Analysis of variance (ANOVA) is a collection of statistical models and their associated estimation procedures (such as the "variation" among and between groups) used to analyze the differences among group means in a sample. ANOVA was developed by statistician and evolutionary biologist Ronald Fisher. In the ANOVA setting, the observed variance in a particular variable is partitioned into components attributable to different sources of variation. In its simplest form, ANOVA provides a statistical test of whether the population means of several groups are equal, and therefore generalizes the t-test to more than two groups. ANOVA is useful for comparing (testing) three or more group means for statistical significance. It is conceptually similar to multiple two-sample t-tests, but is more conservative, resulting in fewer type I errors,and is therefore suited to a wide range of practical problems.
A statistical model is a mathematical model that embodies a set of statistical assumptions concerning the generation of some sample data. A statistical model represents, often in considerably idealized form, the data-generating process.
In statistics and quantitative research methodology, a data sample is a set of data collected and the world selected from a statistical population by a defined procedure. The elements of a sample are known as sample points, sampling units or observations.
A statistician is a person who works with theoretical or applied statistics. The profession exists in both the private and public sectors. It is common to combine statistical knowledge with expertise in other subjects, and statisticians may work as employees or as statistical consultants.
While the analysis of variance reached fruition in the 20th century, antecedents extend centuries into the past according to Stigler.These include hypothesis testing, the partitioning of sums of squares, experimental techniques and the additive model. Laplace was performing hypothesis testing in the 1770s. The development of least-squares methods by Laplace and Gauss circa 1800 provided an improved method of combining observations (over the existing practices then used in astronomy and geodesy). It also initiated much study of the contributions to sums of squares. Laplace knew how to estimate a variance from a residual (rather than a total) sum of squares. By 1827, Laplace was using least squares methods to address ANOVA problems regarding measurements of atmospheric tides. Before 1800, astronomers had isolated observational errors resulting from reaction times (the "personal equation") and had developed methods of reducing the errors. The experimental methods used in the study of the personal equation were later accepted by the emerging field of psychology which developed strong (full factorial) experimental methods to which randomization and blinding were soon added. An eloquent non-mathematical explanation of the additive effects model was available in 1885.
Pierre-Simon, marquis de Laplace was a French scholar whose work was important to the development of engineering, mathematics, statistics, physics and astronomy. He summarized and extended the work of his predecessors in his five-volume Mécanique Céleste (1799–1825). This work translated the geometric study of classical mechanics to one based on calculus, opening up a broader range of problems. In statistics, the Bayesian interpretation of probability was developed mainly by Laplace.
Johann Carl Friedrich Gauss (; German: Gauß[ˈkaɐ̯l ˈfʁiːdʁɪç ˈɡaʊs]; Latin: Carolus Fridericus Gauss; was a German mathematician and physicist who made significant contributions to many fields in mathematics and sciences. Sometimes referred to as the Princeps mathematicorum and "the greatest mathematician since antiquity", Gauss had an exceptional influence in many fields of mathematics and science, and is ranked among history's most influential mathematicians.
The method of least squares is a standard approach in regression analysis to approximate the solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. "Least squares" means that the overall solution minimizes the sum of the squares of the residuals made in the results of every single equation.
Ronald Fisher introduced the term variance and proposed its formal analysis in a 1918 article The Correlation Between Relatives on the Supposition of Mendelian Inheritance .His first application of the analysis of variance was published in 1921. Analysis of variance became widely known after being included in Fisher's 1925 book Statistical Methods for Research Workers .
Sir Ronald Aylmer Fisher was a British statistician and geneticist. For his work in statistics, he has been described as "a genius who almost single-handedly created the foundations for modern statistical science" and "the single most important figure in 20th century statistics". In genetics, his work used mathematics to combine Mendelian genetics and natural selection; this contributed to the revival of Darwinism in the early 20th-century revision of the theory of evolution known as the modern synthesis. For his contributions to biology, Fisher has been called "the greatest of Darwin’s successors".
In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its mean. Informally, it measures how far a set of (random) numbers are spread out from their average value. Variance has a central role in statistics, where some ideas that use it include descriptive statistics, statistical inference, hypothesis testing, goodness of fit, and Monte Carlo sampling. Variance is an important tool in the sciences, where statistical analysis of data is common. The variance is the square of the standard deviation, the second central moment of a distribution, and the covariance of the random variable with itself, and it is often represented by , , or .
Statistical Methods for Research Workers is a classic book on statistics, written by the statistician R. A. Fisher. It is considered by some to be one of the 20th century's most influential books on statistical methods, together with his The Design of Experiments (1935). It was originally published in 1925, by Oliver & Boyd (Edinburgh); the 14th edition was published the year of Fisher's death, 1962.
