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ANALYSIS OF VARIANCE (ANOVA)

OR F-TEST

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ANALYSIS OF VARIANCE

(ANOVA ) or F-TEST

The analysis of variance (ANOVA) is used to determine whether there are any significant differences between the means of three or more independent (unrelated) groups. this guide will provide a brief introduction to the one-way ANOVA including the assumptions of the test to interpret the output. The one-way ANOVA compares the means between the groups you are interested in and determines whether any of those means are significantly different from each other.

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The Basic ANOVA Situation

One Variable: 1 Categorical, 1 Quantitative

Main Question: Do the (means of) the quantitative variables depend on which group (given by categorical variable) the individual is in?

If categorical variable

Has only two values: 2-sample t-test/z-test ANOVA allows for 3 or more groups

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Example of ANOVA situation

Subjects: 25 patients with blisters

Treatments: Treatment A, Treatment B, Placebo

Measurement: Number of days until the blisters heal Data[and means]:

Treatment A : 5,6,6,7,7,8,9,10 [7.25]

Treatment B : 7,7,8,9,9,10,10,11 [8.875]

Placebo : 7,9,9,10,10,10,11,12,13 [10.11]

One-Way ANOVA

There is only one factor being studied as the independent variable.

Independent variable may be different experimental conditions, teaching methods, guidance technique, values education approaches, educational attainment, socio economic status or other factors that may have two or more levels.

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Steps to follow with One-Way ANOVA

1. State the Hypothesis:

𝑯𝒐: The means of all the groups are equal. 𝑯𝒂: Not all the means are equal.

2. Set the level of significance 𝜢 .

3. Choose the statistical test appropriate to test the hypothesis.

4.Determine the tabular value for the test. 5. Compute the value of the statistical test.

6. Determine the significance of the compound value. 7. Interpret and discuss the result.

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Formula in Computing

One-Way ANOVA

a. Sum of the Squares

𝑇𝑆𝑆 = π‘₯2 βˆ’ π‘₯ 2 𝑁 𝑆𝑆𝑏 = 1 π‘Ÿ π‘₯𝑖𝑗 2 βˆ’ π‘₯ 2 𝑁 𝑆𝑆𝑏 = π‘₯𝑖1 2 𝑛1 + π‘₯𝑖2 2 𝑛2 + β‹― + π‘₯𝑖𝑗 2 𝑛𝑗 βˆ’ π‘₯ 2 𝑁 𝑆𝑆𝑀 = 𝑇𝑆𝑆 βˆ’ 𝑆𝑆𝑏 where: π‘₯𝑖𝑗 = π‘ π‘’π‘š π‘œπ‘“ π‘’π‘Žπ‘β„Ž π‘π‘œπ‘™π‘’π‘šπ‘›

π‘₯ = Sum of the values of all items 𝑇𝑆𝑆 = π‘‘π‘œπ‘‘π‘Žπ‘™ π‘ π‘’π‘š π‘œπ‘“ π‘ π‘žπ‘’π‘Žπ‘Ÿπ‘’π‘  𝑆𝑆𝑏 = π‘ π‘’π‘š π‘œπ‘“ π‘ π‘žπ‘’π‘Žπ‘Ÿπ‘’π‘  𝑏𝑒𝑑 π‘π‘œπ‘™π‘’π‘šπ‘› 𝑆𝑆𝑀 = π‘ π‘’π‘š π‘œπ‘“ π‘ π‘žπ‘’π‘Žπ‘Ÿπ‘’π‘  π‘€π‘–π‘‘β„Žπ‘–π‘› π‘π‘œπ‘™π‘’π‘šπ‘› π‘Ÿ π‘œπ‘Ÿ 𝑛1 … = π‘›π‘’π‘šπ‘π‘’π‘Ÿ π‘œπ‘“ π‘–π‘‘π‘’π‘šπ‘  π‘π‘’π‘Ÿ π‘π‘œπ‘™π‘’π‘šπ‘›

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b. Degrees of Freedom

𝑑𝑓𝑇 = 𝑁 βˆ’ 1 𝑑𝑓𝑏 = π‘˜ βˆ’ 1 𝑑𝑓𝑀 = 𝑑𝑓𝑇 βˆ’ 𝑑𝑓𝑏

where:

𝑑𝑓𝑇 = Total degrees of freedom 𝑑𝑓𝑏 = π‘‘π‘’π‘”π‘Ÿπ‘’π‘’π‘  π‘œπ‘“ π‘“π‘Ÿπ‘’π‘’π‘‘π‘œπ‘š 𝑏𝑒𝑑 π‘π‘œπ‘™π‘’π‘šπ‘› 𝑑𝑓𝑀 = π‘‘π‘’π‘”π‘Ÿπ‘’π‘’π‘  π‘œπ‘“ π‘“π‘Ÿπ‘’π‘’π‘‘π‘œπ‘š π‘€π‘–π‘‘β„Žπ‘–π‘› π‘π‘œπ‘™π‘’π‘šπ‘› π‘˜ = π‘›π‘’π‘šπ‘π‘’π‘Ÿ π‘œπ‘“ π‘π‘œπ‘™π‘’π‘šπ‘›π‘  𝑁 = π‘‘π‘œπ‘‘π‘Žπ‘™ π‘›π‘’π‘šπ‘π‘’π‘Ÿ π‘œπ‘“ π‘’π‘›π‘‘π‘Ÿπ‘–π‘’π‘ 

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c. Mean Sum of Squares

𝑀𝑆𝑆

𝑏

=

𝑆𝑆

𝑏

𝑑𝑓

𝑏

𝑀𝑆𝑆

𝑀

=

𝑆𝑆

𝑀

𝑑𝑓

𝑀

where:

𝑀𝑆𝑆

𝑏

= π‘šπ‘’π‘Žπ‘› π‘ π‘’π‘š π‘œπ‘“ π‘ π‘žπ‘’π‘Žπ‘Ÿπ‘’π‘ 

𝑏𝑒𝑑𝑀𝑒𝑒𝑛 π‘π‘œπ‘™π‘’π‘šπ‘›

𝑀𝑆𝑆

𝑀

= π‘šπ‘’π‘Žπ‘› π‘ π‘’π‘š π‘œπ‘“ π‘ π‘žπ‘’π‘Žπ‘Ÿπ‘’π‘ 

π‘€π‘–π‘‘β„Žπ‘–π‘› π‘π‘œπ‘™π‘’π‘šπ‘›

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d. Locating the Tabular Value and Calculating

the Computed Value and Comparing Them

1. Locate the tabular value of 𝐹𝑇 by following the format. 𝑭𝒕 = 𝑑𝑓𝑏

𝑑𝑓𝑀 β†’ π‘™π‘œπ‘π‘Žπ‘‘π‘’ (π‘Ÿπ‘’π‘“π‘’π‘Ÿ π‘‘π‘œ π‘‘π‘Žπ‘π‘™π‘’) 2. Calculate 𝐹𝑐

𝑭𝒄 = 𝑀𝑆𝑆𝑏 𝑀𝑆𝑆𝑀

3. Compare the Computed against the tabular value

a) Reject Ho is the computed value is greater than or

equal to the tabular value. (𝑭𝒄 β‰₯ 𝑭𝒕)

b) Do not reject Ho if the computed value is less than

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Table for the One-Way ANOVA

Source of Variation Sum of Squares Degree of Freedom Mean Sum of Squares FT FC Between Columns Within Columns Total

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Example:

On the following four groups of teaching attitude, test the null hypothesis that academic performance does not vary due to teaching attitude.

Superior Above Average Average Below Average

90

85

80

78

89

86

82

76

88

84

83

75

94

83

81

77

93

88

80

75

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Solution:

Step 1: Formulate the Hypothesis

𝑯𝒐: The academic performance does not

vary due to teaching attitude.

𝑯𝒂: The academic performance vary due

to teaching attitude.

Step 2: Set Level of Significance

𝛼 = 0.01 π‘œπ‘Ÿ 0.05

Step 3: Choose the statistical test the apply it

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Worksheet table for the One-Way ANOVA

𝑋𝑇 = 1667 𝑋𝑇2 = 139573 𝑁𝑇 = 20

Superior Above Average Average Below Average

𝑋1 𝑋2 1 𝑋2 𝑋2 2 𝑋3 𝑋2 3 𝑋4 𝑋2 4 90 8100 85 7225 80 6400 78 6084 89 7921 86 7396 82 6724 76 5776 88 7744 84 7056 83 6889 75 5625 94 8836 83 6889 81 6561 77 5929 93 8649 88 7744 80 6400 75 5625 454 41250 426 36310 406 32974 381 29039

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Compute Sum of Squares

𝑇𝑆𝑆 = π‘₯

2

βˆ’

π‘₯

2

𝑁

= 139573 βˆ’

1667

2

20

= 628.55

𝑆𝑆

𝑏

=

1

π‘Ÿ

π‘₯

𝑖𝑗 2

βˆ’

π‘₯

2

𝑁

=

1 5

454

2

+ 426

2

+ 406

2

+ 381

2

βˆ’

1667 2 20

= 55.2

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continuation…

β€’ Degrees of Freedom

𝑑𝑓𝑇 = 𝑁 βˆ’ 1 𝑑𝑓𝑏 = π‘˜ βˆ’ 1 𝑑𝑓𝑀 = 𝑑𝑓𝑇 βˆ’ 𝑑𝑓𝑏

= 20 βˆ’ 1 = 4 βˆ’ 1 = 19 βˆ’ 3

= 19 = 3 = 16

β€’ Mean Sum Squares 𝑀𝑆𝑆𝑏 = 𝑆𝑆𝑏 𝑑𝑓𝑏 𝑀𝑆𝑆𝑀 = 𝑆𝑆𝑀 𝑑𝑓𝑀 = 573.35 3 = 55.2 16 = 191.12 = 3.45

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Step 4: Determine the tabular value

𝑭𝒕 = 𝑑𝑓𝑏 𝑑𝑓𝑀 =

3

16; @0.05 β†’ 3.239; @0.01 β†’ 5.292

Step 5: Compute the value of the statistical test

𝑭𝒄 = 𝑀𝑆𝑆𝑏 𝑀𝑆𝑆𝑀 = 191.2 3.45 = 55.39 Source of Variation Sum of Squares df Mean Sum of Squares 𝑭𝑻 𝑭π‘ͺ Between Column 573.35 3 191.12 3.239 @0.05 55.39 Within Column 55.2 16 3.45 5.292 @0.01 Total 628.55 19

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continuation…

𝑺𝒕𝒆𝒑 πŸ”: Determine the significance of the computed value

β†’ Since the value of 𝑭𝒄 > 𝑭𝑻, therefore 𝒓𝒆𝒋𝒆𝒄𝒕 the null hypothesis (𝑯𝒐) accept alternative hypothesis (𝑯𝒂)

π‘Ίπ’•π’†π’‘πŸ•: Interpret the result

Decision: Reject the null hypothesis

Interpretation: The academic performance varies due to teaching

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The End!

*For Easy and Precise Computation let us use the MS Excel.

Answer Exercises 9.1 βˆ’ 9.5

References

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