Documente Academic
Documente Profesional
Documente Cultură
BUSINESS
STATISTICS
by
AMIR D. ACZEL
&
JAYAVEL SOUNDERPANDIAN
7th edition.
Prepared by Lloyd Jaisingh, Morehead State
University
Chapter 9
Analysis of Variance
McGraw-Hill/Irwin
9-2
9 Analysis of Variance
Using Statistics
The Hypothesis Test of Analysis of Variance
The Theory and Computations of ANOVA
The ANOVA Table and Examples
Further Analysis
Models, Factors, and Designs
Two-Way Analysis of Variance
Blocking Designs
9-3
9 LEARNING OBJECTIVES
After studying this chapter you should be able to:
9-4
In an analysis of variance:
9-5
Weassume
assumeindependent
independentrandom
randomsampling
samplingfrom
fromeach
eachofofthe
therrpopulations
populations
We
Weassume
assumethat
thatthe
therrpopulations
populationsunder
understudy:
study:
We
are normally distributed,
are
normally distributed,
with means i that may or may not be equal,
with
means i that may or may not be equal,
but with equal variances, 2i2.
but with equal variances, i .
Population 1
Population 2
Population r
9-6
Estimateofofvariance
variancebased
basedon
onmeans
meansfrom
fromr rsamples
samples
Estimate
Estimateofofvariance
variancebased
basedon
onall
allsample
sampleobservations
observations
Estimate
Thatis,
is,the
thetest
teststatistic
statisticininan
ananalysis
analysisof
ofvariance
varianceisisbased
basedon
onthe
theratio
ratioof
of
That
twoestimators
estimatorsof
ofaapopulation
populationvariance,
variance,and
andisistherefore
thereforebased
basedon
onthe
theFF
two
distribution,with
with(r-1)
(r-1)degrees
degreesof
offreedom
freedomininthe
thenumerator
numeratorand
and(n-r)
(n-r)
distribution,
degreesof
offreedom
freedomininthe
thedenominator.
denominator.
degrees
9-7
9-8
Wewould
wouldexpect
expectthe
thesample
samplemeans
meanstotobe
benearly
nearly
We
equal,as
asininthis
thisillustration.
illustration. And
Andwe
wewould
would
equal,
expectthe
thevariation
variationamong
amongthe
thesample
samplemeans
means
expect
(betweensample)
sample)totobe
besmall,
small,relative
relativetotothe
the
(between
variationfound
foundaround
aroundthe
theindividual
individualsample
sample
variation
means(within
(withinsample).
sample).
means
thenull
nullhypothesis
hypothesisisistrue,
true, the
thenumerator
numeratorinin
IfIfthe
thetest
teststatistic
statisticisisexpected
expectedtotobe
besmall,
small,relative
relative
the
thedenominator:
denominator:
totothe
=
(r-1, n-r)
FF(r-1,
n-r)=
x
9-9
Inany
anyof
ofthese
thesesituations,
situations,we
wewould
wouldnot
notexpect
expectthe
thesample
samplemeans
meanstotoall
allbe
benearly
nearly
In
equal. We
Wewould
wouldexpect
expectthe
thevariation
variationamong
amongthe
thesample
samplemeans
means(between
(between
equal.
sample)totobe
belarge,
large,relative
relativetotothe
thevariation
variationaround
aroundthe
theindividual
individualsample
samplemeans
means
sample)
(withinsample).
sample).
(within
thenull
nullhypothesis
hypothesisisisfalse,
false, the
thenumerator
numeratorininthe
thetest
teststatistic
statisticisisexpected
expectedtotobe
be
IfIfthe
large,relative
relativetotothe
thedenominator:
denominator:
large,
Estimate of variance based on means from r samples
= Estimate
of variance based on means from r samples
(r-1, n-r)
FF(r-1,
=
n-r)
9-10
independentrandom
randomsample,
sample,with
withnn11++nn22++nn33++nn44==54.
