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10 Analysis of Variance (ANOVA)

From t to F
Logic of ANOVA
Source of Variance
The F ratio

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From t to F
In the independent samples t test, you learned
how to use the t distribution to test the
hypothesis of no difference between two
population means.
Suppose, however, that we wish to know about
the relative effect of three or more different
treatments?

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From t to F
We could use the t test to make comparisons among each
possible combination of two means.
However, this method is inadequate in several ways.
It is tedious to compare all possible combinations of groups.
Any statistic that is based on only part of the evidence (as is the
case when any two groups are compared) is less stable than one
based on all of the evidence.
There are so many comparisons that some will be significant by
chance.

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From t to F
What we need is some kind of survey test that will
tell us whether there is any significant difference
anywhere in an array of categories.
If it tells us no, there will be no point in searching
further.
Such an overall test of significance is the F test, or
the analysis of variance, or ANOVA.

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The logic of ANOVA

Hypothesis testing in ANOVA is about whether the
means of the samples differ more than you would
expect if the null hypothesis were true.
This question about means is answered by analyzing
variances.
Among other reasons, you focus on variances because
when you want to know how several means differ, you are
asking about the variances among those means.

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Two Sources of Variability

In ANOVA, an estimate of variability between groups is
compared with variability within groups.

Within-group variation is the

variation due to chance (random
sampling error) among
individuals given the same
treatment.

Between-group variation is the

variation among the means of
the different treatment
conditions due to chance
(random sampling error) and
treatment effects, if any exist.

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Variability Between Groups

There is a lot of variability from one mean to the next.

Large differences between means probably are not due to
chance.
It is difficult to imagine that all six groups are random
samples taken from the same population.
The null hypothesis is rejected, indicating a treatment effect
in at least one of the groups.

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Variability Within Groups

Same amount of variability between group means.

However, there is more variability within each group.
The larger the variability within each group, the less
confident we can be that we are dealing with samples
drawn from different populations.

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The F Ratio
A N O V A (F )
T o ta l V a r ia tio n A m o n g S c o r e s
W ith in -G r o u p s V a r ia tio n
V a ria t io n d u e t o c h a n c e .

B e tw e e n -G r o u p s V a r ia tio n
V a ria t io n d u e t o c h a n c e
a n d t r e a t m e n t e f f e c t ( i f a n y e x is t i s ) .

Between GroupVaria bility

F
Within GroupVaria bility

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Two Sources of Variability

F

Variabilit y Between Groups

Variabilit y Within G roups

F 1

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Two Sources of Variability

F

Variabilit y Between Groups

Variabilit y Within G roups

F 1

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The F Ratio

Variance

(X X )

2
s
n 1

Sum of Squares
Degrees of Freedom

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The F Ratio
A N O V A (F )
T o ta l V a r ia tio n A m o n g S c o r e s
W ith in -G r o u p s V a r ia tio n
V a ria t io n d u e t o c h a n c e .

B e tw e e n -G r o u p s V a r ia tio n
V a ria t io n d u e t o c h a n c e
a n d t r e a t m e n t e f f e c t ( i f a n y e x is t i s ) .

M e a n S q u a r e s W i t h in

M e a n S q u a r e s B e tw e e n

MSbetween
F
MSwithin

mean squares
between
mean squares
within

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The F Ratio
MSbetween
F
MSwithin
sum of squares between

SSbetween
MSbetween
df between
degrees of freedom between

sum of squares within

SSwithin
MSwithin
dfwithin
degrees of freedom within

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The F Ratio
MSbetween
F
MSwithin
SSwithin
MSwithin
dfwithin

SSbetween
MSbetween
df between

sum of squares total

SStotal SSbetween SSwithin

degrees of freedom
total

df total df between dfwithin

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The F Ratio: SS Between

SS between n( X group X grand )

2

SS between

T
G

n
N

Find each group total, square it,

and divide by the number of
subjects in the group.

Grand Total (add all of the

scores together, then square
the total)
Total number of subjects.

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The F Ratio: SS Within

SS within ( X X group )

SS within

T
X
n
2

Square each individual

score and then add up all of
the squared scores.

Squared group total.

Number of
subjects in
each group.

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The F Ratio: SS Total

SS total ( X X grand ) 2 ( X group X grand ) ( X X group )
2
G
2
SStotal X
N
Square each
score, then add all
of the squared
scores together.

Grand Total (add all of

the scores together,
then square the total)

Total number of subjects.

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Non-directional Test
In testing the hypothesis of no difference between two means,
a distinction was made between directional and nondirectional
alternative hypotheses.
Such a distinction no longer makes sense when the number of
means exceeds two.
A directional test is possible only in situations where there are
only two ways (directions) that the null hypothesis could be
false.
H0 may be false in any number of ways.
Two or more group means may be alike and the remainder differ, all
may be different, and so on.

