ANOVA and ANCOVA for Statistical Analysis of Experimental Data - Prof. Mervyn G. Marasingh, Exams of Statistics

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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Oneway Classification
One Treatment (Factor) in a CRD; may be unequal replications
yij =μ+αi

μi
+ij i=1,2,...,t,
j=1,...,n
i,
ij iid N(0
2)
equivalent to assuming yij N(μi
2),j=1,...,n
ifor each treatment i.
Also involves the assumption of homogeneity of variance i.e., same variance
in each population.
Estimation
ˆμiyi.=(
jyij)/ni,i=1,...,t
ˆσ2=s2=ij(yij ¯yi. )2
Nt,N=ini
αpαqyp. ¯yq.,p=q
SE(¯yp. ¯yq.)=sd=s1
np
+1
nq
A(1α)100% C.I. for αpαq(or μpμq.)is
yp. ¯yq.)±tα/2(ν)·sd
where
tα/2(ν) = upper α/2 percentage point of the t-distribution with νd.f.
ν=Nt
Testing Hypotheses
AoV Table
SV d.f. SS MS Fp-value
Trt t1MS
Trt Fc=MS
Trt /MSE Pr(F>F
c)
Error NtMSE(= s2)
Tota l N1
The F-statistic tests
H0:μ1=μ2=···μtvs. Ha: at least one ineq.
or equivalently
H0:α1=α2=···=αtvs. Ha: at least one ineq.
Testing H0:μp=μqvs. Ha:μp=μqor equivalently
H0:αp=αqvs. Ha:αp=αq
Use the t-statistic
tc=|¯yp.¯yq.|
sd
Rej. H0iff tc>t
α/2(ν)ν=Nt
Contrasts (or Comparisons)
iciμiis said to be a contrast of means μ1
2,...,μ
tif c1,c
2,...,c
tare
constants such that ici= 0. Examples
μ1μ2,2μ1μ2μ3
11
3μ21
3μ41
3μ5
Test for Preplanned Comparisons (Equal Sample Size Case i.e., n1=n2=
···=n)
H0:iciμi=0 vs. Ha:iciμi=0
tc=|ici¯yi.|
s(c2
i
n)1
2
Rej. H0:iftc>t
α/2(Nt)
or
Fc=n(ci¯yi.)2/(c2
i)
s2Rej. H0:ifFc>F
a(1,Nt)
Pairwise Comparison of Means
Individual Comparisons:
* By the t-test of H0:μp=μq
* By the C.I.’s for μpμq
* Equivalently,using the Least Significance Difference (LSD) when sample sizes are equal.
t-test for H0:μpμq=0gives Rej:H0if
|¯yp.¯yq.|>t
α/2(Nt)·s·2/n

LSDα
,n = sample size
Multiple Comparisons:
* Tukey’s procedure for all possible pairwise comparisons simultaneously
(HSD).
* Scheffe’sprocedure for several comparisons (contrasts of the type ciμi)
simultaneously.
Oneway Analysis of Covariance
One factor experiment in a CRD; a single covariateis also measured. Assume
equal replication.
yij =μ+τi+β(xij ¯x..)+ij
i=1,...,t
j=1,...,n ij iid N (0
2)
⇐⇒ Assuming straight line regressions for each treatment with the same slope β
Treatment 1: y1j=α1+βx1j+1j,j=1,...,n
Treatment 2: y2j=α2+βx2j+2j,j=1,...,n
.
.
..
.
.
Treatment t: ytj =αt+βxtj +tj ,j=1,...,n
where αi=μ+τi¯x.. Estimation
ˆμiyi.(Adj.) = ¯yibxi. ¯x..)
‘Adjusted Treatment Means’
b=Exy
Exx
Exy =ij(xij ¯xi.)(yij ¯yi. )
Exx =ij(xij ¯xi.)2
¯yi. =jyij
n¯xi. =jxij
n¯x.. =ijxij
nt
ˆσ2=s2MS Error from the ‘Adjusted AoV’
A(1α) 100% C.I. for μpμqis
yp.(Adj.)¯yq.(Adj.))±tα/2(ν)sd
where
sd=s2
n+xp. ¯xq.)
Exx
21/2
and
ν=t(n1) 1
Testing Hypotheses
An analysis of covariance table
SV df SS MS F
Trt t1SSTrt MSTrt MSTrt/MSEUnadj.
Error(Unadj.) t(n1) SSEUnadj. MSEUnadj.
Regression 1 SSReg MSReg MSReg/MSE
Error(Adj.) t(n1) 1SSE MSE(= s2)
Tota l tn 1SSTot
Trt(Adj.) t1SSTrt MSTrt MSTrt/MSE
Error(Adj.) t(n1) 1SSE MSE(= s2)
The F-statistic for Trt tests the hypothesis
H0:μ1=μ2=···=μtversus Ha: at least one inequality
when the covariateis not present in the model. TheF-statistic for Regression
tests the hypothesis
H0:β=0 versus Ha:β=0
The F-statistic for Trt(Adj.) tests the hypothesis
H0:τ1=τ2=···=τtversus Ha: at least one inequality
when βis not zero. This test is equivalent to comparing the intercepts of the
regression lines i.e.,
H0:α1=α2=···=αtversus Ha: at least one inequality
If this hypothesis is rejected, then at least one pair of treatment effects (equiv-
alently, adjusted treatment means) is different.
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Oneway Classification

