ANOVA

Chapter 11
Analysis of Variance
Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.
Chap 11-1
Chapter Goals
After completing this chapter, you should be able
to:
Recognize situations in which to use analysis of variance
Understand different analysis of variance designs
Perform a single-factor hypothesis test and interpret results
Conduct and interpret post-analysis of variance pairwise

comparisons procedures
Set up and perform randomized blocks analysis
Analyze two-factor analysis of variance test with replications

results
Chap 11-2
Chapter Overview
Analysis of Variance (ANOVA)
One-Way
ANOVA
Randomized
Complete
Block ANOVA
Two-factor
ANOVA
with replication
F-test
F-test
TukeyKramer
test
Fishers Least
Significant
Difference test
Chap 11-3
General ANOVA Setting
Investigator controls one or more independent

variables
Observe effects on dependent variable
Called factors (or treatment variables)

Each factor contains two or more levels (or
categories/classifications)
Response to levels of independent variable
Experimental design: the plan used to test

hypothesis
Chap 11-4
One-Way Analysis of Variance
Evaluate the difference among the means of three

or more populations
Examples: Accident rates for 1st, 2nd, and 3rd shift
Expected mileage for five brands of tires
Assumptions
Populations are normally distributed
Populations have equal variances
Samples are randomly and independently drawn
Chap 11-5
Completely Randomized Design
Experimental units (subjects) are assigned

randomly to treatments
Only one factor or independent variable
Analyzed by
With two or more treatment levels

One-factor analysis of variance (one-way ANOVA)
Called a Balanced Design if all factor levels

have equal sample size
Chap 11-6
Hypotheses of One-Way ANOVA
H0 : 1 2 3 k
All population means are equal
i.e., no treatment effect (no variation in means among

groups)
HA : Not all of the population means are the same
At least one population mean is different
i.e., there is a treatment effect
Does not mean that all population means are different

(some pairs may be the same)
Chap 11-7
One-Factor ANOVA
H0 : 1 2 3 k
HA : Not all i are the same
All Means are the same:
The Null Hypothesis is True
(No Treatment Effect)
1 2 3
Chap 11-8
One-Factor ANOVA
H0 : 1 2 3 k
(continued)
HA : Not all i are the same

At least one mean is different:
The Null Hypothesis is NOT true
(Treatment Effect is present)
or
1 2 3
1 2 3
Chap 11-9
Partitioning the Variation
Total variation can be split into two parts:
SST = SSB + SSW

SST = Total Sum of Squares
SSB = Sum of Squares Between
SSW = Sum of Squares Within
Chap 11-10

(continued)
SST = SSB + SSW

Total Variation = the aggregate dispersion of the individual
data values across the various factor levels (SST)
Between-Sample Variation = dispersion among the factor
sample means (SSB)
Within-Sample Variation = dispersion that exists among

the data values within a particular factor level (SSW)
Chap 11-11
Partition of Total Variation

Total Variation (SST)
Variation Due to
Factor (SSB)
Variation Due to Random

Sampling (SSW)
Commonly referred to as:

Sum of Squares Between
Sum of Squares Among
Sum of Squares Explained
Among Groups Variation
Commonly referred to as:

Sum of Squares Within
Sum of Squares Error
Sum of Squares Unexplained
Within Groups Variation
Chap 11-12
Total Sum of Squares

SST = SSB + SSW
k
ni
SST ( xij x)
Where:
i1 j1
SST = Total sum of squares

k = number of populations (levels or treatments)
ni = sample size from population i
xij = jth measurement from population i
x = grand mean (mean of all data values)
Chap 11-13
Total Variation
(continued)
SST (x11 x) ( x12 x) ... ( xkn k x)

