introduction to anova introduction to statistics chapter 13 apr 13-15, 2010 classes #23-24
TRANSCRIPT
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Introduction to ANOVA
Introduction to StatisticsChapter 13
Apr 13-15, 2010Classes #23-24
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Where are we?
Concluded material on t-tests & introduction of hypothesis testingGood conceptual & computational foundation
for more advanced inferential statistics Turn now to ANOVA – more complex
statisticGood preparation for more complex situations
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A slightly different type of research design…
You have three different groups of people, and want to compare the outcomes of these three groups
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What are you expecting?
1. you might be predicting specific differences (e.g., group A will have a higher score than both group B and group C)
2. you might be predicting a difference somewhere
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What to do?
If you have a concrete idea of where the differences lie, based on theory and previous research, you can conduct planned comparisonsDirectly test just for where you think the
differences are
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What to do?
If you think there’s a difference somewhere, but you want to be able to make all the possible comparisons to see where it might be, you can’t use this strategy
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Why not?
With each statistically significant test, there is a p probability that that result was just due to chance, if the null hypothesis was correct
more tests, more likelihood of Type 1 error
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What to do?
Need a new test, to make comparisons across all levels of predictor variable
ANOVAStands for analysis of varianceJust like t-tests, different typesWill discuss 3 types
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First type of ANOVA
Comparable to independent samples t-testUsed with one predictor variableUsed with continuous criterion variableUsed with between-subjects design
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The idea behind ANOVA
Key question = where does variability lie? Two sources:
Within people in each group or condition Between groups or conditions
If research hypothesis is true, where will there be the most variability?
What if the null hypothesis is true?
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Illustrate Logic of ANOVA
Group1 Group2 Group3 Group4
27 36 17 34
31 35 21 36
25 29 22 30
27 33 22 32
24 38 21 32
27 36 15 32
M = 26.8 M = 34.5 M = 19.7 M = 32.7
We want to evaluate the effects of 4 different drugs on participants level of depression as measured by the Beck
Depression Inventory.
An ANOVA allows us to quantify how far apart the sample means must be before we are no longer
willing to say they are all “approximately” equal.
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Introduction to ANOVA ANOVA – the ANalysis Of Variance
(1) Inferential hypothesis-testing procedure(2) Tremendous advantage over t-tests:
used to compare MULTIPLE (two or more) treatments
(3) Provides researchers with much greater flexibility in design and analysis of experiments
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Introduction to ANOVA ANOVA – the ANalysis Of Variance
(4) Multiple Forms – In Chapter 13 we’ll look at the simplest: Single-factor, independent measures ANOVA
(a) factor: new name for the independent variable (b) independent measures: separate sample for
each treatment (c) level: the individual treatment conditions that
make up a factor
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Research Design for ANOVA
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Factors and Levels Can be multiple factors (IV’s) and levels
(variations) Expressed as factors x levels
How many factors? How many levels?
Therapist Experience
experienced (+) inexperienced (-)
Treatment treatment A tx A + exp tx A + inexp
treatment B tx B + exp tx B + inexp
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Example of ANOVA Four different test times (8am, 12pm, 4pm, and
8pm)
Does time of test affect scores? ANOVA uses variance to assess differences
among the sample means
Tx1 Tx2 Tx3 Tx4
25 30 27 22
28 29 20 27
22 30 21 24
M = 25 M = 29.67 M = 22.67 M = 24.33
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Variability Components for ANOVA
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The Logic of ANOVA (1) First, determine total variability for data set
Tx1 Tx2 Tx3 Tx4
25 30 27 22
28 29 20 27
22 30 21 24
M = 25 M = 29.67 M = 22.67 M = 24.33
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The Logic of ANOVA
(2) Next, break this variability into two components: (a) Between-Treatments variance – two sources:
Treatment Effect: Differences are caused by treatments.
Chance: Differences simply due to chance. (b) Within-Treatments variance – one source:
Chance: Differences simply due to chance.
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Partitioning variance
Math behind ANOVA = Variance between groups (MS between)
Divided by
Variance within groups (MS within, or MS error; like pooled variance from independent samples t-test)
This ratio referred to as F value
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Forming an F-Ratio (3) Finally, determine the variance due to the
treatments alone by forming an F-Ratio.
F = Variance Between-Treatments
Variance Within-TreatmentsOr in terms of sources…
F = Treatment Effect + Differences due to Chance
Differences due to Chance
If no treatment effect exists, F = 1.00 If there IS some treatment effect, F > 1.00 ( but not
automatically statistically significant)
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Thinking about F
Variance can’t be negative F is always positive
If F = 1, same amount of variance between groups as within groups keep null hypothesis
If F > 1, more variance between groups than within groups if F large enough, reject null
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How big is big enough?
