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Analysis Of Variance
(ANOVA)
Presented By: Sir Abuzar
Tabassum
1
What is ANOVA?
ANOVA
2
Two Types of ANOVA
Types
3
Steps Involved in
ANOVA
Steps
A statistical method in
which the total variation
in a set of observations is
divided into distinct
components
01
What is ANOVA?
Sir Ronald A. Fisher
(1920’s)
Developed By
One Way ANOVA
Two Way ANOVA
02
Types of ANOVA
Determine the significant
differences between the
means of three or more
independent groups
A)
One Way ANOVA
Use only one factor. i.e.,
only 1 independent
variable (factor)
One Way ANOVA
Two Way ANOVA 02
Types of ANOVA
Comparisons between
the means of 3 or more
than 3 independent
groups of data
B)
Two Way ANOVA
Two independent
variables are considered
(Two factors)
Two Way ANOVA
Analysis Of Variance
(ANOVA)
Steps Involved in ANOVA
Hypothesis
State
Alpha
Degree
of
Freedom
Decision
Rule
Test
Statistics
Inference
after
ANOVA
Hypothesis
State
Alpha
Degree
of
Freedom
Decision
Rule
Test
Statistics
Inference
after
ANOVA
State null &
alternative hypotheses
H0 = μ1 = μ2 = μ3…. = μi i.e.,
H0 : all sample means are equal
HA = Not all of the means are equal i.e.,
At least one sample has different mean
Hypothesis
State
Alpha
Degree
of
Freedom
Decision
Rule
Test
Statistics
Inference
after
ANOVA
α
0.05
The probability
factor
Hypothesis
State
Alpha
Degree
of
Freedom
Decision
Rule
Test
Statistics
Inference
after
ANOVA
Two types
k =
No. of Samples
K-1
n =
Total No. of
observations
n-k
Hypothesis
State
Alpha
Degree
of
Freedom
Decision
Rule
Test
Statistics
Inference
after
ANOVA
01 02 03
Calculated value of
F
Table value of F
If cal. F > table
value of F, then
reject Ho
Hypothesis
State
Alpha
Degree
of
Freedom
Decision
Rule
Test
Statistics
Inference
after
ANOVA
Calculate test Statistics
Total variation = variation among treatments + variation within
treatments
Hypothesis
State
Alpha
Degree
of
Freedom
Decision
Rule
Test
Statistics
Inference
after
ANOVA
Calculate variance
between the samples
Calculate variance
within the samples
Calculation of F
statistic
Hypothesis
State
Alpha
Degree
of
Freedom
Decision
Rule
Test
Statistics
Calculating variance
between the samples
01
STEP
Calculate the mean of each
sample
02
STEP
Calculate the Grand
average or overall mean of
all samples means
03
STEP
Take the difference between
means of various samples &
grand average
04
STEP
Square these differences &
obtain total which will give sum
of squares between
samples (SSbetween)
05
STEP
Divide the total obtained in step 4
by the degrees of freedom (K-1) to
calculate the mean sum of square
between samples (Msbetween)
06
STEP
𝐌𝐒𝐛𝐞𝐭𝐰𝐞𝐞𝐧 =
𝑺𝑺𝒃𝒆𝒕𝒘𝒆𝒆𝒏 / −
𝒌 𝟏
Hypothesis
State
Alpha
Degree
of
Freedom
Decision
Rule
Test
Statistics
Calculating variance
within the samples
01
STEP
Calculate mean value of each
sample
02
STEP
Take the difference of the various
items in a sample from the mean
values of the respective samples
03
STEP
Square these differences &
obtain total which gives the sum
of square within the
samples (SSE) or (SSerror)
04
STEP
Divide the total obtained in 3rd step
by the degrees of freedom (n-K) to
calculate the mean sum of squares
within samples (MSE) or (MSerror)
05
STEP
𝐌𝐒𝐄 = / −
𝑺𝑺𝑬 𝒏 𝒌
Hypothesis
State
Alpha
Degree
of
Freedom
Decision
Rule
Test
Statistics
Calculation of F statistics
01
STEP
𝐅( ) =
𝐜𝐚𝐥 𝐌𝐒𝐛𝐞𝐭𝐰𝐞𝐞𝐧
/𝐌𝐒𝐞𝐫𝐫𝐨𝐫
02
STEP
Compare the F(cal) value
with F(tab) value
03
STEP
F(tab) value is obtained by
looking for it in F distribution
tables against degrees of
freedom
04
OPTION
If the calculated value of
F > table value H0 is
rejected
Example
• Three samples obtained from normal populations with equal variances.
