I.

Introduction
The ANalysis Of VAriance (or ANOVA) is a powerful and common statistical procedure in the
social sciences. It can handle a variety of situations. We will talk about the case of one between
groups factor here and two between groups factors in the next section.

The example that follows is based on a study by Darley and Latané (1969). The authors were
interested in whether the presence of other people has an influence on whether a person will help
someone in distress. In this classic study, the experimenter (a female graduate student) had the
subject wait in a room with either 0, 2, or 4 confederates. The experimenter announces that the
study will begin shortly and walks into an adjacent room. In a few moments the person(s) in the
waiting room hear her fall and complain of ankle pain. The dependent measure is the number of
seconds it takes the subject to help the experimenter.

How do we analyze this data? We could do a bunch of between groups t tests. However, this is
not a good idea for three reasons.

1. The amount of computational labor increases rapidly with the number of groups in the
study.

Number Number Pairs

Groups of Means
3 3
4 6
5 10
6 15
7 21
8 28

2. We are interested in one thing -- is the number of people present related to helping
behavior? -- thus it would be nice to be able to do one test that would answer this
question.
3. The type I error rate rises with the number of tests we perform.

II. Logic
The reason this analysis is called ANOVA rather than multi-group means analysis (or something
like that) is because it compares group means by analyzing comparisons of variance estimates.
Consider:

We draw three samples. Why might these means differ? There are two reasons:

1. Group Membership (i.e., the treatment effect or IV).

2. Differences not due to group membership (i.e., chance or sampling error).

The ANOVA is based on the fact that two independent estimates of the population variance can
be obtained from the sample data. A ratio is formed for the two estimates, where:

one is sensitive to → treatment effect & error between groups estimate

and the other to → error within groups estimate

Given the null hypothesis (in this case HO: µ 1=µ 2=µ 3), the two variance estimates should be
equal. That is, since the null assumes no treatment effect, both variance estimates reflect error
and their ratio will equal 1. To the extent that this ratio is larger than 1, it suggests a treatment
effect (i.e., differences between the groups).

It turns out that the ratio of these two variance estimates is distributed as F when the null
hypothesis is true.
Note:

1. F is an extended family of distributions, which varies as a function of a pair of degrees of

freedom (one for each variance estimate).
2. F is positively skewed.
3. F ratios, like the variance estimates from which they are derived, cannot have a value less
than zero.

Using the F, we can compute the probability of the obtained result occurring due to chance. If
this probability is low (p ≤ α ), we will reject the null hypothesis.

III. Notation
We already knew that:

i = any score
n = the last score (or the number of scores)

What is new here is that:

j = any group
p = the last group (or the number of groups)

Thus:
 Group
1 2 J P
X11 X12 X1j X1p
X21 X22 X2j X2p
Xi1 Xi2 Xij Xip
Xn1 Xn2 Xnj Xnp
T1 T2 Tj Tp
n1 n2 nj np
And:

1
.

2
.

3
.

4
.
 5
.

IV. Terminology
Since we are talking about the analysis of the variance, let's review what we know about it.

So the variance is the mean of the squared deviations about the mean (MS) or the sum of the
squared deviations about the mean (SS) divided by the degrees of freedom.

V. Partitioning the Variance

As noted above, two independent estimates of the population variance can be obtained.
Expressed in terms of the Sum of Squares:

To make this more concrete, consider a data set with 3 groups and 4 subjects in each. Thus, the
possible deviations for the score X13 are as follows:
As you can see, there are three deviations and:

total within between

groups groups
#3 #1 #2
To obtain the Sum of the Squared Deviations about the Mean (the SS), we can square these
deviations and sum them over all the scores.
Thus we have:

Note: nj in formula for the SSBetween means do it once for each deviation.

VI. The F Test

It is simply the ratio of the two variance estimates:
As usual, the critical values are given by a table. Going into the table, one needs to know the
degrees of freedom for both the between and within groups variance estimates, as well as the
alpha level.

