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Weighted and Unweighted Means ANOVA

Please read my document Weighted Means and Unweighted Means One-Way ANOVA before
continuing on with this document. As explained there, the distinction between the weighted means
ANOVA and the unweighted means ANOVA becomes much more important in factorial ANOVA than
it is in one-way ANOVA.

Weighted Means ANOVA with Unequal, Proportional Cell n’s


Data Set “Int” (from Howell, 3rd ed., page 412)1
Male Female Marginal Means
X M n X M n Weighted Unweighted n
School 1 1550 155 10 2200 110 20 125 132.5 30
School 2 2700 135 20 4800 120 40 125 127.5 60
Marginal
Weighted 141.6 30 116.6 60 90
Unweighted 145 115

Note that there is an interaction here. The simple main effect of gender at School 1 = (155 -
110) = 45 does not equal that at School 2 = (135 - 120) = 15.
Note that the cell n’s are proportional. For each cell 2 = 0, O = E. See the table, below, of
the expected cell counts were the rows independent of the columns. Note that in every cell the
expected frequency is exactly equal to the observed frequency.

Sex
School Male Female
1 10 = 30(30) / 90 20 = 60(30) / 90
2 20 = 30(60) / 90 40 = 60(60) / 90

Look at the main effect of school. Using weighted (by sample size) means,
M1 = [10(155) + 20(110)] / 30 = 125 = M2 = [2700 + 4800] / 60. Since the two marginal means are
exactly equal, there is absolutely no main effect of school. For gender, there is a main effect of
(141.6 - 116.6) = 25.
What if we decide to weight all cell means equally? For example, we decide that we wish to
weight the male means the same as the female means and School 1 means the same as School 2’s.
This would be quite reasonable if our obtaining more female data than male and more School 2 data
than School 1 was due to “chance” and we wished to generalize our findings to a population with 50%
male students, 50% female students and 50% enrollment in School 1, 50% in School 2. We compute
“unweighted” (equally weighted) marginal means as means of means. For the main effect of
school (155 + 110) / 2 = 132.5, (135 + 120) / 2 = 127.5, and the main effect is (132.5 - 127.5) = 5.

1
These data were not included in the most recent edition of Howell. The dependent variable is body weight of
the students.

Copyright 2012, Karl L. Wuensch - All rights reserved. ANOVA-Wtd-UnWtd.docx
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This is not what we found with a weighted means approach, which indicated absolutely no effect of
school. Note that the size of the main effect of gender also varies with method of weighting the
means.
What if there were no interaction? For example,

Data Set 
Male Female Marginal Means
X M n X M n Weighted Unweighted n
School 1 1550 155 10 2800 140 20 145 147.5 30
School 2 2700 135 20 4800 120 40 125 127.5 60
Marginal
Weighted 141.6 30 126.6 60 90
Unweighted 145 130

(155 - 140) = (135 - 120)  no interaction. The main effect for school is (145 - 125) = 20 with
weighted means, = (147.5 - 127.5) = 20 for unweighted means. Choice of weighting method also has
no effect on the main effect of gender.
We have seen that even with proportional cell n’s the row and column effects are not
independent of any interaction effects present. If an interaction is present with such data, choice of
weighting techniques affects the results.

Computation of Weighted Means ANOVA Using Data Set “Int”


SSTOT = 81000 (given)

CM 
Y 2 
1550  2200  2700  48002  1406250
N 10  20  20  40
Tij2 1550 2 2200 2 2700 2 4800 2
SScells    CM      CM 
nij 10 20 20 40
1422750  1406250  16500

SSSchool  
Ti 2
 CM 
1550  2200  2700  4800  CM  0
2 2

ni 10  20 20  40


SSGender  
T j2
 CM 
1550  2700
2

2200  4800
2
 CM  12500
nj 10  20 20  40
SSerror  SSTOT  SScells  81000  16500  64500

SSSchool _ x _ Gender  SScells  SSSchool  SSGender  16500  0  12500  4000


3
Source SS df MS F p
School 0 1 0 0.0 1.000
Gender 12500 1 12500 16.6 < .001
Interaction 4000 1 4000 5.3 .024
Error 64500 86 750
Total 81000 89

Interaction Analysis:
1550 2 2200 2 1550  2200 
2
SSGender _ at _ School _ 1     13500
10 20 10  20
F(1, 86) = 13500 / 750 = 18, p < .001.
2700 2 4800 2 2700  4800 
2
SSGender _ at _ School _ 2     3000
20 40 20  40
F(1, 86) = 3000 / 750 = 4, p = .049.
Significant gender effects at both schools, but a greater difference between male students and
female students at School 1 than at School 2.
------------------------------------ OR -------------------------------------
1550 2 2700 2 1550  2700
2
SSSchool _ Male _ students     2666.6
10 20 10  20
F(1, 86) = 2666.6 / 750 = 3.5, p = .06.
2200 2 4800 2 2200  4800
2
SSSchool _ Female _ students 
   1333.3
20 40 20  40
F(1, 86) = 1333.3 / 750 = 1.7, p = .19.
Nonsignificant school differences for each gender, but trends in opposite directions [Sch 1 >
Sch 2 for male students, Sch 1 < Sch 2 for female students].