Randomization models were developed by several researchers. The first was published in Polish by Jerzy Neyman in 1923.
Jerzy Neyman, born Jerzy Spława-Neyman, was a Polish mathematician and statistician who spent the first part of his professional career at various institutions in Warsaw, Poland and then at University College London, and the second part at the University of California, Berkeley. Neyman first introduced the modern concept of a confidence interval into statistical hypothesis testing and co-revised Ronald Fisher's null hypothesis testing.
One of the attributes of ANOVA that ensured its early popularity was computational elegance. The structure of the additive model allows solution for the additive coefficients by simple algebra rather than by matrix calculations. In the era of mechanical calculators this simplicity was critical. The determination of statistical significance also required access to tables of the F function which were supplied by early statistics texts.
The analysis of variance can be used as an exploratory tool to explain observations. A dog show provides an example. A dog show is not a random sampling of the breed: it is typically limited to dogs that are adult, pure-bred, and exemplary. A histogram of dog weights from a show might plausibly be rather complex, like the yellow-orange distribution shown in the illustrations. Suppose we wanted to predict the weight of a dog based on a certain set of characteristics of each dog. One way to do that is to explain the distribution of weights by dividing the dog population into groups based on those characteristics. A successful grouping will split dogs such that (a) each group has a low variance of dog weights (meaning the group is relatively homogeneous) and (b) the mean of each group is distinct (if two groups have the same mean, then it isn't reasonable to conclude that the groups are, in fact, separate in any meaningful way).
In the illustrations to the right, groups are identified as X1, X2, etc. In the first illustration, the dogs are divided according to the product (interaction) of two binary groupings: young vs old, and short-haired vs long-haired (e.g., group 1 is young, short-haired dogs, group 2 is young, long-haired dogs, etc.). Since the distributions of dog weight within each of the groups (shown in blue) has a relatively large variance, and since the means are very similar across groups, grouping dogs by these characteristics does not produce an effective way to explain the variation in dog weights: knowing which group a dog is in doesn't allow us to predict its weight much better than simply knowing the dog is in a dog show. Thus, this grouping fails to explain the variation in the overall distribution (yellow-orange).
An attempt to explain the weight distribution by grouping dogs as pet vs working breed and less athletic vs more athletic would probably be somewhat more successful (fair fit). The heaviest show dogs are likely to be big, strong, working breeds, while breeds kept as pets tend to be smaller and thus lighter. As shown by the second illustration, the distributions have variances that are considerably smaller than in the first case, and the means are more distinguishable. However, the significant overlap of distributions, for example, means that we cannot distinguish X1 and X2 reliably. Grouping dogs according to a coin flip might produce distributions that look similar.
An attempt to explain weight by breed is likely to produce a very good fit. All Chihuahuas are light and all St Bernards are heavy. The difference in weights between Setters and Pointers does not justify separate breeds. The analysis of variance provides the formal tools to justify these intuitive judgments. A common use of the method is the analysis of experimental data or the development of models. The method has some advantages over correlation: not all of the data must be numeric and one result of the method is a judgment in the confidence in an explanatory relationship.
ANOVA is a form of statistical hypothesis testing heavily used in the analysis of experimental data. A test result (calculated from the null hypothesis and the sample) is called statistically significant if it is deemed unlikely to have occurred by chance, assuming the truth of the null hypothesis. A statistically significant result, when a probability (p-value) is less than a pre-specified threshold (significance level), justifies the rejection of the null hypothesis, but only if the a priori probability of the null hypothesis is not high.
A statistical hypothesis, sometimes called confirmatory data analysis, is a hypothesis that is testable on the basis of observing a process that is modeled via a set of random variables. A statistical hypothesis test is a method of statistical inference. Commonly, two statistical data sets are compared, or a data set obtained by sampling is compared against a synthetic data set from an idealized model. A hypothesis is proposed for the statistical relationship between the two data sets, and this is compared as an alternative to an idealized null hypothesis that proposes no relationship between two data sets. The comparison is deemed statistically significant if the relationship between the data sets would be an unlikely realization of the null hypothesis according to a threshold probability—the significance level. Hypothesis tests are used in determining what outcomes of a study would lead to a rejection of the null hypothesis for a pre-specified level of significance. The process of distinguishing between the null hypothesis and the alternative hypothesis is aided by identifying two conceptual types of errors. The first type occurs when the null hypothesis is falsely rejected. The second type of error occurs when the null hypothesis is falsely assumed to be true. By specifying a threshold probability ('alpha') on, e.g., the admissible risk of making a type 1 error, the statistical decision process can be controlled.
