brase and Brase Prepared by: Lynn Smith.
Comparing k > 2 Groups - Numeric Responses Extension of Methods used to Compare 2 Groups Parallel Groups and Crossover Designs Normal and non-normal data.
Experimental Design and the Analysis of Variance.
Chapter 9 More Complicated Experimental Designs. Randomized Block Design (RBD) t > 2 Treatments (groups) to be compared b Blocks of homogeneous units.
Chapters Way Analysis of Variance - Completely Randomized Design.
Comparing I > 2 Groups - Numeric Responses Extension of Methods used to Compare 2 Groups Independent and Dependent Samples Normal and non-normal data structures.
Multiple comparisons 郭士逢 輔大生科系 2008 Advanced Biostatistics.
1/54 Statistics Analysis of Variance. 2/54 Statistics in practice Introduction to Analysis of Variance Analysis of Variance: Testing for the Equality.
©2013, The McGraw-Hill Companies, Inc. All Rights Reserved Chapter 4 Investigating the Difference in Scores.
 List the characteristics of the F distribution.  Conduct a test of hypothesis to determine whether the variances of two populations are equal.  Discuss.
Chapter 11 Analysis of Variance
DTC Quantitative Methods Bivariate Analysis: t-tests and Analysis of Variance (ANOVA) Thursday 20th February 2014  
Week 2 – PART III POST-HOC TESTS.
Statistics for Managers Using Microsoft Excel 3rd Edition
Factorial Experiments
Statistical Data Analysis - Lecture /04/03
Randomized Block Design
Comparing Three or More Means
Statistics Analysis of Variance.
Chapter 10: Analysis of Variance: Comparing More Than Two Means
Randomized Block Design
Experimental Design and the Analysis of Variance
More Complicated Experimental Designs
Chapter 13: Comparing Several Means (One-Way ANOVA)
Linear Contrasts and Multiple Comparisons (§ 8.6)
Comparing Three or More Means
Single-Factor Studies
Single-Factor Studies
Chapter 11: The ANalysis Of Variance (ANOVA)
More Complicated Experimental Designs
1-Way Analysis of Variance - Completely Randomized Design
I. Statistical Tests: Why do we use them? What do they involve?
More Complicated Experimental Designs
One-Way Analysis of Variance
Model Diagnostics and Tests
Comparing Means.
Experimental Design and the Analysis of Variance
Hypothesis Testing: The Difference Between Two Population Means
Design and Analysis of Experiments
Experimental Design and the Analysis of Variance
STATISTICS INFORMED DECISIONS USING DATA
Presentation transcript:

1-Way Analysis of Variance - Completely Randomized Design Chapters 8-9 1-Way Analysis of Variance - Completely Randomized Design

Comparing t > 2 Groups - Numeric Responses Extension of Methods used to Compare 2 Groups Independent Samples and Paired Data Designs Normal and non-normal data distributions

Completely Randomized Design (CRD) Controlled Experiments - Subjects assigned at random to one of the t treatments to be compared Observational Studies - Subjects are sampled from t existing groups Statistical model yij is measurement from the jth subject from group i: where m is the overall mean, ti is the effect of treatment i , eij is a random error, and mi is the population mean for group i

1-Way ANOVA for Normal Data (CRD) For each group obtain the mean, standard deviation, and sample size: Obtain the overall mean and sample size

Analysis of Variance - Sums of Squares Total Variation Between Group (Sample) Variation Within Group (Sample) Variation

Analysis of Variance Table and F-Test Assumption: All distributions normal with common variance H0: No differences among Group Means (t1 =  = tt =0) HA: Group means are not all equal (Not all ti are 0)

Expected Mean Squares Model: yij = m +ti + eij with eij ~ N(0,s2), Sti = 0:

Expected Mean Squares 3 Factors effect magnitude of F-statistic (for fixed t) True group effects (t1,…,tt) Group sample sizes (n1,…,nt) Within group variance (s2) Fobs = MSB/MSW When H0 is true (t1=…=tt=0), E(MSB)/E(MSW)=1 Marginal Effects of each factor (all other factors fixed) As spread in (t1,…,tt)  E(MSB)/E(MSW)  As (n1,…,nt)  E(MSB)/E(MSW)  (when H0 false) As s2  E(MSB)/E(MSW)  (when H0 false)

A) m=100, t1=-20, t2=0, t3=20, s = 20 B) m=100, t1=-20, t2=0, t3=20, s = 5 C) m=100, t1=-5, t2=0, t3=5, s = 20 D) m=100, t1=-5, t2=0, t3=5, s = 5

