6 - Analysis of Variance

Advanced Statistical Analysis:
Sampling and Sampling Techniques

17-21 September 2018
Prof. Rocky T. Marcelino
Instructor 7, Institute of Statistics – UP Los Baños
Prof. Michael Dominic del Mundo
Assistant Professor, Population Institute – UP Diliman
PHILIPPINE STATISTICAL RESEARCH AND TRAINING INSTITUTE

Course Outline
ADVANCED STATISTICAL ANALYSIS 2

Course Outline
• Parametric Test for More Than Two

Populations
• NonParametric Test for More Than Two
Populations
• Use of PHStat in Testing the Means for
More than Two Populations

Learning Objectives

Learning Objectives
• Perform a one-way Analysis of

Variance and
• Perform a Kruskal Wallis Test and
Multiple Comparisons Test
• Use MS Excel and PHStat to perform
the tests

Test of Hypothesis:
More Than Two Populations

Parametric Test for Means: More Than Two Populations
Comparing More Than Two Population Means
• Examples: One might be interested in
comparing the following:
 The average life expectancies for four different
treatments for cancer;
 the effects of five different pesticides on the
average yield of tomato plants;
 the average salaries of three different ethnic
groups, and so on.
Comparison of Several Populations
Population 1 Population 2 … Population k
μ1 μ2 μk
σ21 σ22 σ2k
p1 p2 pk

A Statistical Test to Determine if more than

2 Population Means are Equal: The One
Way Analysis of Variance
• The Analysis of Variance (ANOVA) is
used to test the hypothesis that the
means of three or more populations are
the same against the alternative
hypothesis that at least one population
mean differs.
A Statistical Test to Determine if more than

2 Population Means are Equal: The One
Way Analysis of Variance
• It is called the analysis of variance
(ANOVA) because the test is based on
the analysis of variation in the data
obtained from different samples.

Assumptions of One-Way ANOVA
• The populations from which the samples
are drawn are (approximately) normally
distributed.
• The populations from which samples are
drawn have the same variance (or
standard deviation).
• The samples drawn from different
populations are random and independent
Comparison of Several Population Means
H o : μ1 = μ2 = … = μk
The k population means are equal.
Ha: μi ≠ μj for at least one i ≠j
At least two population means are not equal.
Test Statistic/Procedure: F-test using One-Way ANOVA

Comparison of Several Population Means

Decision Rule: Reject H0 if p-value ≤ 𝛼.
Further analysis:
If H0 is not rejected: no need to proceed to
next step.
If H0 is rejected: do pairwise comparisons to
see which groups have significantly different
means.
Example 1 for One-Way ANOVA
Suppose in an industrial experiment, an
engineer is interested in how the mean
absorption of moisture in concrete varies
among 5 different concrete aggregates.
The samples are exposed to moisture for 48
hours. It is decided that 6 samples are to be
tested for each aggregate, requiring a total of
30 samples to be tested.
Table 1: There are 6 observations taken from each of
5 populations with means µ1, µ2, µ3, µ4, µ5 respectively.

• We may wish to test Ho: µ1 = µ2 = µ3 = µ4 = µ5.
Ha: at least two of the means are not equal.
• In addition, we may be interested in making

individual comparisons among these
5 population means.

• In the analysis of variance procedure, it is
assumed that whatever variation exists between
the aggregate averages is attributed to
a) Variation in absorption among observations
within aggregate types; and
b) Variation due to aggregate types, that is, due
to differences in the chemical composition of
the aggregates.
• The WITHIN AGGREGATE VARIATION is, of course,
brought about by various causes.
• Perhaps humidity and temperature conditions
were not kept entirely constant throughout the
experiment.
• It is possible that there was a certain amount of
heterogeneity in the batches of raw materials
that were used.
• The WITHIN-SAMPLE VARIATION is the CHANCE
or RANDOM VARIATION.
• Part of the goal of the ANOVA is to determine
if differences between the 5 sample means
are what one would expect due to random
variation alone, or indeed there is also a
contribution from the systematic variation
attributed to the aggregate types.
Example 2
Suppose we have teachers at a school who
have devised three different methods to teach
arithmetic. They want to find out if these three
methods produce different mean scores. Let
µ1, µ2, and µ3 be the mean scores of all
students who are thought by Methods I, II, and
III, respectively.

Continuation of Example 2
Fifteen fourth-grade students were randomly
assigned to three groups to experiment with
three different methods of teaching arithmetic.
At the end of the semester, the same test was
given to all 15 students. The table in the next
slide gives the scores of students in the three
groups.

