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Repeated-Measures and
Two-Factor Analysis of Variance
PowerPoint Lecture Slides
Essentials of Statistics for the
Behavioral Sciences
Eighth Edition
by Frederick J. Gravetter and Larry B. Wallnau
Learning Outcomes
• Understand logic of repeated-measures
ANOVA study
1
• Compute repeated-measures ANOVA to
evaluate mean differences for single-factor
repeated-measures study
2
• Measure effect size, perform post hoc tests
and evaluate assumptions required for
single-factor repeated-measures ANOVA
3
• Measure effect size, interpret results and
articulate assumptions for two-factor ANOVA
Learning Outcomes
(continued)
• Understand logic of two-factor study and matrix
of group means
4
• Describe main effects and interactions from
pattern of group means in two-factor ANOVA
5
• Compute two-factor ANOVA to evaluate means
for two-factor independent-measures study
6
7
7.1 Overview
• Analysis of Variance
– Evaluated mean differences for two or more
groups
– Limited to one independent variable (IV)
• Complex Analysis of Variance
– Samples are related; not independent
(Repeated-measures ANOVA)
– Two independent variables are manipulated
(Factorial ANOVA; only Two-Factor in this text)
7.2 Repeated-Measures ANOVA
• Independent-measures ANOVA uses multiple
participant samples to test the treatments
• Participant samples may not be identical
• If groups are different, what was responsible?
– Treatment differences?
– Participant group differences?
• Repeated-measures solves this problem by
testing all treatments using one sample of
participants
Repeated-Measures ANOVA
• Repeated-Measures ANOVA used to evaluate
mean differences in two general situations
– In an experiment, compare two or more
manipulated treatment conditions using the same
participants in all conditions
– In a nonexperimental study, compare a group of
participants at two or more different times
• Before therapy; After therapy; 6-month follow-up
• Compare vocabulary at age 3, 4 and 5
Repeated-Measures ANOVA
Hypotheses
Repeated-Measures ANOVA
Hypotheses
• Null hypothesis: in the population there are no
mean differences among the treatment groups
• Alternate hypothesis: there is one (or more)
mean differences among the treatment groups
...
: 3
2
1
0 

 

H
H1: At least one treatment
mean μ differs from another
General structure of the
ANOVA F-Ratio
• F ratio based on variances
– Numerator measures treatment mean differences
– Denominator measures treatment mean
differences when there is no treatment effect
– Large F-ratio  greater treatment differences
than would be expected with no treatment effects
effect
treatment
no
with
expected
es)
(differenc
variance
treatments
between
es)
(differenc
variance
F 
Individual differences
• Participant characteristics may vary
considerably from one person to another
• Participant characteristics can influence
measurements (Dependent Variable)
• Repeated measures design allows control of
the effects of participant characteristics
– Eliminated from the numerator by the research
design
– Must be removed from the denominator
statistically
Structure of the F-Ratio for
Repeated-Measures ANOVA
ally)
mathematic
removed
s
difference
l
(individua
effect
treatment
no
with
expected
es)
(differenc
variance
s)
difference
individual
(without
eatments
between tr
es)
(differenc
variance
F 
The biggest change between independent-
measures ANOVA and repeated-measures ANOVA
is the addition of a process to mathematically
remove the individual differences variance
component from the denominator of the F-ratio
Repeated-Measures ANOVA
Logic
• Numerator of the F ratio includes
– Systematic differences caused by treatments
– Unsystematic differences caused by random
factors are reduced because the same individuals
are in all treatments
• Denominator estimates variance reasonable
to expect from unsystematic factors
– Effect of individual differences is removed
– Residual (error) variance remains
Figure 7.1 Structure of the
Repeated-Measures ANOVA
Repeated-Measures ANOVA
Stage One Equations
N
G
X
SStotal
2
2

 


 treatment
each
inside
treatments
within SS
SS
N
G
n
T
SS treatments
between
2
2

 

