ANOVA

ANALYSIS OF VARIANCE

ANOVA

A fost inventat n 1920 de ctre R.A. Fischer,

care a vrut s vad diferenele semnificative
dintre diferitele tipuri de plante.

Din 1970 este cea mai folosit metod

statistic n studii de psihologie.

Aplicaiile snt dintre cele mai variate:

psihologie, biologie, sociologie, economie.

ANOVA versus Testul t

Testul t permite compararea mediilor a dou

populaii, pentru a vedea dac exist o diferen
semnificativ ntre valorile acestora

Ideea de baz a ANOVA este aceeai ca i a

testului t, doar c n acest caz putem compara
mediile mai multor populaii statistice

n fapt, prin ANOVA putem cuantifica impactul

unuia sau mai multor factori de influen asupra
unei variabile de interes.

Exemplu: Vrem s determinm cum se poate mbunti

productivitatea funcionarilor potali

Lum n considerare 4 tipuri de factori:

Sistemul de stimulente bazat pe calificative acordate de
superiori
Recunoatere din partea superiorilor
Sisitemul de calificative plus recunoatere din partea
superiorilor
Reineri salariale n caz de abateri de la disciplina muncii

Testul t nu poate testa simultan diferenele dintre

productivitatea muncii n fiecare din grupurile create
conform acestor criterii.

Putem efectua testul t comparnd productivitile

medii dou cte dou: 2
teste.
C4 6

TERMINOLOGIE
Variabila dependenta ( variabla raspuns )
variabila studiata
Variabila independenta/explicativa (factor)
o variabila care influenteaza variabila dependenta
Nivelul factorului (tratament)
o valoare particulara a factorului
Variatia reziduala
influente aleatoare asupra variabilei dependente

TERMINOLOGIE

Exemplu
Determinam cum recolta este influentata de tipul
de ingrasamint folosit. Un fermier foloseste 3 tipuri
de ingrasamint notate A,B and C
Variabila raspuns
factorul
tratamentul

- productia
- tipul de ingrasamint
- ingrasamintul A, B and C

TERMINOLOGIE

Exemplu 2
Analizam cum pretul actiunilor este
determinat de rata dobinzii pe care o ofera.
Studiem obligatiuni care platesc rate de
6%, 8%,10%
Variabila raspuns
factorul
tratamentul

- pretul actiunii
- rata dobinzii
- 6%,8% sau10%

MODELE ANOVA

In functie de numarul de factori

one-factor ANOVA models
multi-factors ANOVA models

In functie de nivelele factorilor

fixed effect models
random effect models
mixed effect models

ANOVA unifactorial
One Way ANOVA(One Factor ANOVA)

O singur variabil independent X, ale crei

valori pot fi mprite n mai multe grupuri:
X1,...,Xk.
Vrem s vedem dac exist o diferen
semnificativ
ntre
valorile
variabilei
dependente Y n interiorul grupurilor create
dup variabila de grupare X.
Practic, observaiile snt valorile lui Y n
interiorul celor k grupuri create dup valorile lui
X.

Tabelul de intrare pentru ANOVA

Ipoteze in ANOVA

Media total a populaiei va fi estimat prin media total a eantionului:

k

nk

nk

ij

yn
i

Setul de ipoteze

Dac ipoteza nul este acceptat, atunci putem concluziona c factorul de grupare nu are o
influen semnficativ asupra variabilei
0
1de interes.
2
k
Ideea de baz n testarea ipotezelor ANOVA este regula de adunare a dispersiilor,
descompunerea dispersiei totale nA dispersia 0dintre grupe(factorul sistematic) i dispersia din
interiorul grupelor(factorul aleator).

i 1

j 1

i 1

H : ...

