Analysis Types

# ANOVA (Analysis of variance) – Formulas, Types, and Examples

## Analysis of Variance (ANOVA)

Analysis of Variance (ANOVA) is a statistical method used to test differences between two or more means. It is similar to the t-test, but the t-test is generally used for comparing two means, while ANOVA is used when you have more than two means to compare.

ANOVA is based on comparing the variance (or variation) between the data samples to the variation within each particular sample. If the between-group variance is high and the within-group variance is low, this provides evidence that the means of the groups are significantly different.

### ANOVA Terminology

When discussing ANOVA, there are several key terms to understand:

• Factor: This is another term for the independent variable in your analysis. In a one-way ANOVA, there is one factor, while in a two-way ANOVA, there are two factors.
• Levels: These are the different groups or categories within a factor. For example, if the factor is ‘diet’ the levels might be ‘low fat’, ‘medium fat’, and ‘high fat’.
• Response Variable: This is the dependent variable or the outcome that you are measuring.
• Within-group Variance: This is the variance or spread of scores within each level of your factor.
• Between-group Variance: This is the variance or spread of scores between the different levels of your factor.
• Grand Mean: This is the overall mean when you consider all the data together, regardless of the factor level.
• Treatment Sums of Squares (SS): This represents the between-group variability. It is the sum of the squared differences between the group means and the grand mean.
• Error Sums of Squares (SS): This represents the within-group variability. It’s the sum of the squared differences between each observation and its group mean.
• Total Sums of Squares (SS): This is the sum of the Treatment SS and the Error SS. It represents the total variability in the data.
• Degrees of Freedom (df): The degrees of freedom are the number of values that have the freedom to vary when computing a statistic. For example, if you have ‘n’ observations in one group, then the degrees of freedom for that group is ‘n-1’.
• Mean Square (MS): Mean Square is the average squared deviation and is calculated by dividing the sum of squares by the corresponding degrees of freedom.
• F-Ratio: This is the test statistic for ANOVAs, and it’s the ratio of the between-group variance to the within-group variance. If the between-group variance is significantly larger than the within-group variance, the F-ratio will be large and likely significant.
• Null Hypothesis (H0): This is the hypothesis that there is no difference between the group means.
• Alternative Hypothesis (H1): This is the hypothesis that there is a difference between at least two of the group means.
• p-value: This is the probability of obtaining a test statistic as extreme as the one that was actually observed, assuming that the null hypothesis is true. If the p-value is less than the significance level (usually 0.05), then the null hypothesis is rejected in favor of the alternative hypothesis.
• Post-hoc tests: These are follow-up tests conducted after an ANOVA when the null hypothesis is rejected, to determine which specific groups’ means (levels) are different from each other. Examples include Tukey’s HSD, Scheffe, Bonferroni, among others.

### Types of ANOVA

Types of ANOVA are as follows:

#### One-way (or one-factor) ANOVA

This is the simplest type of ANOVA, which involves one independent variable. For example, comparing the effect of different types of diet (vegetarian, pescatarian, omnivore) on cholesterol level.

#### Two-way (or two-factor) ANOVA

This involves two independent variables. This allows for testing the effect of each independent variable on the dependent variable, as well as testing if there’s an interaction effect between the independent variables on the dependent variable.

#### Repeated Measures ANOVA

This is used when the same subjects are measured multiple times under different conditions, or at different points in time. This type of ANOVA is often used in longitudinal studies.

#### Mixed Design ANOVA

This combines features of both between-subjects (independent groups) and within-subjects (repeated measures) designs. In this model, one factor is a between-subjects variable and the other is a within-subjects variable.

#### Multivariate Analysis of Variance (MANOVA)

This is used when there are two or more dependent variables. It tests whether changes in the independent variable(s) correspond to changes in the dependent variables.

#### Analysis of Covariance (ANCOVA)

This combines ANOVA and regression. ANCOVA tests whether certain factors have an effect on the outcome variable after removing the variance for which quantitative covariates (interval variables) account. This allows the comparison of one variable outcome between groups, while statistically controlling for the effect of other continuous variables that are not of primary interest.

