1 Way Analysis of

Variance (ANOVA)
Peter Shaw
RU

1 way ANOVA What is it?

This is a parametric test, examining whether the
means differ between 2 or more populations.
Males Females

Do males differ
from females?

Site 1 Site 2 Site 3

Do results differ
between these
sites?

This is not in itself so unusual, indeed we are spoiled for choice:

Parametric

Nonparametric

2 classes
only

t test, anova

MannWhitney U

2 or more
classes

anova

KruskalWallis test

So why am I spending so much time on anova?

1: Because anova is the definitive analytical tool: it allows
one to ask questions that cannot be asked any other way.
2: You need to be familiar with the layout of anova tables.
3: Because I want you to understand the degrees of
freedom associated with anova models. There are deep
pitfalls associated with allocation of dfs, and inspection of
the dfs in an anova table allow one to understand
immediately what model another researcher has used.

What anova actually does:

It partitions the variation in the data into components, some of
which can be explained by the experimenter (such as the
difference between two treatments), and some of which is
unexplained.
The unexplained variation is called error, but is in fact essential
to performing the anova.
It generates a test statistic F, which is the ratio of explained
to unexplained variation. This can be thought of as a
signal:noise ratio. Thus large values of F indicate a high
degree of pattern within the data and imply rejection of H0.
It is thus similar to the t test - in fact ANOVA on 2 groups is
equivalent to a t test [F = t2 ; formally F 1,n-2 = (Tn-2)2]

The core of anova is to partition the sum of squares of a dataset: This is

the summed values of (X-mean) 2, otherwise known as the sum of
residuals2.
Value

Residuals

Overall
mean
()

1 2

8 Datapoint number

Linear model: Each observation is the mean plus a random error

Xi = + ei
Total sum of squares = SStot= i (Xi-mean) 2 = i (ei * ei)

Now we split the data up into treatments:

Overall
mean
()

New residuals

Mean of treatment 2

1 2 3 4
Treatment 1

5 6 7 8 Datapoint number
Treatment 2
Linear model: Each observation is the mean plus a treatment effect plus
random error: Xti = +Tt+ eti
Total sum of squares = i (Xi- ) 2 = ti (eti * eti) + ti (Tti * Tti)
= error sum of squares + treatment sum of squares
(This is how variation is partitioned. Notice that it only works if ti (eti)
= (T ) = 0)

Now we have one sum of squares which has been partitioned into two
sources, explained and unexplained.
The null hypothesis H0 says that these two sources of variation should
be equally unimportant, both unexplained random noise. In order to
test this we cannot simply look at the sums of squares (because the
more samples you collect the more variation you may find), but first
divide these by their degrees of freedom to convert SS into variance:
Total variance = total SS / total df true but not used in most anova tables

treatment variance = treatment SS / treatment df

error variance = error SS / error df.
F ratio (signal/noise) = treatment variance /error variance.

Anova tables:

Exact layout varies

somewhat - I dislike SPSSs
version!

Learn this layout parrot-fashion! It is correct for a 1-way anova with

N observations and T treatments.
Source
df
SS
treatment
(T-1)
SStrt
errorby subtraction Sserr
Total
(N-1)

MS
F
=SStrt/(T-1) MStrt/MSerr
=SSerr/dferr

Finally, you (or the PC) consult tables or otherwise obtain a

probability of obtaining this F value given dfs for treatment and error.

It is formally possible to perform an anova by calculating the

values of treatment and error for each observation in turn I
have a handout showing this.
In practice no-one does it this way because there is a laboursaving shortcut that is easily learned and implemented, which I
intend to show you now.

How to do an ANOVA by hand:

1: Calculate N, x, x2 for the whole dataset.
2: Find the Correction factor
CF = (x * x) /N
3: Find the total Sum of Squares for the data
= (xi2) CF
4: add up the totals for each treatment in turn (Xt.), then calculate
Treatment Sum of Squares
SStrt = t(Xt.*Xt.)/r - CF
where Xt. = sum of all values within treatment t, and r is the
number of observations that went into that total.
3: Draw up ANOVA table, getting error terms by subtraction.

One way ANOVAs

limitations

This technique is only applicable when there

is one treatment used.
Note that the one treatment can be at 3, 4,
many levels. Thus fertiliser trials with 10
concentrations of fertiliser could be analysed
this way, but a trial of BOTH fertiliser and
insecticide could not.

Class data your turn

T1
7
8
11
15
12

T2
14
16
19
18
15

T3
20
18
22
19
16

Totals (to be nice to you!)

53
82
95

What to do when you want to test :

H0: group means are the same
When the data are clearly not normally distributed?
If you have 2 groups, you can fall back on Mann-Whitneys U test
BUT: 3 or more groups you cant do multiple U tests, just as you
cant do multiple t tests in place of a 1-way anova. (Why not?)
There are 2 good alternatives, one of which is supplied in SPSS, one
of which needs special code (I have some home-written).
1: Kruskal-Wallis non-parametric anova (good and safe)
2: use normal anova but use a Monte-Carlo approach to empirically
estimate p values. (This is a perfect, safe and reliable way to generate
p values, but is not widely available).