In inferential statistics, the null hypothesis is a general statement or default position that there is no relationship between two measured phenomena, or no association among groups. Testing the null hypothesis—and thus concluding that there are or are not grounds for believing that there is a relationship between two phenomena —is a central task in the modern practice of science; the field of statistics gives precise criteria for rejecting a null hypothesis.
In statistical hypothesis testing, the p-value or probability value or asymptotic significance is the probability for a given statistical model that, when the null hypothesis is true, the statistical summary would be greater than or equal to the actual observed results. The use of p-values in statistical hypothesis testing is common in many fields of research such as physics, economics, finance, political science, psychology, biology, criminal justice, criminology, and sociology. Their misuse has been a matter of considerable controversy.
In the typical application of ANOVA, the null hypothesis is that all groups are random samples from the same population. For example, when studying the effect of different treatments on similar samples of patients, the null hypothesis would be that all treatments have the same effect (perhaps none). Rejecting the null hypothesis is taken to mean that the differences in observed effects between treatment groups are unlikely to be due to random chance.
By construction, hypothesis testing limits the rate of Type I errors (false positives) to a significance level. Experimenters also wish to limit Type II errors (false negatives). The rate of Type II errors depends largely on sample size (the rate is larger for smaller samples), significance level (when the standard of proof is high, the chances of overlooking a discovery are also high) and effect size (a smaller effect size is more prone to Type II error).
In statistics, an effect size is a quantitative measure of the magnitude of a phenomenon. Examples of effect sizes are the correlation between two variables, the regression coefficient in a regression, the mean difference, or even the risk with which something happens, such as how many people survive after a heart attack for every one person that does not survive. For most types of effect size, a larger absolute value always indicates a stronger effect, with the main exception being if the effect size is an odds ratio. Effect sizes complement statistical hypothesis testing, and play an important role in power analyses, sample size planning, and in meta-analyses. They are the first item (magnitude) in the MAGIC criteria for evaluating the strength of a statistical claim. Especially in meta-analysis, where the purpose is to combine multiple effect sizes, the standard error (S.E.) of the effect size is of critical importance. The S.E. of the effect size is used to weigh effect sizes when combining studies, so that large studies are considered more important than small studies in the analysis. The S.E. of the effect size is calculated differently for each type of effect size, but generally only requires knowing the study's sample size (N), or the number of observations in each group.
The terminology of ANOVA is largely from the statistical design of experiments. The experimenter adjusts factors and measures responses in an attempt to determine an effect. Factors are assigned to experimental units by a combination of randomization and blocking to ensure the validity of the results. Blinding keeps the weighing impartial. Responses show a variability that is partially the result of the effect and is partially random error.
ANOVA is the synthesis of several ideas and it is used for multiple purposes. As a consequence, it is difficult to define concisely or precisely.
"Classical" ANOVA for balanced data does three things at once:
In short, ANOVA is a statistical tool used in several ways to develop and confirm an explanation for the observed data.
As a result: ANOVA "has long enjoyed the status of being the most used (some would say abused) statistical technique in psychological research."ANOVA "is probably the most useful technique in the field of statistical inference."
ANOVA is difficult to teach, particularly for complex experiments, with split-plot designs being notorious.In some cases the proper application of the method is best determined by problem pattern recognition followed by the consultation of a classic authoritative test.
(Condensed from the "NIST Engineering Statistics Handbook": Section 5.7. A Glossary of DOE Terminology.)
There are three classes of models used in the analysis of variance, and these are outlined here.
The fixed-effects model (class I) of analysis of variance applies to situations in which the experimenter applies one or more treatments to the subjects of the experiment to see whether the response variable values change. This allows the experimenter to estimate the ranges of response variable values that the treatment would generate in the population as a whole.
Random-effects model (class II) is used when the treatments are not fixed. This occurs when the various factor levels are sampled from a larger population. Because the levels themselves are random variables, some assumptions and the method of contrasting the treatments (a multi-variable generalization of simple differences) differ from the fixed-effects model.
A mixed-effects model (class III) contains experimental factors of both fixed and random-effects types, with appropriately different interpretations and analysis for the two types.
Example: Teaching experiments could be performed by a college or university department to find a good introductory textbook, with each text considered a treatment. The fixed-effects model would compare a list of candidate texts. The random-effects model would determine whether important differences exist among a list of randomly selected texts. The mixed-effects model would compare the (fixed) incumbent texts to randomly selected alternatives.
