Testing ANOVA assumptions Flashcards
A Type I error has been defined as the
probability of rejecting the null hypothesis when in fact the null hypothesis is true
•This applies to every statistical test that we perform on a set of data.
If we perform several statistical tests on a set of data we can effectively
increase the chance of making a Type I error.
If we perform two statistical tests on the same set of data then we have a…
range of opportunities of making a Type I error
•Type I error on the first test only
•Type I error on the second test only
•Type I error on both the first and the second test
What are per comparison errors?
Type I errors involving single tests
What are familywise errors?
A whole set of type 1 errors
E.g. •Type I error on the first test only
•Type I error on the second test only
•Type I error on both the first and the second test
The relationship between pre comparison and familywise error rates is very simple:
Afw = c ( Apc)
Where c is the number of comparisons
- So if we have made three comparisons, we can expect 3(0.05) = 0.15 errors. If we make twenty comparisons, we will on average make one error [200.05=1.0].
- Of course, if we make twenty comparisons, it is possible that we may be making 0, 1, 2 or in rare cases even more errors.
With planned comparisons :
Ignore the theoretical increase in familywise type I error rates and reject the null hypothesis at the usual per comparison level.
With post hoc or unplanned comparisons between the means:
we cannot afford to ignore the increase in familywise error rate
A variety of different post hoc tests are commonly used - for example:
- Scheffé
- Tukey HSD
- t-tests
- These tests vary in their ability to protect against Type I errors.
- Increasing Type I protection reduces Type II protection.
The Scheffe Test
- The Scheffé is calculated in exactly the same way as a planned comparison
- Scheffé differs in terms of the FCritical that is adopted.
- For the one-way between groups analysis of variance the critical F associated with an FScheffé is given by:
- where a is the number of treatment levels and F(dfA, dfS/A) is the critical value of F for the overall, omnibus analysis of variance.
- For our example
- Omnibus ANOVA critical value F(2,12)= 3.885. There were three treatment levels so (3-1)*3.885= 7.77.
- Fobserved = 14.29
Tukey HSD
- The Tukey (Honestly Significant Difference) test establishes a value for the smallest possible significant difference between two means.
- Any mean difference greater than the critical difference is significant
- The critical difference is given by:
- where q(a,df,a) is found in tables of the studentized range.
- This particular formula only works for between groups analysis of variance with equal cell sizes
- A variety of different formulae are used for different designs
What is a Bonferroni correction?
When comparing two means, a modified form of the t-test is available.
- For multiple comparisons the critical value of t is found using
- p=0.05/c
- where c is the number of comparisons.
When comparing two means, a:
modified form of the t-test is available
For multiple comparisons the critical value of t is found using:
- p=0.05/c
* where c is the number of comparisons
Post Hoc Tests
- Post-hoc tests are conservative – they reduce the chance of type I errors by greatly increasing type II errors.
- Only very robust effects will be significant.
- Null results using these tests are not easy to interpret.
- Many different post hoc tests exists and have different merits and problems
- Many post hoc tests are available on computer based statistical packages (e.g. SPSS or Experstat)
Post Hoc tests are conservative, this means…
- they reduce the chance of type I errors by greatly increasing type II errors.
- Only very robust effects will be significant.
Null results using post Hoc tests are not…
Easy to interpret
•Many different post hoc tests exists and have different merits and problems
•Many post hoc tests are available on computer based statistical packages (e.g. SPSS or Experstat)