Just like all statistics, have critical F value We will be using Table B.4 (page 590-592)
Size of F is dependent on: Significance value (table uses either .01 or .05) Whether one-tailed or two-tailed test Number of groups comparing ( numerator df =
number of groups – 1) Number of participants ( denominator df = sum of
df across all groups, or sample size – number of groups)
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Error Term
Error due to chance Does the treatment effect (difference
among means) produce greater variability between groups than that expected by chance?
The denominator in the F ratio
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The Structure of ANOVA Calculations
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New Terms and Symbols
k = number of treatment conditions (levels and factors). For independent-measures study, k = # of separate samples.
n = number of scores in a treatment condition N = total number of scores in whole study (N = nk) T = sum of scores for each treatment condition G = sum of all scores in the study (Grand Total)
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Hypothesis Testing with ANOVA (4 steps)
STEP 1: State the Hypothesis H0: k (k = number of factor levels) H1 : µ1 ≠ µ2 ≠ µ3 ≠ µ4
(At least one is different from the others)
Tx1 Tx2 Tx3 Tx4
25 30 27 22
28 29 20 27
22 30 21 24
M = 25 M = 29.67 M = 22.67 M = 24.33
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Hypothesis Testing with ANOVA STEP 2: Locate the Critical region
• = .05
• Calculate dfbetween = k – 1
• Calculate dfwithin = N-k
• Calculate dftotal = N-1
• Critical F will be provided for you
• dfbetween + dfwithin = dftotal (always!)
• Begin to fill in the Source Table (ANOVA Table)
k = number of factor levels
n = number of scores in a treatment condition
N = total number of scores in whole study (N = nk)
T = sum of scores for each treatment condition
G = sum of all scores in the study (Grand Total)
Tx1 Tx2 Tx3 Tx4
25 30 27 22
28 29 20 27
22 30 21 24
M = 25 M = 29.67 M = 22.67 M = 24.33
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Hypothesis Testing with ANOVASTEP 2 continued…
Basic ANOVA Table
Source SS df MS F
Between SSbetween k-1 MSbetween F = Fcalculated
Within SSwithin N-k MSwithin
Total SStotal N-1
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Hypothesis Testing with ANOVA
STEP 3: Collect Data and Compute Sample Statistics SSbetween = (T2/n) – (G2/N)
SSwithin = SS inside each treatment =
(SS1+SS2+SS3+...+SSk)
SStotal = X2 – (G2/N) or SSbetween + SSwithin
MSbetween = SSbetween/dfbetween
MSwithin = SSwithin/dfwithin
F = MSbetween/MSwithin
Fill in source table (ANOVA Table)
*note: SSbetween + SSwithin = SStotal (always!) n = # of scores in a tx conditionn = # of scores in a tx conditionN = total # of scores in whole study N = total # of scores in whole study T = sum of scores for each tx conditionT = sum of scores for each tx conditionG = sum of all scores in the study (Grand Total)G = sum of all scores in the study (Grand Total)
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Hypothesis Testing with ANOVA
STEP 4: Make a DecisionGiven the Critical F-value (Fcritical ) - which will be
provided - decide whether or not to reject the null.Fobtained < Fcritical --> Fail to reject Ho. Fobtained > Fcritical --> Reject Ho.
Use Appendix B.4 (page 592-594) to find Fcritical
Bold-Faced = Fcritical for = 0.01
Light-Faced Fcritical for = 0.05 df-numerator = df-between
df-denominator = df-within
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Hypothesis Testing with ANOVA:Need to Organize Lots of Calculations
Basic ANOVA Table
Source SS df MS F
Between SSbetween k-1 MSbetween F = Fcalculated
Within SSwithin N-k MSwithin
Total SStotal N-1
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Example 1A researcher is interested in whether class
time affects exam scores. There are four different class times being examined: 8am, 12pm, 4pm, and 8pm. Run an ANOVA, = .05, to see if a significant difference exists between these treatments.
