Chapter 11 – Analysis of Variance Objective: To test the hypothesis that three or more population means are equal. Section 11.1: F Distribution properties 1) The F distribution is not symmetric; it is skewed to the right. 2) 3) The values of F can be zero (0) or positive (+), but they cannot be negative. There is a different F distribution for each pair of degrees of freedom for the numerator and denominator. 11.2: One-Way ANOVA In the past, we used the two-sample t procedures to compare the means of two populations or the mean responses to two treatments in an experiment. What about problems involving more than two populations? ANOVA: Analysis of Variance – a statistical technique for comparing several means The Problem of Multiple Regressions How do we compare multiple means? o Use the two-sample t test several times? No. For example, we might compare three means. The weakness of doing three tests is that we get three P-values, one for each test alone. That doesn’t tell us how likely it is that three sample means are spread apart as far as these are. o We can’t safely compare many parameters by doing tests or confidence intervals for two parameters at a time. What would we conclude? This is the problem of multiple comparisons. Statistical methods for dealing with multiple comparisons usually have two steps: 1. An overall test to see if there is good evidence of any differences among the parameters 2. A detailed follow-up analysis to decide which of the parameters differ and to estimate how large the differences are. The Analysis of Variance F-test Let’s say we want to test the null hypothesis that there are no differences among the 3 means: The alternative hypothesis is that there is some difference: The alternative hypothesis is no longer one-sided or two-sided. It is “many-sided,” because it allows any relationship other than “all three equal.” The test of H0 against HA is called the analysis of variance F test. (Don’t confuse the ANOVA F, which compares several means, with the F statistic.) Comparing several means is the simplest form of ANOVA, called one-way ANOVA, and is the only form we will study. o Example: We have three different groups (smokers, nonsmokers, and exposed to smoke) and we measure the nicotine. Why can’t we just test two hypothesis samples at a time? Null Hypothesis: Alternative Hypothesis: F-Statistic: Degrees of Freedom: o Example: Find the degrees of freedom for Conditions: The ANOVA F statistic has the form: The measures of variation in the numerator and denominator of F are called mean squares. You can find 𝑥̅ from the I sample means by Mean Squares for Groups: Mean Square for Error: Because MSE is an average of the individual sample variances, it is also called the pooled sample variance, written as . The square root of MSE is the pooled standard deviation, sp. The confidence interval for µi is: One-Way ANOVA Examples: Check the appropriate assumptions and conditions and carry out the ANOVA test. 1. A small study was run to compare head injuries of car sizes. Subcompact Compact Midsize Full Size Source Group Error Total n=5 n=5 n=5 n=5 DF x = 668.8 x = 555.8 x = 486.8 x = 537.8 Sum of Square 88,425 475,323 s =242 s = 91 s =167.7 s = 154.6 Mean Square F P-Value -------------------------- ------------------------- 2. The percentage of students taking state assessment tests was compared for samples of three different levels: elementary, middle, high school. Level n Mean S.D Elem Middle HS 49 17 12 70.98 62.72 46.33 18.25 18.44 14.09 Source Group Error Total DF Sum of Square 5986 23604 Mean Square F P-Value --------------------------- ------------------------- 3. Based on the preceding results, what do you conclude about the claim that the three age-group populations have the same mean body temperature? Source Group Error Total 18-20 21-29 30 and older 98.0 98.4 97.7 98.5 97.1 99.6 98.2 99.0 98.2 97.9 98.6 98.6 97.0 97.5 97.3 DF Sum of Square Mean Square F P-Value ----------------------------- -------------------------