Two Stages of the Repeated-
Measures ANOVA
• First stage
– Identical to independent samples ANOVA
– Compute SStotal, SSbetween treatments and
SSwithin treatments
• Second stage
– Done to remove the individual differences from
the denominator
– Compute SSbetween subjects and subtract it from
SSwithin treatments to find SSerror (also called residual)
Repeated-Measures ANOVA
Stage Two Equations
N
G
k
P
SS subjects
between
2
2
_ 
 
bjects
between_su
atments
within tre SS
SS
SSerror 

Degrees of freedom for
Repeated-Measures ANOVA
dftotal = N – 1
dfwithin treatments = Σdfinside each treatment
dfbetween treatments = k – 1
dfbetween subjects = n – 1
dferror = dfwithin treatments – dfbetween subjects
Mean squares and F-ratio for
Repeated-Measures ANOVA
error
error
error
df
SS
MS 
treatments
between
treatments
between
treatments
between
df
SS
MS
_
_
_ 
error
ments
treat
between
MS
MS
F 
F-Ratio General Structure for
Repeated-Measures ANOVA
)
(
)
(
s
difference
individual
without
s
difference
ic
unsystemat
s
difference
individual
without
s
difference
ic
unsystemat
effects
treatment
F


Effect size for the
Repeated-Measures ANOVA
• Percentage of variance explained by the
treatment differences
• Partial η2 is percentage of variability that has not
already been explained by other factors
or
subjects
between
total
eatments
between tr
2
SS SS
SS



error
SS
SS
SS


eatments
between tr
eatments
between tr
2

In the Literature
• Report a summary of descriptive statistics (at
least means and standard deviations)
• Report a concise statement of the ANOVA
results
– E.g., F (3, 18) = 16.72, p<.01, η2 = .859
Repeated Measures ANOVA
post hoc tests (posttests)
• Significant F indicates that H0 (“all populations
means are equal”) is wrong in some way
• Use post hoc test to determine exactly where
significant differences exist among more than
two treatment means
– Tukey’s HSD and Scheffé can be used
– Substitute SSerror and dferror in the formulas
Repeated-Measures ANOVA
Assumptions
• The observations within each treatment
condition must be independent
• The population distribution within each
treatment must be normal
• The variances of the population distribution
for each treatment should be equivalent
Repeated-Measures ANOVA
Advantages and Disadvantages
• Advantages of repeated-measures designs
– Individual differences among participants do not
influence outcomes
– Smaller number of participants needed to test all
the treatments
• Disadvantages of repeated-measures designs
– Some (unknown) factor other than the treatment
may cause participant’s scores to change
– Practice or experience may affect scores
independently of the actual treatment effect
7.3 Two-Factor ANOVA
• Both independent variables and quasi-
independent variables may be employed as
factors in Two-Factor ANOVA
• An independent variable (factor) is
manipulated in an experiment
• A quasi-independent variable (factor) is not
manipulated but defines the groups of scores
in a nonexperimental study
7.3 Two-Factor ANOVA
• Factorial designs
– Consider more than one factor
• We will study two-factor designs only
• Also limited to situations with equal n’s in each group
– Joint impact of factors is considered
• Three hypotheses tested by three F-ratios
– Each tested with same basic F-ratio structure
effect
treatment
no
with
expected
es)
(differenc
variance
treatments
between
es)
(differenc
variance
F 
7.3 Two-Factor ANOVA
Main Effects
• Mean differences among levels of one factor
– Differences are tested for statistical significance
– Each factor is evaluated independently of the
other factor(s) in the study
2
1
2
1
:
:
1
0
A
A
A
A
H
H






