Intermediate Applied Statistics STAT 460 Lecture 17, 11/10/2004 Instructor: Aleksandra (Seša) Slavković TA: Wang Yu

Slides:



Advertisements
Similar presentations
Randomized Complete Block and Repeated Measures (Each Subject Receives Each Treatment) Designs KNNL – Chapters 21,
Advertisements

Chapter 11 Analysis of Variance
Other Analysis of Variance Designs Chapter 15. Chapter Topics Basic Experimental Design Concepts  Defining Experimental Design  Controlling Nuisance.
Design Supplemental.
Analysis of variance (ANOVA)-the General Linear Model (GLM)
Design of Experiments and Analysis of Variance
Smith/Davis (c) 2005 Prentice Hall Chapter Thirteen Inferential Tests of Significance II: Analyzing and Interpreting Experiments with More than Two Groups.
ANOVA notes NR 245 Austin Troy
Statistics for Managers Using Microsoft® Excel 5th Edition
1 Multifactor ANOVA. 2 What We Will Learn Two-factor ANOVA K ij =1 Two-factor ANOVA K ij =1 –Interaction –Tukey’s with multiple comparisons –Concept of.
Part I – MULTIVARIATE ANALYSIS
Chapter 11 Analysis of Variance
Analysis of Variance. Experimental Design u Investigator controls one or more independent variables –Called treatment variables or factors –Contain two.
Statistics for Business and Economics
Statistics for Managers Using Microsoft® Excel 5th Edition
PSY 307 – Statistics for the Behavioral Sciences
Lecture 14 Analysis of Variance Experimental Designs (Chapter 15.3)
Lecture 9: One Way ANOVA Between Subjects
Chapter 17 Analysis of Variance
Outline Single-factor ANOVA Two-factor ANOVA Three-factor ANOVA
Go to Table of ContentTable of Content Analysis of Variance: Randomized Blocks Farrokh Alemi Ph.D. Kashif Haqqi M.D.
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 10-1 Chapter 10 Analysis of Variance Statistics for Managers Using Microsoft.
Chap 10-1 Analysis of Variance. Chap 10-2 Overview Analysis of Variance (ANOVA) F-test Tukey- Kramer test One-Way ANOVA Two-Way ANOVA Interaction Effects.
Biostatistics-Lecture 9 Experimental designs Ruibin Xi Peking University School of Mathematical Sciences.
Two-Way Analysis of Variance STAT E-150 Statistical Methods.
Chapter 12: Analysis of Variance
ANOVA Chapter 12.
1 Advances in Statistics Or, what you might find if you picked up a current issue of a Biological Journal.
ANCOVA Lecture 9 Andrew Ainsworth. What is ANCOVA?
QNT 531 Advanced Problems in Statistics and Research Methods
Intermediate Applied Statistics STAT 460
© 2003 Prentice-Hall, Inc.Chap 11-1 Analysis of Variance IE 340/440 PROCESS IMPROVEMENT THROUGH PLANNED EXPERIMENTATION Dr. Xueping Li University of Tennessee.
© 2002 Prentice-Hall, Inc.Chap 9-1 Statistics for Managers Using Microsoft Excel 3 rd Edition Chapter 9 Analysis of Variance.
© Copyright McGraw-Hill CHAPTER 12 Analysis of Variance (ANOVA)
CHAPTER 12 Analysis of Variance Tests
ANOVA (Analysis of Variance) by Aziza Munir
Psychology 301 Chapters & Differences Between Two Means Introduction to Analysis of Variance Multiple Comparisons.
TOPIC 11 Analysis of Variance. Draw Sample Populations μ 1 = μ 2 = μ 3 = μ 4 = ….. μ n Evidence to accept/reject our claim Sample mean each group, grand.
Testing Hypotheses about Differences among Several Means.
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 10-1 Chapter 10 Analysis of Variance Statistics for Managers Using Microsoft.
Inferential Statistics
Chapter 10: Analyzing Experimental Data Inferential statistics are used to determine whether the independent variable had an effect on the dependent variance.
INTRODUCTION TO ANALYSIS OF VARIANCE (ANOVA). COURSE CONTENT WHAT IS ANOVA DIFFERENT TYPES OF ANOVA ANOVA THEORY WORKED EXAMPLE IN EXCEL –GENERATING THE.
1 Doing Statistics for Business Doing Statistics for Business Data, Inference, and Decision Making Marilyn K. Pelosi Theresa M. Sandifer Chapter 14 Experimental.
Lecture 9-1 Analysis of Variance
1 Always be mindful of the kindness and not the faults of others.
Copyright © 2013, 2009, and 2007, Pearson Education, Inc. Chapter 14 Comparing Groups: Analysis of Variance Methods Section 14.3 Two-Way ANOVA.
N318b Winter 2002 Nursing Statistics Specific statistical tests Chi-square (  2 ) Lecture 7.
Intermediate Applied Statistics STAT 460 Lecture 18, 11/10/2004 Instructor: Aleksandra (Seša) Slavković TA: Wang Yu
Chapter 11 Analysis of Variance. 11.1: The Completely Randomized Design: One-Way Analysis of Variance vocabulary –completely randomized –groups –factors.
Intermediate Applied Statistics STAT 460 Lecture 20, 11/19/2004 Instructor: Aleksandra (Seša) Slavković TA: Wang Yu
Chapter 4 Analysis of Variance
T-test for dependent Samples (ak.a., Paired samples t-test, Correlated Groups Design, Within-Subjects Design, Repeated Measures, ……..) Next week: Read.
IE241: Introduction to Design of Experiments. Last term we talked about testing the difference between two independent means. For means from a normal.
One-Way Analysis of Variance Recapitulation Recapitulation 1. Comparing differences among three or more subsamples requires a different statistical test.
Intermediate Applied Statistics STAT 460 Lecture 23, 12/08/2004 Instructor: Aleksandra (Seša) Slavković TA: Wang Yu
Chapter 14: Analysis of Variance One-way ANOVA Lecture 9a Instructor: Naveen Abedin Date: 24 th November 2015.
STA248 week 121 Bootstrap Test for Pairs of Means of a Non-Normal Population – small samples Suppose X 1, …, X n are iid from some distribution independent.
DSCI 346 Yamasaki Lecture 4 ANalysis Of Variance.
Chapter 11 Analysis of Variance
Factorial Experiments
Comparing Three or More Means
Chapter 10: Analysis of Variance: Comparing More Than Two Means
Chapter 11 Analysis of Variance
Statistics for the Social Sciences
Randomized Complete Block and Repeated Measures (Each Subject Receives Each Treatment) Designs KNNL – Chapters 21,
Chapter 10 – Part II Analysis of Variance
STATISTICS INFORMED DECISIONS USING DATA
Presentation transcript:

Intermediate Applied Statistics STAT 460 Lecture 17, 11/10/2004 Instructor: Aleksandra (Seša) Slavković TA: Wang Yu

Revised schedule Nov 8 lab on 2-way ANOVANov 10 lecture on two-way ANOVA and blocking Post HW9 Nov 12 lecture repeated measure and review Nov 15 lab on repeated measuresNov 17 lecture on categorical data/logistic regression HW9 due Post HW10 Nov 19 lecture on categorical data/logistic regression Nov 22 lab on logistic regression & project II introduction No class Thanksgiving No class Thanksgiving Nov 29 labDec 1 lecture HW10 due Post HW11 Dec 3 lecture and Quiz Dec 6 labDec 8 lecture HW 11 due Dec 10 lecture & project II due Dec 13 Project II due

Review Two-Way ANOVA & Experimental Design  Possible readings Chapters 13, 14, and 24 in text Sit, V. (1995) Analyzing ANOVA Designs: Biometrics Information Handbook No. 5. Province of British Columbia: Ministry of Forests Research Program.

Review Two-Way ANOVA  Multiple-way ANOVA is often used to analyze the results of factorial experiments. These experiments are designed to demonstrate the main effects and interactions of one or more categorical predictor variables.  For now we assume the simplest kind of factorial design, the “completely randomized” design (each group is treated as independent and separate from the other groups).

Fish Example Suppose we want to find out: 1.Do different species of fish in the lake have different average lengths? (Is there a significant main effect for factor A?) 2.Do male fish have different average length than female fish? (Is there a significant main effect for factor B?) 3.Does the effect of species depend on whether the fish is male or female? (Is there a significant interaction between factors A and B?)

One-way ANOVA vs. Two-way ANOVA  Instead of one test (groups same vs. different) we now have three tests (significance of factor A, factor B, and interaction).  Instead of SSB (sum-squares between groups) and SSW (sum-squares within groups), now we have a SS for each factor, plus a SS for the interaction, and a SSW (usually called SSE) for error.  If an interaction effect is significant, then the effect of one factor depends on the level of the other factor.