2
Response, X
X
Group 1
Group 2
Group 3
Chap 11-14
Sum of Squares Between

SST = SSB + SSW
k
SSB ni ( x i x )
Where:
i1
SSB = Sum of squares between

k = number of populations
xi = sample mean from population i
Chap 11-15
Between-Group Variation
k
SSB ni ( x i x )
i1
Variation Due to
Differences Among Groups
SSB
MSB
k 1
Mean Square Between =
SSB/degrees of freedom
Chap 11-16
Between-Group Variation
(continued)
SSB n1 ( x1 x ) n2 ( x 2 x ) ... nk ( x k x )
2
Response, X
X3
X1
Group 1
Group 2
X2
Group 3
Chap 11-17
Sum of Squares Within

SST = SSB + SSW
k
SSW
i1
nj
j1
( xij xi )
Where:
SSW = Sum of squares within


xi = sample mean from population i
xij = jth measurement from population i
Chap 11-18
Within-Group Variation
k
SSW
i1
nj
j1
( xij xi )2
Summing the variation

within each group and then
adding over all groups
SSW
MSW
Nk
Mean Square Within =
SSW/degrees of freedom
i
Chap 11-19
Within-Group Variation
(continued)
SSW (x11 x1 ) (x12 x2 ) ... (xkn k xk )

2
Response, X
X3
X1
Group 1
Group 2
X2
Group 3
Chap 11-20
One-Way ANOVA Table

Source of
Variation
Between
Samples
Within
Samples
Total
SS
df
MS
F ratio
k-1
SSB
MSB =
k-1
MSB
F=
MSW
SSW
N-k
SSW
MSW =
N-k
SST =
SSB+SSW
N-1
SSB
N = sum of the sample sizes from all populations
df = degrees of freedom
Chap 11-21
One-Factor ANOVA
F Test Statistic
H0: 1= 2 = = k
HA: At least two population means are different
Test statistic
MSB
F
MSW
MSB is mean squares between variances

MSW is mean squares within variances
Degrees of freedom
df1 = k 1
df2 = N k
(k = number of populations)
(N = sum of sample sizes from all populations)
Chap 11-22
Interpreting One-Factor ANOVA

F Statistic
The F statistic is the ratio of the between

estimate of variance and the within estimate
of variance
The ratio must always be positive

df1 = k -1 will typically be small
df2 = N - k will typically be large
The ratio should be close to 1 if

H0: 1= 2 = = k is true
The ratio will be larger than 1 if
H0: 1= 2 = = k is false
Chap 11-23
One-Factor ANOVA
F Test Example
You want to see if three
different golf clubs yield
different distances. You
randomly select five
measurements from trials on
an automated driving
machine for each club. At the
.05 significance level, is there
a difference in mean
distance?
Club 1
254
263
241
237
251
Club 2
234
218
235
227
216
Club 3
200
222
197
206
204
Chap 11-24
One-Factor ANOVA Example:

Scatter Diagram
Club 1
254
263
241
237
251
Club 2
234
218
235
227
216
Club 3
200
222
197
206
204
Distance
270
260
250
240
230
220
X1
X2
210
x1 249.2 x 2 226.0 x 3 205.8
200
x 227.0
190
2
Club
X
X3
Chap 11-25
One-Factor ANOVA Example

Computations
Club 1
254
263
241
237
251
Club 2
234
218
235
227
216
Club 3
200
222
197
206
204
x1 = 249.2
n1 = 5
x2 = 226.0
n2 = 5
x3 = 205.8
n3 = 5
x = 227.0
N = 15
k=3
SSB = 5 [ (249.2 227)2 + (226 227)2 + (205.8 227)2 ] = 4716.4

SSW = (254 249.2)2 + (263 249.2)2 ++ (204 205.8)2 = 1119.6
MSB = 4716.4 / (3-1) = 2358.2
MSW = 1119.6 / (15-3) = 93.3
2358.2
F
25.275
93.3
Chap 11-26
One-Factor ANOVA Example