2
1
2
1
:
:
1
0
B
B
B
B
H
H






Interactions Between Factors
• The mean differences between individuals
treatment conditions, or cells, are different
from what would be predicted from the
overall main effects of the factors
• H0: There is no interaction between
Factors A and B
• H1: There is an interaction between
Factors A and B
Interpreting Interactions
• Dependence of factors
– The effect of one factor depends on the level or
value of the other
– Sometimes called “non-additive” effects because
the main effects do not “add” together predictably
• Non-parallel lines (cross, converge or diverge)
in a graph indicate interaction is occurring
• Typically called the A x B interaction
Figure 13.2 Group Means Graphed
without (a) and with (b) Interaction
Combination of significant and/or
nonsignificant main effects and interactions
Independence of Main Effects and
Interactions
Independence of Main Effects and
Interactions
Structure of the Two-Factor
Analysis of Variance
• Three distinct tests
– Main effect of Factor A
– Main effect of Factor B
– Interaction of A and B
• A separate F test is conducted for each
• Results of one are independent of the others
effect
treatment
no
is
there
if
expected
s
difference
mean
variance
treatments
between
s
difference
mean
variance
F
)
(
)
(

Example: Hypothetical Data
1
7
Two Stages of the Two-Factor
Analysis of Variance
• First stage
– Identical to independent samples ANOVA
– Compute SStotal, SSbetween treatments and
SSwithin treatments
• Second stage
– Partition the SSbetween treatments into three separate
components: differences attributable to Factor A;
to Factor B; and to the AxB interaction
Figure 13.3 Structure of the
Two-Factor Analysis of Variance
Stage One of the Two-Factor
Analysis of Variance
N
G
X
SStotal
2
2

 


 ment
each treat
inside
SS
SS treatments
within
N
G
n
T
SS treatments
between
2
2

 

Stage Two of the Two Factor
Analysis of Variance
• This stage determines the numerators for the
three F-ratios by partitioning SSbetween treatments
N
G
n
T
SS
row
row
A
2
2

  N
G
n
T
SS
col
col
B
2
2

 
B
A
treatments
between
AxB SS
SS
SS
SS 


Degrees of freedom for
Two-Factor ANOVA
dftotal = N – 1
dfwithin treatments = Σdfinside each treatment
dfbetween treatments = k – 1
dfA = (number of rows) – 1
dfB = (number of columns)– 1
dfAxB = dfbetween treatments – dfA – dfB
Mean squares and F-ratios for
the Two-Factor ANOVA
reatments
t
within
reatments
t
within
reatments
t
within
df
SS
MS 
AxB
AxB
AxB
B
B
B
A
A
A
df
SS
MS
df
SS
MS
df
SS
MS 


within
AxB
AxB
within
B
B
within
A
A
MS
MS
F
MS
MS
F
MS
MS
F 


Two-Factor ANOVA
Summary Table Example
Source SS df MS F
Between treatments 200 3
Factor A 40 1 40 4
Factor B 60 1 60 *6
A x B 100 1 100 **10
Within Treatments 300 20 10
Total 500 23
F.05 (1, 20) = 4.35*
F.01 (1, 20) = 8.10**
(N = 24; n = 6)
Two-Factor ANOVA Effect Size
• η2, is computed to show the percentage of
variability not explained by other factors
treatments
within
A
A
AxB
B
total
A
A
SS
SS
SS
SS
SS
SS
SS





2

treatments
within
B
B
AxB
A
total
B
B
SS
SS
SS
SS
SS
SS
SS
_
2






treatments
within
AxB
AxB
B
A
total
AxB
AxB
SS
SS
SS
SS
SS
SS
SS





2

In the Literature
• Report mean and standard deviations (usually
in a table or graph due to the complexity of
the design)
• Report results of hypothesis test for all three
terms (A & B main effects; A x B interaction)
• For each term include F, df, p-value & η2
• E.g., F (1, 20) = 6.33, p<.05, η2 = .478
Interpreting the Results
• Focus on the overall pattern of results
• Significant interactions require particular
attention because even if you understand the
main effects, interactions go beyond what
main effects alone can explain.
• Extensive practice is typically required to be
able to clearly articulate results which include
a significant interaction
Figure 7.4
Sample means for Example 7.4
Two-Factor ANOVA
Assumptions
• The validity of the ANOVA presented in this
chapter depends on three assumptions
common to other hypothesis tests
– The observations within each sample must be
independent of each other
– The populations from which the samples are
selected must be normally distributed
– The populations from which the samples are
selected must have equal variances
(homogeneity of variance)
Figure 7.5 Independent-
Measures Two-Factor Formulas
Figure 7.6 Example 7.1 SPSS
Output for Repeated-Measures
Figure 7.7 Example 7.4 SPSS
Output for Two-Factor ANOVA

