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ANOVA: Analysis of Variance

Instructor: Adlyn Perez-Figueroa
Course: PSY3010

  

Overview of ANOVA

  • ANOVA stands for Analysis of Variance.
  • It includes tests that compare two or more means.

Types of ANOVA Tests

  • One-sample t-test: Tests the mean of a single sample against a known mean.
  • Dependent t-test: Compares means from the same group at different times.
  • Independent t-test: Compares means between two independent groups.
  • Analysis of Variance (ANOVA):
      - Utilizes the F-statistic to compare three or more means.
      - Avoids multiple t-tests to reduce the risk of Type I error.

  

Assumptions of ANOVA

  1. Normality:
       - Samples should be drawn from a normally distributed population.
  2. Independence:
       - Observations must be independent of each other.
  3. Homogeneity of Variance:
       - Group variances should be approximately equal.

  

Experimental Design in ANOVA

Independent Variable

  • Represents the groups being compared in the study.
  • Levels: The number of groups for comparison.

Dependent Variable

  • Must be continuous and measure outcomes of interest.

  

Testing Assumptions

  • Independence:
       - Ensure study design prevents overlap among participants (e.g., participants should not participate in the survey more than once).
  • Normality:
       - Utilize a Q-Q plot for visual assessment.
       - Shapiro-Wilk Test:
         - A non-significant p-value suggests that the assumption of normality is met.
  • Homogeneity of Variance:
       - Conduct Levene’s Test:
         - A non-significant p-value indicates that this assumption is satisfied.

  

ANOVA Calculations

  1. Group Means: Denoted as M1, M2, M3 for each group being compared.
  2. Grand Mean (Mg):
       - The mean of all participants across all groups.
  3. Sample Sizes:
       - Total sample size denoted by N.    - Group sample sizes as n1, n2, n3.

  

Hypothesis Testing in ANOVA

Hypotheses

  • Null Hypothesis (H0):
       - States that there are no differences among the group means:
    H0:extµ1=extµ2=extµ3H_0: ext{µ}_1 = ext{µ}_2 = ext{µ}_3
  • Alternative Hypothesis (HA):
       - Suggests that at least one mean is different among the groups.

  

Finding the F-Statistic

Steps to Calculate F

  1. Calculate the variance or differences between groups.
  2. Calculate the variance within each group.
  3. Compare both variances:
       - If the between-group variance is significantly larger than the within-group variance, the F-statistic is statistically significant.
  4. The formula for F-statistic is:
    F=extbetweengroupvarianceextwithingroupvarianceF = \frac{ ext{between group variance}}{ ext{within group variance}}

  

Detailed Calculations for F-Statistic

2A: Sum of Squares Between (SSB)

  • Reflects systematic variability.
  • To calculate SSB:
       - Subtract each group mean from the grand mean and then square and sum them.

2B: Sum of Squares Within (SSW)

  • Reflects random error within groups.
  • To calculate SSW:
       - Take each observation, subtract it from its group mean, square the result, and sum them.
  • If SSW is too large, F may not be significant.

2C: Degrees of Freedom

  • Degrees of freedom between:
       - dfB=k−1df_B = k - 1
       - where k is the number of groups.
  • Degrees of freedom within:
       - dfW=N−kdf_W = N - k
  • Degrees of freedom total:
       - dfT=N−1df_T = N - 1

2D: Mean Square Calculation

  • Represent overall variability:
       - Mean Square Between (MSB):
         - MSB=SSBdfBMSB = \frac{SSB}{df_B}
       - Mean Square Within (MSW):
         - MSW=SSWdfWMSW = \frac{SSW}{df_W}

2E: F-Statistic Calculation

  • To compute the F-statistic:
       - F=MSBMSWF = \frac{MSB}{MSW}
  • A significantly larger MSB compared to MSW indicates statistical significance, suggesting real differences exist.

  

Finding the P-value

  • The p-value interpretation follows the same principles as it does in t-tests.
  • A statistically significant p-value indicates at least one group differs from the others.

  

Post-Hoc Testing

  • If a significant F is found, use post-hoc tests to identify which groups differ.
  • Tukey Test:
       - The most commonly used post-hoc test in ANOVA for multiple comparisons.

  

Additional Resources

  • JAMOVI: Software tool for statistical analysis and practice with ANOVA.