54. Then
Thenour
ourtest
test
independent
statisticis:
is:
statistic
Estimate of variance based on means from 4 samples
= F(3,50) =Estimate
(4-1, 54-4)
of variance based on means from 4 samples
FF(4-1,
54-4)= F(3,50) =
Estimate of variance based on all 54 sample observations
Estimate of variance based on all 54 sample observations
f(F)
0.5
0.4
0.3
0.2
=0.05
0.1
0.0
0
3
2.79
F(3,50)
9-11
Example 9-1
Randomlychosen
chosengroups
groupsofofcustomers
customerswere
wereserved
serveddifferent
differenttypes
typesofofcoffee
coffeeand
andasked
askedtotorate
ratethe
the
Randomly
coffeeon
onaascale
scaleofof00toto100:
100:21
21were
wereserved
servedpure
pureBrazilian
Braziliancoffee,
coffee,20
20were
wereserved
servedpure
pureColombian
Colombian
coffee
coffee,and
and22
22were
wereserved
servedpure
pureAfrican-grown
African-growncoffee.
coffee.
coffee,
Theresulting
resultingtest
teststatistic
statisticwas
wasFF==2.02
2.02
The
F Distribution with 2 and 60 Degrees of Freedom
F 2.02 F
2,60
3.15
0.7
0.6
0.5
f(F)
H0 : 1 2 3
H1: Not all three means equal
n1 = 21 n 2 = 20 n3 = 22 n = 21+ 20 + 22 = 63
r =3
The critical point for = 0.05 is:
F
F
F
3.15
r -1,n-r
31,633
2,60
0.4
0.3
0.2
=0.05
0.1
0.0
0
Test Statistic=2.02
F(2,60)=3.15
9-12
9-13
Sample point(j)
I = 1 Triangle
1
Triangle
2
Triangle
3
Triangle
4
Mean of Triangles
I = 2 Square
1
Square
2
Square
3
Square
4
Mean of Squares
I = 3 Circle
1
Circle
2
Circle
3
Mean of Circles
les
Grand mean of all data points
Value(x ij)
4
5
7
8
6
10
11
12
13
11.5
1
2
3
2
6.909
x1=6
x2=11.5
x=6.909
x3=2
0
10
9-14
tt xx xx
i
TheANOVA
ANOVAprinciple
principlesays:
says:
The
Whenthe
thepopulation
populationmeans
meansare
arenot
notequal,
equal,the
theaverage
averageerror
error
When
(withinsample)
sample) isisrelatively
relativelysmall
smallcompared
comparedwith
withthe
theaverage
average
(within
treatment(between
(betweensample)
sample)deviation.
deviation.
treatment
9-15
Thetotal
totaldeviation
deviation(Tot
(Totij))isisthe
thedifference
differencebetween
betweenaadata
datapoint
point(x
(xij))and
andthe
thegrand
grandmean
mean(x):
(x):
The
ij
ij
Totij=x
=xij--xx
Tot
ij
ij
Forany
anydata
datapoint
pointxx:ij:
For
ij
Tot==tt++ee
Tot
Thatis:
is:
That
TotalDeviation
Deviation==Treatment
TreatmentDeviation
Deviation++Error
ErrorDeviation
Deviation
Total
Total deviation:
Tot24=x24-x=6.091
Error deviation:
e24=x24-x2=1.5
x24=13
Treatment deviation:
t2=x2-x=4.591
x2=11.5
x = 6.909
10
Squared Deviations
2
= (x x)
i
ij
i
2
2
Tot ij ( x ij x )
t
+e
( x ij x )
i
9-16
j
j
r
r
r
2
2
2
Tot
e
nt
+
i 1 j 1 ij
i 1 ii
i 1 j 1 ij
n
n
j
j
r
r
r
2
2
(x x) = n (x x)
( x x )2
i
i 1 j 1 ij
i 1 i i
i 1 j 1 ij
SST =
SSTR
SSE
TheSum
Sumof
ofSquares
SquaresPrinciple
Principle
The
Thetotal
totalsum
sumof
ofsquares
squares(SST)
(SST)isisthe
thesum
sumof
oftwo
twoterms:
terms: the
thesum
sumof
of
The
squaresfor
fortreatment
treatment(SSTR)
(SSTR)and
andthe
thesum
sumof
ofsquares
squaresfor
forerror
error(SSE).