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07. Repeated-Measures and Two-Factor Analysis of Variance.pdf

  • 1. Repeated-Measures and Two-Factor Analysis of Variance PowerPoint Lecture Slides Essentials of Statistics for the Behavioral Sciences Eighth Edition by Frederick J. Gravetter and Larry B. Wallnau
  • 2. Learning Outcomes • Understand logic of repeated-measures ANOVA study 1 • Compute repeated-measures ANOVA to evaluate mean differences for single-factor repeated-measures study 2 • Measure effect size, perform post hoc tests and evaluate assumptions required for single-factor repeated-measures ANOVA 3
  • 3. • Measure effect size, interpret results and articulate assumptions for two-factor ANOVA Learning Outcomes (continued) • Understand logic of two-factor study and matrix of group means 4 • Describe main effects and interactions from pattern of group means in two-factor ANOVA 5 • Compute two-factor ANOVA to evaluate means for two-factor independent-measures study 6 7
  • 4. 7.1 Overview • Analysis of Variance – Evaluated mean differences for two or more groups – Limited to one independent variable (IV) • Complex Analysis of Variance – Samples are related; not independent (Repeated-measures ANOVA) – Two independent variables are manipulated (Factorial ANOVA; only Two-Factor in this text)
  • 5. 7.2 Repeated-Measures ANOVA • Independent-measures ANOVA uses multiple participant samples to test the treatments • Participant samples may not be identical • If groups are different, what was responsible? – Treatment differences? – Participant group differences? • Repeated-measures solves this problem by testing all treatments using one sample of participants
  • 6. Repeated-Measures ANOVA • Repeated-Measures ANOVA used to evaluate mean differences in two general situations – In an experiment, compare two or more manipulated treatment conditions using the same participants in all conditions – In a nonexperimental study, compare a group of participants at two or more different times • Before therapy; After therapy; 6-month follow-up • Compare vocabulary at age 3, 4 and 5
  • 8. Repeated-Measures ANOVA Hypotheses • Null hypothesis: in the population there are no mean differences among the treatment groups • Alternate hypothesis: there is one (or more) mean differences among the treatment groups ... : 3 2 1 0      H H1: At least one treatment mean μ differs from another
  • 9. General structure of the ANOVA F-Ratio • F ratio based on variances – Numerator measures treatment mean differences – Denominator measures treatment mean differences when there is no treatment effect – Large F-ratio  greater treatment differences than would be expected with no treatment effects effect treatment no with expected es) (differenc variance treatments between es) (differenc variance F 
  • 10. Individual differences • Participant characteristics may vary considerably from one person to another • Participant characteristics can influence measurements (Dependent Variable) • Repeated measures design allows control of the effects of participant characteristics – Eliminated from the numerator by the research design – Must be removed from the denominator statistically
  • 11. Structure of the F-Ratio for Repeated-Measures ANOVA ally) mathematic removed s difference l (individua effect treatment no with expected es) (differenc variance s) difference individual (without eatments between tr es) (differenc variance F  The biggest change between independent- measures ANOVA and repeated-measures ANOVA is the addition of a process to mathematically remove the individual differences variance component from the denominator of the F-ratio
  • 12. Repeated-Measures ANOVA Logic • Numerator of the F ratio includes – Systematic differences caused by treatments – Unsystematic differences caused by random factors are reduced because the same individuals are in all treatments • Denominator estimates variance reasonable to expect from unsystematic factors – Effect of individual differences is removed – Residual (error) variance remains
  • 13. Figure 7.1 Structure of the Repeated-Measures ANOVA