#### Nested ANOVA

This model is used when the groups can be clustered into categories. For example, if you were comparing students’ performance from different classrooms and different schools, “classroom” could be nested within “school.”

### ANOVA Formulas

ANOVA Formulas are as follows:

Sum of Squares Total (SST)

This represents the total variability in the data. It is the sum of the squared differences between each observation and the overall mean.

Formula:

``SST = Σ(yi - y_mean)^2``

Where:

• yi represents each individual data point
• y_mean represents the grand mean (mean of all observations)

Sum of Squares Within (SSW)

This represents the variability within each group or factor level. It is the sum of the squared differences between each observation and its group mean.

Formula:

``SSW = Σ(yij - y_meani)^2``

Where:

• yij represents each individual data point within a group
• y_meani represents the mean of the ith group

Sum of Squares Between (SSB)

This represents the variability between the groups. It is the sum of the squared differences between the group means and the grand mean, multiplied by the number of observations in each group.

Formula:

``SSB = Σni(y_meani - y_mean)^2``

Where:

• ni represents the number of observations in each group
• y_meani represents the mean of the ith group
• y_mean represents the grand mean

Degrees of Freedom

The degrees of freedom are the number of values that have the freedom to vary when calculating a statistic.

For within groups (dfW):

``dfW = N - k``

For between groups (dfB):

``dfB = k - 1``

For total (dfT):

``dfT = N - 1``

Where:

• N represents the total number of observations
• k represents the number of groups

Mean Squares

Mean squares are the sum of squares divided by the respective degrees of freedom.

Mean Squares Between (MSB):

``MSB = SSB/dfB``

Mean Squares Within (MSW):

``MSW = SSW/dfW``

F-Statistic

The F-statistic is used to test whether the variability between the groups is significantly greater than the variability within the groups.

Formula:

``F = MSB / MSW``

If the F-statistic is significantly higher than what would be expected by chance, we reject the null hypothesis that all group means are equal.

### Examples of ANOVA

Examples 1:

Suppose a psychologist wants to test the effect of three different types of exercise (yoga, aerobic exercise, and weight training) on stress reduction. The dependent variable is the stress level, which can be measured using a stress rating scale.

Here are hypothetical stress ratings for a group of participants after they followed each of the exercise regimes for a period:

1. Yoga: [3, 2, 2, 1, 2, 2, 3, 2, 1, 2]
2. Aerobic Exercise: [2, 3, 3, 2, 3, 2, 3, 3, 2, 2]
3. Weight Training: [4, 4, 5, 5, 4, 5, 4, 5, 4, 5]

The psychologist wants to determine if there is a statistically significant difference in stress levels between these different types of exercise.

To conduct the ANOVA:

1. State the hypotheses:

• Null Hypothesis (H0): There is no difference in mean stress levels between the three types of exercise.
• Alternative Hypothesis (H1): There is a difference in mean stress levels between at least two of the types of exercise.

2. Calculate the ANOVA statistics:

• Compute the Sum of Squares Between (SSB), Sum of Squares Within (SSW), and Sum of Squares Total (SST).
• Calculate the Degrees of Freedom (dfB, dfW, dfT).
• Calculate the Mean Squares Between (MSB) and Mean Squares Within (MSW).
• Compute the F-statistic (F = MSB / MSW).

3. Check the p-value associated with the calculated F-statistic.

• If the p-value is less than the chosen significance level (often 0.05), then we reject the null hypothesis in favor of the alternative hypothesis. This suggests there is a statistically significant difference in mean stress levels between the three exercise types.

4. Post-hoc tests

• If we reject the null hypothesis, we conduct a post-hoc test to determine which specific groups’ means (exercise types) are different from each other.

Examples 2:

Suppose an agricultural scientist wants to compare the yield of three varieties of wheat. The scientist randomly selects four fields for each variety and plants them. After harvest, the yield from each field is measured in bushels. Here are the hypothetical yields:

Variety A: [28, 30, 29, 31]
Variety B: [33, 35, 32, 34]
Variety C: [31, 29, 30, 32]

The scientist wants to know if the differences in yields are due to the different varieties or just random variation.

Here’s how to apply the one-way ANOVA to this situation:

1. State the hypotheses:

• Null Hypothesis (H0): The means of the three populations are equal.
• Alternative Hypothesis (H1): At least one population mean is different.