Example - Seasonal Diet Patterns in Ravens “Treatments” - t = 4 seasons of year (3 “replicates” each) Winter: November, December, January Spring: February, March, April Summer: May, June, July Fall: August, September, October Response (Y) - Vegetation (percent of total pellet weight) Transformation (For approximate normality): Source: K.A. Engel and L.S. Young (1989). “Spatial and Temporal Patterns in the Diet of Common Ravens in Southwestern Idaho,” The Condor, 91:372-378

Seasonal Diet Patterns in Ravens - Data/Means

Seasonal Diet Patterns in Ravens - Data/Means

Seasonal Diet Patterns in Ravens - ANOVA Do not conclude that seasons differ with respect to vegetation intake

Seasonal Diet Patterns in Ravens - Spreadsheet Total SS Between Season SS Within Season SS (Y’-Overall Mean)2 (Group Mean-Overall Mean)2 (Y’-Group Mean)2

Transformations for Constant Variance

Welch’s Test – Unequal Variances

Example – Seasonal Diet Patterns in Ravens

CRD with Non-Normal Data Kruskal-Wallis Test Extension of Wilcoxon Rank-Sum Test to k > 2 Groups Procedure: Rank the observations across groups from smallest (1) to largest ( N = n1+...+nk ), adjusting for ties Compute the rank sums for each group: T1,...,Tk . Note that T1+...+Tk = N(N +1)/2

Kruskal-Wallis Test H0: The k population distributions are identical HA: Not all k distributions are identical An adjustment to H is suggested when there are many ties in the data.

Example - Seasonal Diet Patterns in Ravens

Linear Contrasts Linear functions of the treatment means (population and sample) such that the coefficients sum to 0. Used to compare groups or pairs of treatment means, based on research question(s) of interest

Orthogonal Contrasts & Sums of Squares

Simultaneous Tests of Multiple Contrasts Using m contrasts for comparisons among t treatments Each contrast to be tested at a significance level, which we label as aI for individual comparison Type I error rate Probability of making at least one false rejection of one of the m null hypotheses is the experimentwise Type I error rate, which we label as aE Tests are not independent unless the error (Within Group) degrees are infinite, however Bonferroni inequality implies that aE ≤ maI  Choose aI = aE / m

Scheffe’s Method for All Contrasts Can be used for any number of contrasts, even those suggested by data. Conservative (Wide CI’s, Low Power)

Post-hoc Comparisons of Treatments If differences in group means are determined from the F-test, researchers want to compare pairs of groups. Three popular methods include: Fisher’s LSD - Upon rejecting the null hypothesis of no differences in group means, LSD method is equivalent to doing pairwise comparisons among all pairs of groups as in Chapter 6. Tukey’s Method - Specifically compares all t(t-1)/2 pairs of groups. Utilizes a special table (Table 10, pp. 1110-1111). Bonferroni’s Method - Adjusts individual comparison error rates so that all conclusions will be correct at desired confidence/significance level. Any number of comparisons can be made. Very general approach can be applied to any inferential problem

Fisher’s Least Significant Difference Procedure Protected Version is to only apply method after significant result in overall F-test For each pair of groups, compute the least significant difference (LSD) that the sample means need to differ by to conclude the population means are not equal

Tukey’s W Procedure More conservative than Fisher’s LSD (minimum significant difference and confidence interval width are higher). Derived so that the probability that at least one false difference is detected is a (experimentwise error rate)

Bonferroni’s Method (Most General) Wish to make C comparisons of pairs of groups with simultaneous confidence intervals or 2-sided tests When all pair of treatments are to be compared, C = t(t-1)/2 Want the overall confidence level for all intervals to be “correct” to be 95% or the overall type I error rate for all tests to be 0.05 For confidence intervals, construct (1-(0.05/C))100% CIs for the difference in each pair of group means (wider than 95% CIs) Conduct each test at a=0.05/C significance level (rejection region cut-offs more extreme than when a=0.05) Critical t-values are given in table on class website, we will use notation: ta/2,C,n where C=#Comparisons, n = df

Bonferroni’s Method (Most General)

Example - Seasonal Diet Patterns in Ravens Note: No differences were found, these calculations are only for demonstration purposes

Dunnett’s Method to Compare Trts to Control Want to compare t-1 “active” treatments with a “control” condition simultaneously Based on equal sample sizes of n subjects per treatment Makes use of Dunnett’s d-table (Table 11, pp. 1112-15), indexed by k = t-1 comparisons, error degrees of freedom, n = N – t, aE, and whether the individual tests are 1-sided or 2-sided

Nonparametric Comparisons Based on results from Kruskal-Wallis Test Makes use of the Rank-Sums for the t treatments If K-W test is not significant, do not compare any pairs of treatments Compute the t(t-1)/2 absolute mean differences Makes use of the Studentized Range Table (table 10) For large-samples, conclude treatments are different if: