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บทที่ 17 ANOVA
บทที่ 17 ANOVA
บทที่ 17 ANOVA
17
Analysis of Variance : ANOVA
t test 2 ( 2 ) 3 3
1 2 , 2 3 2 3
1 ( Type I Ewor ) 0.5
t test 3 1- ( 1- ) k 1 k
1
( Levin . 1983 ; Chase .1968 )
F -test
1 One way
ANOVA , 2 Two way ANOVA 3 3way ANOVA
( One- way ANOVA )
1. ( )
(Interval scale)
2.
3.
4.
(http://www.richland.cc.il.us/games/lecture/m170/ch13-lwy.html/31/8/2547)
(Null hypothesis )
(Alternative
hypothesis ) 1
96
H : =
H : 1
( H : i j )
0
( The sum of square )
1. Total sum of squares ( ssT )
K
j 1
T2
X
N
i 1
ij
n
ssT =
j 1
nj
X ij X
i 1
T j2
T
( n )- N
j 1
j 1
2
ij
j X
)2
SSW )
T j2
i 1
j 1 n j
nj
n ( X
j 1
j 1
nj
X ij X j
i 1
SS T SS B SS W (df)
(Mean of squear : MS) df T = N 1 , df B = K 1
df W = N K N K
F test
3 F test
F
(SS B )
(SS W ) df = K 1 (degree of freedom for the
numerator) df L = N K (degree of freedom for the denominator) F test
97
Source of
veariation
Between groups
Within groups
Total
SS
df
MS
SS B
SS W
SS B + SS W
K1
N -K
N1
SS B / K 1
SS W /N - K
MS B / MS w
T i = n
T =
n j =
K =
X ij = i j
Xj
X
K
= j
=
nj
X =
j 1
i 1
2
ij
1 One-way ANOWA
4 4
4
98
1
5
6
7
3
7
9
2
4
2
11
8
7
7
9
3
6
9
8
5
4
4
7
4
3
4
1
1
4
5
1 % ( = .01)
1.
H : = =
H : 1
0
2. .01
3. F
1
5
6
7
3
7
9
2
2
11
8
7
7
9
3
6
9
8
5
4
4
7
4
3
4
1
1
4
5
99
4
nj
1) SS B
Ti ; T1 = 5+6+7++4 = 43
T 2 = 11+8+7++9 = 42
T3 = 6+9+8++7 = 43
T 4 = 3+4+1++5 = 18
T2j
nj
;
T12
n1
T22
n2
T32
n3
2
4
T
n4
2
= 43 = 231.13
2
= 42 = 352.80
2
= 43 = 264.14
18
=
= 54.00
T
N
T2
N
K
T2j
j 1 n j
SS B =
= 43+42+43+18 = 146
= 8+5+7+6 = 26
2
146
=
= 819.85
26
= [231.13+352.80+264.14+54] - 819.85
= 902.07-819.85
= 82.22
2) SS W
nj
X ij2
i 1
1
2
3
4
52 6 2 7 2 ... 4 2 269
112 8 2 7 2 ... 9 2 364
6 2 9 2 8 2 ... 7 2 287
32 4 2 12 .... 5 2 68
100
K
nj
j 1
i 1
X ij2 = 269+364+287+68
= 988
K
nj
j 1
i 1
j 1
T2
SS B = X ij2 - ( j )
n
SS T
SS T
SS T
= 988-902.07
= 85.93
= SS B + SS W
= 82.22+85.93
= 168.15
F
Source of
veariation
Between groups
Within groups
Total
SS
df
MS
82.22
85.93
168.15
3
22
25
27.41
3.91
7.01
4. F (F = 7.01 ) F
F.01,3,22 488 F > F H 0 H 1
5.
.01 1
1
2
3
3
1
2
3
101
5
4
6
7
8
6
5
9
5
nj
xj
x
5
6
5
3
4
3
5
4
3
9
8
8
12
5.25
9
6.11
6.42
8
9
7
7
8
9
9
9
8
7
10
8.10
:
1. : H 0 : 1 2 3
H1 : i j ; i j
2. .05
3. F
SSw =
k
2
...
1
i
i
Xi Xk
i 1
i 1
i 1
n1
SSB = n j ( X j X ) 2
j 1
102
= 45.509
= X i X
SS T
i 1
SS T
MS B
MS B
=
=
SS B
df B
45.509
2
22.755
df B K 1 3 1 2
MS w
MS w
=
=
SSW
dfW
76.039
28
2.716
dfW N K 31 3 28
F
F=
=
MS B
MS W
22.7
2.716
= 8.379
SS
45.509
df
2
MS
22.755
F
8.379
103
76.039
121.548
28
30
2.716
104
1.
2.
3.
4.
Tamhanes T2
Dunnetts T3
Gamea-Howell
Dunnetts C
1. Least - Signifant Di fferent (LSD)
LSD Fishers Least Significant Different
R.A. Fisher
LSD = t1-/2
MSE
1
1
ni n j
Xi
Xj
3. X i -
Xj LSD
Xj > LSD 1
Xj LSD 1 =
3.1 X i 3.2 X i -
MS W
n
105
df W
HDS
1. HSD
2. X i X j
3.
Xi X j
3.1
Xi X j
3.2
Xi X j
HSD
> HSD
i j
HSD i
CV d
F*
( K 1)(F *)(MSW )(
1
1
)
ni n j
F F
df1 K 1, df L N K
Sheff
1. CVd
2. X i X j
MSW
3.
3.1
3.2
Xi X j
X i X j CV d
Xi X j
<
CV d
CV d
i j
i j
106
2 F test
.05 H0 H1
1
Sheffe
X 1 X 2
1. CVd
=
CV d
( K 1)(F *)(MSW )(
=
=
=
2.
X2
1 1
(3 1)(3.334 )( 2.716 )( )
9 12
CV d
X1
1
1
)
ni n j
(2)(3.34)(2.716)(0.194)
3.52
1.88
X1 X 2
0.86
X1 X 2
6.11 5.25
3.
CV d
X1 X 2
<
CV d
X 1 X 3 X 2 X 3
1 2
X1
X3
107
1.
1 1
(18 .143 )( )
9 10
CV d
= (18.143)(0.211)
= 3.828
= 1.957
2.
X1 X 3
3.
>
X1 X 3
CV d
1 3
.05 ( F*
F* .05 ) 1 3
.05
X 2
1. CVd
=
CV d
(18 .143 )(
=
=
=
2.
1
1
)
12 10
(18.143)(0.1)
1.8143
1.347
X2 X3
3.
X3
X2 X3
CV d
X2 X3 X2 X3
>
CV d
2 3
2
3
.05
2 3 .05
108
12
15
10
14
10
11
15
13
10
13
9
8
10
10
15
11
14
11
10
9
7
8
13
9
10
9
8
5
7
9
10
11
10
7
10
9
5
6
7
109
110