Continuation of Example 2
Test that the mean scores of all three groups of

fourth-graders taught by three different
methods are not the same. Assume that all the
required assumptions hold true. Use 0.01 level
of significance.
Example 2: Required Assumptions
• First, assume that the scores of all students taught by
each method are (approximately) normally distributed.
• Second, the means of the distributions of scores for the

three teaching methods may or may not be the same,
but all three distributions have the same variance.
• Third, when we take samples to make an ANOVA test,

these samples are drawn independently and randomly
from three different populations
Solution to Example 2:
1. Ho: µ1= µ2 =µ3 (all three population
means are equal)
Ha: at least one population mean is
different from the other two
where µ1, µ2, and µ3 be the mean arithmetic
scores of all fourth-grade students who are
thought, respectively, by methods I, II, and III.
Con’t of Solution to Example 2:

2. Level of Significance: .01
3. Test Statistic: Because we are comparing
the means for three normally distributed
populations, we use the F Test Statistic.
4. Decision Rule: Reject Ho if p-value is less
than or equal alpha.
5. p-value = 0.3664

Con’t of Solution to Example 2:

6. Conclusion: Since p-value = 0.3664 is
greater than 0.01 level of significance, we
fail to reject Ho. There is no sufficient sample
evidence to show that the three different
methods of teaching arithmetic affect the
mean scores of students.


ANOVA
• Using a one-way ANOVA test, we analyze
only one factor or variable.
• In the example of testing for the equality of
mean arithmetic scores of students taught
by each of the three different methods, we
are considering only one factor, which is the
effect of different teaching methods on the
scores of students
ANOVA
• Sometimes we may analyze the effects of
two factors.
• Example: if different teachers teach
arithmetic using these three methods, we
can analyze the effects of teachers and
teaching methods on the scores of students.
This is done by using a two-way ANOVA.
Nonparametric Test for Means: More Than Two Populations
Kruskal-Wallis Test

Test of Hypothesis: More Than Two Populations
Workshop:
1. The data that follows come from a biological
monitoring test for chronic toxicity on fish larvae.
The control is clean (tap) water. The other four
conditions are tap water mixed with the indicated
percentages of treated wastewater effluent. The
lowest observed effect level (LOEL) is the lowest
percentage of effluent that is statistically different
from the control.

Workshop:
Test at 5% level of significance whether the chronic
toxicity is the same for all levels or not. Also, identify
the LOEL.

Workshop:
2. A particular reservoir was divided into three
strata (surface layer, bottom layer, and
intermediate layer). Portions of reservoir
water were collected at random (with
respect to vertical and horizontal location)
within each stratum. Test at 5% level of
significance if at least one pair of strata
have different mean phosphorus content.
Workshop:
Strata Measurements (microgram/L)

1 21 12 15 25 30 14 11 19 17 31
2 40 36 41 29 48 33 37 30 44 45
3 60 58 34 51 39 53 57 69

Advanced Statistical Analysis:
Test for More than Two Populations
PHILIPPINE STATISTICAL RESEARCH AND TRAINING INSTITUTE

6 - Analysis of Variance

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Advanced Statistical Analysis:

Sampling and Sampling Techniques

PHILIPPINE STATISTICAL RESEARCH AND TRAINING INSTITUTE

ADVANCED STATISTICAL ANALYSIS 2

• Parametric Test for More Than Two

ADVANCED STATISTICAL ANALYSIS 3

ADVANCED STATISTICAL ANALYSIS 4

• Perform a one-way Analysis of

ADVANCED STATISTICAL ANALYSIS 5

ADVANCED STATISTICAL ANALYSIS 6

Comparison of Several Populations

Population 1 Population 2 … Population k

ADVANCED STATISTICAL ANALYSIS 8

A Statistical Test to Determine if more than

A Statistical Test to Determine if more than

ADVANCED STATISTICAL ANALYSIS 10

ADVANCED STATISTICAL ANALYSIS 12

Comparison of Several Population Means

ADVANCED STATISTICAL ANALYSIS 15

• In addition, we may be interested in making

ADVANCED STATISTICAL ANALYSIS 16

ADVANCED STATISTICAL ANALYSIS 20

ADVANCED STATISTICAL ANALYSIS 21

Test that the mean scores of all three groups of

• Second, the means of the distributions of scores for the

• Third, when we take samples to make an ANOVA test,

Con’t of Solution to Example 2:

ADVANCED STATISTICAL ANALYSIS 25

Con’t of Solution to Example 2:

ADVANCED STATISTICAL ANALYSIS 26

ADVANCED STATISTICAL ANALYSIS 27

ADVANCED STATISTICAL ANALYSIS 30

ADVANCED STATISTICAL ANALYSIS 31

ADVANCED STATISTICAL ANALYSIS 32

Strata Measurements (microgram/L)

ADVANCED STATISTICAL ANALYSIS 34

PHILIPPINE STATISTICAL RESEARCH AND TRAINING INSTITUTE

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