Defining fixed and random effects has proven elusive, with competing definitions arguably leading toward a linguistic quagmire.
The analysis of variance has been studied from several approaches, the most common of which uses a linear model that relates the response to the treatments and blocks. Note that the model is linear in parameters but may be nonlinear across factor levels. Interpretation is easy when data is balanced across factors but much deeper understanding is needed for unbalanced data.
The analysis of variance can be presented in terms of a linear model, which makes the following assumptions about the probability distribution of the responses:
The separate assumptions of the textbook model imply that the errors are independently, identically, and normally distributed for fixed effects models, that is, that the errors () are independent and
In a randomized controlled experiment, the treatments are randomly assigned to experimental units, following the experimental protocol. This randomization is objective and declared before the experiment is carried out. The objective random-assignment is used to test the significance of the null hypothesis, following the ideas of C. S. Peirce and Ronald Fisher. This design-based analysis was discussed and developed by Francis J. Anscombe at Rothamsted Experimental Station and by Oscar Kempthorne at Iowa State University. [ citation needed ]Kempthorne and his students make an assumption of unit treatment additivity, which is discussed in the books of Kempthorne and David R. Cox.
In its simplest form, the assumption of unit-treatment additivity from experimental unit when receiving treatment can be written as the sum of the unit's response and the treatment-effect , that isstates that the observed response
The assumption of unit-treatment additivity implies that, for every treatment , the th treatment has exactly the same effect on every experiment unit.
The assumption of unit treatment additivity usually cannot be directly falsified, according to Cox and Kempthorne. However, many consequences of treatment-unit additivity can be falsified. For a randomized experiment, the assumption of unit-treatment additivity implies that the variance is constant for all treatments. Therefore, by contraposition, a necessary condition for unit-treatment additivity is that the variance is constant.
The use of unit treatment additivity and randomization is similar to the design-based inference that is standard in finite-population survey sampling.
Kempthorne uses the randomization-distribution and the assumption of unit treatment additivity to produce a derived linear model, very similar to the textbook model discussed previously.The test statistics of this derived linear model are closely approximated by the test statistics of an appropriate normal linear model, according to approximation theorems and simulation studies. However, there are differences. For example, the randomization-based analysis results in a small but (strictly) negative correlation between the observations. In the randomization-based analysis, there is no assumption of a normal distribution and certainly no assumption of independence. On the contrary, the observations are dependent!
The randomization-based analysis has the disadvantage that its exposition involves tedious algebra and extensive time. Since the randomization-based analysis is complicated and is closely approximated by the approach using a normal linear model, most teachers emphasize the normal linear model approach. Few statisticians object to model-based analysis of balanced randomized experiments.
However, when applied to data from non-randomized experiments or observational studies, model-based analysis lacks the warrant of randomization.For observational data, the derivation of confidence intervals must use subjective models, as emphasized by Ronald Fisher and his followers. In practice, the estimates of treatment-effects from observational studies generally are often inconsistent. In practice, "statistical models" and observational data are useful for suggesting hypotheses that should be treated very cautiously by the public.
The normal-model based ANOVA analysis assumes the independence, normality and homogeneity of variances of the residuals. The randomization-based analysis assumes only the homogeneity of the variances of the residuals (as a consequence of unit-treatment additivity) and uses the randomization procedure of the experiment. Both these analyses require homoscedasticity, as an assumption for the normal-model analysis and as a consequence of randomization and additivity for the randomization-based analysis.
However, studies of processes that change variances rather than means (called dispersion effects) have been successfully conducted using ANOVA.There are no necessary assumptions for ANOVA in its full generality, but the F-test used for ANOVA hypothesis testing has assumptions and practical limitations which are of continuing interest.
Problems which do not satisfy the assumptions of ANOVA can often be transformed to satisfy the assumptions. The property of unit-treatment additivity is not invariant under a "change of scale", so statisticians often use transformations to achieve unit-treatment additivity. If the response variable is expected to follow a parametric family of probability distributions, then the statistician may specify (in the protocol for the experiment or observational study) that the responses be transformed to stabilize the variance. [ citation needed ]Also, a statistician may specify that logarithmic transforms be applied to the responses, which are believed to follow a multiplicative model. According to Cauchy's functional equation theorem, the logarithm is the only continuous transformation that transforms real multiplication to addition.
