Final Exam Flashcards
ANOVA (what does it do?)
Analysis of variance: tests differences among the means of multiple groups
Compares variance among subject within groups (the error mean square, MSerror) to the variation among the sampled individuals in different groups (the group mean square, MSgroups)
Test Stat for ANOVA
What is it under Ho? Ha?
Test Stat : the F-ratio. (F=MSgroup/MSerror)
Under Ho: F-ratio should be about 1, except by chance
- MSgroups = MSerror
Under Ha: F-ratio will exceed 1.
- MSgroups > MSerror
Assumptions of ANOVA
- Normal Distribution in each of the k populations
- Random Sampling
- Variance is the same is all k populations
SStotal equation
Total sum of squares
SStotal = SSerror + SSgroups
SSerror equation (check notes sheet)
Error sum of squares
the sum of ((the standard dev of group i ^ squared) x (number of observations in group i minus 1)
the sum of (si^squared)x(ni-1)
Grand mean
(Y-bar) The mean of all the data from all groups combined
Y-bar = Add up all the data points from all groups / number of data points (N)
Finding F-Ratio
- Find the grand mean
- Calculate SSgroups and SSerror
- Calculate SStotal
- Calculate MSgroups and MSerror
- Calculate F-ratio
- Use F-distribution table to find our critical value with our numerator df, denominator df, and alpha level.
- Compare and find out p-value
- Reject / Fail to Reject Ho
MSgroups
Group mean square: observed amount of variation among the subjects from all the group sample means (among)
MSgroups = SSgroups / dfgroups
dfgroups = k - 1
k=number of groups
MSerror
error mean square: variance among subjects that belong to the same group (within)
MSerror = SSerror / dferror
dferror = N - k
N = total number of data points in all groups k = number of groups
Robustness of ANOVA
Robust to deviations from normality assumption.
Robust to deviations from equal variance assumptions
*Kruskal-Wallis test
nonparametric method based on ranks, or analysis of variance based on ranks.
Planned Comparison vs. Unplanned Comparison
Planned: a comparison between means planned during the design of the study, identified before the data are examined
Unplanned: a comparison of multiple comparisons, such as between all pairs of means, carried out to help determine where differences between means lie. (Data dredging)
Tukey-Kramer Test
- Used to test all pairs of means to find out which groups stand apart from the others
- Type of unplanned comparison
Assumptions of Tukey-Kramer Test
- Normal Distribution
- Random Sampling
- Equal variance
*Not as robust as ANOVA
fixed effects vs. random effects
Fixed: Testing an explanatory variable using ANOVA on fixed groups - studies on predetermined groups and of direct interest.
Random: Testing an explanatory variable using ANOVA applied to random groups. groups are randomly sampled from a population of possible groups.
ANOVA on Random Groups
- Planned and Unplanned comparisons are not used
- Instead we use variance components : the amount of the variance in the data that is among random groups (sigma-A^squared)and the amount that is within groups (sigma^squared)
Repeatability
The fraction of the summed variance that is present among groups
Repeatability = s-A^squared / (s-A^squared + MSerror)
k (ANOVA)
number of groups
In ANOVA, if Ho is false
We expect to see MSgroups be greater than MSerror, so the F-ratio is greater than 1.
In ANOVA if Ho is true
Then the F-ratio will be about 1, except by chance.
MSgroups and MSerror should be about even
What does the ANOVA table include?
- Source of variation (groups, error, total)
- Sum of squares (g, e, tot)
- df (g, e, tot)
- mean squares (g, e)
- F ratio
- p value
Yij
The jth individual in the ith group
Group mean
(Y-bar sub i)