(SSE).
squares
SST == SSTR
SSTR ++ SSE
SSE
SST
9-17
SSE
SST
SSTmeasures
measuresthe
thetotal
totalvariation
variationininthe
thedata
dataset,
set,the
thevariation
variationof
ofall
allindividual
individualdata
data
SST
pointsfrom
fromthe
thegrand
grandmean.
mean.
points
SSTRmeasures
measuresthe
theexplained
explainedvariation,
variation,the
thevariation
variationof
ofindividual
individualsample
samplemeans
means
SSTR
fromthe
thegrand
grandmean.
mean. ItItisisthat
thatpart
partofofthe
thevariation
variationthat
thatisispossibly
possiblyexpected,
expected,oror
from
explained,because
becausethe
thedata
datapoints
pointsare
aredrawn
drawnfrom
fromdifferent
differentpopulations.
populations. Its
Itsthe
the
explained,
variationbetween
betweengroups
groupsofofdata
datapoints.
points.
variation
SSEmeasures
measuresunexplained
unexplainedvariation,
variation,the
thevariation
variationwithin
withineach
eachgroup
groupthat
thatcannot
cannotbe
be
SSE
explainedby
bypossible
possibledifferences
differencesbetween
betweenthe
thegroups.
groups.
explained
9-18
9-19
SSTR
MSTR
(r 1)
Meansquare
squareerror
error(MSE):
(MSE):
Mean
SSE
MSE
(n r )
Meansquare
squaretotal
total(MST):
(MST):
Mean
SST
MST
(n 1)
(Notethat
thatthe
theadditive
additiveproperties
propertiesofofsums
sumsofofsquares
squaresdo
donot
notextend
extendtotothe
themean
mean
(Note
squares. MSTMSTR
MSTMSTR++MSE.
MSE.
squares.
9-20
9-21
n
(
)
2 when the null hypothesis is true
2
i
i
E ( MSTR)
r 1
> 2 when the null hypothesis is false
where i is the mean of population i and is the combined mean of all r populations.
That is, the expected mean square error (MSE) is simply the common population variance
(remember the assumption of equal population variances), but the expected treatment sum of
squares (MSTR) is the common population variance plus a term related to the variation of the
individual population means around the grand population mean.
If the null hypothesis is true so that the population means are all equal, the second term in
the E(MSTR) formulation is zero, and E(MSTR) is equal to the common population variance.
9-22
MSTR
MSE
9-23
9-24
(x ij -xi ) (x ij -x i )2
Value (x ij )
Triangle
-2
Triangle
-1
Triangle
Triangle
Square
10
-1.5
2.25
Square
Square
Square
2
2
2
2
3
4
11
12
13
-0.5
0.5
1.5
0.25
0.25
2.25
Circle
-1
Circle
Circle
17
73
Treatment
(x i -x)
(x i -x)
ni (x i -x)
Triangle
-0.909
0.826281
3.305124
Square
4.591
21.077281
84.309124
Circle
-4.909
124.098281
72.294843
159.909091
j
r
( x x ) 2 17
SSE
i
i 1 j 1 ij
r
2
SSTR n ( x x ) 159 .9
i 1 i i
SSTR
159 .9
79 .95
MSTR
r 1
( 3 1)
SSTR 17
2 .125
MSE
n r
8
MSTR
79 .95
37 .62 .
F
MSE
2 .125
( 2 ,8 )
Critical point ( = 0.01): 8.65
H may be rejected at the 0.01 level
0
of significance.
9-25
ANOVA Table
Source of
Variation
Sum of
Squares
Degrees of
Freedom Mean Square F Ratio
Treatment SSTR=159.9
(r-1)=2
MSTR=79.95 37.62
Error
SSE=17.0
(n-r)=8
MSE=2.125
Total
SST=176.9
(n-1)=10
MST=17.69
TheANOVA
ANOVATable
Tablesummarizes
summarizesthe
the
The
ANOVAcalculations.
calculations.
ANOVA
0.6
0.5
f(F)
0.4
0.3
0.2
0.01
0.1
0.0
0
8.65
10
F(2,8)
thisinstance,
instance,since
sincethe
thetest
teststatistic
statisticisis
InInthis
greaterthan
thanthe
thecritical
criticalpoint
pointfor
foran
an=
=
greater
0.01level
levelofofsignificance,
significance,the
thenull
null
0.01
hypothesismay
maybe
berejected,
rejected,and
andwe
wemay
may
hypothesis
concludethat
thatthe
themeans
meansfor
fortriangles,
triangles,
conclude
squares,and
andcircles
circlesare
arenot
notall
allequal.
equal.
squares,
9-26
Template Output
Decision:
Decision:
Rejectthe
the
Reject
NullHypothesis
Hypothesis
Null
9-27
Minitab Output
Decision:
Decision:
Rejectthe
the
Reject
NullHypothesis
Hypothesis
Null
9-28
89
Source of
Variation
Martinique
75
Treatment
MSTR= 3552
Eleuthra
73
Error
SSE=98356
(n-r)= 195
MSE= 504.39
Paradise Island
91
Total
SST=112564
(n-1)= 199
MST= 565.65
St. Lucia
85
SSE=98356
Sum of
Squares
Degrees of
Freedom
Mean Square
F Ratio
7.04
0.4
f(F)
SST=112564
Mean Response (x i )
0.3
0.2
0.01
0.1
0.0
0
3.41
F(4,200)
Theresultant
resultantFF
The
ratioisislarger
largerthan
than
ratio
thecritical
criticalpoint
pointfor
for
the
=0.01,
0.01,so
sothe
the
=
nullhypothesis
hypothesismay
may
null
berejected.
rejected.
be
9-29
Sum of
Squares
Degrees of
Freedom
Mean Square
F Ratio
Treatment
SSTR= 879.3
(r-1)=3
MSTR= 293.1
8.52
Error
SSE= 18541.6
(n-r)= 539
MSE=34.4
Total
SST= 19420.9
(n-1)=542
MST= 35.83
Giventhe
thetotal
totalnumber
numberof
ofobservations
observations(n
(n==543),
543),the
thenumber
numberof
ofgroups
groups
Given
4),the
theMSE
MSE(34.
(34.4),
4),and
andthe
theFFratio
ratio(8.52),
(8.52),the
theremainder
remainderof
ofthe
theANOVA
ANOVA
(r(r==4),
tablecan
canbe
becompleted.
completed. The
Thecritical
criticalpoint
pointof
ofthe
theFFdistribution
distributionfor
for=
=0.01
0.01
table
and(3,
(3,400)
400)degrees
degreesof
offreedom
freedomisis3.83.
3.83. The
Thetest
teststatistic
statisticininthis
thisexample
exampleisis
and
muchlarger
largerthan
thanthis
thiscritical
criticalpoint,
point,so
sothe
theppvalue
valueassociated
associatedwith
withthis
thistest
test
much
statisticisisless
lessthan
than0.01,
0.01,and
andthe
thenull
nullhypothesis
hypothesismay
maybe
berejected.
rejected.
statistic
9-30
Do Not Reject H0
ANOVA
Stop
Reject H0
Further
Analysis
Confidence Intervals
for Population Means
Tukey Pairwise
Comparisons Test
Mean Response (x i )
Guadeloupe
89
Martinique
75
Eleuthra
73
Paradise Island
91
St. Lucia
85
SST = 112564
SSE = 98356
ni = 40
n = (5)(40) = 200
MSE = 504.39
MSE
504.39
xi 1.96
xi 6.96
ni
40
2
89 6.96 [82.04, 95.96]
75 6.96 [ 68.04,81.96]
73 6.96 [ 66.04, 79.96]
91 6.96 [84.04,97.96]
85 6.96 [ 78.04, 91.96]
xi t
9-31
9-32
T q
MSE
ni
r!
3:
H
:
1
Guadeloupe
89
H1:1 1 1 2 2
H1:1 2 2 4 4
Martinique
75
|89-75|=14>13.7*
|75-91|=16>13.7*
22
Martinique
75
|89-75|=14>13.7*
|75-91|=16>13.7*
Eleuthra
73
II. HH:0:13
VII. HH:0:25
33
Eleuthra
73
II.
VII.
0
1
3
0
2
5
4
Paradise
Is.
91
H
:
H
:
4
Paradise Is.
91
H1:1 1 1 3 3
H1:1 2 2 5 5
St.Lucia
Lucia
85
|89-73|=16>13.7*
|75-85|=10<13.7
55
St.
85
|89-73|=16>13.7*
|75-85|=10<13.7
III. HH:0:14
VIII.HH:0:34
III.
VIII.
0
1
4
0
3
4
The
critical
point
T
for
H
:
H
:
0.05for
The critical point T0.05
H1:1 1 1 4 4
H1:1 3 3 4 4
r=5and
and(n-r)=195
(n-r)=195
|89-91|=2<13.7
|73-91|=18>13.7*
r=5
|89-91|=2<13.7
|73-91|=18>13.7*
degreesofoffreedom
freedomis:
is:
IV. HH:0:15
IX. HH:0:35
degrees
IV.
IX.
0
1
5
0
3
5
MSE
H
:
H
:
T q
H1:1 1 1 5 5
H1:1 3 3 5 5
ni
|89-85|=4<13.7
|73-85|=12<13.7
|89-85|=4<13.7
|73-85|=12<13.7
504.4
V. HH:0:23
X. HH:0:45
V.
X.
0
2
3
0
4
5
3.86
13.7
H
:
H
:
40
H1:1 2 2 3 3
H1:1 4 4 5 5
|75-73|=2<13.7
|91-85|=6<13.7
6<13.7
|75-73|=2<13.7
|91-85|=
Rejectthe
thenull
nullhypothesis
hypothesisififthe
theabsolute
absolutevalue
valueofofthe
thedifference
differencebetween
betweenthe
thesample
samplemeans
means
Reject
greaterthan
thanthe
thecritical
criticalvalue
valueofofT.
T.(The
(Thehypotheses
hypothesesmarked
markedwith
with**are
arerejected.)
rejected.)
isisgreater
9-33
Thebars
barsindicate
indicatethe
thethree
threegroupings
groupingsof
ofpopulations
populationswith
withpossibly
possiblyequal
equal
The
means:22and
and3;3;2,2,3,3,and
and5;5;and
and1,1,4,4,and
and5.5.
means:
9-34
9-35
9-36
NOTE:Zero
Zeroisisnot
not
NOTE:
includedininthe
theintervals.
intervals.
included
Thusthere
thereisisaa
Thus
significantdifference
difference
significant
betweenthe
themeans
means
between
forAAand
andB,
B,AAand
andC,
C,
for
andBBand
andC.
C.
and
9-37
statisticalmodel
modelisisaaset
setofofequations
equationsand
andassumptions
assumptionsthat
thatcapture
capturethe
the
AAstatistical
essentialcharacteristics
characteristicsofofaareal-world
real-worldsituation
situation
essential
Theone-factor
one-factorANOVA
ANOVAmodel:
model:
The
i+
i+
xxijij==i+
ijij==++i+
ijij
whereijijisisthe
theerror
errorassociated
associatedwith
withthe
thejth
jthmember
memberof
ofthe
theith
ith
where
population. The
Theerrors
errorsare
areassumed
assumedtotobe
benormally
normallydistributed
distributed
population.
withmean
mean00and
andvariance
variance2.2.
with
9-38
factorisisaaset
setofofpopulations
populationsorortreatments
treatmentsofofaasingle
singlekind.
kind. For
Forexample:
example:
AAfactor
sweaters
sweaters
Two factor models based on firm and location
Two
factor models based on firm and location
Three factor models based on color and shape and size of an ad.