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Example 1

A study compared the felt intensity of unrequited love among three groups:
individuals who were currently experiencing unrequited love,
individuals who had previously experienced unrequited love and
described their experiences retrospectively, and
individuals who had never experienced unrequited love but described
how they thought they would feel if they were to experience it.
Determine the significance of the difference among groups, using the .05
level of significance.
Imagined
7
6
5
6

Retrospective
12
8
9
11

Current
8
10
12
10

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Example 1
State the research hypothesis.
Do ratings of the intensity of unrequited love differ
if a person is feeling it now, remembering how it
felt, or imagining how it may feel?

State the statistical hypothesis.

H 0 : 1 2 3
H A : H 0 is false.

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Example 1
Set decision rule.
.05
df between number of groups 1 3 1 2
df within (n1 1) (n2 1) (n3 1) ( 4 1) (4 1) (4 1) 9

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Example 1
Set the decision rule.
.05
df between 2
df within 9
Fcrit 4.26

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Example 1
Calculate the test statistic.
Imagined

X2

Retrospective

X2

Current

X2

49

12

144

64

36

64

10

100

25

81

12

144

36

11

121

10

100

T:24

146

T:40

410

T:40

408

SS within

T2
X
n
2

Grand Total T:
104

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Example 1
Calculate the test statistic.
Retrospective

X2
49

Current

X2

12

X2
144

64

36

64

10

100

25

81

12

144

36

11

121

10

100

T:24

146

T:40

410

T:40

408

Imagined

SS between

T 2 G2

n
N

Grand Total:
104

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Example 1
MS between
F
MS within
MS between
MS within

SS between 42.67

21.34
df between
2

SS within 20

2.22
df within
9

MS between 21.34
F

9.61
MS within
2.22

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Example 1
Determine if your result is significant.
Reject H0, 9.61>4.26

Interpret your results.

There is a significant difference in the ratings of the intensity of
unrequited love depending on when (or if) the emotion was felt.

ANOVA Summary Table

In the literature, the ANOVA results are often summarized in a table.
Source

df

SS

MS

Between Groups

42.67

21.34

9.61

20

2.22

Within Groups
Total

11

62.67

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After the F Test

When an F turns out to be significant, we know, with
some degree of confidence, that there is a real
difference somewhere among our means.
But if there are more than two groups, we dont know
where that difference is.
Post hoc tests have been designed for doing pair-wise
comparisons after a significant F is obtained.

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Example 2
A psychologist interested in artistic preference randomly assigns
a group of 15 subjects to one of three conditions in which they
view a series of unfamiliar abstract paintings.
The 5 participants in the famous condition are led to
believe that these are each famous paintings.
The 5 participants in the critically acclaimed condition are
led to believe that these are paintings that are not famous but
are highly thought of by a group of professional art critics.
The 5 in the control condition are given no special
information about the paintings.
Does what people are told about paintings make a difference in
how well they are liked? Use the .01 level of significance.

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Example 2
Famous

Critically
Acclaimed

No Information

10

10

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Example 2
State the research hypothesis.
Does what people are told about paintings make a
difference in how well they are liked?

State the statistical hypothesis.

H 0 : 1 2 3
H A : H 0 is false.

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Example 2
Set decision rule.
.01
df between number of groups 1 3 1 2
df within (n1 1) (n 2 1) (n3 1) (5 1) (5 1) (5 1) 12
Fcrit 6.93

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Example 2
Famous

X2

Critically
Acclaimed

X2

No
Information

X2

10

100

25

16

49

36

25

81

10

100

49

64

16

T:40

338

T:20

100

T:25

151

SS total

SS total

2
G
X 2
N

Grand Total: 85

(85) 2
338 100 151
589 481.67 107.33
15

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Example 2
Famous

X2

Critically
Acclaimed

X2

No
Information

X2

10

100

25

16

49

36

25

81

10

100

49

64

16

T:40

338

T:20

100

T:25

151

SS between
SS between

T 2 G2

n
N

Grand Total: 85

40 2 20 2 25 2 (85) 2

320 80 125 481.67 43.33

5
5
5
15

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Example 2
Famous

X2

Critically
Acclaimed

X2

No
Information

X2

10

100

25

16

49

36

25

81

10

100

49

64

16

T:40

338

T:20

100

T:25

151

SS total SS between SS within

107.33 43.33 SS within

SS within 107.33 43.33 64

Grand Total: 85

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Example 2
MS between
F
MS within
MS between
MS within

SS between 43.33

21.67
df between
2

SS within 64

5.33
df within 12

MS between 21.67
F

4.06
MS within
5.33

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Example 2
Determine if your result is significant.
Retain H0, 4.06<6.93

Interpret your results.

People who are exposed to different kinds of
information (or no information) about a painting
do not differ in their ratings of how much they like
the painting.