  • 14. Repeated-Measures ANOVA Stage One Equations N G X SStotal 2 2       treatment each inside treatments within SS SS N G n T SS treatments between 2 2    
  • 15. Two Stages of the Repeated- Measures ANOVA • First stage – Identical to independent samples ANOVA – Compute SStotal, SSbetween treatments and SSwithin treatments • Second stage – Done to remove the individual differences from the denominator – Compute SSbetween subjects and subtract it from SSwithin treatments to find SSerror (also called residual)
  • 16. Repeated-Measures ANOVA Stage Two Equations N G k P SS subjects between 2 2 _    bjects between_su atments within tre SS SS SSerror  
  • 17. Degrees of freedom for Repeated-Measures ANOVA dftotal = N – 1 dfwithin treatments = Σdfinside each treatment dfbetween treatments = k – 1 dfbetween subjects = n – 1 dferror = dfwithin treatments – dfbetween subjects
  • 18. Mean squares and F-ratio for Repeated-Measures ANOVA error error error df SS MS  treatments between treatments between treatments between df SS MS _ _ _  error ments treat between MS MS F 
  • 19. F-Ratio General Structure for Repeated-Measures ANOVA ) ( ) ( s difference individual without s difference ic unsystemat s difference individual without s difference ic unsystemat effects treatment F  
  • 20. Effect size for the Repeated-Measures ANOVA • Percentage of variance explained by the treatment differences • Partial η2 is percentage of variability that has not already been explained by other factors or subjects between total eatments between tr 2 SS SS SS    error SS SS SS   eatments between tr eatments between tr 2 
  • 21. In the Literature • Report a summary of descriptive statistics (at least means and standard deviations) • Report a concise statement of the ANOVA results – E.g., F (3, 18) = 16.72, p<.01, η2 = .859
  • 22. Repeated Measures ANOVA post hoc tests (posttests) • Significant F indicates that H0 (“all populations means are equal”) is wrong in some way • Use post hoc test to determine exactly where significant differences exist among more than two treatment means – Tukey’s HSD and Scheffé can be used – Substitute SSerror and dferror in the formulas
  • 23. Repeated-Measures ANOVA Assumptions • The observations within each treatment condition must be independent • The population distribution within each treatment must be normal • The variances of the population distribution for each treatment should be equivalent
  • 24. Repeated-Measures ANOVA Advantages and Disadvantages • Advantages of repeated-measures designs – Individual differences among participants do not influence outcomes – Smaller number of participants needed to test all the treatments • Disadvantages of repeated-measures designs – Some (unknown) factor other than the treatment may cause participant’s scores to change – Practice or experience may affect scores independently of the actual treatment effect
  • 25. 7.3 Two-Factor ANOVA • Both independent variables and quasi- independent variables may be employed as factors in Two-Factor ANOVA • An independent variable (factor) is manipulated in an experiment • A quasi-independent variable (factor) is not manipulated but defines the groups of scores in a nonexperimental study
  • 26. 7.3 Two-Factor ANOVA • Factorial designs – Consider more than one factor • We will study two-factor designs only • Also limited to situations with equal n’s in each group – Joint impact of factors is considered • Three hypotheses tested by three F-ratios – Each tested with same basic F-ratio structure effect treatment no with expected es) (differenc variance treatments between es) (differenc variance F 
  • 28. Main Effects • Mean differences among levels of one factor – Differences are tested for statistical significance – Each factor is evaluated independently of the other factor(s) in the study 2 1 2 1 : : 1 0 A A A A H H       2 1 2 1 : : 1 0 B B B B H H      
  • 29. Interactions Between Factors • The mean differences between individuals treatment conditions, or cells, are different from what would be predicted from the overall main effects of the factors • H0: There is no interaction between Factors A and B • H1: There is an interaction between Factors A and B