Three
factor models based on color and shape and size of an ad.
Fixed-Effectsand
andRandom
RandomEffects
Effects
Fixed-Effects
A fixed-effects model is one in which the levels of the factor under study (the
A
fixed-effects model is one in which the levels of the factor under study (the
treatments)are
arefixed
fixedininadvance.
advance. Inference
Inferenceisisvalid
validonly
onlyfor
forthe
thelevels
levelsunder
under
treatments)
study.
study.
A random-effects model is one in which the levels of the factor under study are
A
random-effects model is one in which the levels of the factor under study are
randomly
chosenfrom
froman
anentire
entirepopulation
populationofoflevels
levels(treatments).
(treatments). Inference
Inferenceisis
randomly chosen
validfor
forthe
theentire
entirepopulation
populationofoflevels.
levels.
valid
9-39
Experimental Design
completely-randomizeddesign
designisisone
oneininwhich
whichthe
theelements
elementsare
areassigned
assignedtoto
AAcompletely-randomized
treatmentscompletely
completelyatatrandom.
random. That
Thatis,
is,any
anyelement
elementchosen
chosenfor
forthe
thestudy
studyhas
has
treatments
anequal
equalchance
chanceof
ofbeing
beingassigned
assignedtotoany
anytreatment.
treatment.
an
blockingdesign,
design,elements
elementsare
areassigned
assignedtototreatments
treatmentsafter
afterfirst
firstbeing
being
InInaablocking
collectedinto
intohomogeneous
homogeneousgroups.
groups.
collected
In a completely randomized block design, all members of each block
In
a completely randomized block design, all members of each block
(homogeneousgroup)
group)are
arerandomly
randomlyassigned
assignedtotothe
thetreatment
treatmentlevels.
levels.
(homogeneous
In a repeated measures design, each member of each block is assigned to all
In
a repeated measures design, each member of each block is assigned to all
treatment
levels.
treatment levels.
9-40
two-wayANOVA,
ANOVA,the
theeffects
effectsofoftwo
twofactors
factorsorortreatments
treatmentscan
canbe
beinvestigated
investigatedsimultaneously.
simultaneously.Two-way
Two-way
InInaatwo-way
ANOVAalso
alsopermits
permitsthe
theinvestigation
investigationofofthe
theeffects
effectsofofeither
eitherfactor
factoralone
aloneand
andofofthe
thetwo
twofactors
factorstogether.
together.
ANOVA
Threequestions
questionsanswerable
answerableby
bytwo-way
two-wayANOVA:
ANOVA:
Three
Theeffect
effecton
onthe
thepopulation
populationmean
meanthat
thatcan
canbebeattributed
attributedtotothe
thelevels
levelsofofeither
eitherfactor
factoralone
aloneisiscalled
calledaamain
main
The
effect.
effect.
Aninteraction
interactioneffect
effectbetween
betweentwo
twofactors
factorsoccurs
occursififthe
thetotal
totaleffect
effectatatsome
somepair
pairofoflevels
levelsofofthe
thetwo
twofactors
factorsoror
An
treatmentsdiffers
differssignificantly
significantlyfrom
fromthe
thesimple
simpleaddition
additionofofthe
thetwo
twomain
maineffects.
effects. Factors
Factorsthat
thatdo
donot
notinteract
interactare
are
treatments
calledadditive.
additive.
called
Arethere
thereany
anyfactor
factorAAmain
maineffects?
effects?
Are
Arethere
thereany
anyfactor
factorBBmain
maineffects?
effects?
Are
Arethere
thereany
anyinteraction
interactioneffects
effectsbetween
betweenfactors
factorsAAand
andB?
B?
