Chapter 7: Analysis Of Variance
(ANOVA)
• Completely randomised design Test at 1% for the significant difference amongst the treatment
1 2 3 means
11 6, 5
2
8,2 7,7 6,9 2
Y 920.65
ij
G
CF
2
9 0 4, 8 1 6 7
8,7 8,4 5,8 N 15
SSTr Rn CF 917,3305 904,8167 12,5138
2
9,4 8,6 7,2
9,2 8,1 6,8 SST Yij2 CF 920, 65 904,8167 15,8333
8,0 7,4
6,1
𝑆 𝑆 𝐸=𝑆𝑆𝑇 − 𝑆𝑆𝑇𝑟 =15.8333−12.5138=3.3195
SSE Y 920, 65 917,3305 3,3195
2
ij
R2
n
T Observations ni Ri Ri2
n
1 8,2 8,7 9,4 9,2 4 35,5 315,0625
2 7,7 8,4 8,6 8,1 8,0 5 40,8 332,928
3 6,9 5,8 7,2 6,8 7,4 6,1 6 40,2 269,34
15 116,5 917,3305
ANOVA
Source SS df MS F Ftab (0.01)
Treatments 12,5138 2 6,2569 22,6208 6,93
Errors 3,3195 12 0,2766
Total 15,8333 14
H 0 : 1 2 3 H a : at least two of the treatment means differs
Since 22,6208 ≥ 6,93, we reject the null hypothesis at 1% level of significance and conclude that at least two of the
treatment means differs.
1 1
1 1 CI 1 3 Y1 Y3 tne;1 MSE
CI 1 2 Y1 Y2 tne;1 MSE
n1 n3
2
2
n1 n2
1 1
8,875 8,16 t12;0.995
1 1
0, 2766 8,875 6, 7 t12;0.995 0, 2766
4 5 4 6
0, 715 3, 055 0,3528 2,175 3, 055 0,3395
0, 715 1, 0778 2,175 1, 0372
0,3628;1, 7928 1,1378;3, 2122
Zero is included in the interval meaning mean 1 and Zero is not included in the interval meaning mean 1 and 3 do
2 don’t differ differ
t distribution critical values
Lower tail probability (1 )
df 0.75 0.90 0.95 0.975 0.99 0.995 0.9975 0.999
1 1.000 3.078 6.314 12.706 31.821 63.657 127.321 318.309
2 .816 1.886 2.920 4.303 6.965 9.925 14.089 22.327
3 .765 1.638 2.353 3.182 4.541 5.841 7.453 10.214
4 .741 1.533 2.132 2.776 3.747 4.604 5.598 7.173
5 .727 1.476 2.015 2.571 3.365 4.032 4.773 5.893
6 .718 1.440 1.943 2.447 3.143 3.707 4.317 5.208
7 .711 1.415 1.895 2.365 2.998 3.499 4.029 4.785
8 .706 1.397 1.860 2.306 2.896 3.355 3.833 4.501
9 .703 1.383 1.833 2.262 2.821 3.250 3.690 4.297
10 .700 1.372 1.812 2.228 2.764 3.169 3.581 4.144
11 .697 1.363 1.796 2.201 2.718 3.106 3.497 4.025
12 .695 1.356 1.782 2.179 2.681 3.055 3.428 3.930
13 .694 1.350 1.771 2.160 2.650 3.012 3.372 3.852
14 .692 1.345 1.761 2.145 2.624 2.977 3.326 3.787
15 .691 1.341 1.753 2.131 2.602 2.947 3.286 3.733
16 .690 1.337 1.746 2.120 2.583 2.921 3.252 3.686
17 .689 1.333 1.740 2.110 2.567 2.898 3.223 3.646
18 .688 1.330 1.734 2.101 2.552 2.878 3.197 3.610
19 .688 1.328 1.729 2.093 2.539 2.861 3.174 3.579
20 .687 1.325 1.725 2.086 2.528 2.845 3.153 3.552
21 686 1.323 1.721 2.080 2.518 2.831 3.135 3.527
22 .686 1.321 1.717 2.074 2.508 2.819 3.119 3.505
23 .685 1.319 1.714 2.069 2.500 2.807 3.104 3.485
24 .685 1.318 1.711 2.064 2.492 2.797 3.090 3.467
25 .684 1.316 1.708 2.060 2.485 2.787 3.978 3.450
1 1
CI 2 3 Y2 Y3 t ne;1 MSE
n2 n3
2
1 1
8,16 6, 7 t12;0.995 0, 2766
5 6
1, 46 3, 055 0,3185
1, 46 0,9730
0, 487; 2, 433
Zero is not included in the interval meaning mean 2 and 3 do differ.