H : non H (cel puin dou medii snt neegale)

Tabelul de analiz a varianei

Testul F(Fischer)

Decizia se ia pe baza testului F: se compar valoarea statisticii F calculat n tabelul

ANOVA cu valoarea critic, corespunztoare cuantilei repartiiei F cu (k-1,n-k) grade de
libertate.
Dac
atunci respingem ipoteza nul, deci putem afirma, cu
probabilitatea
, c factorul de grupare are o influen semnificativ asupra
variabilei de interes.
; k 1; n k
Valoarea critic n EXCEL:

F F

F ;k 1;n k FINV ( , k 1, n k )

Comparaii multiple Procedura Tukey-Kramer

Dac n urma ANOVA a rezultat c exist o

diferen semnificativ ntre valorile variabilei de
interes n cele k grupuri, pasul urmtor este acela
de a realiza o procedur de comparaii multiple
pentru a determina care grupuri snt diferite.

Procedura Tukey-Kramer procedur post-hoc

Procedura Tukey-Kramer

Se calculeaz diferenele yi y j , i j pentru toate

cele Ck2 k (k 1) perechi de medii.
2

Se determin distana critic dup formula

DC QU

MSE 1 1

2 ni n j

unde QU este cuantila superioar a distribuiei

studentizate a distanei (Studentized range
distribution) cu k grade de libertate la numrtor
i n-k grade de libertate la numitor.

Procedura Tukey-Kramer

Se compar distanele calculate yi y j , i j cu

valoarea critic DC definit anterior
Dac exist i,j a.. yi y j DC atunci mediile
yi , y j snt semnificativ diferite.

Valorile critice ale distribuiei distanei

pentru 0.05(5%)

Distribuia studentizat a distanei

Exemplu

Managerul unui lan de magazine vrea s determine dac

locul unde este amplasat un produs pe raft are o influen
semnificativ asupra valorii vnzrilor. Snt considerate trei
posibile amplasri pe raft: zona 1(nivelul de sus), zona
2(nivelul median) i zona 3(nivelul de jos).

Este selectat aleator un eantion de 18 magazine, 6 care au

produsul n zona 1, 6 n zona 2 i 6 n zona 3.

Dup o lun, a fost ntregistrat valoarea vnzrilor

produsului(n mii dolari) pentru fiecare magazin.

Cum realizm ANOVA folosind EXCEL

1. Introducem datele n Excel

Cum realizm ANOVA folosind EXCEL

2. Apelm procedura ANOVA folosind: Tools >

Data Analysis > ANOVA: Single Factor

Cum realizm ANOVA folosind EXCEL

3. Selectm zona de date i eventual schimbm
pragul de semnificaie i OK.

Cum realizm ANOVA folosind EXCEL

4. Excel Output

Concluzii

Putem afirma, cu probabilitatea 95%, c locul unde

este amplasat produsul pe raft influeneaz
semnificativ valoarea vnzrilor.

Mai mult, comparnd vnzrile medii pentru fiecare

locaie, putem afirm c valoarea medie a vnzrilor
pentru produsele amplasate n zona de sus a raftului
este semnificativ mai mare dect valoarea medie a
vnzrilor din celelalte zone.

n consecin, decizia pe care ar trebui s o ia

managerul respectiv este de a plasa produsul n zona
de sus a raftului.

Foarte important!!!

Atunci cnd realizm comparaii ntre mediile

unor populaii folosind ANOVA trebuie s fie
ndeplinite n mod necesar trei condiii:
Independena

i caracterul aleator al
alegerii eantioanelor
Normalitatea eantioanele din fiecare
grup snt extrase din populaii normale
Omogenitatea
varianei dispersiile
celor k grupuri snt presupuse a fi egale

ANOVA blocuri randomizate

(ANOVA unifactorial cu observaii repetate)

Testul F pentru blocuri randomizate

Ca i n ANOVA simpl, testm independena

mediilor unor populaii, pentru diferite nivele ale
variabilei factoriale....