Are
Forexample,
example, we
wemight
mightinvestigate
investigatethe
theeffects
effectson
onvacationers
vacationersratings
ratingsofofresorts
resortsby
bylooking
lookingatatfive
fivedifferent
different
For
resorts(factor
(factorA)
A)and
andfour
fourdifferent
differentresort
resortattributes
attributes(factor
(factorB).
B). InInaddition
additiontotothe
thefive
fivemain
mainfactor
factorAA
resorts
treatmentlevels
levelsand
andthe
thefour
fourmain
mainfactor
factorBBtreatment
treatmentlevels,
levels,there
thereare
are(5*4=20)
(5*4=20)interaction
interactiontreatment
treatmentlevels.3
levels.3
treatment
9-41
j j++((
ijij++ijkijk
i+
xxijkijk==++i+
whereisisthe
theoverall
overallmean;
mean;
where
theeffect
effectof
oflevel
leveli(i=1,...,a)
i(i=1,...,a)of
offactor
factorA;
A;
i iisisthe
theeffect
effectof
oflevel
levelj(j=1,...,b)
j(j=1,...,b)of
offactor
factorB;
B;
j jisisthe
jjjjisisthe
theinteraction
interactioneffect
effectof
oflevels
levelsi iand
andj;j;
isthe
theerror
errorassociated
associatedwith
withthe
thekth
kthdata
datapoint
pointfrom
fromlevel
leveli iof
offactor
factorAA
jjkjjkis
andlevel
levelj jof
offactor
factorB.
B.
and
isassumed
assumedtotobe
bedistributed
distributednormally
normallywith
withmean
meanzero
zeroand
andvariance
variance
jjkjjkis
forall
alli,i,j,j,and
andk.k.
22for
9-42
Factor A: Resort
Friendship
Sports
Culture
Excitement
Guadeloupe
n11
n12
n13
n14
Martinique
n21
n22
n23
n24
Eleuthra
n31
n32
n33
n34
Rating
Friendship
R a ting
Excitement
Sports
Culture
Friendship
Paradise
Island
n41
n42
n43
n44
St. Lucia
n51
n52
n53
n54
Eleuthra/sports interaction:
Combined effect greater than
additive main effects
Attribute
Excitement
Sports
Culture
Eleuthra
St. Lucia
Paradise island
Martinique
Guadeloupe
Resort
Resort
St. Lucia
Paradise Island
Eleuthra
Guadeloupe
Martinique
9-43
FactorAAmain
maineffects
effectstest
test::
Factor
H00::i=i=00for
forall
alli=1,2,...,a
i=1,2,...,a
H
H11::Not
Notall
alli iare
are00
H
FactorBBmain
maineffects
effectstest:
test:
Factor
H00::j=j=00for
forall
allj=1,2,...,b
j=1,2,...,b
H
H11::Not
Notall
alli iare
are00
H
Testfor
for(AB)
(AB)interactions:
interactions:
Test
H00::
ijij==00for
forall
alli=1,2,...,a
i=1,2,...,aand
andj=1,2,...,b
j=1,2,...,b
H
H11::Not
Notall
all
ijijare
are00
H
9-44
Sums of Squares
In a two-way ANOVA:
In a two-way ANOVA:
=+i+i+j j++(
(ijkijk++ijkijk
xxijkijk=+
SST==SSTR
SSTR+SSE
+SSE
SST
SST==SSA
SSA++SSB
SSB+SS(AB)+SSE
+SS(AB)+SSE
SST
9-45
Sum of
Squares
Degrees
of Freedom
Mean Square
F Ratio
Factor A
SSA
a-1
MSA
SSA
a 1
MSA
F
MSE
Factor B
SSB
b-1
MSB
SSB
b 1
MSB
F
MSE
Interaction SS(AB)
(a-1)(b-1)
MS ( AB)
Error
SSE
ab(n-1)
Total
SST
abn-1
SS ( AB)
( a 1)(b 1)
SSE
MSE
ab( n 1)
MS ( AB)
F
MSE
9-46
Sum of
Squares
Degrees
of Freedom
Location
1824
912
8.94
Artist
2230
1115
10.93
804
201
1.97
Error
8262
81
102
Total
13120
89
Interaction
Mean Square
F Ratio
=0.01,FF(2,81)=4.88
=4.88
Both
Bothmain
maineffect
effectnull
nullhypotheses
hypothesesare
arerejected.
rejected.