Solution
H0: 1 = 2 = 3
HA: i not all equal
= .05
df1= 2
df2 = 12
Test Statistic:
MSB 2358.2
F
25.275
MSW
93.3
Critical
Value:
F = 3.885
= .05
Do not
reject H0
Reject H0
F.05 = 3.885
Decision:
Reject H0 at = 0.05
Conclusion:
There is evidence that
at least one i differs
F = 25.275
from the rest
Chap 11-27
ANOVA -- Single Factor:

Excel Output
EXCEL: tools | data analysis | ANOVA: single factor
SUMMARY
Groups
Count
Sum
Average
Variance
Club 1
1246
249.2
108.2
Club 2
1130
226
77.5
Club 3
1029
205.8
94.2
ANOVA
Source of
Variation
SS
df
MS
Between
Groups
4716.4
2358.2
Within
Groups
1119.6
12
93.3
Total
5836.0
14
F
25.275
P-value
4.99E-05
F crit
3.885
Chap 11-28
The Tukey-Kramer Procedure
Tells which population means are significantly

different
e.g.: 1 = 2 3
Done after rejection of equal means in ANOVA
Allows pair-wise comparisons
Compare absolute mean differences with critical

range
1= 2
x
Chap 11-29
Tukey-Kramer Critical Range
CriticalRange q
MSW 1 1
2 ni n j
where:
q = Value from standardized range table
with k and N - k degrees of freedom for
the desired level of
MSW = Mean Square Within
ni and nj = Sample sizes from populations (levels) i and j
Chap 11-30
The Tukey-Kramer Procedure:

Example
Club 1
254
263
241
237
251
Club 2
234
218
235
227
216
1. Compute absolute mean

differences:
Club 3
200
222
197
206
204
x1 x 2 249.2 226.0 23.2

x1 x 3 249.2 205.8 43.4
x 2 x 3 226.0 205.8 20.2
2. Find the q value from the table in appendix J with

k and N - k degrees of freedom for
the desired level of
q 3.77
Chap 11-31
The Tukey-Kramer Procedure:

Example
3. Compute Critical Range:
CriticalRange q
MSW 1 1
93.3 1 1
3.77
16.285
2 ni n j
2 5 5
4. Compare:
5. All of the absolute mean differences

are greater than critical range.
Therefore there is a significant
difference between each pair of
means at 5% level of significance.
x1 x 2 23.2
x1 x 3 43.4
x 2 x 3 20.2
Chap 11-32
Tukey-Kramer in PHStat
Chap 11-33
Randomized Complete Block ANOVA
Like One-Way ANOVA, we test for equal population

means (for different factor levels, for example)...
...but we want to control for possible variation from a

second factor (with two or more levels)
Used when more than one factor may influence the

value of the dependent variable, but only one is of key
interest
Levels of the secondary factor are called blocks
Chap 11-34
Total variation can now be split into three parts:
SST = SSB + SSBL + SSW

SST = Total sum of squares
SSB = Sum of squares between factor levels
SSBL = Sum of squares between blocks
SSW = Sum of squares within levels
Chap 11-35
Sum of Squares for Blocking

b
SSBL k( x j x )
j 1
Where:
k = number of levels for this factor

b = number of blocks
xj = sample mean from the jth block
Chap 11-36
Total variation can now be split into three parts:

SST and SSB are
computed as they were
in One-Way ANOVA
SSW = SST (SSB + SSBL)
Chap 11-37
Mean Squares
SSBL
MSBL Mean squareblocking
b 1
MSB Mean square between
SSB
k 1
SSW
MSW Mean square within
(k 1)(b 1)
Chap 11-38
Randomized Block ANOVA Table

