Section 14.1 – How Can We Compare Several Means? One-Way ANOVA Overview When a quantitative response variable has a categorical explanatory variable with several categories, we use analysis of variance or ANOVA, to compare the means of the response variable across the different categories. Overview Let g denote the # of different categories or groups for the explanatory variable. Each group has a corresponding population of subjects. Each population has a mean: µ1, µ2, …, µg. Overview The ANOVA test is a significance test of the hypotheses: ◦ H0: µ1=µ2=…= µg. ◦ Ha: at least two of the population means are not equal The test analyzes whether the differences observed in the sample means could have reasonable occurred by chance, if the null hypothesis is true. Assumptions The population distribution of the response variable for the g groups are normal, with the same standard deviation for each group. Randomization ◦ Independent random samples are selected from the g populations for a survey. ◦ Subjects are randomly assigned to the g groups in an experiment. Variability The evidence against the null hypothesis is stronger when the variability within each group sample is smaller. Variability The evidence against the null hypothesis is also stronger when the sample means for the groups are farther apart. Lastly, the evidence against the null hypothesis is stronger for larger sample sizes. Variability The ANOVA F test statistic summarizes: ◦ F = Between groups variability Within-groups variability The test statistic for comparing means has the F-distribution. F-distribution F-distribution The F distribution has two degrees of freedom. ◦ N = total sample size over all groups ◦ g = # of groups ◦ df1 = g – 1 ◦ df2 = N - g Assumptions Revisited Moderate violations of the normality assumption are not serious, especially when the sample sizes are rather large. Assumptions Revisited Moderate violations of the same standard deviation assumption are also not serious. ◦ If the groups have the same sample size, this violation can be more severe. ◦ If the groups do not have the same size, the largest standard deviation should be no more than twice the smallest standard deviation. Example 1 – Red Dye Number 40 S.W. Laagakos and F. Mosteller of Harvard University fed mice different doses of red dye number 40 and recorded the time of death in weeks. Results for female mice, dosage and time of death are shown in the data X1 X2 X3 X4 70 49 30 34 77 60 37 36 83 63 56 48 87 67 65 48 92 70 76 65 93 74 83 91 ◦ X3 = time of death for group with medium dosage 100 77 87 98 ◦ X4 = time of death for group with high dosage 102 80 90 102 102 89 94 103 97 ◦ X1 = time of death for control group ◦ X2 = time of death for group with low dosage 96 Reference: Journal Natl. Cancer Inst., Vol. 66, p 197-212 Example 1 Example 1 A P-value of 0.029 is small enough to reject the null hypothesis; and thus, conclude that “we have significant evidence to claim that different dosages of red dye are associated with different average lifespan for mice.” Analyzing Data The MS values represent the mean squares estimates of the variance. ◦ We have an estimate between groups (FACTOR) and within groups (ERROR). The SS values represent the total sum of squares before dividing by the degrees of freedom.
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