One-way Between Groups Analysis of Variance

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Presentation transcript:

One-way Between Groups Analysis of Variance 320 Ainsworth

Psy 320 - Cal State Northridge Major Points Problem with t-tests and multiple groups The logic behind ANOVA Calculations Multiple comparisons Assumptions of analysis of variance Effect Size for ANOVA Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge T-test So far, we have made comparisons between a single group and population, 2-related samples and 2 independent samples What if we want to compare more than 2 groups? One solution: multiple t-tests Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge T-test With 3 groups, you would perform 3 t-tests Not so bad, but what if you had 10 groups? You would need 45 comparisons to analyze all pairs That’s right 45!!! Psy 320 - Cal State Northridge

The Danger of Multiple t-Tests Each time you conduct a t-test on a single set of data, what is the probability of rejecting a true null hypothesis? Assume that H0 is true. You are conducting 45 tests on the same set of data. How many rejections will you have? Roughly 2 or 3 false rejections! So, multiple t-tests on the same set of data artificially inflate  Psy 320 - Cal State Northridge

Summary: The Problems With Multiple t-Tests Inefficient - too many comparisons when we have even modest numbers of groups. Imprecise - cannot discern patterns or trends of differences in subsets of groups. Inaccurate - multiple tests on the same set of data artificially inflate  What is needed: a single test for the overall difference among all means e.g. ANOVA Psy 320 - Cal State Northridge

Logic of the analysis of variance Psy 320 - Cal State Northridge

Logic of the Analysis of Variance Null hypothesis h0: Population means equal m1 = m2 = m3 = m4 Alternative hypothesis: h1 Not all population means equal. Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Logic Create a measure of variability among group means MSBetweenGroups AKA s2BetweenGroups Create a measure of variability within groups MSWithinGroups AKA s2WithinGroups Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Logic MSBetweenGroups /MSWithinGroups Ratio approximately 1 if null true Ratio significantly larger than 1 if null false “approximately 1” can actually be as high as 2 or 3, but not much higher Psy 320 - Cal State Northridge

“So, why is it called analysis of variance anyway?” Aren’t we interested in mean differences? Variance revisited Basic variance formula Psy 320 - Cal State Northridge

“Why is it called analysis of variance anyway?” What if data comes from groups? We can have different sums of squares Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Logic of ANOVA Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge calculations Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Sums of Squares The total variability can be partitioned into between groups variability and within groups variability. Psy 320 - Cal State Northridge

Degrees of Freedom (df ) Number of “observations” free to vary dfT = N - 1 Variability of N observations dfBG = g - 1 Variability of g means dfWG = g (n - 1) or N - g n observations in each group = n - 1 df times g groups dfT = dfBG + dfWG Psy 320 - Cal State Northridge

Mean Square (i.e. Variance) Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge F-test MSWG contains random sampling variation among the participants MSBG also contains random sampling variation but it can also contain systematic (real) variation between the groups (either naturally occurring or manipulated) Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge F-test And if no “real” difference exists between groups Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge F-test The F-test is a ratio of the MSBG/MSWG and if the group differences are just random the ratio will equal 1 (e.g. random/random) Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge F-test If there are real differences between the groups the difference will be larger than 1 and we can calculate the probability and hypothesis test Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge F distribution There is a separate F distribution for every df like t but we need both dfbg and dfwg to calculate the FCV from the F table D.3 for alpha = .05 and D.4 for alpha = .01 Psy 320 - Cal State Northridge

1-way between groups Anova example Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Example A researcher is interested in knowing which brand of baby food babies prefer: Beechnut, Del Monte or Gerber. He randomly selects 15 babies and assigns each to try strained peas from one of the three brands Liking is measured by the number of spoonfuls the baby takes before getting “upset” (e.g. crying, screaming, throwing the food, etc.) Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Hypothesis Testing Ho: Beechnut = Del Monte = Gerber At least 2 s are different  = .05 More than 2 groups  ANOVA  F For Fcv you need both dfBG = 3 – 1 = 2 and dfWG = g (n - 1) = 3(5 – 1) = 12 Table D.3 Fcv(2,12) = 3.89, if Fo > 3.89 reject the null hypothesis Psy 320 - Cal State Northridge

Step 6 – Calculate F-test Start with Sum of Squares (SS) We need: SST SSBG SSWG Then, use the SS and df to compute mean squares and F Psy 320 - Cal State Northridge

