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Multiple ANOVA

Introduction
ANOVA generalizes to the study of the effects

of multiple factors. When the experiment


includes observations at all combinations of
levels of each factor, it is termedfactorial.
Factorial experiments are more efficient than
a series of single factor experiments and the
efficiency grows as the number of factors
increases.Consequently, factorial designs are
heavily used.

The use of ANOVA to study the effects of multiple

factors has a complication. In a 3-way ANOVA with


factors x, y and z, the ANOVA model includes terms for
the main effects (x, y, z) and terms forinteractions(xy,
xz, yz, xyz). All terms require hypothesis tests. The
proliferation of interaction terms increases the risk that
some hypothesis test will produce a false positive by
chance. Fortunately, experience says that high order
interactions are rare.The ability to detect interactions
is a major advantage of multiple factor ANOVA. Testing
one factor at a time hides interactions, but produces
apparently inconsistent experimental results

A variety of techniques are used with multiple

factor ANOVA to reduce expense. One


technique used in factorial designs is to
minimize replication (possibly no replication
with support ofanalytical trickery) and to
combine groups when effects are found to be
statistically (or practically) insignificant. An
experiment with many insignificant factors
may collapse into one with a few factors
supported by many replications.

Difference
The one-way analysis of variance (ANOVA) is used to determine

whether there are any significant differences between the


means of two or more independent (unrelated) groups
(although you tend to only see it used when there are a
minimum of three, rather than two groups). For example, you
could use a one-way ANOVA to understand whether exam
performance differed based on test anxiety levels amongst
students, dividing students into three independent groups (e.g.,
low, medium and high-stressed students). Also, it is important
to realize that the one-way ANOVA is anomnibustest statistic
and cannot tell you which specific groups were significantly
different from each other; it only tells you that at least two
groups were different. Since you may have three, four, five or
more groups in your study design, determining which of these
groups differ from each other is important.

With two-factor analysis of variance, there are two study factors (we'll call

them factor A withalevels and factor B withblevels) and we study all


(atimesb) combinations of levels. For example, in a diet and exercise
study, DIET and EXERCISE are the two study factors and we study all
combinations of DIET and EXERCISE. The data can be displayed in a twoway table like a contingency table except that each cell might contain a
mean, standard deviation, and sample size.
The secret to mastering two-factor analysis of variance is to understand

the underlying model. The principal reason why multi-factor analysis are
interpreted incorrectly is that users do not understand what is meant by
the seductively namedmain effect. Amain effectis the effect of a
particular factoron average. For example, the main effect of diet is the
effect of diet averaged over all forms of exercise. Main effects are
important, but focusing on them alone makes it possible to relive a series
of bad jokes, namely, "The person who had his feet in the icebox and his
head in the oven but was fine, on average" or "The person who drowned in
a pool that was 2 feet deep, on average".

In a multi-factor analysis of variance, we look atinteractionsalong with

main effects. Interactions are the extent to which the effects of one factor
differs according to the levels of another factor. If there is an interaction
between DRUG and SEX, say, the drug that is best for men might be
different from the one that is best for women. If there is no interaction
between the factors, then the effect of one factor is the same for all
levels of the other factor. With no interaction, the drug that is best on
average is the best for everyone.
When a computer program reports that the main effect of drug is highly

statistically significant, it is tempting to stop right there, write it up, and


send off a manuscript immediately. As we've just seen, an analysis should
begin with an examination of the interactions because the interpretation
of the main effects changes according to whether interactions are
present. However, every computer package tempts us to look at main
effects first by listing them in the outputbeforethe interactions.

Assumptions
1. Yourdependent variableshould be measured at thecontinuouslevel
2. Yourtwo independent variablesshould each consist oftwo or more
3.

4.
5.
6.

categorical,independent groups.
You should haveindependence of observations, which means that there is
no relationship between the observations in each group or between the groups
themselves.
There should beno significant outliers.
Yourdependent variableshould beapproximately normally distributed
for each combination of the groups of the two independent variables.
There needs to behomogeneity of variances for each combination of the
groups of the two independent variables.

.When you choose to analyze your data using a three-way ANOVA, part

of the process involves checking to make sure that the data you want
to analyze can actually be analyzed using a three-way ANOVA. You
need to do this because it is only appropriate to use a three-way
ANOVA if your data "passes" six assumptions that are required for a
three-way ANOVA to give you a valid result.

With only a slight exaggeration, if you

understand two-factor analysis of variance,


you understand all of multi-factor analysis of
variance. If you understand the issues raised
by analyzing two factors simultaneously, then
you'll understand the issues regardless of the
number of factors involved.