2. Calculate the ANOVA statistics:

• Compute the Sum of Squares Between (SSB), Sum of Squares Within (SSW), and Sum of Squares Total (SST).
• Calculate the Degrees of Freedom (dfB for between groups, dfW for within groups, dfT for total).
• Calculate the Mean Squares Between (MSB) and Mean Squares Within (MSW).
• Compute the F-statistic (F = MSB / MSW).

3. Check the p-value associated with the calculated F-statistic.

• If the p-value is less than the chosen significance level (often 0.05), then we reject the null hypothesis in favor of the alternative hypothesis. This would suggest there is a statistically significant difference in mean yields among the three varieties.

4. Post-hoc tests

• If we reject the null hypothesis, we conduct a post-hoc test to determine which specific groups’ means (wheat varieties) are different from each other.

### How to Conduct ANOVA

Conducting an Analysis of Variance (ANOVA) involves several steps. Here’s a general guideline on how to perform it:

1. Define the Hypotheses
• Null Hypothesis (H0): The means of all groups are equal.
• Alternative Hypothesis (H1): At least one group mean is different from the others.
2. Choose the Significance Level
• The significance level (often denoted as α) is usually set at 0.05. This implies that you are willing to accept a 5% chance that you are wrong in rejecting the null hypothesis.
3. Collect and Arrange the Data
• Data should be collected for each group under study. Make sure that the data meet the assumptions of an ANOVA: normality, independence, and homogeneity of variances.
4. Calculate the ANOVA Test Statistic
• Compute the Sum of Squares Between (SSB), Sum of Squares Within (SSW), and Sum of Squares Total (SST).
• Calculate the Degrees of Freedom (df) for each sum of squares (dfB, dfW, dfT).
• Compute the Mean Squares Between (MSB) and Mean Squares Within (MSW) by dividing the sum of squares by the corresponding degrees of freedom.
• Compute the F-statistic as the ratio of MSB to MSW.
5. Compare the Test Statistic to the F-Distribution
• Determine the critical F-value from the F-distribution table using dfB and dfW.
• If the calculated F-statistic is greater than the critical F-value, reject the null hypothesis.
6. Examine the P-Value
• If the p-value associated with the calculated F-statistic is smaller than the significance level (0.05 typically), you reject the null hypothesis.
7. Post-hoc Testing
• If you rejected the null hypothesis, you can conduct post-hoc tests (like Tukey’s HSD) to determine which specific groups’ means (if you have more than two groups) are different from each other.
8. Report the Results
• Regardless of the result, report your findings in a clear, understandable manner. This typically includes reporting the test statistic, p-value, and whether the null hypothesis was rejected.

### When to use ANOVA

ANOVA (Analysis of Variance) is used when you have three or more groups and you want to compare their means to see if they are significantly different from each other. It is a statistical method that is used in a variety of research scenarios. Here are some examples of when you might use ANOVA:

• Comparing Groups: If you want to compare the performance of more than two groups, for example, testing the effectiveness of different teaching methods on student performance.
• Evaluating Interactions: In a two-way or factorial ANOVA, you can test for an interaction effect. This means you are not only interested in the effect of each individual factor, but also whether the effect of one factor depends on the level of another factor.
• Repeated Measures: If you have measured the same subjects under different conditions or at different time points, you can use repeated measures ANOVA to compare the means of these repeated measures while accounting for the correlation between measures from the same subject.
• Experimental Designs: ANOVA is often used in experimental research designs when subjects are randomly assigned to different conditions and the goal is to compare the means of the conditions.

Here are the assumptions that must be met to use ANOVA:

• Normality: The data should be approximately normally distributed.
• Homogeneity of Variances: The variances of the groups you are comparing should be roughly equal. This assumption can be tested using Levene’s test or Bartlett’s test.
• Independence: The observations should be independent of each other. This assumption is met if the data is collected appropriately with no related groups (e.g., twins, matched pairs, repeated measures).