=0.01,
(2,81)
=0.05,FF(2,81)=2.48
=2.48
Interaction
Interactioneffect
effectnull
nullhypotheses
hypothesesare
arenot
notrejected.
rejected.
=0.05,
(2,81)
9-47
Hypothesis Tests
F Distribution with 2 and 81 Degrees of Freedom
0.7
0.6
0.4
0.5
f(F)
f(F)
0.5
0.6
0.4
0.3
0.3
=0.01
0.2
=0.05
0.2
0.1
0.1
0.0
0
F0.01=4.88
0.0
0
F0.05=2.48
T q
MSE
bn
wherethe
thedegrees
degreesof
offreedom
freedomof
ofthe
theqqdistribution
distributionare
arenow
nowaaand
andab(n-1).
ab(n-1).
where
Notethat
thatMSE
MSEisisdivided
dividedby
bybn.
bn.
Note
9-48
9-49
9-50
Sum of
Squares
Degrees
of Freedom
Mean Square
SSA
a 1
Factor A
SSA
a-1
MSA
Factor B
SSB
b-1
SSB
MSB
b 1
Factor C
SSC
c-1
MSC
Interaction
(AB)
Interaction
(AC)
Interaction
(BC)
SS(AB)
(a-1)(b-1)
SS(AC)
(a-1)(c-1)
SS(BC)
(b-1)(c-1)
SS ( AB)
( a 1)(b 1)
SS ( AC)
MS ( AC)
(a 1)(c 1)
SS ( BC)
MS ( BC)
(b 1)(c 1)
Interaction
(ABC)
Error
SS(ABC)
(a-1)(b-1)(c-1)
SSE
abc(n-1)
Total
SST
abcn-1
SSC
c 1
MS ( AB)
SS ( ABC)
(a 1)(b 1)(c 1)
SSE
MSE
abc( n 1)
MS ( ABC)
F Ratio
MSA
F
MSE
F
MSB
MSE
MSC
MSE
MS ( AB )
F
MSE
F
MS ( AC )
F
MSE
MS ( BC)
F
MSE
MS( ABC)
F
MSE
9-51
9-52
Sum of
Squares
Degrees of
Freedom
Factor A
SSA
a-1
Factor B
SSB
b-1
Error
SS(AB)
(a 1)(b 1)
Total
SST
ab - 1
Mean Square
F Ratio
MSA SSA
a 1
F MSA
MS (AB)
MSB SSB
b 1
F MSB
MS (AB)
MS ( AB) SS ( AB)
(a 1)(b 1)
9-53
whereisisthe
theoverall
overallmean;
mean;
where
theeffect
effectof
oflevel
leveli(i=1,...,a)
i(i=1,...,a)of
offactor
factorA;
A;
i iisisthe
isthe
theeffect
effectof
ofblock
blockj(j=1,...,b);
j(j=1,...,b);
j jis
xxijij
isthe
theerror
errorassociated
associatedwith
with
ijis
ij
isassumed
assumedtotobe
bedistributed
distributednormally
normallywith
withmean
meanzero
zeroand
and
ijijis
variance22for
forall
alliiand
andj.j.
variance
9-54
SSBL
SSTR
SSE
SST
Source of Variation
Blocks
Treatments
Error
Total
n-1
r-1
(n -1)(r - 1)
nr - 1
9-55
F Ratio
Sum of Squares
df
Mean Square F Ratio
2750
39
70.51
0.69
2640
2
1320
12.93
7960
78
102.05
13350 119
9-56
9-57
9-58
9-59