Step 6 – Calculate F-test Psy 320 - Cal State Northridge

ANOVA summary table and Step 7 Remember MS = SS/df F = MSBG/MSWG Step 7 – Since ______ > 3.89, reject the null hypothesis Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Conclusions The F for groups is significant. We would obtain an F of this size, when H0 true, less than 5% of the time. The difference in group means cannot be explained by random error. The baby food brands were rated differently by the sample of babies. Psy 320 - Cal State Northridge

Alternative computational approach Psy 320 - Cal State Northridge

Alternative Analysis – computational approach to SS Equations Under each part of the equations, you divide by the number of scores it took to get the number in the numerator Psy 320 - Cal State Northridge

Computational Approach Example Note: You get the same SS using this method

Unequal Sample Sizes With one-way, no particular problem Multiply mean deviations by appropriate ni as you go The problem is more complex with more complex designs, as shown in next chapter. Equal samples only simplify the equation because when n1= n2 =… = ng

Psy 320 - Cal State Northridge Multiple comparisons Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Multiple Comparisons Significant F only shows that not all groups are equal We want to know what groups are different. Such procedures are designed to control familywise error rate. Familywise error rate defined Contrast with per comparison error rate Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge More on Error Rates Most tests reduce significance level (a) for each t test. The more tests we run the more likely we are to make Type I error. Good reason to hold down number of tests Psy 320 - Cal State Northridge

Tukey Honestly Significant Difference The honestly significant difference (HSD) controls for all possible pairwise comparisons The Critical Difference (CD) computed using the HSD approach Psy 320 - Cal State Northridge

Tukey Honestly Significant Difference where q is the studentized range statistic (table), MSerror is from the ANOVA and nA is equal n for both groups for the unequal n case Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Tukey Comparing Beechnut and Gerber To compute the CD value we need to first find the value for q q depends on alpha, the total number of groups and the DF for error. We have 3 total groups, alpha = .05 and the DF for error is 12 q = 3.77 Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Tukey With a q of 3.77 just plug it in to the formula This give us the minimum mean difference The difference between gerber and beechnut is 3.8, the difference is significant Psy 320 - Cal State Northridge

Fisher’s LSD Procedure Requires significant overall F, or no tests Run standard t tests between pairs of groups. Often we replace s2pooled with MSerror from overall analysis It is really just a pooled error term, but with more degrees of freedom (pooled across all treatment groups) Psy 320 - Cal State Northridge

Fisher’s LSD Procedure Comparing Beechnut and Gerber tcv(5+5-2=8) = .05 = 1.860 Since 3.55 > 1.860, the 2 groups are significantly different. Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Bonferroni t Test Run t tests between pairs of groups, as usual Hold down number of t tests Reject if t exceeds critical value in Bonferroni table Works by using a more strict value of a for each comparison Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Bonferroni t Critical value of a for each test set at .05/c, where c = number of tests run Assuming familywise a = .05 e. g. with 3 tests, each t must be significant at .05/3 = .0167 level. With computer printout, just make sure calculated probability < .05/c Psy 320 - Cal State Northridge

Assumptions for Analysis of Variance Assume: Observations normally distributed within each population Population variances are equal Homogeneity of variance or homoscedasticity Observations are independent Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge assumptions Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Assumptions Analysis of variance is generally robust to first two A robust test is one that is not greatly affected by violations of assumptions. Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Effect size Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Magnitude of Effect Eta squared (h2) Easy to calculate Somewhat biased on the high side Formula Percent of variation in the data that can be attributed to treatment differences Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge Magnitude of Effect Omega squared (w2) Much less biased than h2 Not as intuitive We adjust both numerator and denominator with MSerror Formula Psy 320 - Cal State Northridge

Psy 320 - Cal State Northridge h2 and w2 for Baby Food h2 = .52: 52% of variability in preference can be accounted for by brand of baby food w2 = .42: This is a less biased estimate, and note that it is 20% smaller. Psy 320 - Cal State Northridge

Other Measures of Effect Size We can use the same kinds of measures we talked about with t tests (e.g. d and d-hat) Usually makes most sense to talk about 2 groups at a time or effect size between the largest and smallest groups, etc. And there are methods for converting 2 to d and vice versa Psy 320 - Cal State Northridge