For example, if we have 3 groups and 10 subjects in each, then:

DfB = p - 1 =3–1=2
DfW = p(n - 1)
or with unequal N's:

= 3 * (10-1) = 27

DfT = N - 1 = 30 - 1 = 29

Note that the df add up to the total and with α =.05, Fcrit= 3.35
VII. Formal Example
1. Research Question
Does the presence of others influence helping behavior?
2. Hypotheses

In Symbols In Words
HO µ 1=µ 2=µ 3 The presence of others does not influence helping.
HA Not Ho The presence of others does influence helping.
3. Assumptions
1) The subjects are sampled randomly.
2) The groups are independent.
3) The population variances are homogenous.
4) The population distribution of the DV is normal in shape.
5) The null hypothesis.
4. Decision rules
Given 3 groups with 4, 5, and 5 subjects, respectively, we have (3-1=) 2 df for the
between groups variance estimate and (3+4+4=) 11 df for the within groups variance
estimate. (Note that it is good to check that the df add up to the total.) Now with an α
level of .05, the table shows a critical value of F is 3.98. If Fobs ≥ Fcrit, reject Ho, otherwise
do not reject Ho.
5. Computation - [Minitab]
Here is the data (i.e., the number of seconds it took for folks to help):

# people present
0 2 4
25 30 32
30 33 39
20 29 35
32 40 41
36 44

107 168 191

4 5 5

26.8 33.6 38.2

 A good way to describe this data would be to plot the means:

For the analysis, we will use a grid as usual for most of the calculations:

0 X2 2 X2 4 X2
25 625 30 900 32 1024
30 900 33 1089 39 1521
20 400 29 841 35 1225
32 1024 40 1600 41 1681
36 1296 44 1936

107 168 191 =466 T

4 5 5 =14 N
 26.8 33.6 38.2

2949 5726 7387 =16062 II

2862.25 5644.8 7296.2 =15803.25 III

Now we need the grand totals and the three intermediate quantities:

I.
 II.

III.

And:

SSB = III – I = 15803.25-15511.14 = 292.11

SSW = II – III = 16062-15803.25 = 258.75
SST = II – I = 16062-15511.14 = 550.86
Thus:

Source SS df MS F p
Between 292.11 2 146.056 6.21 <.05
Within 258.75 11 23.520
Total 550.86 13

6. Decision
Since Fobs (6.21) is > Fcrit (3.98), reject Ho and conclude that the more people present, the
longer it takes to get help.

VIII. Comparisons Among Means

In the formal example presented above, we rejected the null and asserted that the groups were
drawn from different populations. But which groups are different from which? A "comparison"
compares the means of two groups. There are two kinds of comparisons that we can perform:
"preplanned" and "post hoc". These are outlined below. Which approach is used should be
based on our goals. In reality, the post hoc approach is the one that is most often taken.
 Preplanned Post hoc
We have a theory (or some previous research) which Have a significant overall (or omnibus) F & then w
suggests certain comparisons. localize the effect.
In this case, we might not even compute the omnibus F (this Are more commonly used than preplanned compar
approach is somewhat analogous to a one-tailed test).

In addition, there are "simple" (involving two means) and "complex" (involving more than two
means) comparisons. With three groups (Groups 1, 2 & 3), the following 6 comparisons are
possible.

Simple Complex
1 vs. 2 (1 + 2) vs. 3
1 vs. 3 1 vs. (2 + 3)
2 vs. 3 (1 + 3) vs. 2

As the number of groups increases, so does the number of comparisons that are possible. Some
of these can tell us about trend (a description of the form of the relationship between the IV and
DV).

The problem with post hoc tests is that the type I error rate increases the more comparisons we
perform. This is a somewhat controversial area and there are a number of methods currently in
use to deal with this problem. We will consider one of the more simple methods below.

The protected t test - [Minitab] [Spreadsheet]

• It is performed only when the omnibus F is significant. This technique is protected

because it requires the omnibus F to be significant (which tells us there is at least one
comparison between means that is significant). So, in other words, it is protected because
we are not just shooting in the dark.

• It uses a more stable estimate of the population variance than the t test (i.e.,

instead of and as a result the df is greater.

The formula is:

 (Where the df's are 1 for the numerator and dfw for the denominator.)

So, for our example the critical value of F is 4.84 (from the table) and:
Thus, the only comparison that is significant is that between the first and third groups.

IX. Relation of F to t
Since the F test is just an extension of the t test to more than two groups, they should be related
and they are.

With two groups, F = t2 (and this applies to both the critical and observed values).
For example, consider the critical values for df = (1, 15) with α = .05:
Fcrit (1, 15) = tcrit (15)2

Obtaining the values from the tables, we can see that this is true:

4.54 = 2.1312

Copyright © 1997-2009 M. Plonsky, Ph.D.

Comments? mplonsky@uwsp.edu.