ANalysis Of VAriance

ANOVA
Learning Objectives

• Understand the role that ANOVA plays in problem solving tools &
methodology.

• Understand the fundamental assumptions of ANOVA.

• Know how to perform an ANOVA to identify sources of variation &

assess their significance.

• Know how to interpret an ANOVA.

How does it help?

Anova
Anova is
is aa powerful
powerful method
method for
for
analyzing
analyzing process
process variation:
variation:
•Used
•Used when
when comparing
comparing two
two or
or more
more
process
process means.
means.
•Estimate
•Estimate the
the relative
relative effect
effect of
of the
the
input
input variables
variables on
on the
the output
output
variable.
variable.
 IMPROVEMENT ROADMAP
Uses of Analysis of Variance Methodology---ANOVA

Common Uses
Phase 1:
Measurement

Characterization

Phase 2:
Analysis • Hypothesis Testing
Breakthrough
Strategy

Phase 3:
Improvement • Design of Experiments
(DOE)
Optimization

Phase 4:
Control
 KEYS TO SUCCESS

Don’t be afraid of the math

Make sure the assumptions of the method are met

Use validated data & your process experts to identify key variables.

Carefully plan data collection and experiments

Use the team’s experience to direct the testing

 Analysis Of Variance -----ANOVA
Linear Model

L ite r s P e r H r B y F o r m u la t i o n

G ro u p M e a n s a re In d i c a t e d b y L in e s

2 5
3 Groups = 3 Treatments
L i te r s P e r H r

μ
2 0

n { τi
O ve ra ll M e a n

1 5

1 2 3

Let’s say we run a study where we have three groups which we are evaluating for a
F o r m u la t i o n

significant difference in the means. Each one of these groups is called a “treatment” and
represents one unique set of experimental conditions. Within each treatments, we have
seven values which are called repetitions.
 Analysis Of Variance -----ANOVA
Linear Model

L ite r s P e r H r B y F o r m u la t i o n

G ro u p M e a n s a re In d i c a t e d b y L in e s

2 5
3 Groups = 3 Treatments
L i te r s P e r H r

μ
2 0

n { τi
O ve ra ll M e a n

1 5

1 2 3

The basic concept of ANOVA is toF ocompare

r m u l a t i o n the variation between the treatments

with the variation within each of the treatments. If the variation between the
treatments is statistically significant when compared with the “noise” of the
variation within the treatments, we can reject the null hypothesis.
 One Way Anova

The first step in being able to perform this analysis is to compute the “Sum of
the Squares” to determine the variation between treatments and within
treatments.

Sum of Squares (SS):

∑ ∑(y ) ∑∑(y )
2 2 2

= n∑ ( y i - y ) +
a n a a n

ij - y ij - yi
i=1 j=1 i=1 i=1 j=1

SSTotal = SSTreatments + SSError

(Between Treatments) (Within Treatments)

(Variation Between Treatments) (Variation of Noise)

Note: a = # of treatments (i)

n = # of repetitions within each treatment (j)
 One Way Anova

Since we will be comparing two sources of variation, we will use the F test to
determine whether there is a significant difference. To use the F test, we need
to convert the “Sum of the Squares” to “Mean Squares” by dividing by the
Degrees of Freedom (DF).

The Degrees of Freedom is different for each of our sources of variation.

DFbetween = # of treatments - 1
DFwithin = (# of treatments)(# of repetitions of each treatment - 1)
DFtotal = (# of treatments)(# of repetitions of each treatment) - 1
Note that DFtotal = DFbetween + DFwithin

SS
M e a n S q u a re =
D e g re e s o f F re e d o m

M e a n S q u a r e B e tw e e n M S B e tw e e n
F C a lc u la te d = =
M e a n S q u a r e W ith in M S W ith in
F C ritic a l ⇒ a , D F B e tw e e n , D F W ith in
 DETERMINING SIGNIFICANCE

F Critical
Value

Ho : All τ ’s = 0 Ha : At least one τ not = 0

All μ ‘s equal At least one μ is different
(Null hypothesis) (Alternate Hypothesis)
Statistic < Statistic Statistic
StatisticCALC> Statistic
StatisticCALC
CALC< StatisticCRIT
CRIT CALC> StatisticCRIT
CRIT

Statistic Value

We determine a critical value from a probability table. This value is compared with the
calculated value. If the calculated value exceeds the critical value, we will reject the null
hypothesis (concluding that a significant difference exists between 2 or more of the
treatment means.
 Class Example -- Evaluate 3 Fuel Formulations
Is there a difference?

