Introduction

Analysis of variance compares two or more

population means by using Experimental Design.
Specifically, we are interested in determining
whether differences exist between the population
means.
The procedure works by analyzing the sample
variance.
Terminology
 In the context of this problem…
Treatment: The different methods, procedures or conditions whose effects are to
be measured and compared in an experiment are the different treatments.
Experimental unit: Experimental unit is the material to which we apply the
treatment and measure the variable under study. In a feeding experiment of rats,
the whole rat is the experimental unit; in human experiments in which the
treatment affects individual, the individual will be the experimental unit.
Yield: Yield is the response of the treatment used in the experimental plot based on
which treatments are compared.
Block: A block refer to a group of experimental units which are relatively
homogenous with respect to the characteristics that might affect the yield.
Experimental error: The variation among experimental plots treated alike is
called "experimental error". A part of this variation is systematic and can be
explained, where as the remaining variation is random. The unexplained random
part of the variation is termed as the experimental error. This includes all type of
extraneous sources of variation due to
 Inherent variability in the experimental units.
 Errors associated with the measurements made.
 Lack of representativeness of the sample to the population under
study.
Replication: Replication is the repetition of the Treatments.
Factor : A series of treatments that form a basis of experiment is called a factor .
Factor levels – The several treatments within a factor are called level.
Two-way Analysis of Variance
Two-way ANOVA is a type of study design with
one numerical outcome variable and two
categorical explanatory variables.
Example – In a completely randomised design we
may wish to compare outcome by age, gender or
disease severity. Subjects are grouped by one such
factor and then randomly assigned one treatment.
Technical term for such a group is block and the
study design is also called randomised block
design
 The 2 way Linear model
The formal model underlying 2-Way ANOVA, with 2 treatments A
and B
Xikr = μ + Ai + Bk + errikr
Xikr is the rth replicate of Treatment A level i and treatment B level
k
 Ai is the effect of the ith level of treatment A (= difference between
μ and mean of all data in this treatment.
 Bk is the effect of the kth level of treatment B (= difference
between μ and mean of all data in this treatment.

Errijr is the unexplained error in Observation Xijr

Note that ΣAi = ΣBk = Σerrikr = 0
Required conditions:
1. The response distributions is normal
2. The treatment variance is equal
3. The samples are independent
• Solution
H0: 1 = 2= 3
H1: At least two means differ

To build the statistic needed to test the

hypothesis.
 The Test Statistic

Two types of variability are

employed when testing for the
equality of the population means
for this case Variance Ratio or F-
test is Used.
The rationale behind the test statistic
If the null hypothesis is true, we would expect all the
sample means to be close to one another (and as a
result, close to the grand mean).
If the alternative hypothesis is true, at least some of
the sample means would differ.
Thus, we measure variability between sample means.
Independent samples or blocks
Groups of matched observations are formed into
blocks, in order to remove the effects of
“unwanted” variability.
By doing so we improve the chances of detecting
the variability of interest.
Block all the observations with some
commonality across treatments

Treatment 4
Treatment 3
Treatment 2

Treatment 1

Block3 Block2 Block 1

Block all the observations with some
commonality across treatments
Treatment
Block 1 2 k Block mean
1 X11 X12 . . . X1k x[B]1
2 X21 X22 X2k x[B ] 2
.
.
.
b Xb1 Xb2 Xbk x[B]b
Treatment mean x[ T ]1 x[ T ]2 x[ T ]k
Partitioning the total variability
The sum of square total is partitioned into three
Recall.
sources of variation For the independent
Treatments samples design we have:
Blocks SS(Total) = SST +
SSE
Within samples (Error)

SS(Total) == SST
SS(Total) SST ++ SSB
SSB ++ SSE
SSE

Sum of square for treatments Sum of square for blocks Sum of square for error
Calculating the sums of squares
Formulai for the calculation of the sums of squares

Treatment SSB=
Block 1 2 k Block mean 2
 k( x[B] )  X  
1 X11 X12 . . . X1k x[B]1  1

2 X21 X22 X2k x[B]2 2
 
. 2 2 2 2  k ( x[B ] 2 )  X  
SS (Total )  ( x11  X )  ( x21  X )  ...  ( x12  X )  ( x22  X )  
.
....  ( X 1k  X ) 2  ( x2 k  X ) 2  ...  2
 k( x[B] )  X 
b Xb1 Xb2 Xbk k
 
