2 Way Analysis of

Variance (ANOVA)
Peter Shaw

RU

ANOVA - a recapitulation.


This is a parametric test, examining whether the means
differ between 2 or more populations.

It generates a test statistic F, which can be thought of as a
signal:noise ratio. Thus large Values of F indicate a high
degree of pattern within the data and imply rejection of H0.


It is thus similar to the t test - in fact ANOVA on 2 groups is
equivalent to a t test [F = t2 ]
How to do an ANOVA:

table 1: Calculate total Sum of Squares for the
data Sstot = Σ (xi - μ)2
i

 = Σ (xi2) – CF
i


where CF = Correction factor = (Σixi * Σ xi) /N
i


2: calculate Treatment Sum of Squares SStrt =
Σt(Xt.*Xt.)/r - CF
 where Xt. = sum of all values within
treatment t


3: Draw up ANOVA table
 
Exact layout varies somewhat
ANOVA tables - I dislike SPSS’s version!


Learn as parrots:

Source DF SS MS F

Source df SS MS F

Treatment (T-1) SStrt SStrt / (T-1) MStrt / MSerr

Error Sserr
by subtraction = SSerr / DFerr
Total N-1 Sstot Variance
 One way ANOVA’s
limitations

This technique is only applicable when there
is one treatment used.

Note that the one treatment can be at 3, 4,…
many levels. Thus fertiliser trials with 10
concentrations of fertiliser could be analysed
this way, but a trial of BOTH fertiliser and
insecticide could not.
 Linear models..

Although rather worrying-looking, these equations formally define the
ANOVA model being used. (By understanding these equations you can
readily derive all of ANOVA from scratch)

The formal model underlying 1-Way ANOVA with Treatment A and r
replicates:

Xir = μ + Ai + Errir

Xir is the rth replicate of Treatment A applied at level i

Ai is the effect of treatment i (= difference between μ and mean of all data in
treatment i.
 Errtr is the unexplained error in Observation Xtr

Note that ΣAi = Σerrir = 0
 
Basic model: Data are deviations
μ from the global mean:
X = μ + Err
ir ir

Sum of vertical deviations squared
= SStot
Trt 1 Trt 2


1 way model: Data are deviations
A2 from treatment means:
A1 X = μ + A + Err
ir i ir

Sum of vertical deviations squared
= SSerr
Trt 1 Trt 2
 No model
 Xir just is!


H0 model:
μ X = μ + Err
ir ir

A1

1 way anova model:

μ
Xir = μ + Ai + Errir
Two-way ANOVA

Allows two different treatments to
be examined simultaneously.

In its simplest form it is all but
identical to 1 way, except that you
calculate 2 different treatment
sums of squares:
Calculate total Sum of Squares
Sstot= Σ (xi2) – CF
i

Calculate Sum of Squares for treatment A

SSA = ΣA(XA.*XA.)/r - CF

Calculate Sum of Squares for treatment B

SSB = ΣB(XB.*XB.)/r - CF
 2 Way ANOVA table
Source df SS MS F

Treatment A (NA-1) SSA SSA / (NA-1) MSA / MSerr

Treatment B (NB-1) SSB SSB / (NB-1) MSB / MSerr

Error By By
Subtraction Subtraction SSerr / DFerr
Total N-1 SStot Variance
 The 2 way Linear model

The formal model underlying 2-Way ANOVA, with 2 treatments A and B

Xikr = μ + Ai + Bk + errikr

Xikr is the rth replicate of Treatment A level i and treatment B level k

Ai is the effect of the ith level of treatment A (= difference between μ and
mean of all data in this treatment.

Bk is the effect of the kth level of treatment B (= difference between μ and
mean of all data in this treatment.


Errijr is the unexplained error in Observation Xijr

Note that ΣAi = ΣBk = Σerrikr = 0
 To take a worked example
(Steel & Torrie p. 343).

Effect of 2 treatments on blood phospholipids in

lambs. 1 was a handling treatment, one the time of
day.

A1B1 A1B2 A2B1 A2B2

8.53 17.53 39.14 32.00
20.53 21.07 26.20 23.8
12.53 20.80 31.33 28.8
14.00 17.33 45.80 25.0
10.80 20.07 40.20 29.3
totals:
66.39 96.80 182.67 139.06
2 Way ANOVA on these data:

Start by a preliminary eyeballing of the data: They are

continuous, plausibly normally distributed. There are 2
handling treatments and 2 time treatments, which are
combined in a factorial design so that each of the 4
combinations is replicated 5 times.

Get the basics:

n = 20
Σx = 484.92
Σx^2 = 13676.7
CF = 484.92^2 / 20 = 11757.37
SS = 13676.7 - cf = 1919.33
Now get totals for treatments A and B

A1 A2 Σ
B1 66.39 182.67 249.06
B2 96.80 139.06 235.86
Σ 163.19 321.73 484.92

Hence the sums of squares for A and B

can be calculated:

SSA = 163.19^2/10 + 321.73^2 / 10 - CF =

1256.75

SSB = 249.06^2/10 + 235.86^2/10 - CF =

8.712
A alone
Source Df SS MS F
A 1 1256.75 1256.75 34.14**
error 18 662.58 36.81
total 19 1919.33

B alone
Source Df SS MS F
B 1 8.71 8.71 0.08 NS
error 18 1910.62 106.15
total 19 1919.33
Pooled (the correct format)
Source Df SS MS F
A 1 1256.75 1256.75 32.67**
B 1 8.71 8.71 0.24NS
error 17 653.87 38.86
total 19 1919.33
Note that we have reduced error variance and DF
by incorporating 2 treatments into one table. This
is not just good practice but technically required -
by including only one treatment in the table you
are implicitly calling the effects of the other
treatment random noise, which is incorrect.