Observations ni Ri Ri2
ni
1 6,9 5,8 6,2 6,8 6,1 5 31,8 202,248
2 7,8 8,4 8,7 9,6 9,2 8,7 6 52,4 457,6267
3 6,8 7,3 6,3 6,9 4 27,3 186,3225
Total 15 111,5 846,1972
111,5
2
Y 2
ij 849,55 CF
15
828,8167
SSTr 846,1972 828,8167 17,3805
SST 849,55 828,8167 20, 7333
𝑆𝑆𝐸=20.7333 −17.3805=3.3528
ANOVA
Source SS df MS F Ftab (0.01)
Treatments 17,3805 2 8,6903 31,1034 6,93
Errors 3,3528 12 0,2794
Total 20,7333 14
H 0 : 1 2 3 H a : at least two of the treatment means differs
Since 31,1034 > 6,93, we reject the null hypothesis at 1% level of significance and conclude that at least two of the treatment means
differs.
1 1
CI 1 2 Y1 Y2 t ne;1 MSE
2
n1 n2
1 1
6,36 8, 7333 t12;0.995 0, 2794
5 6
2,3733 3, 055 0,3201
2,3733 0,9779
3,3512; 1,3954
Zero is not included in the interval, mean 1 and mean 2 differs.
1 1
CI 1 3 Y1 Y3 t ne;1 MSE
n1 n3
2
1 1
6,36 6,825 t12;0.995 0, 2794
5 4
0, 465 3, 055 0,3546
0, 465 1, 0833
1,5483;0, 6183
Zero is included in the interval, mean 1 and mean 3 do not differ.
t distribution critical values
Lower tail probability (1 )
df 0.75 0.90 0.95 0.975 0.99 0.995 0.9975 0.999
1 1.000 3.078 6.314 12.706 31.821 63.657 127.321 318.309
2 .816 1.886 2.920 4.303 6.965 9.925 14.089 22.327
3 .765 1.638 2.353 3.182 4.541 5.841 7.453 10.214
4 .741 1.533 2.132 2.776 3.747 4.604 5.598 7.173
5 .727 1.476 2.015 2.571 3.365 4.032 4.773 5.893
6 .718 1.440 1.943 2.447 3.143 3.707 4.317 5.208
7 .711 1.415 1.895 2.365 2.998 3.499 4.029 4.785
8 .706 1.397 1.860 2.306 2.896 3.355 3.833 4.501
9 .703 1.383 1.833 2.262 2.821 3.250 3.690 4.297
10 .700 1.372 1.812 2.228 2.764 3.169 3.581 4.144
11 .697 1.363 1.796 2.201 2.718 3.106 3.497 4.025
12 .695 1.356 1.782 2.179 2.681 3.055 3.428 3.930
13 .694 1.350 1.771 2.160 2.650 3.012 3.372 3.852
14 .692 1.345 1.761 2.145 2.624 2.977 3.326 3.787
15 .691 1.341 1.753 2.131 2.602 2.947 3.286 3.733
16 .690 1.337 1.746 2.120 2.583 2.921 3.252 3.686
17 .689 1.333 1.740 2.110 2.567 2.898 3.223 3.646
18 .688 1.330 1.734 2.101 2.552 2.878 3.197 3.610
19 .688 1.328 1.729 2.093 2.539 2.861 3.174 3.579
20 .687 1.325 1.725 2.086 2.528 2.845 3.153 3.552
21 686 1.323 1.721 2.080 2.518 2.831 3.135 3.527
22 .686 1.321 1.717 2.074 2.508 2.819 3.119 3.505
23 .685 1.319 1.714 2.069 2.500 2.807 3.104 3.485
24 .685 1.318 1.711 2.064 2.492 2.797 3.090 3.467
25 .684 1.316 1.708 2.060 2.485 2.787 3.978 3.450
1 1
CI 2 3 Y2 Y3 tne;1 MSE
n2 n3
2
1 1
8, 7333 6,825 t12;0.995 0, 2794
6 4
1,9083 3, 055 0,3412
1,9083 1, 0424
0,8659; 2,9507
Zero is not included in the interval, mean 2 and mean 3 differ.