Treatment mean x[ T ]1 x[ T ]2 x[ T ]k x
2 2 2
SST =  b( x[T ]1 )  X    b( x[T ]2 )  X   ...   b( x[T ]k )  X 
     
Calculating the sums of squares
Formulai for the calculation of the sums of squares

Treatment SSB=
Block 1 2 k Block mean 2
 k( x[B] )  X  
1 X11 X12 . . . X1k x[B]1  1

SSE 2( x 11  x[ T ]1  x[X21
B]1  X )X22
2
 ( x 21  x[ T ]1X2k
 x[B] 2 x[XB)]22  ... 2
.  k( x[B] )  X  
2
(. x 12  x[ T ] 2  x[B]1  X ) 2  ( x 22  x[ T ] 2  x[B] 2  X ) 2  ...  
(. x 1k  x[ T ]k  x[B]1  X ) 2  ( x 2k  x[ T ] k  x[B] 2  X ) 2  ...  k( x[B] )  X 
2

b Xb1 Xb2 Xbk k

 
Treatment mean x[ T ]1 x[ T ]2 x[ T ]k x
2 2 2
SST =  b( x[T ]1 )  X    b( x[T ]2 )  X   ...   b( x[T ]k )  X 
     
To perform hypothesis tests for treatments and blocks we
need
• Mean square for treatments
• Mean square for blocks
• Mean square for error SST
MST 
k 1
SSB
MSB 
b 1
SSE
MSE 
nk b 1
Test statistics for the randomized block
design ANOVA

Test statistic for treatments

MST
F
MSE
Test statistic for blocks

MSB
F
MSE
The F test rejection regions
Testing the mean responses for treatments

F > F,k-1,n-k-b+1
Testing the mean response for blocks

F> F,b-1,n-k-b+1
Randomized Blocks ANOVA - Example
 A physical therapist wished to compare three methods for teaching patients to use a
certain prosthetic device. He felt that the rate of learning would be different for
patients of different ages and wished to design an experiment in which the influence
of age could be taken into account.
 TABLE –A Time (in Days) Required to Learn the Use of Certain Prosthetic Device

Age Group Teaching Method Total Mean

A B C
Under 20 7 9 10 26 8.67

20 to 29 8 9 10 27 9.00

30 to 39 9 9 12 30 10.00
40 to 49 10 9 12 31 10.33
50 and over 11 12 14 37 12.33

Total 45 48 58 151

Mean 9.0 9.6 11.6 10.07

 DATA HAS BEEN ANALYSED BY SPSS. THE
STEPWISE PROCEDURES ARE GIVEN BELOW:
 One - way ANOVA
Single factor
Two - way ANOVA Response
Two factors

Response

Treatment 3 (level 1)
Treatment 2 (level 2)
Treatment 1 (level 3)

Level 3
Level2
Level 1 Factor A
Level2 Level 1
Factor B
 Randomized Blocks ANOVA - Example
ANOVA
Source of Variation SS df MS F P-value F crit
Treatments 18.5335 2 9.26675 20.91 0.0050 1.67
Blocks 24.8550 4 6.21375 14.08 0.0094 2.73
Residual 3.5450 8 0.44125

Total 46.9335 14

Treatments Blocks b-1 K-1 MST / MSE MSB / MSE

Conclusion: At 5% significance level there is sufficient evidence

to infer that the mean effect of Teaching Method at least
two Methods are different.
Multiple Comparisons
When the null hypothesis is rejected, it may be
desirable to find which mean(s) is (are) different, and
at what ranking order.
Three statistical inference procedures, geared at
doing this, are presented:
Fisher’s least significant difference (LSD) method
Bonferroni adjustment
Tukey’s multiple comparison method
Multiple

Comparisons
Two means are considered different if the
difference between the corresponding sample
means is larger than a critical number. Then,
the larger sample mean is believed to be
associated with a larger population mean.
Conditions common to all the methods here:
The ANOVA model is the two way analysis of
variance
The conditions required to perform the ANOVA are
satisfied.
The experiment is fixed-effect
Fisher Least Significant Different (LSD) Method
This method builds on the equal variances t-test of
the difference between two means.
The test statistic is improved by using MSE rather
than sp2.
We can conclude that i and j differ (at %
significance level if |i - j| > LSD, where

1 1
LSD  t 2 MSE (  )
ni n j
d. f .  n  k