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STAT Single-Factor ANOVA

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Presentation on theme: "STAT Single-Factor ANOVA"— Presentation transcript:

1 STAT 312 10.1 - Single-Factor ANOVA
Chapter 10 - Analysis of Variance (ANOVA) Introduction Single-Factor ANOVA Multiple Comparisons in ANOVA More on Single-Factor ANOVA

2 1 2 k = H0: …etc… Idea: Test all possible pairwise comparisons, each via a two-sample t-test. Example : Suppose there are k = 5 treatment groups. There are such comparisons. PROBLEM???

3 SPURIOUS SIGNIFICANCE!!!
Suppose we wish to make n independent comparisons, each at significance level . As the number of comparisons increases, so does the probability of rejection, just by chance! SPURIOUS SIGNIFICANCE!!! When n = 14, this probability is > 50%.

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5 SPURIOUS SIGNIFICANCE!!!
Suppose we wish to make n independent comparisons, each at significance level . As the number of comparisons increases, so does the probability of rejection, just by chance! SPURIOUS SIGNIFICANCE!!! When n = 14, this probability is > 50%. One remedy: Make each t-test comparison more conservative, i.e., harder to reject!

6 SPURIOUS SIGNIFICANCE!!!
p-value Suppose we wish to make n independent comparisons, each at significance level . As the number of comparisons increases, so does the probability of rejection, just by chance! SPURIOUS SIGNIFICANCE!!! When n = 14, this probability is > 50%. One remedy: Make each t-test comparison more conservative, i.e., harder to reject! * =  /n

7 p-value  * =  /n H0: = PROBLEM??? …etc…
1 2 k = H0: …etc… Idea: Test all possible pairwise comparisons, each via a two-sample t-test. Example : Suppose there are k = 5 treatment groups. There are such comparisons. PROBLEM??? * =  /n

8 * = .05 /10 = .005 H0: = PROBLEM??? …etc…
1 2 k = H0: …etc… Idea: Test all possible pairwise comparisons, each via a two-sample t-test. Example : Suppose there are k = 5 treatment groups. There are such comparisons. PROBLEM??? * = .05 /10 = .005

9 BONFERRONI CORRECTION
1 2 k = H0: …etc… Idea: Test all possible pairwise comparisons, each via a two-sample t-test. Example : Suppose there are k = 5 treatment groups. There are such comparisons. BONFERRONI CORRECTION Holm-Bonferroni Tukey’s Honest Significant Difference,… * = .05 /10 = .005

10 Analysis of Variance (ANOVA)
Alternate method ~ Analysis of Variance (ANOVA) Main Idea: Among several (k  2) independent, equivariant, normally-distributed “treatment groups”… MODEL ASSUMPTIONS? 1 2 k = H0:

11 Analysis of Variance (ANOVA)
Alternate method ~ Analysis of Variance (ANOVA) Main Idea: Among several (k  2) independent, equivariant, normally-distributed “treatment groups”… Equivariance can be tested via very similar “two variances” F-test in (but this is very sensitive to normality assumption), or others. If violated, can extend Welch Test for two means. 1 2 k = H0:

12 Analysis of Variance (ANOVA)
Alternate method ~ Analysis of Variance (ANOVA) Main Idea: Among several (k  2) independent, equivariant, normally-distributed “treatment groups”… Normality can be tested via usual methods. If violated, use nonparametric Kruskal-Wallis Test. 1 2 k = H0:

13 Analysis of Variance (ANOVA)
Alternate method ~ Analysis of Variance (ANOVA) Main Idea: Among several (k  2) independent, equivariant, normally-distributed “treatment groups”… Extensions of ANOVA for data in matched “blocks” designs, repeated measures, multiple factor levels within groups, etc. 1 2 k = H0:

14 Analysis of Variance (ANOVA)
Alternate method ~ Analysis of Variance (ANOVA) Main Idea: Among several (k  2) independent, equivariant, normally-distributed “treatment groups”… How to identify significant group(s)? Pairwise testing, with correction (e.g., Bonferroni) for spurious significance. Example: k = 5 groups result in 10 such tests, so let each α* = α / 10. 1 2 k = H0:

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16 “spurious significance”

17 Example Different methods of curing concrete are being compared. A total of 27 slabs are selected; 9 are randomly assigned to one of three curing methods. The number of days it takes to be fully cured is recorded: Cure A: Cure B: Cure C: > days = c(4,5,4,3,2,4,3,4,4,6,8,4,5,4,6,5,8,6,6,7,6,6,7,5,6,5,5) > cure = c(rep("A",9), rep("B",9), rep("C",9)) > concrete = data.frame(days,cure) > concrete days cure A A A A ... C C

18 Example Different methods of curing concrete are being compared. A total of 27 slabs are selected; 9 are randomly assigned to one of three curing methods. The number of days it takes to be fully cured is recorded: Cure A: Cure B: Cure C: > days = c(4,5,4,3,2,4,3,4,4,6,8,4,5,4,6,5,8,6,6,7,6,6,7,5,6,5,5) > cure = c(rep("A",9), rep("B",9), rep("C",9)) > concrete = data.frame(days,cure) > boxplot(days ~ cure, data = concrete)

19 Example Different methods of curing concrete are being compared. A total of 27 slabs are selected; 9 are randomly assigned to one of three curing methods. The number of days it takes to be fully cured is recorded: Cure A: Cure B: Cure C: > days = c(4,5,4,3,2,4,3,4,4,6,8,4,5,4,6,5,8,6,6,7,6,6,7,5,6,5,5) > cure = c(rep("A",9), rep("B",9), rep("C",9)) > concrete = data.frame(days,cure) > boxplot(days ~ cure, data = concrete) Method A seems the fastest; B and C seem comparable, both taking a longer time.

20 Example Different methods of curing concrete are being compared. A total of 27 slabs are selected; 9 are randomly assigned to one of three curing methods. The number of days it takes to be fully cured is recorded: Cure A: Cure B: Cure C: STRONGLY REJECTED > days = c(4,5,4,3,2,4,3,4,4,6,8,4,5,4,6,5,8,6,6,7,6,6,7,5,6,5,5) > cure = c(rep("A",9), rep("B",9), rep("C",9)) > concrete = data.frame(days,cure) > results = aov(days ~ cure, data = concrete) > summary(results) Df Sum Sq Mean Sq F value Pr(>F) cure *** Residuals --- Signif. codes: 0 ‘***’ ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

21 Pairwise comparisons using t tests with pooled SD
Example Different methods of curing concrete are being compared. A total of 27 slabs are selected; 9 are randomly assigned to one of three curing methods. The number of days it takes to be fully cured is recorded: Cure A: Cure B: Cure C: A B C STRONGLY REJECTED > days = c(4,5,4,3,2,4,3,4,4,6,8,4,5,4,6,5,8,6,6,7,6,6,7,5,6,5,5) > cure = c(rep("A",9), rep("B",9), rep("C",9)) > concrete = data.frame(days,cure) > results = aov(days ~ cure, data = concrete) Multiple Comparisons? > pairwise.t.test(days, cure, p.adjust="bonferroni") Pairwise comparisons using t tests with pooled SD data: days and cure A B B C P value adjustment method: bonferroni

22 Example Different methods of curing concrete are being compared. A total of 27 slabs are selected; 9 are randomly assigned to one of three curing methods. The number of days it takes to be fully cured is recorded: Cure A: Cure B: Cure C: A B C STRONGLY REJECTED > days = c(4,5,4,3,2,4,3,4,4,6,8,4,5,4,6,5,8,6,6,7,6,6,7,5,6,5,5) > cure = c(rep("A",9), rep("B",9), rep("C",9)) > concrete = data.frame(days,cure) > results = aov(days ~ cure, data = concrete) Multiple Comparisons? Alt Method: Tukey’s Honest Significant Difference (HSD) > TukeyHSD(results, conf.level = 0.95) Tukey multiple comparisons of means 95% family-wise confidence level Fit: aov(formula = days ~ cure, data = concrete) $cure diff lwr upr p adj B-A C-A C-B


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