ANOVA is used in the analysis of comparative experiments, those in which only the difference in outcomes is of interest. The statistical significance of the experiment is determined by a ratio of two variances. This ratio is independent of several possible alterations to the experimental observations: Adding a constant to all observations does not alter significance. Multiplying all observations by a constant does not alter significance. So ANOVA statistical significance result is independent of constant bias and scaling errors as well as the units used in expressing observations. In the era of mechanical calculation it was common to subtract a constant from all observations (when equivalent to dropping leading digits) to simplify data entry.This is an example of data coding.
The calculations of ANOVA can be characterized as computing a number of means and variances, dividing two variances and comparing the ratio to a handbook value to determine statistical significance. Calculating a treatment effect is then trivial, "the effect of any treatment is estimated by taking the difference between the mean of the observations which receive the treatment and the general mean".
ANOVA uses traditional standardized terminology. The definitional equation of sample variance is , where the divisor is called the degrees of freedom (DF), the summation is called the sum of squares (SS), the result is called the mean square (MS) and the squared terms are deviations from the sample mean. ANOVA estimates 3 sample variances: a total variance based on all the observation deviations from the grand mean, an error variance based on all the observation deviations from their appropriate treatment means, and a treatment variance. The treatment variance is based on the deviations of treatment means from the grand mean, the result being multiplied by the number of observations in each treatment to account for the difference between the variance of observations and the variance of means.
The fundamental technique is a partitioning of the total sum of squares SS into components related to the effects used in the model. For example, the model for a simplified ANOVA with one type of treatment at different levels.
The number of degrees of freedom DF can be partitioned in a similar way: one of these components (that for error) specifies a chi-squared distribution which describes the associated sum of squares, while the same is true for "treatments" if there is no treatment effect.
See also Lack-of-fit sum of squares.
The F-test is used for comparing the factors of the total deviation. For example, in one-way, or single-factor ANOVA, statistical significance is tested for by comparing the F test statistic
where MS is mean square, = number of treatments and = total number of cases
to the F-distribution with , degrees of freedom. Using the F-distribution is a natural candidate because the test statistic is the ratio of two scaled sums of squares each of which follows a scaled chi-squared distribution.
The expected value of F is (where n is the treatment sample size) which is 1 for no treatment effect. As values of F increase above 1, the evidence is increasingly inconsistent with the null hypothesis. Two apparent experimental methods of increasing F are increasing the sample size and reducing the error variance by tight experimental controls.
There are two methods of concluding the ANOVA hypothesis test, both of which produce the same result:
The ANOVA F-test is known to be nearly optimal in the sense of minimizing false negative errors for a fixed rate of false positive errors (i.e. maximizing power for a fixed significance level). For example, to test the hypothesis that various medical treatments have exactly the same effect, the F-test's p-values closely approximate the permutation test's p-values: The approximation is particularly close when the design is balanced.Such permutation tests characterize tests with maximum power against all alternative hypotheses, as observed by Rosenbaum. The ANOVA F-test (of the null-hypothesis that all treatments have exactly the same effect) is recommended as a practical test, because of its robustness against many alternative distributions.
ANOVA consists of separable parts; partitioning sources of variance and hypothesis testing can be used individually. ANOVA is used to support other statistical tools. Regression is first used to fit more complex models to data, then ANOVA is used to compare models with the objective of selecting simple(r) models that adequately describe the data. "Such models could be fit without any reference to ANOVA, but ANOVA tools could then be used to make some sense of the fitted models, and to test hypotheses about batches of coefficients." ...""[W]e think of the analysis of variance as a way of understanding and structuring multilevel models—not as an alternative to regression but as a tool for summarizing complex high-dimensional inferences
The simplest experiment suitable for ANOVA analysis is the completely randomized experiment with a single factor. More complex experiments with a single factor involve constraints on randomization and include completely randomized blocks and Latin squares (and variants: Graeco-Latin squares, etc.). The more complex experiments share many of the complexities of multiple factors. A relatively complete discussion of the analysis (models, data summaries, ANOVA table) of the completely randomized experiment is available.
ANOVA generalizes to the study of the effects of multiple factors. When the experiment includes observations at all combinations of levels of each factor, it is termed factorial. Factorial experiments are more efficient than a series of single factor experiments and the efficiency grows as the number of factors increases.Consequently, factorial designs are heavily used.
The use of ANOVA to study the effects of multiple factors has a complication. In a 3-way ANOVA with factors x, y and z, the ANOVA model includes terms for the main effects (x, y, z) and terms for interactions (xy, xz, yz, xyz). All terms require hypothesis tests. The proliferation of interaction terms increases the risk that some hypothesis test will produce a false positive by chance. Fortunately, experience says that high order interactions are rare. [ verification needed ] The ability to detect interactions is a major advantage of multiple factor ANOVA. Testing one factor at a time hides interactions, but produces apparently inconsistent experimental results.
Caution is advised when encountering interactions; Test interaction terms first and expand the analysis beyond ANOVA if interactions are found. Texts vary in their recommendations regarding the continuation of the ANOVA procedure after encountering an interaction. Interactions complicate the interpretation of experimental data. Neither the calculations of significance nor the estimated treatment effects can be taken at face value. "A significant interaction will often mask the significance of main effects."Graphical methods are recommended to enhance understanding. Regression is often useful. A lengthy discussion of interactions is available in Cox (1958). Some interactions can be removed (by transformations) while others cannot.
A variety of techniques are used with multiple factor ANOVA to reduce expense. One technique used in factorial designs is to minimize replication (possibly no replication with support of analytical trickery) and to combine groups when effects are found to be statistically (or practically) insignificant. An experiment with many insignificant factors may collapse into one with a few factors supported by many replications.
Numerous fully worked numerical examples are available in standard textbooks and online. A simple case uses one-way (a single factor) analysis.
Some analysis is required in support of the design of the experiment while other analysis is performed after changes in the factors are formally found to produce statistically significant changes in the responses. Because experimentation is iterative, the results of one experiment alter plans for following experiments.
In the design of an experiment, the number of experimental units is planned to satisfy the goals of the experiment. Experimentation is often sequential.
Early experiments are often designed to provide mean-unbiased estimates of treatment effects and of experimental error. Later experiments are often designed to test a hypothesis that a treatment effect has an important magnitude; in this case, the number of experimental units is chosen so that the experiment is within budget and has adequate power, among other goals.
Reporting sample size analysis is generally required in psychology. "Provide information on sample size and the process that led to sample size decisions."The analysis, which is written in the experimental protocol before the experiment is conducted, is examined in grant applications and administrative review boards.
Besides the power analysis, there are less formal methods for selecting the number of experimental units. These include graphical methods based on limiting the probability of false negative errors, graphical methods based on an expected variation increase (above the residuals) and methods based on achieving a desired confident interval.
Power analysis is often applied in the context of ANOVA in order to assess the probability of successfully rejecting the null hypothesis if we assume a certain ANOVA design, effect size in the population, sample size and significance level. Power analysis can assist in study design by determining what sample size would be required in order to have a reasonable chance of rejecting the null hypothesis when the alternative hypothesis is true.
Several standardized measures of effect have been proposed for ANOVA to summarize the strength of the association between a predictor(s) and the dependent variable or the overall standardized difference of the complete model. Standardized effect-size estimates facilitate comparison of findings across studies and disciplines. However, while standardized effect sizes are commonly used in much of the professional literature, a non-standardized measure of effect size that has immediately "meaningful" units may be preferable for reporting purposes.
It is always appropriate to carefully consider outliers. They have a disproportionate impact on statistical conclusions and are often the result of errors.
It is prudent to verify that the assumptions of ANOVA have been met. Residuals are examined or analyzed to confirm homoscedasticity and gross normality.Residuals should have the appearance of (zero mean normal distribution) noise when plotted as a function of anything including time and modeled data values. Trends hint at interactions among factors or among observations. One rule of thumb: "If the largest standard deviation is less than twice the smallest standard deviation, we can use methods based on the assumption of equal standard deviations and our results will still be approximately correct."
A statistically significant effect in ANOVA is often followed up with one or more different follow-up tests. This can be done in order to assess which groups are different from which other groups or to test various other focused hypotheses. Follow-up tests are often distinguished in terms of whether they are planned (a priori) or post hoc. Planned tests are determined before looking at the data and post hoc tests are performed after looking at the data.
Often one of the "treatments" is none, so the treatment group can act as a control. Dunnett's test (a modification of the t-test) tests whether each of the other treatment groups has the same mean as the control.
Post hoc tests such as Tukey's range test most commonly compare every group mean with every other group mean and typically incorporate some method of controlling for Type I errors. Comparisons, which are most commonly planned, can be either simple or compound. Simple comparisons compare one group mean with one other group mean. Compound comparisons typically compare two sets of groups means where one set has two or more groups (e.g., compare average group means of group A, B and C with group D). Comparisons can also look at tests of trend, such as linear and quadratic relationships, when the independent variable involves ordered levels.
Following ANOVA with pair-wise multiple-comparison tests has been criticized on several grounds.There are many such tests (10 in one table) and recommendations regarding their use are vague or conflicting.
