บทที่ 17 ANOVA

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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

2. Between groups sum of squares ( ssB )


K

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

3. Within group sum of squares (


K


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

= (5 - 6.11)2 + (4 - 6.11)2 + +(5 - 6.11)2 +


(5 5.25)2 + (4 - 5.25)2 + + (8 - 5.25)2 +
(8 - 8.10)2 + (9 8.10)2 + (7 8.10)2
= 76.039

SSB = n j ( X j X ) 2
j 1

= 9(6.11 6.42 )2 + 12(5.25 6.42)2 + 10(8.10 6.42)2

102

= 45.509
= X i X

SS T

i 1

SS T

MS B

MS B

=
=

= 5 6.42 2 4 6.42 2 ... 8 6.42 2 7 6.42 2


= 121.548
= SS B + SS W
= 45.509+79-6.039
= 121.548

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

4. F F.05, 2, 28 = 3.34 F > F


H0 H1
5.

.05 1
(Multiple comparison)
F test (Over all test)

(Significant) 1
(Post hoc test)
(Multiple comparison) 2
1.
1. LSD (Least - significant)
2. Boforroni
3. Sidak
4. Shceffe
5. RE D WF
6. R-E-G-WQ
7. S-N-K (Student-NBewman-Keuls)
8. Turkey
9. Turkeys - b
10. Ducan
11. Hochbergs GT2
12. Gabriel
13. Waller Du ncan
14. Dunett
2.

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

MSE one way ANOVA



1. LSD
2.

Xi

Xj

3. X i -

Xj LSD

Xj > LSD 1

Xj LSD 1 =

3.1 X i 3.2 X i -

2. Turkeys Honestly Significant Different (HSD)



n1 n2 n3 ... nK n (Diekhoff.1992 : 178)
HSD = q , df w , K

MS W
n

105

Studentized rough statistic


N-K

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

3. The Sheffes Post hoc Comparison (Sheffe)


Sheffe
(Byrkit . 1975 :
276-277)
=

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.

6.11 8.10 1.99

>

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

5.25 8.10 2.85

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

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