Source of
Variation
SS
df
MS
F ratio
Between
Blocks
SSBL
b-1
MSBL
MSBL
MSW
Between
Samples
SSB
k-1
MSB
MSB
MSW
Within
Samples
SSW
(k1)(b-1)
MSW
SST
N-1
Total
N = sum of the sample sizes from all populations

df = degrees of freedom
Chap 11-39
Blocking Test
H0 : b1 b2 b3 ...
HA : Not all block means are equal
MSBL
F=
MSW
Blocking test:
df1 = b - 1
df2 = (k 1)(b 1)
Reject H0 if F > F
Chap 11-40
Main Factor Test

H0 : 1 2 3 ... k
HA : Not all population means are equal
F=
MSB
Main Factor test:
MSW
df1 = k - 1
df2 = (k 1)(b 1)
Reject H0 if F > F
Chap 11-41
Fishers
Least Significant Difference Test
To test which population means are significantly

different
e.g.: 1 = 2 3
Done after rejection of equal means in randomized
block ANOVA design
Allows pair-wise comparisons
Compare absolute mean differences with critical

range
1= 2
x
Chap 11-42
Fishers Least Significant

Difference (LSD) Test
LSD t /2
2
MSW
b
where:
t/2 = Upper-tailed value from Students t-distribution
for /2 and (k -1)(n - 1) degrees of freedom
MSW = Mean square within from ANOVA table
k = number of levels of the main factor
Chap 11-43
Fishers Least Significant

Difference (LSD) Test (continued)
LSD t /2
2
MSW
b
Compare:
Is xi x j LSD ?
If the absolute mean difference
is greater than LSD then there
is a significant difference
between that pair of means at
the chosen level of significance.
x1 x 2
x1 x 3
x2 x3
etc...
Chap 11-44
Two-Way ANOVA
Examines the effect of
Two or more factors of interest on the

dependent variable
e.g.: Percent carbonation and line speed on
soft drink bottling process
Interaction between the different levels of these
two factors
e.g.: Does the effect of one particular
percentage of carbonation depend on which
level the line speed is set?
Chap 11-45
Two-Way ANOVA
(continued)
Assumptions
Populations are normally distributed
Populations have equal variances
Independent random samples are

drawn
Chap 11-46
Two-Way ANOVA
Sources of Variation
Two Factors of interest: A and B
a = number of levels of factor A
b = number of levels of factor B

N = total number of observations in all cells
Chap 11-47
Two-Way ANOVA
Sources of Variation
SST = SSA + SSB + SSAB + SSE
SSA
Variation due to factor A
SST
Total Variation
SSB
Variation due to factor B
SSAB
N-1
Variation due to interaction

between A and B
SSE
(continued)
Degrees of
Freedom:
a1
b1
(a 1)(b 1)
N ab
Inherent variation (Error)

Chap 11-48
Two Factor ANOVA Equations

Total Sum of Squares:
SST ( x ijk x )
i 1 j 1 k 1
Sum of Squares Factor A:
SS A bn ( x i x )
i1
Sum of Squares Factor B:
SSB an ( x j x )2
j 1
Chap 11-49

(continued)
Sum of Squares
Interaction Between
A and B:
SS
AB
n ( x ij x i x j x )2
i 1 j1
Sum of Squares Error:
SSE ( x ijk x ij )
i1 j1 k 1
Chap 11-50

a
where:
b
xi
j 1 k 1
x
i 1 j1 k 1
ijk
ab n
(continued)
Grand Mean
ijk
bn
Mean of each level of factor A

a
xj
x
i1 k 1
an
ijk
Mean of each level of factor B
x ijk
x ij
Mean of each cell
k 1 n
a = number of levels of factor A

b = number of levels of factor B
n = number of replications in each cell
Chap 11-51
Mean Square Calculations

