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Analysis of Variance
(ANOVA)
4
Cont...
• Experimental unit is the object on which the
response and factors are observed or measured
• Design experiment is one for which the analist
controls the specification of the treatment and
the method of assigning the experimental units
to each treatment
• Observational experiment is one for which the
analyst simply observes the treatments and the
response on a sample of experimental units
5
What is ANOVA?
• ANOVA is used to compare the means of
the groups
• The term analysis of variance appears to
be inappropriate because the objective is
to analyze differences among the group
means
• However, trough ANOVA, both among and
within the groups, conclusion can be made
about possible differences in group means
6
The F Distribution
• The F Distribution was named to honor Sir
Ronald Fisher (one of the founders of
modern-day Statistics)
• The F Distribution is used to :
– Test whether two samples are from
populations having equal variances
– Compare several population means
simultaneously
Analysis of Variance (ANOVA)
7
• The F distribution is used to test the hypothesis
whether the two population variances are equal.
– The assumptions :
• The population : normal distribution
• The population are independent
• The means of two populations are the same
• The larger sample variance is placed in the
numerator, hence the F ratio is always larger
than 1
8
Characteristics of F-Distribution
• There is a “family” of F distributions
– A particular member of the family is determined by
two parameters: the numerator degrees of freedom
(df1) and the denominator degrees of freedom (df2).
• The F distribution is continuous
– It can assume an infinite number of values between 0
and plus infinity
• The F distribution cannot be negative
• The F distribution is positively skewed
– As the number of both d.f. increases, the distribution
approaches a normal distribution
• The F distribution is asymptotic
9
ANOVA Assumptions
• The F distribution is also used for testing
the equality of more than two population
means using a technique called analysis
of variance (ANOVA).
• The major reasons of ANOVA using :
– ANOVA will allow us to compare the means
simultaneously
– ANOVA avoid the buildup of The I Error ()
10
Cont…
• ANOVA requires the following conditions:
– The populations being sampled are normally
distributed.
– The populations have equal standard deviations.
– The samples are randomly selected and are
independent
– Data must be at least interval-scale.
• Type of ANOVA :
– One-Way (One-Factor) ANOVA
– Multi-Way (Multi-Factor) ANOVA
Two-Way ANOVA
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1. The Completely Randomized Design:
One Way ANOVA (single factor)
• The completely randomized design has only
one factor with several groups (such as type of
tire, marketing strategy, brand of drug, etc).
• Factor=treatment, group=level
• Example:
– baking temperature may have several numerical
levels (3000C, 3500C, 4000C)
– Or categorical levels (supplier 1,2,3,4)
12
Partitioning The Total Variation
• SST=SSA + SSW
Among-Group Variation
(SSA)
Treatment Effects
d.f.=c-1
Total Variation
(SST)
d.f.=n-1
Within-Group Variation
(SSW)
Experimental Error
d.f.=n-c
13
Total Variation
(Sum of Squares Total= SST)
nj 2
c
SST X ij X
j 1 i 1
c nj
X
j 1 i 1
ij
• Where X
n
=overall or grand
mean
Xij = ith observation in group j
nj = number of observations in group j
n = total number of observations in all groups
combined (that is, n = n1+n2+n3…+nc)
c = number of groups
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Sum Squares Among Groups
(SSA)
• Among- Group Variation
c
SSA n j X j X
2
j 1
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Sum of Squares Within Groups
(SSW)
• Within-Group Variations
2
SSW X ij X j
c nj
j 1 i 1
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ANOVA Summary Table
Source D.F S.S M.S F
(Variance)
17
The ANOVA Test
• The Null Hypothesis (Ho) : the population
means are the same or no differences in the
population means
– H0:µ1=µ2=…=µc
• The Alternative Hypothesis (H1) : at least one
of the means is different.
– H1:not all µj are equal (where j=1,2,3,…,c)
• The Test Statistic :
• Estimate of the population variance based on the variation
• F = among the sample means
Estimate of the population variance based on the variation
within the samples
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Regions of Rejection and Non-rejection
When using ANOVA to test H0
Reject H0 if F>FU
Otherwise do not
Reject H0
(1-α)
α
0 FU F
Region of Region of rejection
non-rejection Crit value
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One Way ANOVA
TREATMENT
1 2 3
X1.1 X1.2 X1.3
X2.1 X2.2 X2.3
X3.1 X3.2 X3.3
X4.1 X4.2 X4.3
Tj T1 T2 T3 T
Xj X1 X2 X3 X
X : Overall Mean (Grand Mean); T X
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Example: in terms of tensile
strength
Parachutes Supplier
1 2 3 4
1 18.5 26.3 20.6 25.4
2 24.0 25.3 25.2 19.9
3 17.2 24.0 20.8 22.6
4 19.9 21.2 24.7 17.5
5 18.0 24.5 22.9 20.4
Mean 19.52 24.26 22.84 21.16
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Answer
• Step 1
H0: there is no difference in mean tensile
strength among the four suppliers
– H0: µ1= µ2= µ3= µ4
H1: at least one of the suppliers differs with
respect to the mean tensile strength
– H1: not all the means are equal
• Step 2
– LOS = 5%
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• Step 3
3.46
Area of rejection
0.95
Area of nonrejection 0.05
00 3.24 F
Critical value
23
• Step 4 c nj
X
j 1 i 1
ij
438.9
X 21.945
n 20
•
c
SSA n j X j X
j 1
2
• (5)(19.52-21.945)2+(5)(24.26-
21.945)2+(5)(22.84-21.945)2+(5)(21.16-21.945)2
= 63.2855
24
c nj
SSW X ij X j
2
j 1 i 1
c nj 2
SST X ij X
j 1 i j
25
• c=4, n=20
SSA 63.2855
MSA 21.095
c 1 4 1
SSW 97.504
MSW 6.094
n c 20 4
MSA 21.095
F 3.46
MSW 6.094
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Output
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Output spss untuk pupuk
ANOVA
HASIL
Sum of
Squares df Mean Square F Sig.