Block design
TRM 1 2 3 4 Ri2
b Ri
b
1 70 75 68 81 4 294 21 609
2 66 59 55 63 4 243 14 762.25
3 59 66 39 42 4 206 10 609
4 41 57 39 55 4 192 9 216
a 4 4 4 4 16 56 196,25
Cj
236 257 201 241 935
C 2j 13 924 16 512,25 10 100,25 14 520,25 55 056,75
a
Test at 5% level of significance for the difference between the treatment and block means.
935 Yij2 57 139
2
CF
16 54 639,0625 all
Ri2
SSTr CF 56 196,25 – 54 639,0625 = 1 557,1875
b
C 2j
SSB CF = 55 056,25 – 54 639,25 = 417,6875
a
SST Yij2 CF = 57 139 – 54 639,0625 = 2 499,9375
all
SSE SST SSTr SSB = 2 499,9375 – 417,6875 – 1 557,875 = 525,0625
ANOVA
SOURCE SS df MS F Ftab (0.05)
Treatments 1 557,1875 3 519,2917 8,9011 3.86
Blocks 417,6875 3 139,2292 2,3865 3.86
Errors 525,0625 9 58,3403
Total 2 499,9375 15
H0a: the treatment means are the same, Haa: not the null hypothesis.
H0b: the block means are the same, Hab: not the null hypothesis.
TRM Ri2
1 2 3 b Ri
b
1 11,3 12,4 10,9 3 34,6 399,0533
2 14,2 14,3 13,7 3 42,2 593,6133
3 14,9 15,2 17,7 3 47,8 761,6133
4 12,2 11,3 12,5 3 36 432
a
4 4 4 12 2 186,2799
Cj
C 2j 52,6 53,2 54,8 160,6
a
691,69 707,56 750,76 2 150,01
Test at 5% level of significance for the difference between the treatment and block means
160,6
2
Y 2
2 193,2
CF
12
2 149,3633 all
ij
Ri2
SSTr CF 2 186,2799 – 2 149,3633 = 36,9166
b
C 2j
SSB CF = 2 150,01 – 2 149,3633 = 0,6467
a
SST Yij2 CF
all
= 2 193,2 – 2 149,3633 = 43,8367
SSE SST SSTr SSB = 36,9166 – 36,9166 – 0,6467 = 6,2734
ANOVA
SOURCE SS df MS F Ftab (0.05)
Treatments 36,9166 3 12.3055 11,7688 4.76
Blocks 0,6467 2 0,3234 0,3093 5.14
Errors 6,2734 6 1,0456
Total 43,8367 11
Factorial design
Factor B
Factor A 1 2 3
1 28,0 29,0 28,5 30,0 31,0 29,5 27,0 28,5 29,0
2 23,0 23,5 24,0 26,0 24,0 23,5 22,0 22,5 23,0
Factor B
472
2
2
Factor A 1 2 3 Ri Ri CF 12 376.8889
nb 18
1 85.5 90.5 84.5 260.5 7 540.0278
Y 2
ij
12 531,5
2 70.5 73.5 67.5 211.5 4 970.25 all
Cj 156 164 152 472
12 510.2778
2
C j
na 4 056 4 482.6667 3 850.6667 12 389.3334
1
SS sub
3
85.82 90.52 84.52 70.52 73.52 67.52 CF = 12 523.1667 – 12 376.8889 = 146.2778 (ab-1)
Ri
SS a CF = 12 510.2778 -12 376.8889 = 133,3889 (a-1)
nb
Ci
SSb CF
na
472
2
Factor A 1 2 3
CF 12 376.8889
18
1 85.5 90.5 84.5 260.5 7 540.0278
2 70.5 73.5 67.5 211.5 4 970.25 Y
all
2
ij 12 531,5
156 164 152 472
12 510.2778