Null Hypothesis: H0: µ1 = µ2 = µ3 = µ4
Alternative Hypothesis: HA: µ1 ≠ µ2 ≠ µ3 ≠ µ4
(At least one µ is different from the others)
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Example 1 DATA
Trt. 1 Trt. 2 Trt. 3 Trt. 425 30 27 2228 29 20 2722 30 21 24
m1=25 m2=29.67 m3=22.67 m4=24.33
T1=75 T2=89 T3=68 T4=73
SS1=18 SS2=0.67 SS3=28.67 SS4=12.67
n1=3 n2=3 n3=3 n4=3
X2 = 7893G = 305N = 12k = 4
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Example 1 CalculationsSSbetween = (T2/n) – (G2/N)
SSbetween = ((752/3)+(892/3)+(682/3)+(732/3))- (93,025/12)
SSbetween=((5625/3)+(7921/3)+(4624/3)+(5329/3))-7752.083
SSbetween = (1875+2640.33+1541.33+1776.33)-7752.083
SSbetween = 7832.99 – 7752.083
SSbetween = 80.91
SSwithin = SS1+SS2+SS3+SS4
SSwithin = 18+.67+28.67+12.67
SSwithin = 60.01
SStotal = X2 – (G2/N) OR SSbetween + SSwithin
SStotal = 7893-7752.083 OR 80.91+ 60.01
SStotal = 140.92
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Example 1 ANOVA and Decision
Source SS df MS Fcalculated
Between 80.91 3 26.97 3.596
Within 60.01 8 7.50
TOTAL 140.92 11
Fcritical = 4.07
Fcalculated < Fcritical fail to reject H0
3.596 < 4.07 Fail to reject H0
Use Appendix B.4 (pp. 592-594) for Fcritical
df numerator = 3 (df for between)
df denominator = 8 (df for within)
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Example 2
A researcher is interested in whether a new drug affects activity level of lab animals. There are three different doses being examined: low, medium, large. Run an ANOVA, = .05, to see if a significant difference exists between these doses.
Null Hypothesis:
Alternative:
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Example 2 DATADose 1 (lo) Dose 2 (med) Dose 3 (hi)0 1 51 3 83 4 60 1 41 1 7
mean1= mean2= mean3=
T1= T2= T3=
SS1= SS2= SS3=
n1=5 n2=5 n3=5
X2 = G = N = k =
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Example 2 CalculationsSSbetween = (T2/n) – (G2/N)
SSbetween =
SSbetween=
SSbetween =
SSbetween =
SSbetween =
SSwithin = SS1+SS2+SS3+SS4
SSwithin =
SSwithin =
SStotal = X2 – (G2/N) OR SSbetween + SSwithin
SStotal =
SStotal =
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Example 2 ANOVA and DecisionSource SS df MS Fcalculated
Between
Within
TOTAL
Fcritical =
If Fobtained < Fcritical fail to reject H0
df numerator = (df for between)
df denominator = (df for within)
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Effect size
Don’t use Cohen’s d anymore… Instead, r2 – like always, refers to amount of variance explained by
knowing which group someone belongs to = SS between treatments, divided by SS total (SPSS will compute – need to check off “effect size estimation” under “options”)
r2 = SS between treatments = SS between treatments SS between + SS within SS total
When computed for ANOVA, r2 frequently referred to as eta squared (2)
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There’s a difference – now, where is it?
If your F value is great than your critical value, you can reject the null hypothesis
But, because you have more than two groups, you just know there’s a difference somewhere
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Post-hoc tests
These look for where the differences are
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One option: Tukey Honestly Significant Difference Test (HSD)
Strategy: test computes how large the difference between two groups needs to be, based on variance and sample size; then, any two groups whose difference exceeds this are considered to be significantly different
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Tukey HSD
group
within
nMS
qHSD
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A second option: Scheffé
More conservative than Tukey The strategy: uses overall variance
estimate (MS error) from overall ANOVA, also uses numerator df from overall ANOVA keeps critical F higher
Uses MS between for the specific comparison between two groups at a time
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Example 3
A high school girls basketball coach is unhappy with the free throw shooting % of her team. In fact, last year her team finished last in the league in this category. This season she wants significant improvement so she has hired a sport psychologist to implement new techniques during preseason practices to determine the method to be employed to help her girls to improve.
She teaches them two focusing strategies – 1st an internal and 2nd an external strategy
She then allows half to continue using their preferred strategy while forcing the other half to change their focus
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Example 3
What is the DV? What is the IV? Make a diagram of this design. How many groups are being tested?
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Example 3
For a fair comparison, during preseason competition she records only the first 15 free throws taken by each of her 16 players. The number of shots made are listed
II IE EE EI
12 4 7 10
14 6 5 3
10 6 5 2
10 2 1 9
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Example 3
Are the groups different?
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Credits
http://myweb.liu.edu/~nfrye/psy801/ch13.ppt http://homepages.wmich.edu/~malavosi/Chapter%2013_ANOVA_5thedition.
ppt#2