Post-hoc tests
Often one runs an ANOVA on a dataset where the treatment
variable comes at >3 levels. If p>0.05 you simply assume that the
groups do not differ. If however p<0.05, students often ask whether
this proves some specific difference, such as showing that site 1
differs from site 2.

The simple answer is NO. The p value tests the classification as a

whole, and you cant infer specific differences from it. If you do
want to ask about a specific division within your classification you
need to explore the world of post-hoc tests (=after the event).
There are a plethora of these, and you can run them by hand, but you
need to be careful of handling your significance levels.

Why you dont do multiple t tests.

Or any other test, unless you have your eyes open.

Take random data and assemble into 2
piles, then test H0: no difference
between them. Using p = 0.05 you
know that you will reject this H0 1
time in 20. That is what p = 0.05
hat
means.
Now assemble into 3 piles, then
test H0: no difference between
teach pair: P1-P2, P1-P3, P2-P3
hat

p1

p2

p3

1 time in 20 p1-p2 is *
1 time in 20 p1-p3 is *
1 time in 20 p2-p3 is *

Now we ask what the probability is that we will end up accepting H0.
This involves accepting H0 in test 1 (P1P2), AND in P1-P3, AND in
P2P3. In each case the probability of accepting H0 is 0.95 (=1-p), but
the probability of accepting the 3 together is 0.95*0.95*0.95 = 0.857375
(nearly, but not quite, 1-3*p).

But if p(accepting H0) = 0.86, then p(rejecting H0) = 0.14. So in

random data you will reject H0 1 time in 7, not 1 in 20. So if you claim
in your write-up that you used p=0.05 you are lying, albeit probably
unwittingly.
It is OK to do this PROVIDING you know what you are doing, and you
apply a more stringent criterion to each individual test. If you are doing
N different tests on subsets of the same data, each one should run at a
significance level of
P = 1-(1-)1/N = 1-

(1- )

Where is the final significance level.

Post-hoc
tests
in
SPSS
Are hidden under Compare means 1 way anova.

Dissolved Fe in water draining

Pelenna mine, Swansea.
120

100

F6,49 = 72.9 p<0.001

80

60

But which sites differ

from each other?

40

Fe,
FEppm

20

25

-20
N=

site 1

site 2

site 3

site 4

site 5

site 6

site 7

SITE

Duncans
multiple
range
test:
Note
1: Means are sorted into ascending order
2: all bar 2 are in a homogenous subgroup: site 3 is in a group by itself,
FE
as is site 2.
Duncan

NUMSITE
1.00
7.00
6.00
5.00
4.00
3.00
2.00
Sig.

N
8
8
8
8
8
8
8

Subset for alpha = .05

1
2
3
1.0000
1.1250
1.2500
1.3750
2.3750
19.0000
62.5000
.752
1.000
1.000

Means for groups in homogeneous subsets are displayed.

a. Uses Harmonic Mean Sample Size = 8.000.

Presentation methods:
1: Leave means sorted into order and underline
those that do not differ
120

100

80

60

40

20

FE

25

-20
N=

1
7
2.00
Site
SIZEORDR
1.00

3.00

4.00

5.00

6.00

7.00

2: the ABC method

Leave the means in their original order but indicate which group they
in by giving a letter of the alphabet to each line in the graph just
presented. Then you add the text means followed by the same letter d
not differ at p<0.05.
1.00
2.00
3.00
4.00
5.00
6.00
7.00

1.00
62.50
19.00
2.38
1.38
1.25
1.13

A
C
B
A
A
A
A

And if the data are very non-normal?

You have always got a non-parametric anova, known as the
Kruskal Wallis test. This does not have a post-hoc test, but you
can create one with care.

1: Compare every group with every other by a U or K-W test,

but apply a more stringent significance test as explained earlier.
2: Sort means (or better medians) into ascending order, and
underline those which do not differ significantly as before.

Mayflies on Pelenna stream (4 sites only).

P<0.05 by Kruskal-Wallis test.
50

40

48

30

20

MAYFLY

10

P values for each

pairwise comparison in
turn:

-10
N=

18

15

12

10

1.00

2.00

3.00

4.00

SITE

Site

1
12
3
4

2
NS
-

3
NS

4
NS

0.036
-

0.006
NS
-

Adjust significance to 1-(0.95^1/6) = 0.0085, and underline

sites that do not differ at this level
50

40

48

30

20

MAYFLY

10

-10
N=

15

18

12

1.00

2.00

3.00

SIZEORDR

Site

Or list as follows:
Site 1AB 2A 3AB 4B

10

4.00

B
A