Treatment 1 Treatment 2 Treatment 3

19 20 23
18 15 20
21 21 25
16 19 22
18 17 18
20 22 24
14 19 22

Here we have an example of three different fuel formulations that are expected to
show a significant difference in average fuel consumption. Is there a significant
difference? Let’s use ANOVA to test our hypothesis……..
 Class Example -- Evaluate 3 Fuel Formulations
Is there a difference?
Step 1: Calculating the Mean Squares Between

Step #1 = Calculate the Mean Squares Between Value

Treatment 1 Treatment 2 Treatment 3 Treatment 4
19 20 23
18 15 20
21 21 25
16 19 22
18 17 18
20 22 24
14 19 22

Sum Each of the Columns 126 133 154 0

Find the Average of each Column (Ac) 18.0 19.0 22.0
Calculate the Overall Average (Ao) 19.7 19.7 19.7 19.7
2
Find the Difference between the Average and Overall Average Squared (Ac-Ao) 2.8 0.4 5.4 0.0
Find the Sum of Squares Between by adding up the Differences Squared (SSb) and multiplying by the
number of samples (replicates) within each treatment. 60.7
Calculate the Degrees of Freedom Between (DFb=# treatments -1) 2
Calculate the Mean Squares Between (SSb/DFb) 30.3

The first step is to come up with the Mean Squares Between. To accomplish this we:
•find the average of each treatment and the overall average
•find the difference between the two values for each treatment and square it
•sum the squares and multiply by the number of replicates in each treatment
•divide this resulting value by the degrees of freedom
 Class Example -- Evaluate 3 Fuel Formulations
Is there a difference?
Step 2: Calculating the Mean Squares Within

Step #2 = Calculate the Mean Squares Within Value

2
Treatment # Data (Xi) Treatment Average (Ao) Difference (Xi-Ao) Difference (Xi-Ao)
1
1
19
18
18.0
18.0
1.0
0.0
1.0
0.0
The next step is to come up with the
1 21 18.0 3.0 9.0 Mean Squares Within. To
1 16 18.0 -2.0 4.0
1 18 18.0 0.0 0.0 accomplish this we:
1 20 18.0 2.0 4.0
1 14 18.0 -4.0 16.0 •square the difference between
1 0 18.0 0.0 0.0
1 0 18.0 0.0 0.0 each individual within a
1 0 18.0 0.0 0.0
2 20 19.0 1.0 1.0 treatment and the average of
2 15 19.0 -4.0 16.0
2 21 19.0 2.0 4.0 that treatment
2 19 19.0 0.0 0.0
•sum the squares for each
2 17 19.0 -2.0 4.0
2 22 19.0 3.0 9.0 treatment
2 19 19.0 0.0 0.0
2 0 19.0 0.0 0.0 •divide this resulting value by
2
2
0
0
19.0
19.0
0.0
0.0
0.0
0.0
the degrees of freedom
3 23 22.0 1.0 1.0
3 20 22.0 -2.0 4.0
3 25 22.0 3.0 9.0
3 22 22.0 0.0 0.0
3 18 22.0 -4.0 16.0
3 24 22.0 2.0 4.0
3 22 22.0 0.0 0.0
3 0 22.0 0.0 0.0
3 0 22.0 0.0 0.0
3 0 22.0 0.0 0.0
Sum of Squares Within (SSw) 102.0
Degrees of Freedom Within (DFw = (# of treatments)(samples -1) 18
Mean Squares Within (MSw=SSw/DFw) 5.7
 Class Example -- Evaluate 3 Fuel Formulations
Is there a difference?
Remaining Steps

Step #3 = Calculate the F value

Fcalc = Mean Squares Between/Mean Squares Within (MSb/MSw) 5.35

Step #4 = Determine the critical value for F (α/2, DFb,DFw)

Fcrit = Critical Value from the F table for a=.025, DFb=2, DFw=18 4.56

Step #5 = Compare the calculated F value to the critical value for F

If Fcalc>Fcrit reject the null hypothesis (significant difference) TRUE
If Fcalc<Fcrit fail to reject the null hypothesis (data does not support significant difference)

The remaining steps to complete the analysis are:

•find the calculated F value by dividing the Mean Squares Between by the Mean
Squares Within
•Determine the critical value from the F table
•Compare the calculated F value with the critical value determined from the table
and draw our conclusions.
Learning Objectives

• Understand the role that ANOVA plays in problem solving tools &
methodology.

• Understand the fundamental assumptions of ANOVA.

• Know how to perform an ANOVA to identify sources of variation &

assess their significance.

• Know how to interpret an ANOVA.