Test the hypothesis that sample means are equal.
X1 X2 X3
8 7 12
10 5 9
7 10 13
14 9 12
11 9 14
Solution
1. Null hypothesis
• No significant difference in the means of 3 samples.
2. State Alpha
• The level of significance, i.e., 0.05
3. Calculate degrees of Freedom
k-1 = 2 & n-k = 12 (Because K = 3 & n= 15)
4. State decision rule
• Table value of F at alpha = 0.05 or 5% level of significance for d.f 2 & 12 is
3.89.
• If the calculated value of F > 3.89, H0 will be rejected
ANOVA Analysis of Varianace Biostatistics
5. Calculate test statistic
• This step is further divided into three steps
A. Calculate variance between samples
B. Calculate variance within the samples
C. Calculate F-statistic
• Grand average or overall mean = 𝟏𝟎+𝟖+𝟏𝟐 / 𝟑 = 10
X1 X2 X3
8 7 12
10 5 9
7 10 13
14 9 12
11 9 14
Total = 50
Mean1 = 10
Total = 40
Mean2 = 8
Total = 60
Mean3 = 12
A) Calculate variance between samples
• The formula for calculating the variance between samples is
• j denotes a group mean
• is the overall mean
• nj is the sample size per group
For our example this result is:
SSbetween = n1 (M1 – Grand avg)2
+ n2 (M2– Grand avg)2
+ n3(M3– Grand avg)2
SSbetween = 5(10 - 10)2
+ 5(8 - 10)2
+ 5(12 - 10)2
= 40
D.fbetween = k-1 = 3-1 = 2
Mean sum of squares between the samples (MSbetween)
MSbetween = 𝑆𝑆𝑏𝑒𝑡𝑤𝑒𝑒𝑛 / − 1
𝑘
MSbetween = 40 / 2 = 20
B) Calculate variance within the samples
• The formula for calculating Variance WITHIN the samples is
Here
• Xi Denotes an individual observation
• j denotes a group mean (M1= 10, M2 = 8, M3 = 12)
For our example, this'll be
SSwithin = SSerror =
(7-8)2
+ (5-8)2
+ (10-8)2
+ (9-8)2
+ (9-8)2
+
(12-12)2
+ (9-12)2
+ (13-12)2
+ (12-12)2
+ (14-12)2
SSwithin =
(8-10)2
+ (10-10)2
+ (7-10)2
+ (14-10)2
+ (11-10)2
+
(-2)2
+(0)2
+(-3)2
+(4)2
(1)2
+ ………… (2)2
= 60
Calculation of Mean Sum of Squares within
samples (MSE)
𝐌𝐒within =MSerror = / −
𝑺𝑺𝑬 𝒏 𝒌
𝐌𝐒within = /
𝟔𝟎 𝟏𝟐 = 5
C) Calculate F-statistic
𝐅𝐜𝐚𝐥 = 𝐌𝐒𝐛𝐞𝐭𝐰𝐞𝐞𝐧 / 𝐌𝐒𝐞𝐫𝐫𝐨𝐫
• 𝐅𝐜𝐚𝐥 = /
𝟐𝟎 𝟓
• 𝐅𝐜𝐚𝐥 = 4
• The Table value of F at 5% level of significance for d.f 2 & 12 is 3.89.
• The F𝐜𝐚𝐥 > Ftable value.
• H0 is rejected
• It means that there is significant difference in sample means.
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ANOVA Analysis of Varianace Biostatistics