Analysis of RT distributions with R Emil Ratko-Dehnert WS 2010/ 2011 Session 07 – 21.12.2010 Last time ... • Introduced significance tests (most notably the t-test) – Test statistic and p-value – Confusion matrix – Prerequisites and necessary steps – Students t-test – Implementation in R 2 ANALYSIS OF VARIANCES 3 ANOVA • The Analysis of Variance is a collection of statis- tical test • Their aim is to explain the variance of a DV (metric) by one or more (categorial) factors/ IVs • Each factor has different factor levels 4 Main idea • Are the means of different groups (by factors) different from each other? H 0 : 1 2 n H1 : i , j : i j • Is the variance of a group bigger than of the whole data? 5 ANOVA designs • One-way ANOVA is used to test for differences among two or more independent groups. • Typically, however, the one-way ANOVA is used to test for differences among at least three groups, since the two-group case can be done by a t-test 6 ANOVA designs (cont.) • Factorial ANOVA is used when the experimenter wants to study the interaction effects among the treatments. • Repeated measures ANOVA is used when the same subjects are used for each treatment (e.g., in a longitudinal study). 7 ONE-WAY ANOVA 8 One-way ANOVA • A one-way ANOVA is a generalization of the t-test for more than two independent samples • Suppose we have k populations of interest • From each we take a random sample, for the ith sample, let Xi1, Xi2, ..., Xini designate the sample values 9 Prerequisites The data should ... 1) be independent 2) be normally distributed 3) have equal Variances (homoscedasticity) 10 Mathematical model X ij i ij • Xij = dependant variable • i = group (i in 1, ..., k) • j = elements of group i (j in 1, ..., ni) • ni = sample size of group i • εij = error term; ε ~ N(0, σ) 11 Hypotheses • Suppose we have k independent, iid samples from populations with N(μi, σ) distributions, i = 1, ... k. A significance test of H 0 : 1 2 k H1 : i , j : i j • Under H0, F has the F-distribution with k-1 and n-k degrees-of-freedom. 12 Fk-1, n-k with k = amount of factors and n = sample size 13 Example • Two groups of animals receive different diets • The weights of animals after the diet are: Group 1: 45, 23, 55, 32, 51, 91, 74, 53, 70, 84 (n1 = 10) Group 2: 64, 75, 95, 56, 44, 130, 106, 80, 87, 115 (n2 = 10) 14 Example (cont.) • Do the different diets have an effect on the weight? x1 57.8 1 n1 2 var1 ( x1i x1 ) 479.7 n1 1 1 x2 85.2 1 n2 2 var2 ( x2i x2 ) 728.6 n2 1 1 • Means differ, but this might be due to natural variance 15 Example (cont.) • Global variance • Test statistic n1 var1 n2 var2 varg n1 n2 n1n2 ( x1 x2 ) F 6.21 (n1 n2 ) varg 2 16 Example (cont.) • To assess difference of means, we need to compare this F-value with the one we would get for the for alpha = 0.05 F = 4.41 6.21 > 4.41 H0 can be rejected 17 ANOVA (CONT.) 18 Effect size η2 • The effect size describes the ratio of variance explained in the dependant variable by a predictor while controlling for other predictors streatment stotal 2 19 Power Analysis • is often applied in order to assess the probability of successfully rejecting H0 for specific designs, effect sizes, sample size and α-level. • can assist in study design by determining what sample size would be required in order to have a reasonable chance of rejecting the H0 when H1 is true. 20 A priori vs. post hoc analysis • A priori analysis (before data collection) is used to determine the appropriate sample size to achieve adequate power • Post hoc analysis (after data collection) uses obtained sample size and effect size to determine power of the study 21 Follow-up tests • ANOVA only decides whether (at least) one pair of means is different, one commonly conducts follow-up tests to assess which groups are different: Bonferroni-Test Scheffé-Test Tuckey‘s Range Test 22 Visualisation of ANOVAs http://www.psych.utah.edu/stat/introstats/anov aflash.html 23 ANOVAS WITH R 24 oneway.test() • The R function oneway.test() will perform the one-way ANOVA • One can use the model notation oneway.test(values ~ ind, data = data) to assign values to groups 25 aov() • Alternatively one can use the more general aov() command for the one-way ANOVA fit <- aov(y ~ A, data = mydataframe) plot(fit) # diagnostic plots summary(fit) # display ANOVA table 26 AND NOW TO 27
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