SS A
MS A Mean square factor A
a 1
SSB
MSB Mean square factor B
b 1
MS AB
SS AB
Mean square interactio n
(a 1)(b 1)
SSE
MSE Mean square error
N ab
Chap 11-52
Two-Way ANOVA:
The F Test Statistic
H0: A1 = A2 = A3 =
HA: Not all Ai are equal
H0: B1 = B2 = B3 =
HA: Not all Bi are equal
H0: factors A and B do not interact

to affect the mean response
HA: factors A and B do interact
F Test for Factor A Main Effect
MS A
F
MSE
Reject H0
if F > F
F Test for Factor B Main Effect
MSB
F
MSE
Reject H0
if F > F
F Test for Interaction Effect
MS AB
F
MSE
Reject H0
if F > F
Chap 11-53
Two-Way ANOVA
Summary Table
Source of
Variation
Sum of
Squares
Degrees of
Freedom
Mean
Squares
F
Statistic
Factor A
SSA
a1
MSA
MSA
MSE
Factor B
SSB
b1
AB
(Interaction)
SSAB
(a 1)(b 1)
Error
SSE
N ab
Total
SST
N1
= SSA /(a 1)
MSB
= SSB /(b 1)
MSAB
= SSAB / [(a 1)(b 1)]
MSB
MSE
MSAB
MSE
MSE =
SSE/(N ab)
Chap 11-54
Features of Two-Way ANOVA

F Test
Degrees of freedom always add up
N-1 = (N-ab) + (a-1) + (b-1) + (a-1)(b-1)
Total = error + factor A + factor B + interaction
The denominator of the F Test is always the

same but the numerator is different
The sums of squares always add up
SST = SSE + SSA + SSB + SSAB
Total = error + factor A + factor B + interaction
Chap 11-55
Examples:
Interaction vs. No Interaction
No interaction:
Interaction is
present:
Factor B Level 3
Factor B Level 2
Factor A Levels
Mean Response
Factor B Level 1
Mean Response
Factor B Level 1
Factor B Level 2
Factor B Level 3
Factor A Levels
2
Chap 11-56
Chapter Summary
Described one-way analysis of variance
Described randomized complete block designs
The logic of ANOVA

ANOVA assumptions
F test for difference in k means
The Tukey-Kramer procedure for multiple comparisons
F test
Fishers least significant difference test for multiple
comparisons
Described two-way analysis of variance
Examined effects of multiple factors and interaction
Chap 11-57

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Chapter 11

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

Recognize situations in which to use analysis of variance

Understand different analysis of variance designs

Perform a single-factor hypothesis test and interpret results

Conduct and interpret post-analysis of variance pairwise

Set up and perform randomized blocks analysis

Analyze two-factor analysis of variance test with replications

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

General ANOVA Setting

Investigator controls one or more independent

Observe effects on dependent variable

Called factors (or treatment variables)

Experimental design: the plan used to test

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

One-Way Analysis of Variance

Evaluate the difference among the means of three

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

Completely Randomized Design

Experimental units (subjects) are assigned

With two or more treatment levels

Called a Balanced Design if all factor levels

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

Hypotheses of One-Way ANOVA

All population means are equal

i.e., no treatment effect (no variation in means among

HA : Not all of the population means are the same

At least one population mean is different

i.e., there is a treatment effect

Does not mean that all population means are different

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

HA : Not all i are the same

Partitioning the Variation

Total variation can be split into two parts:

SST = SSB + SSW

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

Partitioning the Variation

SST = SSB + SSW

Within-Sample Variation = dispersion that exists among

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

Partition of Total Variation

Variation Due to Random

Commonly referred to as:

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

Commonly referred to as:

Total Sum of Squares

SST = Total sum of squares

SST (x11 x) ( x12 x) ... ( xkn k x)

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

Sum of Squares Between

SSB = Sum of squares between

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

Sum of Squares Within

SSW = Sum of squares within

ni = sample size from population i

Summing the variation

SSW (x11 x1 ) (x12 x2 ) ... (xkn k xk )

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.

One-Way ANOVA Table

HA: At least two population means are different

MSB is mean squares between variances

Business Statistics: A Decision-Making Approach, 6e 2005 Prentice-Hall, Inc.