  • 30. Interpreting Interactions • Dependence of factors – The effect of one factor depends on the level or value of the other – Sometimes called “non-additive” effects because the main effects do not “add” together predictably • Non-parallel lines (cross, converge or diverge) in a graph indicate interaction is occurring • Typically called the A x B interaction
  • 31. Figure 13.2 Group Means Graphed without (a) and with (b) Interaction
  • 32. Combination of significant and/or nonsignificant main effects and interactions
  • 33. Independence of Main Effects and Interactions
  • 34. Independence of Main Effects and Interactions
  • 35. Structure of the Two-Factor Analysis of Variance • Three distinct tests – Main effect of Factor A – Main effect of Factor B – Interaction of A and B • A separate F test is conducted for each • Results of one are independent of the others effect treatment no is there if expected s difference mean variance treatments between s difference mean variance F ) ( ) ( 
  • 37. Two Stages of the Two-Factor Analysis of Variance • First stage – Identical to independent samples ANOVA – Compute SStotal, SSbetween treatments and SSwithin treatments • Second stage – Partition the SSbetween treatments into three separate components: differences attributable to Factor A; to Factor B; and to the AxB interaction
  • 38. Figure 13.3 Structure of the Two-Factor Analysis of Variance
  • 39. Stage One of the Two-Factor Analysis of Variance N G X SStotal 2 2       ment each treat inside SS SS treatments within N G n T SS treatments between 2 2    
  • 40. Stage Two of the Two Factor Analysis of Variance • This stage determines the numerators for the three F-ratios by partitioning SSbetween treatments N G n T SS row row A 2 2    N G n T SS col col B 2 2    B A treatments between AxB SS SS SS SS   
  • 41. Degrees of freedom for Two-Factor ANOVA dftotal = N – 1 dfwithin treatments = Σdfinside each treatment dfbetween treatments = k – 1 dfA = (number of rows) – 1 dfB = (number of columns)– 1 dfAxB = dfbetween treatments – dfA – dfB
  • 42. Mean squares and F-ratios for the Two-Factor ANOVA reatments t within reatments t within reatments t within df SS MS  AxB AxB AxB B B B A A A df SS MS df SS MS df SS MS    within AxB AxB within B B within A A MS MS F MS MS F MS MS F   
  • 43. Two-Factor ANOVA Summary Table Example Source SS df MS F Between treatments 200 3 Factor A 40 1 40 4 Factor B 60 1 60 *6 A x B 100 1 100 **10 Within Treatments 300 20 10 Total 500 23 F.05 (1, 20) = 4.35* F.01 (1, 20) = 8.10** (N = 24; n = 6)
  • 44. Two-Factor ANOVA Effect Size • η2, is computed to show the percentage of variability not explained by other factors treatments within A A AxB B total A A SS SS SS SS SS SS SS      2  treatments within B B AxB A total B B SS SS SS SS SS SS SS _ 2       treatments within AxB AxB B A total AxB AxB SS SS SS SS SS SS SS      2 
  • 45. In the Literature • Report mean and standard deviations (usually in a table or graph due to the complexity of the design) • Report results of hypothesis test for all three terms (A & B main effects; A x B interaction) • For each term include F, df, p-value & η2 • E.g., F (1, 20) = 6.33, p<.05, η2 = .478
  • 46. Interpreting the Results • Focus on the overall pattern of results • Significant interactions require particular attention because even if you understand the main effects, interactions go beyond what main effects alone can explain. • Extensive practice is typically required to be able to clearly articulate results which include a significant interaction
  • 47. Figure 7.4 Sample means for Example 7.4
  • 48. Two-Factor ANOVA Assumptions • The validity of the ANOVA presented in this chapter depends on three assumptions common to other hypothesis tests – The observations within each sample must be independent of each other – The populations from which the samples are selected must be normally distributed – The populations from which the samples are selected must have equal variances (homogeneity of variance)
  • 49. Figure 7.5 Independent- Measures Two-Factor Formulas
  • 50. Figure 7.6 Example 7.1 SPSS Output for Repeated-Measures
  • 51. Figure 7.7 Example 7.4 SPSS Output for Two-Factor ANOVA