There are several types of ANOVA. Many statisticians base ANOVA on the design of the experiment, [ citation needed ]especially on the protocol that specifies the random assignment of treatments to subjects; the protocol's description of the assignment mechanism should include a specification of the structure of the treatments and of any blocking. It is also common to apply ANOVA to observational data using an appropriate statistical model.
Some popular designs use the following types of ANOVA:
Balanced experiments (those with an equal sample size for each treatment) are relatively easy to interpret; Unbalanced experiments offer more complexity. For single-factor (one-way) ANOVA, the adjustment for unbalanced data is easy, but the unbalanced analysis lacks both robustness and power.For more complex designs the lack of balance leads to further complications. "The orthogonality property of main effects and interactions present in balanced data does not carry over to the unbalanced case. This means that the usual analysis of variance techniques do not apply. Consequently, the analysis of unbalanced factorials is much more difficult than that for balanced designs." In the general case, "The analysis of variance can also be applied to unbalanced data, but then the sums of squares, mean squares, and F-ratios will depend on the order in which the sources of variation are considered." The simplest techniques for handling unbalanced data restore balance by either throwing out data or by synthesizing missing data. More complex techniques use regression.
ANOVA is (in part) a test of statistical significance. The American Psychological Association holds the view that simply reporting statistical significance is insufficient and that reporting confidence bounds is preferred.
While ANOVA is conservative (in maintaining a significance level) against multiple comparisons in one dimension, it is not conservative against comparisons in multiple dimensions.
ANOVA is considered to be a special case of linear regressionwhich in turn is a special case of the general linear model. All consider the observations to be the sum of a model (fit) and a residual (error) to be minimized.
The Kruskal–Wallis test and the Friedman test are nonparametric tests, which do not rely on an assumption of normality.
Below we make clear the connection between multi-way ANOVA and linear regression.
Linearly re-order the data so that observation is associated with a response and factors where denotes the different factors and is the total number of factors. In one-way ANOVA and in two-way ANOVA . Furthermore, we assume the factor has levels, namely . Now, we can one-hot encode the factors into the dimensional vector .
The one-hot encoding function is defined such that the entry of is
The vector is the concatenation of all of the above vectors for all . Thus, . In order to obtain a fully general -way interaction ANOVA we must also concatenate every additional interaction term in the vector and then add an intercept term. Let that vector be .
With this notation in place, we now have the exact connection with linear regression. We simply regress response against the vector . However, there is a concern about identifiability. In order to overcome such issues we assume that the sum of the parameters within each set of interactions is equal to zero. From here, one can use F-statistics or other methods to determine the relevance of the individual factors.
We can consider the 2-way interaction example where we assume that the first factor has 2 levels and the second factor has 3 levels.
Define if and if , i.e. is the one-hot encoding of the first factor and is the one-hot encoding of the second factor.
where the last term is an intercept term. For a more concrete example suppose that
|Wikimedia Commons has media related to Analysis of variance .|
The power of a binary hypothesis test is the probability that the test rejects the null hypothesis (H0) when a specific alternative hypothesis (H1) is true. The statistical power ranges from 0 to 1, and as statistical power increases, the probability of making a type II error (wrongly failing to reject the null) decreases. For a type II error probability of β, the corresponding statistical power is 1 − β. For example, if experiment 1 has a statistical power of 0.7, and experiment 2 has a statistical power of 0.95, then there is a stronger probability that experiment 1 had a type II error than experiment 2, and experiment 2 is more reliable than experiment 1 due to the reduction in probability of a type II error. It can be equivalently thought of as the probability of accepting the alternative hypothesis (H1) when it is true—that is, the ability of a test to detect a specific effect, if that specific effect actually exists. That is,
An F-test is any statistical test in which the test statistic has an F-distribution under the null hypothesis. It is most often used when comparing statistical models that have been fitted to a data set, in order to identify the model that best fits the population from which the data were sampled. Exact "F-tests" mainly arise when the models have been fitted to the data using least squares. The name was coined by George W. Snedecor, in honour of Sir Ronald A. Fisher. Fisher initially developed the statistic as the variance ratio in the 1920s.
Analysis of covariance (ANCOVA) is a general linear model which blends ANOVA and regression. ANCOVA evaluates whether the means of a dependent variable (DV) are equal across levels of a categorical independent variable (IV) often called a treatment, while statistically controlling for the effects of other continuous variables that are not of primary interest, known as covariates (CV) or nuisance variables. Mathematically, ANCOVA decomposes the variance in the DV into variance explained by the CV(s), variance explained by the categorical IV, and residual variance. Intuitively, ANCOVA can be thought of as 'adjusting' the DV by the group means of the CV(s).