Traditional Unweighted Means ANOVA


One simple way to weight the cell means equally involves using the harmonic mean. In this
k
case we compute: n~  k
1

i 1 n i

For the data set “Int” (School x Gender), retain the previous sums and n’s.
~ 4
n  17.7
1 1 1 1
  
10 20 20 40
We now adjust cell totals by multiplying cell means ( M ) by harmonic sample size,
~M .
Adjusted cell total = n
4

Male Y Female Y Marginal


Total
School 1 2755.5 1955.5 4711.1
School 2 2400 2133.3 4533.3
Marginal Total 5155.5 4088.8 9244.4

CM  ~
 X   9244.4  1201777.7
2 2

n # cells  4(17. 7 )

SSSchool  ~
Ti 2  CM  4711.12  4533.32  CM  444.4
n # cols  2(17.7)

SSGender ~
T 2

 CM 
j 5155.5 2  4088.8 2
 CM  16000
n # rows  2(17.7)

SSCells 
T ij
2

 CM 
2755.5 2  1955.5 2  24002  2133.3 2
 CM  20444.4
~
n (17.7)
SSSchool _ x _ Gender  SSCells  SSSchool  SSGender  20444.4  444.4  16000  4000

To find the SSE, find for each cell SSij  Y 2 


Y 2 and then sum these across cells.
n
Assume the below cell sums and n’s.
School 1 School 2
Male Female Male Female
X 1,550 2,200 2,700 4,800
X2 248,000 256,000 379,000 604,250
n 10 20 20 40
1550 2 2200 2
SS11  248,000   7750 . SS12  256,000   14,000 .
10 20
2700 2 4800 2
SS21  379,000   14,500 . SS22  604,250   28,250 .
20 40
The sum = SSE = 64500. The MSE = the weighted average of the cell variances.
Source SS df MS F p
School 444.4 1 444.4 0.59 .44
Gender 16,000 1 16,000 21.30 < .001
Interaction 4,000 1 4,000 5.30 .024
Error 64,500 86 750

Gender Interaction Analysis


5
T at Ai  X at Ai 
2 2

SSB _ at _ Ai  
ij
~
n ~)
b(n
2755.52  1955.52 4711.12
SSGender _ at _ School _ 1    18,000
17. 7 2(17. 7 )
24002  2133.32 4533.32
SSGender _ at _ School _ 2    2,000
17. 7 2(17. 7 )
SSGender _ at _ School _ 1  SSGender _ at _ School _ 2  SSGender  SSSchool _ x _ Gender
18,000 + 2,000 = 20,000 = 16,000 + 4,000
F1 = 18000 / 750 = 24, p < .001. F2 = 2000 / 750 = 2.6, p = .11.
There is a significant gender difference at School 1, but not at School 2.
----------------- Or, School Interaction Analysis ----------------------
2755.5 2  24002 5155.5 2
SSSchool _ male    3,555.5
17. 7 2(17. 7 )
1955.5 2  2133.3 2 4088.8 2
SSSchool _ female    888.8
17. 7 2(17. 7 )
SSSchool _ male  SSSchool _ female  SSSchool  SSSchool _ x _ Gender
3,555.5 + 888.8 = 4444.4 = 444.4 + 4,000
Fmen = 3555.5 / 750 = 4.74, p =.032. Fwomen = 888.8 / 750 = 1.185, p =.28.
There is a significant school difference for men but not for women.

Reversal Paradox

We have seen that the School x Gender interaction present in the body weight data (from page
412 of the 3rd edition of Howell) results in there being no main effect of school if we use unweighted
means, but a (small) main effect being indicated if we use weighted means. When we modified one
cell mean to remove the interaction, choice of weighting method no longer affected the magnitude of
the main effects. The cell frequencies in Howell’s data were proportional, making school and gender
orthogonal (independent).
Let me show you a strange thing that can happen when the cell frequencies are not
proportional.
Gender
Male Female Marginal Means
School M n M n weighted unweighted
1 150 60 110 40 134 130
2 160 10 120 90 124 140
Note that there is no interaction, but that the cell frequencies indicate that gender is correlated
with school (School 1 has a higher proportion of male students than does School 2). Weighted
means indicate that body weight at School 1 exceeds that at School 2, but unweighted means
indicate that body weight at School 2 exceeds that at School 1. Both make sense. School 1 has a
higher mean body weight than School 2 because School 1 has a higher proportion of male students
than does School 2, and men weigh more than women. But the men at School 2 weigh more than do
the men at School 1 and the women at School 2 weigh more than do the women at School 1.
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A reversal paradox is when 2 variables are positively related in aggregated data, but, within
each level of a third variable, they are negatively related (or negatively in the aggregate and positively
within each level of the third variable). Please read Messick and van de Geer’s article on the reversal
paradox (Psychol. Bull. 90: 582-593). We have a reversal paradox here - in the aggregated data
(weighted marginal means), students at School 1 weigh more than do those at School 2, but within
each Gender, students at School 2 weigh more than those at School 1.

Copyright 2013, Karl L. Wuensch - All rights reserved.

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