...dar vrem s controlm i variaia datorat unui

factor secundar

Nivelele pentru cel de-al doilea factor snt numite

blocuri

Ipoteze: r = numrul de linii, c = numrul de

coloane

Ipoteze
1. Normalitatea
Populatiile snt distribuite normal

2. Omogenitatea varianiei
Populaiile au dispersii egale

3. Independena erorilor
Eantioanele snt selectate aleator i
independent

Descompunerea variaiei totale

Variaia total
SST=
Variaia dintre
grupuri
SSA +

Variaia dintre
blocuri
SSBL +

Variaia aleatoare

SSE

Sum of Squares for Blocking

SST = SSA + SSBL + SSE
r

SSBL c (Y i. Y)

i 1

Where:

c = number of groups
r = number of blocks
Yi. = mean of all values in block i
Y = grand mean (mean of all data values)

Partitioning the Variation

Total variation can now be split into three parts:

SST = SSA + SSBL + SSE

SST and SSA are
computed as they were
in One-Way ANOVA

SSE = SST (SSA + SSBL)

Mean Squares
SSBL
MSBL Mean square blocking
r 1
MSA Mean square among groups

SSA
c 1

SSE
MSE Mean square error
(r 1)(c 1)

Randomized Block ANOVA Table

Source of
Variation

SS

df

MS

F ratio
MSA
MSE

Among
Treatments

SSA

c-1

MSA

Among
Blocks

SSBL

r-1

MSBL

Error

SSE

(r1)(c-1)

MSE

SST

rc - 1

Total

c = number of populations
r = number of blocks

MSBL
MSE

rc = sum of the sample sizes from all populations

df = degrees of freedom

Blocking Test
H0 : 1. 2. 3. ...
H1 : Not all block means are equal
MSBL
F=
MSE
Blocking test:
df1 = r 1
df2 = (r 1)(c 1)

Reject H0 if F > FU

Main Factor Test

H0 : .1 .2 .3 ... .c
H1 : Not all population means are equal

F=

MSA
MSE Main Factor test: df1 = c 1
df2 = (r 1)(c 1)

Reject H0 if F > FU

The Tukey Procedure

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

The Tukey Procedure

(continued)

Critical Range Qu

MSE
r

Compare:

Is x.j x.j' Critical Range ?

If the absolute mean difference
is greater than the critical range
then there is a significant
difference between that pair of
means at the chosen level of
significance.

x.1 x.2
x.1 x.3
x.2 x.3
etc...

Exemplu
6 experi n gastronomie trebuie s evalueze 4
restaurante n privina calitii serviciilor
Experii aloc fiecrui restaurant un punctaj de
la 1 la 100
Se poate afirma c exist o diferen
semnificativ ntre cele patru restaurante n
ceea ce privete punctajele acordate?
Exist vreo diferen n ceea ce privete
modalitatea de punctare a celor 6 experi?

Cum realizm ANOVA folosind EXCEL

1. Introducem datele n Excel

Cum realizm ANOVA folosind EXCEL

2. Apelm procedura ANOVA folosind:

Tools > Data

Analysis > ANOVA: Two Factor Without Replication

Cum realizm ANOVA folosind EXCEL

3. Excel Output

Concluzii

Putem afirma, cu probabilitatea 95%, c

exist o diferen semnificativ ntre
cele 4 restaurante n ceea ce privete
punctajele acordate de cei 6 experi
Mai
mult,
exist
o
diferen
semnificativ ntre punctajele medii
acordate, i.e. unii experi acord n
general pucntaje mai mari dect ceilali

Factorial Design:
Two-Way ANOVA
Examines the effect of
Two 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
carbonation level depend on which level the line
speed is set?