ANOVA tables can have many different treatments

included. The skill in ANOVA is not working out
the sums of squares, it is the interpretation of
ANOVA tables.

The clues to look for are always in the DF column.

A treatment with N levels has N-1 DF - this always
applies and allows you to infer the model a
researcher was using to analyse data.
Your turn! These data come from A B
a factorial experiment with 2 1 1 18
treatments applied at 3 levels each, 1 1 22
with 2 replicates of each treatment. 1 2 25
Hence the design contains 1 2 35
3 (A)*3 (B)*2(reps) = 18 data points. 1 3 47
1 3 53
They are specially contrived to make 2 1 29
the calculations easy for ANOVA 2 1 31
2 2 38
Remember the sequence: 2 2 42
Get: n, Σx, Σx^2 2 3 45
Calculate CF then SStot 2 3 51
3 1 38
Get the totals for each 3 1 42
treatment: A1, A2, A3, B1, 3 2 46
B2 and B3 hence get SSA 3 2 44
3 3 35
and SSB
3 3 45
These model data:

N = 18

Σx = 686.00

Σx^2 = 27822.00

CF = 26144.22

SStot = 27822.00 -26144.22
= 1677.78
Totals for each treatment:


A1 A2 A3 Σ

B1 40 60 80 180

B2 60 80 90 230

B3 100 96 80 276

Σ 200 236 250 686
 Sums of squares:

SSa = 200^2/6 + 236^2/6 + 250^2/6 - CF = 221.78

SSb = 180^2/6 + 230^2/6 + 276^2/6 - CF = 768.44


Source Df SS MS F

A 2 221.78 110.89 2.1 NS

B 2 768.44 384.22 7.26**

error 13 687.56 52.89

Σ 17 1677.78
Interaction terms

We now meet a unique, powerful feature of ANOVA. It can examine data for interactions
between treatments - synergism or antagonism.


No other test allows this, while in ANOVA it is a standard feature of any 2 way table.


Note that this interaction analysis is only valid if the design is perfectly balanced. Unequal
replication or missing data points make this invalid (unlike 1 way, which is robust to
imbalance).
 Synergism and
antagonism

Some treatments intensify each others’ effects:

The classic examples come from pharmacology.

Alcohol alone is lethal at the 20-40 unit range.
Barbiturates are lethal. Together they are a vastly
more lethal combination, as the 2 drugs synergise.
(In fact most sedatives and depressants show
similar dangerous synergism).

In ecology, SO2 + NO2 is more damaging than the
additive effects of each gas alone - a synergism.
Antagonism.

is the opposite - 2 treatments
nullifying each other.

Drought antagonises effects of air
pollution on plants, as drought leads
to closed stomata excluding the
noxious gas.
 No interaction
Response 2
I
I Treatment B
I
I 1
I
I
I
1 2 3 Treatment A
Synergism
Response
Antagonism I
I
I I I
I I
I I
I I

1 2 3 Treatment A 1 2 3
 How to do this?

Easy! We work out a sum of squares caused by ALL
treatments at ALL levels. Thus for a 3*3 design there
are really 9 treatments, etc. Call this SStrt

Now we can partition this Sum of squares: SStrt = SSA
+ SSB + SSInteraction

We know SSA, we know SSB, so we get SSinteraction by
subtraction.

To get SStrt we just add up all data in each treatment,
square this total, divide by replicates, add up and
remove CF.
For the lamb blood data:

We have 4 separate treatments:
A1B1, A1B2, A2B1, A2B2


The data within these 4 groups add
to: 66.39, 182.67, 96.80, 139.06.
There are 5 replicates

SStrt = 66.39^2/5 + 182.67^2/5 +
96.8^2/5 + 139.06^2/5 - CF =
1539.407
 2 Way anova table with interaction


Source Df SS MS F

All trts 3 1539.07 ***********

A 1 1256.75 1256.75 52.93*

B 1 8.71 8.71 0.37NS

A*B 1 273.95 273.95 11.54**


error 16 379.92 23.75

Σ 19 1919.33
 Interpreting the interaction
term
The hardest part of 2 way anova is trying to explain what a
significant interaction term means, in terms that make sense
to most people! Formally it is easy; you are testing H0: Ms
for interaction term is same population as MS for error.

In English let’s try “It means that you can’t reliably predict
the effect of Treatment A at level m with B at level n,
knowing only the effect of Am and Bn on their own.”
Treatment A – big effect (A2>A1)
Treatment B – mean (B1) is v
close to mean (B2) so no effect
Interaction: When A=1, B1<B2
but when A =2, B1> B2 200.00

150.00

Mean dat
100.00

50.00

0.00
1.00 2.00
a
A1B1 A1B2 A2B1 A2B2