### Applications of ANOVA

The Analysis of Variance (ANOVA) is a powerful statistical technique that is used widely across various fields and industries. Here are some of its key applications:

Agriculture

ANOVA is commonly used in agricultural research to compare the effectiveness of different types of fertilizers, crop varieties, or farming methods. For example, an agricultural researcher could use ANOVA to determine if there are significant differences in the yields of several varieties of wheat under the same conditions.

Manufacturing and Quality Control

ANOVA is used to determine if different manufacturing processes or machines produce different levels of product quality. For instance, an engineer might use it to test whether there are differences in the strength of a product based on the machine that produced it.

Marketing Research

Marketers often use ANOVA to test the effectiveness of different advertising strategies. For example, a marketer could use ANOVA to determine whether different marketing messages have a significant impact on consumer purchase intentions.

Healthcare and Medicine

In medical research, ANOVA can be used to compare the effectiveness of different treatments or drugs. For example, a medical researcher could use ANOVA to test whether there are significant differences in recovery times for patients who receive different types of therapy.

Education

ANOVA is used in educational research to compare the effectiveness of different teaching methods or educational interventions. For example, an educator could use it to test whether students perform significantly differently when taught with different teaching methods.

Psychology and Social Sciences

Psychologists and social scientists use ANOVA to compare group means on various psychological and social variables. For example, a psychologist could use it to determine if there are significant differences in stress levels among individuals in different occupations.

Biology and Environmental Sciences

Biologists and environmental scientists use ANOVA to compare different biological and environmental conditions. For example, an environmental scientist could use it to determine if there are significant differences in the levels of a pollutant in different bodies of water.

Here are some advantages of using ANOVA:

Comparing Multiple Groups: One of the key advantages of ANOVA is the ability to compare the means of three or more groups. This makes it more powerful and flexible than the t-test, which is limited to comparing only two groups.

Control of Type I Error: When comparing multiple groups, the chances of making a Type I error (false positive) increases. One of the strengths of ANOVA is that it controls the Type I error rate across all comparisons. This is in contrast to performing multiple pairwise t-tests which can inflate the Type I error rate.

Testing Interactions: In factorial ANOVA, you can test not only the main effect of each factor, but also the interaction effect between factors. This can provide valuable insights into how different factors or variables interact with each other.

Handling Continuous and Categorical Variables: ANOVA can handle both continuous and categorical variables. The dependent variable is continuous and the independent variables are categorical.

Robustness: ANOVA is considered robust to violations of normality assumption when group sizes are equal. This means that even if your data do not perfectly meet the normality assumption, you might still get valid results.

Provides Detailed Analysis: ANOVA provides a detailed breakdown of variances and interactions between variables which can be useful in understanding the underlying factors affecting the outcome.

Capability to Handle Complex Experimental Designs: Advanced types of ANOVA (like repeated measures ANOVA, MANOVA, etc.) can handle more complex experimental designs, including those where measurements are taken on the same subjects over time, or when you want to analyze multiple dependent variables at once.

Some limitations or disadvantages that are important to consider:

Assumptions: ANOVA relies on several assumptions including normality (the data follows a normal distribution), independence (the observations are independent of each other), and homogeneity of variances (the variances of the groups are roughly equal). If these assumptions are violated, the results of the ANOVA may not be valid.

Sensitivity to Outliers: ANOVA can be sensitive to outliers. A single extreme value in one group can affect the sum of squares and consequently influence the F-statistic and the overall result of the test.

Dichotomous Variables: ANOVA is not suitable for dichotomous variables (variables that can take only two values, like yes/no or male/female). It is used to compare the means of groups for a continuous dependent variable.

Lack of Specificity: Although ANOVA can tell you that there is a significant difference between groups, it doesn’t tell you which specific groups are significantly different from each other. You need to carry out further post-hoc tests (like Tukey’s HSD or Bonferroni) for these pairwise comparisons.

Complexity with Multiple Factors: When dealing with multiple factors and interactions in factorial ANOVA, interpretation can become complex. The presence of interaction effects can make main effects difficult to interpret.

Requires Larger Sample Sizes: To detect an effect of a certain size, ANOVA generally requires larger sample sizes than a t-test.

Equal Group Sizes: While not always a strict requirement, ANOVA is most powerful and its assumptions are most likely to be met when groups are of equal or similar sizes.