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An overview of one-way analysis of variance (anova) and analysis of covariance (ancova), two statistical methods used to analyze experimental data. Anova is used for one factor experiments with unequal or equal replications, while ancova is used for one factor experiments with a single covariate. Both methods involve estimating means, testing hypotheses using the f-statistic and t-statistic, and constructing confidence intervals. The document also covers contrasts, testing hypotheses for preplanned comparisons, pairwise comparisons, and multiple comparisons.
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One Treatment (Factor) in a CRD; may be unequal replications
y ij = μ + α i ︸ ︷︷ ︸
μ i
ij i = 1 , 2 ,... , t,
j = 1 ,... , n i
ij ∼ iid N (0, σ
2 )
equivalent to assuming y ij ∼ N (μ i , σ
2 ), j = 1,... , n i for each treatment i.
Also involves the assumption of homogeneity of variance i.e., same variance
in each population.
Estimation
ˆμ i = ¯y i
j y ij )/n i , i = 1,... , t
ˆσ
2 = s
i
j (y ij − ¯y i.
2
N − t
i n i
αp − αq = ¯yp. − y¯q., p = q
SE(¯y p. − ¯y q. ) = s d = s
n p
n q
A (1 − α)100% C.I. for αp − αq (or μp − μq.) is
(¯y p. − ¯y q. ) ± t α/ 2 (ν) · s d
where
t α/ 2 (ν) = upper α/2 percentage point of the t-distribution with ν d.f.
ν = N − t
Testing Hypotheses
AoV Table
SV d.f. SS MS F p-value
Trt t − 1 MS Trt
c
Trt
/MSE P r(F > F c
Error N − t MSE(= s
2 )
Total N − 1
The F-statistic tests
0 : μ 1 = μ 2 = · · · μ t vs. H a : at least one ineq.
or equivalently
0 : α 1 = α 2 = · · · = α t vs. H a : at least one ineq.
Testing H 0 : μ p = μ q vs. H a : μ p
= μ q or equivalently
0 : α p = α q vs. H a : α p
= α q
Use the t-statistic
tc =
|y¯ p
. − y¯ q
s d
Rej. H 0 iff t c > t α/ 2 (ν) ν = N − t
Contrasts (or Comparisons)
i c i μ i is said to be a contrast of means μ 1 , μ 2 ,... , μ t if c 1 , c 2 ,... , c t are
constants such that
i
c i = 0. Examples
μ 1 − μ 2 , 2 μ 1 − μ 2 − μ 3 , μ 1
μ 2
μ 4
μ 5
Test for Preplanned Comparisons (Equal Sample Size Case i.e., n 1 = n 2
· · · = n)
0
i c i μ i = 0 vs. H a
i c i μ i
t c
i c i y¯ i
s(
c 2 i
n
1 2
Rej. H 0 : if t c > t α/ 2 (N − t)
or
c
n(
ci y¯i.)
2 /(
c
2 i
s
2
Rej. H 0 : if F c
a (1, N − t)
Pairwise Comparison of Means
Individual Comparisons:
By the t-test of H 0 : μ p = μ q
By the C.I.’s for μ p − μ q
Equivalently, using the Least Significance Difference (LSD) when sample sizes are equal.
t-test for H 0 : μ p − μ q = 0 gives Rej: H 0 if
|¯y p
. − ¯y q .| > t α/ 2 (N − t) · s ·
2 /n
LSD α
, n = sample size
Multiple Comparisons:
ciμi)
simultaneously.
One factor experiment in a CRD; a single covariate is also measured. Assume
equal replication.
y ij = μ + τ i
ij
i = 1,... , t
j = 1,... , n
ij ∼ iid N (0, σ
2 )
⇐⇒ Assuming straight line regressions for each treatment with the same slope β
Treatment 1: y 1 j = α 1
1 j , j = 1,... , n
Treatment 2: y 2 j = α 2
2 j , j = 1,... , n
Treatment t: y tj = α t
tj , j = 1,... , n
where α i = μ + τ i − x¯ .. Estimation
μ ˆ i = ¯y i. (Adj.) = ¯y i − b(¯x i. − ¯x ..
‘Adjusted Treatment Means’
b =
xy
xx
Exy =
i
j (xij − x¯i.)(yij − ¯yi.)
xx
i
j
(x ij − x¯ i.
2
y ¯ i.
j yij
n
¯x i.
j xij
n
¯x ..
i
j xij
nt
ˆσ
2 = s
2 MS Error from the ‘Adjusted AoV’
A (1 − α) 100% C.I. for μ p − μ q is
(¯y p. (Adj.) − ¯y q. (Adj.)) ± t α/ 2 (ν)s d
where
s d = s
n
(¯x p. − x¯ q.
xx
2
1 / 2
and
ν = t(n − 1) − 1
Testing Hypotheses
An analysis of covariance table
SV df SS MS F
Trt t − 1 SS Trt
Trt
Trt
Unadj.
