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ANOVA Test

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ANOVA Test

statistics
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ANOVA Test

The Analysis of Variance (ANOVA) is a statistical method used to determine whether there are
any statistically significant differences between the means of three or more independent groups.
It's commonly applied when testing hypotheses about whether the means of different groups or
conditions are the same, or whether at least one is different.

Important Terms Related to ANOVA


Means (Grand and Sample)

• A sample mean is the average value for a group, whereas the grand mean is the average of
sample means from various groups or the mean of all observations combined.

F-Statistics: F-statistic or F-ratio is a statistical measure that tells us about the extent of difference
between the means of different samples. Lower the F-ratio, closer are the sample means.

Sum of Squares: The sum of squares is a technique used in regression analysis to determine the
dispersion of data points. It is used in the ANOVA test to compute the value of F.

Mean Squared Error (MSE): The Mean Squared Error gives us the average error in the data set.

Hypothesis: In ANOVA, we have Null Hypothesis and an Alternative Hypothesis. The Null
hypothesis is valid when all the sample means are equal, or they don’t have any major difference.

Group Variability: In ANOVA, a group is a set of samples within the independent variable.

• Between-group variability occurs when there is a significant variation in the sample


distributions of individual groups
ANOVA Formula
One Way ANOVA
• The one way ANOVA test is used to determine whether there is any difference between

the means of three or more groups. A one way ANOVA will have only one independent

variable. The hypothesis for a one way ANOVA test can be set up as follows:

• Null Hypothesis, H0: μ1 = μ2 = μ3 = ... = μk

• Alternative Hypothesis, H1: The means are not equal

Decision Rule: If test statistic > critical value then reject the null hypothesis and conclude that

the means of at least two groups are statistically significant.

The steps to perform the one way ANOVA test are given below:

Step 1: Calculate the mean for each group.

Step 2: Calculate the total mean. This is done by adding all the means and dividing it by the total

number of means.

Step 3: Calculate the SSB.

Step 4: Calculate the between groups degrees of freedom.

Step 5: Calculate the SSE.

Step 6: Calculate the degrees of freedom of errors.

Step 7: Determine the MSB and the MSE.

Step 8: Find the f test statistic.

Step 9: Using the f table for the specified level of significance, αα, find the critical value. This is

given by F(αα, df1. df2).

Step 10: If f > F then reject the null hypothesis


Two Way ANOVA: The two way ANOVA has two independent variables. Thus, it can be
thought of as an extension of a one way ANOVA where only one variable affects the dependent
variable. A two way ANOVA test is used to check the main effect of each independent variable
and to see if there is an interaction effect between them. To examine the main effect, each factor
is considered separately as done in a one way ANOVA

Example : A trial was run to check the effects of different diets. Positive numbers indicate
weight loss and negative numbers indicate weight gain. Check if there is an average difference in
the weight of people following different diets using an ANOVA Table.

Solution:

H0: μ1= μ2 = μ3 = μ4 H1: The means are not equal


Total mean, X= 3.6

n1= n2 = n3 = n4 = 5, k = 4

SSB = n1(X1−X)2+ n2(X2−X)2+& n3(X3−X)2+n4(X4−X)2

= 75.8

SSE = 21.4 + 10 + 5.4 + 10.6 = 47.4

The ANOVA Table can be constructed as follows:

As no significance level is specified, αα = 0.05 is chosen. F(0.05, 3, 16) = 3.24

As 8.43 > 3.24, thus, the null hypothesis is rejected and it can be concluded that there is a mean

weight loss in the diets.

Answer: Reject the null hypothesis

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