Two-Way ANOVA
Assumptions
Populations are normally
distributed
Populations have equal variances
Independent random samples are
drawn

Two-Way ANOVA
Sources of Variation
Two Factors of interest: A and B
r = number of levels of factor A
c = number of levels of factor B
n = number of replications for each cell
n = total number of observations in all cells
(n = rcn)
Xijk = value of the kth observation of level i of
factor A and level j of factor B

Two-Way ANOVA
Sources of Variation
SST = SSA + SSB + SSAB + SSE
SSA
Factor A Variation

SST
Total Variation

SSB
Factor B Variation

SSAB
n-1

(continued)
Degrees of
Freedom:
r1

c1

Variation due to interaction

between A and B

(r 1)(c 1)

SSE

rc(n 1)

Random variation (Error)

Two Factor ANOVA Equations

Total Variation:

SST ( Xijk X)
i1 j1 k 1

Factor A Variation:

SSA cn ( Xi.. X)
i 1

Factor B Variation:

SSB rn ( X. j. X)2
j1

Two Factor ANOVA Equations

(continued)

Interaction Variation:
r

SSAB n ( Xij. Xi.. X.j. X)2

i 1 j 1

Sum of Squares Error:

SSE ( Xijk Xij. )

i 1 j1 k 1

Two Factor ANOVA Equations

r

where:

Xi..

X
j1 k 1

i1 j 1 k 1

ijk

rcn

Mean of ith level of factor A (i 1, 2, ..., r)

r

X
i1 k 1

rn

ijk

Mean of jth level of factor B (j 1, 2, ..., c)

Xijk
Xij.
Mean of cell ij
k 1 n
n

Grand Mean

ijk

cn
X. j.

(continued)

r = number of levels of factor A

c = number of levels of factor B
n = number of replications in each
cell

Mean Square Calculations

SSA
MSA Mean square factor A
r 1
SSB
MSB Mean square factor B
c 1

SSAB
MSAB Mean square interaction
(r 1)(c 1)
SSE
MSE Mean square error
rc(n'1)

Two-Way ANOVA:
The F Test Statistic
H0: 1.. = 2.. = 3.. =
H1: Not all i.. are equal

H0: .1. = .2. = .3. =

H1: Not all .j. are equal

H0: the interaction of A and B is

equal to zero
H1: interaction of A and B is not
zero

F Test for Factor A Effect

MSA
F
MSE

Reject H0
if F > FU

F Test for Factor B Effect

MSB
F
MSE

Reject H0
if F > FU

F Test for Interaction Effect

MSAB
F
MSE

Reject H0
if F > FU

Two-Way ANOVA
Summary Table
Source of
Variation

Sum of
Square
s

Degrees of
Freedom

Factor A

SSA

r1

Factor B

SSB

c1

AB
(Interaction
)

SSAB

(r 1)(c 1)

Error

SSE

rc(n 1)

Total

SST

n1

Mean
Squares

F
Statistic

MSA

MSA
MSE

= SSA /(r 1)

MSB
= SSB /(c 1)

MSAB
= SSAB / (r 1)(c 1)

MSE =
SSE/rc(n 1)

MSB
MSE
MSAB
MSE

Features of Two-Way ANOVA

F Test
Degrees of freedom always add up

n-1 = rc(n-1) + (r-1) + (c-1) + (r-1)(c-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

Examples:
Interaction vs. No Interaction
Interaction is
present:

No interaction:

Factor B Level 3
Factor B Level 2

Factor A Levels

Mean Response

Mean Response

Factor B Level 1
Factor B Level 1
Factor B Level 2
Factor B Level 3

Factor A Levels

Multiple Comparisons:
The Tukey Procedure
Unless there is a significant interaction,
you can determine the levels that are
significantly different using the Tukey
procedure
Consider all absolute mean differences
and compare to the calculated critical
X1.. X 2..
range
X1.. X3..

Example: Absolute differences

for factor A, assuming three factors: X 2.. X3..

Multiple Comparisons:
The Tukey Procedure
Critical Range for Factor A:

Critical Range QU

MSE
c n'

(where Qu is from Table E.10 with r and rc(n1) d.f.)

Critical Range for Factor B:

Critical Range QU

MSE
r n'

(where Qu is from Table E.10 with c and rc(n1) d.f.)