Error(Unadj.) t(n − 1) SSE Unadj.
Unadj.
Regression 1 SS Reg
Reg
Reg
Error(Adj.) t(n − 1) − 1 SSE MSE(= s
2 )
Total tn − 1 SS Tot
Trt(Adj.) t − 1 SS Trt
Trt
Trt
Error(Adj.) t(n − 1) − 1 SSE MSE(= s
2 )
The F -statistic for Trt tests the hypothesis
0 : μ 1 = μ 2 = · · · = μ t versus H a : at least one inequality
when the covariate is not present in the model. The F -statistic for Regression
tests the hypothesis
H 0 : β = 0 versus Ha : β = 0
The F -statistic for Trt(Adj.) tests the hypothesis
H 0 : τ 1 = τ 2 = · · · = τt versus Ha : at least one inequality
when β is not zero. This test is equivalent to comparing the intercepts of the
regression lines i.e.,
0 : α 1 = α 2 = · · · = α t versus H a : at least one inequality
If this hypothesis is rejected, then at least one pair of treatment effects (equiv-
alently, adjusted treatment means) is different.
Two Crossed Factors A, B in a completely randomized design is another
example of a twoway classification.
Model: y ijk = μ + α i
μ ij
ijk i = 1,... , a (Factor A)
j = 1,... , b (Factor B)
k = 1,... , n (Replication)
ijk ∼ iid N (0, σ
2 )
μ ij = Expected mean in the ij
th cell of the two classification.
Factor B levels
Averaged
Factor A
1 2 · · · j · · · b Means
yn 1
y n 2
. .
. μ 11
y 11 n
μ 12 μij ¯μ 1.
Factor A 2 μ 21 ¯μ
levels
i μ i 1
y ij 1
. μ ij Cell mean
y ijn
¯μ i.
j
μ ij
b
a μ ab ¯μ a.
Averaged
Factor B means μ¯
. 1 ¯μ . 2 · · · ¯μ .j
i
μij
a
· · · ¯μ .b ¯μ ..
μ ¯ =
i
j
μ ij
ab
(Grand Mean)
Estimation
ˆμ ij = ¯y ij.
k
y ijk )/n
¯μ i. = ¯y i..
j
k
y ijk )/nb
μ¯ .j = ¯y .j.
i
k
y ijk )/na
ˆσ
2 = s
2 = MSE
SE (¯y i.. − ¯y i ′ .. ) = s
2 /bn
SE (¯y .j. − y¯ .j ′ . ) = s
2 /an
A (1-α)100% CI for Treatment Mean Differences.
¯μ i. − μ¯ i ′ . : (¯y i.. − ¯y i ′ .. ) ± t α/ 2 (ν) · s ·
2 /nb
¯μ .j − ¯μ .j ′ : (¯y .j. − ¯y .j ′ . ± t α/ 2 (ν) · s ·
2 /na
ν = d.f. for MSE = ab(n − 1)
SE(¯yij. − y¯ij ′ .) = s
2 /n
A (1 − α)100% CI for cell mean diferences
μ ij − μ ij ′ : (¯y ij. − y¯ ij ′ . ) ± τ α/ 2 (ν) · s
2 /n
SE(¯y ij. − y¯ i ′ j. ) = s
2 /n
A (1 − α)100% CI for cell mean differences
μij − μi ′ j : (¯yij. − ¯yi ′ j.) ± τα/ 2 (ν) · s
2 /n
Hypotheses Testing
AoV Table
SV d.f. SS MS F
Treatment ab-
A a-1 MS A
A
B b-1 MS B
B
A*B (a-1)(b-1) MS AB
AB
Error ab(n-1) MSE
Total abn-
F-tests
(1) Tests H 0 : ¯μ
= ¯μ
= · · · = ¯μ a. vs. H a : at least one ineq.
(2) Tests H 0 : ¯μ
. 1 = ¯μ . 2 = · · · = ¯μ .b vs. H a : at least one ineq.
(3) Tests H 0 : (μ ij − μ¯ i. − ¯μ .j
0 : no interaction
Depending on whether the test for interaction is significant or not, we can
test hypotheses like
0 : ¯μ i. = ¯μ i ′ . vs. H a : ¯μ i.
= ¯μ i ′ .
0 : ¯μ j = ¯μ .j ′ vs. H a : ¯μ .j
= ¯μ .j ′
0 : μ i = μ ij ′ vs. H a : μ ij
= μ ij ′
0 : μ ij = μ i ′ j vs. H a : μ ij
= μ i ′ j