Between Groups 992.000 2 496.000 49.600 .000
W ithin Groups 90.000 9 10.000
Total 1082.000 11
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Guidelines for selecting a multiple
comparisons method in ANOVA
Method Treatment Types of
sample compariso Note:
sizes ns • For equal sample sizes
Tukey equal pairwise and pairwise
comparisons, Tukey’s
method will yield
Bonferroni Equal or Pairwise or simultaneous confidence
unequal general
contrasts intervals with smalest
(number of width, and the Bonferroni
contrast intervals will have smaller
known)
widths than the Scheffe
Scheffe Equal or General
unequal contrasts intervals
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Contoh
• Berikut adalah hsl panen padi (kuintal) dari 12 petak
sawah dengan 3 jenis pupuk yang berbeda. Tiap
jenis pupuk diberikan pada masing-masing 4 petak
sawah. Apakah ada perbedaan hsl panen dari ketiga
jenis pupuk tsb? Gunakan = 5%
Jenis Pupuk
A B C
55 66 47
54 76 51
59 67 46
56 71 48
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Contoh
Nilai Ujian Uji apakah ada perbedaan
Kelas A Kelas B yang signifikan varians
52 59 nilai ujian kelas A dan
67 60 kelas B ?
56 61
45 51
70 56
54 63
64 57
65 65
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Latihan Soal
• Berikut adalah waktu (menit) yang dibutuhkan untuk
mengerjakan 1 soal latihan dari 4 mata kuliah.
Sampel random masing-masing 5 mhs untuk tiap
mata kuliah. Uji apakah ada perbedaan yang
signifikan pada LOS 0,05? (Kerjakan menggunakan
Tabel ANOVA)
E. Makro E.Mikro Matematika Statistika
18 20 20 22
21 22 24 24
20 23 25 23
25 21 28 25
26 24 28 25 32
2. The Factorial Design: Two Way ANOVA
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Summary of Two Way ANOVA
Factor A Variation
(SSA)
d.f.=r-1
Factor B Variation
(SSB)
Total Variation d.f.=c-1
(SST)
d.f.= n-1
Interaction (SSAB)
d.f.= (r-1) (c-1)
Random Variation
(SSE)
d.f.= rc(n’-1)
34
• Total Variation: represents the total variation among all
the observations around the grand mean
r c n 2
r 2
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• Factor B Variation: represents the differences among the
means of the various levels of factor B and the grand
mean. c 2
SSB rn X . j . X
j 1
• Interaction Factor: represents the interacting effect of
specific combinations of factor A and factor B.
r c 2
36
• Random error: represents the differences
among the observations within each cell and the
corresponding cell mean.
n 2
i 1 j 1 k 1
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Summary Table
Source of D.F SS MS F
Variation (Variance)
SSA MSA
MSA F
A r-1 SSA r 1 MSE
SSB MSB
c-1 SSB MSB F
B c 1 MSE
SSAB MSAB
(r-1)(c-1) SSAB MSAB F
AB r 1c 1 MSE
SSE
Error rc(n’-1) SSE MSE
rc n 1
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Three distinct test
• To test the hypothesis of no difference due to
factor A
H0:µ1..= µ2..=…= µr..
H1: Not all µi.. are equal
39
• To test the hypothesis of no difference due to
factor B
H0:µ.1.= µ.2.=…= µ.c.
H1: Not all µ.j. are equal
MSB
F FU
MSE
40
• To test the hypothesis of no interaction of factors
A and B
– H0: the interaction of A and B is equal to zero
– H1: the interaction of A and B is not equal to zero
– The null hypothesis is rejected at the α level of
significance if
MSAB
F FU
MSE
41
• Suatu percobaan Heat treatment
tentang usia mesin,
diduga ada dua faktor Ring low high
yang berpengaruh
terhadap usia mesin small 12 26
yaitu faktor panas,
dan besarnya ring. 24 16
Dengan
menggunakan LOS large 18 101
5%, apakah ada efek
dari kedua faktor 28 113
tersebut terhadap
usia mesin? 42
Output SPSS
Tests of Between-Subjects Effects
43
Contoh
• Berikut adalah waktu (menit) yang dibutuhkan untuk
mengerjakan 1 soal latihan dari 4 mata kuliah. Sampel
random masing-masing 5 mhs untuk tiap mata kuliah. Uji
apakah ada perbedaan yang signifikan waktu pengerjaan
antara keempat mata kuliah dan antara mahasiswa
tersebut?
E. Makro E.Mikro Matematika Statistika
A 18 20 20 22
B 21 22 24 24
C 20 23 25 23
D 25 21 28 25
E 26 24 28 25
44
Latihan Soal
• Uji dengan = 0,1 apakah ada perbedaan hsl
produksi (kg) antara ketiga mesin dan kelima
karyawan tersebut?
Mesin
Karyawan I II III
A 21 17 31
B 27 25 28
C 29 20 32
D 23 15 30
E 25 23 24
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