4 056 4 482.6667 3 850.6667 12 389.3334
1
SS sub
3
85.82 90.52 84.52 70.52 73.5 2 67.5 2 CF = 12 523.1667 – 12 376.8889 = 146.2778 (ab-1)
Ri
SS a CF
nb = 12 510.2778 -12 376.8889 = 133,3889 (a-1)
Ci
SSb CF = 12 389.3334 – 12 376.8889 = 12,4445 (b-1)
na
SS ab SS sub SS a SSb
= 146.2778 – 133. 3889- 12.4445 = 0,4444 [(a-1)(b-1)]
SST Yij2 CF = 12 531.5 – 12 376.8889 = 154.6111 (N-1)
all
SSE SST SSa SSb =SS154.6111
ab – 133.3889 – 12.4445 – 0.4444 = 8.3333 [ab (n-1)]
ANOVA
SOURCE SS df MS F Ftab (0.01)
SUB 146.2778 5 29.2556 42.1308 5.06
A 133.3889 1 133.3889 192.0923 9.33
B 12.4445 2 6.2223 8.9607 6.93
AB 0.4444 2 0.2222 0.3200 6.93
Errors 8.3333 12 0.6944
Total 154.6111 17
H0a: a1 = a2 H0a’ : not the null hypothesis
H0b: b1 = b2 = b3 H0b’ : not the null hypothesis
H0ab: there is no interaction between factor A and factor B
H0ab’: there is an interaction between factor A and factor B
1 2 3 4 N = 24 n = 2;
1 139.3 148.9 150.2 143.0 132.1 124.4 129.7 118.3
Factor A 2 150.4 137.8 156.5 131.6 134.4 117.8 119.2 131.7 a=3 b=4
3 131.7 133.1 141.7 125.4 122.2 114.9 127.3 125.3
3186.9
2
CF 423 180.4838
R 2 24
1 2 3 4 Rj j
nb
1 288.2 293.2 256.5 248 1 085.9 147 397.3513
Y 2
ij 426 145.81
Fac A 2 288.2 288.1 252.2 250.9 1 079.4 145 638.045 all
3 264.8 267.1 237.1 252.6 1 021.6 130 458.32
423 493.7163
Cj
841.2 848.4 745.8 751.5 3 186.9 (G)
C 2j 117 936.24 119 963.76 92 702.94 94 125.375 424 728.315
na
1
SS sub
2
288.22 293.2 2 256.52 248 2 288.2 2 288.12 ..... 252.6 2 CF = 425 211.425 – 423 180.4838 = 2 030.9412
R 2i
SS a CF = 423 493.7163 -423 180.4838 = 313.2325 (a-1)
nb
C 2i
SSb CF
na = 424 728.315 – 423 180.4838 = 1 547.8312 (b-1)
SS ab SS sub SS a SS b = 2 030.9412 – 313.2325 – 1 547.8312 = 169.8775 (a-1) (b-1)
SST Yij2 CF = 426 145.81 – 423 180.4838 = 2 965.3262 [abn-1]
all
SSE SST SSa SSb SSab = 2 965.3262 – 313.2325–1547.8312– 169.8775= 934.385 [ab (n-1)]
ANOVA
SOURCE SS df MS F Ftab (0.01)
A 313.2325 2 156.6163 2.0114 6.93
B 1 547.8312 3 515.9437 6.6261 5.95
AB 169.8775 6 28.3129 0.3636 4.82
Errors 934.385 12 77.8654
Total 2 965.3262 23
H0a: a1 = a2 H0a’ : not the null hypothesis
H0b: b1 = b2 = b3 H0b’ : not the null hypothesis
H0ab: there is no interaction between factor A and factor B
H0ab’: there is an interaction between factor A and factor B