In statistics, an interaction may arise when considering the relationship among three or more variables, and describes a situation in which the effect of one causal variable on an outcome depends on the state of a second causal variable. Although commonly thought of in terms of causal relationships, the concept of an interaction can also describe non-causal associations. Interactions are often considered in the context of regression analyses or factorial experiments.
In the statistical theory of the design of experiments, blocking is the arranging of experimental units in groups (blocks) that are similar to one another.
In statistics, a full factorial experiment is an experiment whose design consists of two or more factors, each with discrete possible values or "levels", and whose experimental units take on all possible combinations of these levels across all such factors. A full factorial design may also be called a fully crossed design. Such an experiment allows the investigator to study the effect of each factor on the response variable, as well as the effects of interactions between factors on the response variable.
Most of the terms listed in Wikipedia glossaries are already defined and explained within Wikipedia itself. However, glossaries like this one are useful for looking up, comparing and reviewing large numbers of terms together. You can help enhance this page by adding new terms or writing definitions for existing ones.
Genstat is a statistical software package with data analysis capabilities, particularly in the field of agriculture.
Mauchly's sphericity test is a statistical test used to validate a repeated measures analysis of variance (ANOVA).
In statistics, one-way analysis of variance is a technique that can be used to compare means of two or more samples. This technique can be used only for numerical response data, the "Y", usually one variable, and numerical or (usually) categorical input data, the "X", always one variable, hence "one-way".
Named after the Dutch mathematician Bartel Leendert van der Waerden, the Van der Waerden test is a statistical test that k population distribution functions are equal. The Van der Waerden test converts the ranks from a standard Kruskal-Wallis one-way analysis of variance to quantiles of the standard normal distribution. These are called normal scores and the test is computed from these normal scores.
Repeated measures design is a research design that involves multiple measures of the same variable taken on the same or matched subjects either under different conditions or over two or more time periods. For instance, repeated measurements are collected in a longitudinal study in which change over time is assessed.
In statistics, restricted randomization occurs in the design of experiments and in particular in the context of randomized experiments and randomized controlled trials. Restricted randomization allows intuitively poor allocations of treatments to experimental units to be avoided, while retaining the theoretical benefits of randomization. For example, in a clinical trial of a new proposed treatment of obesity compared to a control, an experimenter would want to avoid outcomes of the randomization in which the new treatment was allocated only to the heaviest patients.
In the design of experiments, completely randomized designs are for studying the effects of one primary factor without the need to take other nuisance variables into account. This article describes completely randomized designs that have one primary factor. The experiment compares the values of a response variable based on the different levels of that primary factor. For completely randomized designs, the levels of the primary factor are randomly assigned to the experimental units.
The following is a glossary of terms. It is not intended to be all-inclusive.
In statistics, a mixed-design analysis of variance model is used to test for differences between two or more independent groups whilst subjecting participants to repeated measures. Thus, in a mixed-design ANOVA model, one factor is a between-subjects variable and the other is a within-subjects variable. Thus, overall, the model is a type of mixed-effects model.
In statistics, Tukey's test of additivity, named for John Tukey, is an approach used in two-way ANOVA to assess whether the factor variables are additively related to the expected value of the response variable. It can be applied when there are no replicated values in the data set, a situation in which it is impossible to directly estimate a fully general non-additive regression structure and still have information left to estimate the error variance. The test statistic proposed by Tukey has one degree of freedom under the null hypothesis, hence this is often called "Tukey's one-degree-of-freedom test."
In randomized statistical experiments, generalized randomized block designs (GRBDs) are used to study the interaction between blocks and treatments. For a GRBD, each treatment is replicated at least two times in each block; this replication allows the estimation and testing of an interaction term in the linear model.
In statistics, one purpose for the analysis of variance (ANOVA) is to analyze differences in means between groups. The test statistic, F, assumes independence of observations, homogeneous variances, and population normality. ANOVA on ranks is a statistic designed for situations when the normality assumption has been violated.
In statistics, the two-way analysis of variance (ANOVA) is an extension of the one-way ANOVA that examines the influence of two different categorical independent variables on one continuous dependent variable. The two-way ANOVA not only aims at assessing the main effect of each independent variable but also if there is any interaction between them.
This article's further reading may not follow Wikipedia's content policies or guidelines . Please improve this article by removing less relevant or redundant publications with the same point of view; or by incorporating the relevant publications into the body of the article through appropriate citations. (November 2014) (Learn how and when to remove this template message)
|Wikiversity has learning resources about Analysis of variance|