Formal Model for a Two-Way ANOVA Test for Main Effect A Test for Main Effect B Test for Interaction H0H0  i = 0 for all i  j =0 for all j  ij =0 for all i,j HAHA some  i ≠ 0some  j ≠0some  ij ≠0

SSTotal = SSTreat + SSE Sum squares total. Measures total variability of all scores from the grand mean. Sum squares between groups. SSTreat measures variations accounted for by group membership. A function of the squared distances of each sample mean from the grand mean, i.e., of how different the samples are. Sum squared error, also known as sum squares within groups (SSW). Measures variations not accounted for by group membership. A function of the total squared distances of all the scores in the individual groups away from their appropriate group means. SST = SSa + SSb + SSab + SSE Variability attributed to factor A (the row factor). A function of the differences in averages among the different rows. Variability attributed to factor B (the column factor). A function of the differences in averages among the different columns. Sum squares total. Same as above. Variability attributed to the interaction between A and B. A function of the differences in cell means between cells left over after adjusting for row and column main effects. Sum squared error measures variability not accounted for by the factors or interaction. It is based on the variability of the scores from their respective cell means. Old formula: New formula:

 Each combination of factor levels is called a treatment.  Experimental units are assigned to treatments. Observational units (which in the simplest case are the same as the experimental units) are measured on the response variable.  Other names for experimental / observational units are “subjects,” “participants,” “cases,” “plots,” and “guinea pigs.”

Assigning Units to Treatments  We use random assignment in order to make valid causal inferences about effects.  In a completely randomized design, all factors are assigned randomly.  In a randomized block design, one of the factors is not assigned randomly but represents preexisting “blocks” of units. The others are assigned randomly within each “block.”

Completely Randomized Two-Factor Design All treatments are randomized in the same way

Randomized Complete Block Design Each block is randomized separately

Blocking  Group similar subjects into “blocks” and randomized treatment applications into those.  A blocking factor is one which accounts for some variability  Eg. Age, gender, location, apparatus, etc..  It is included in the model to make the ANOVA work better.

Completely Randomized Design Fertilizer LowHigh Low High Pesticide Plots are randomly assigned, independent of each other, to levels of fertilizer and pesticide. 

Randomized Block Design Fertilizer LowHigh North South Field Plots in the north field are randomly assigned to low or high fertilizer. Plots in the south field are randomly assigned to low or high fertilizer. Field is a blocking factor. 

Independence Assumption  Note that in both of these examples, the assumption of independent observations is going to be very questionable; but the design with blocking handles it better.  There is also a type of design called split-plot where whole fields get assigned levels of one treatment and then subplots of them get assigned levels of another treatment.

Blocking (contd.)  Another example of blocking Have pairs of subjects (chosen because they are twins, or are similar on some demographic variables, etc.) Within each pair randomly assign one treatment to one subject and the other treatment to the other. This works best if there are only two levels of the factor of interest. So here the blocks are of size 2.

Treatment: Low Treatment: High Pair 1 Pair 2 Pair 3 Pair 4 Pair 5 Pair 6 Pair 7 Blocks of Size Two e.g. Schizophrenia in twins study, pp , Sleuth (although that did not involve random assignment)

 Blocks are usually “random effects” factors but can sometimes be treated as “fixed effects” factors.  “Random effects” factors are those whose levels represent a sample from population, so that we are not interested in the means of the levels but only in what they tell us about the variability in response due to variability in that population.  “Fixed effects” factors are those in which each level is considered to be important in its own right and we want to estimate the mean Y at that level.  In some situations, the tests and calculations are different for the two kinds of factors.

 In either a completely randomized design or a randomized block design, there may be either one or more than one experimental unit in each cell. Especially in the case of the completely randomized design, it is greatly preferred to have more than one experimental unit in each cell.

Why Replication (Larger Samples) is Good  1.More Power to Reject Null Hypotheses  2.Helps protect you in case of Missing Data  3.Helps protect you in case of outliers  4.When possible we want to base our theories on reproducible results (although this last reason applies more to replicating your whole study than to just using larger samples) Disaster Strikes! Recall that power is one minus the probability of a Type II error. For the F test as for the t-test, higher n means more power.

 If you have replicates then you are able to test for an interaction between factors. You can fit either an “additive” or a “nonadditive” model.  If there is only one observation in each cell then you just have to assume that there is no interaction and that the additive model works.

Additive vs. NonAdditive Model Testing for interactions means testing which model is the best description of the data, the non-additive model or the additive model. (Actually the non-additive model always gives better fit, but we test whether the fit is significantly better.) Testing for main effects means comparing either the non-additive or the additive model to the null model and deciding which model is better. ? ?

 The Limpets Example (Sleuth, , ) is a randomized Complete Block design. (So is the Pygmalion example actually.)  Two factors: the treatment factor (grazers allowed) and block  There are 8 blocks (locations)

Next lecture  Repeated Measures  Review  Return graded quizzes and projects