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

2

i

j (y ij − ¯y i.

2

N − t

, N =

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

F

c

= MS

Trt

/MSE P r(F > F c

Error N − t MSE(= s

2 )

Total N − 1

The F-statistic tests

H

0 : μ 1 = μ 2 = · · · μ t vs. H a : at least one ineq.

or equivalently

H

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

H

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)

H

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

F

c

n(

ci y¯i.)

2 /(

c

2 i

s

2

Rej. H 0 : if F c

> F

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:

  • Tukey’s procedure for all possible pairwise comparisons simultaneously

(HSD).

  • Scheffe’s procedure for several comparisons (contrasts of the type

ciμi)

simultaneously.

Oneway Analysis of Covariance

One factor experiment in a CRD; a single covariate is also measured. Assume

equal replication.

y ij = μ + τ i

  • β(x ij − ¯x ..

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

  • βx 1 j

1 j , j = 1,... , n

Treatment 2: y 2 j = α 2

  • βx 2 j

2 j , j = 1,... , n

Treatment t: y tj = α t

  • βx tj

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 =

E

xy

E

xx

Exy =

i

j (xij − x¯i.)(yij − ¯yi.)

E

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.

E

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

MS

Trt

MS

Trt

/MSE

Unadj.

Error(Unadj.) t(n − 1) SSE Unadj.

MSE

Unadj.

Regression 1 SS Reg

MS

Reg

MS

Reg

/MSE

Error(Adj.) t(n − 1) − 1 SSE MSE(= s

2 )

Total tn − 1 SS Tot

Trt(Adj.) t − 1 SS Trt

MS

Trt

MS

Trt

/MSE

Error(Adj.) t(n − 1) − 1 SSE MSE(= s

2 )

The F -statistic for Trt tests the hypothesis

H

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.,

H

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.

A Twoway Factorial in a CRD

Two Crossed Factors A, B in a completely randomized design is another

example of a twoway classification.

Model: y ijk = μ + α i

  • β j
  • γ ij ︸ ︷︷ ︸

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

MS

A

/MSE (1)

B b-1 MS B

MS

B

/MSE (2)

A*B (a-1)(b-1) MS AB

MS

AB

/MSE (3)

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

  • ¯μ .. ) = 0 for all (i, j)

⇔ H

0 : no interaction

Depending on whether the test for interaction is significant or not, we can

test hypotheses like

H

0 : ¯μ i. = ¯μ i ′ . vs. H a : ¯μ i.

= ¯μ i ′ .

H

0 : ¯μ j = ¯μ .j ′ vs. H a : ¯μ .j

= ¯μ .j ′

H

0 : μ i = μ ij ′ vs. H a : μ ij

= μ ij ′

H

0 : μ ij = μ i ′ j vs. H a : μ ij

= μ i ′ j