Statistics Assignment

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zipped_week_9_material3.zip

Week 9 Overview.pdf

Analysis of Variance Chapter 11 (Sections 11.4 to 11.7)

Learning Objectives

After studying the material in Chapter 11 (sections 11.4 to 11.7), you should be able to:

1. Recognize when randomized block analysis of variance is useful and be able to perform analysis of variance on a randomized block design. 2. Perform analysis of variance on a two factor design of experiments with replications.

Suggested Study Outline

1. First, briefly go through chapter 11 (sections 11.4 to 11.7) in the textbook to familiarize yourself with the material.

2. Then, skim through the power point slides which highlight key chapter material, and the lecture file in the “course media player” (this provides a synopsis of the week’s chapter).

3. Go through chapter 11 (sections 11.4 to 11.7) in the textbook in detail again and take a look at the sample problems before attempting the assignment.

Assignment (32 points due by 11 pm August 25th) Note: You can team up with one of your classmates to complete the assignment (not more than two in a team); if you want to work on the assignment individually, that’s also fine. If you are working in teams, then only one submission is required per team; include both the team members’ last names as part of the assignment submission file name as well as in the assignment submission document. Please provide detailed solutions to the following problems/exercises (4 problems/exercises x 8 points each): 1) Problem 11.16 (page 455 in the text) 2) Problem 11.18 (page 455 in the text) (Levene’s test not required) 3) Problem 11.26 (page 472 in the text)

4) Problem 11.28 (pages 472 and 473 in the text)

Refer to the “Assignments” section in the syllabus and the “Course Orientation” document for more information/instructions regarding assignment submissions.

Deliveries2.xlsx

Data

Catalyst Delivery Times (days)
Quarter Supplier
S1 S2 S3
Qtr 1 12 10 16
15 13 13
11 11 14
11 9 14
Qtr 2 13 10 14
11 10 11
13 13 12
12 11 12
Qtr 3 12 11 13
8 9 8
8 8 13
13 6 6
Qtr 4 8 8 11
10 10 11
13 10 10
11 10 11

Extra Sheet

page 455.pdf

page 472.pdf

page 473.pdf

Physicians.xlsx

Data

Time in Examination Rooms (minutes)
Physician 1 Physician 2 Physician 3 Physician 4
34 33 17 28
25 35 30 33
27 31 30 31
31 31 26 27
26 42 32 32
34 33 28 33
21 26 40
29

Extra Sheet

Ratings.xlsx

Data

Project Development Team Ratings
Year Department
Marketing Engineering Finance
2004 90 69 96
84 72 86
80 78 86
2005 72 73 89
83 77 87
82 81 93
2006 92 84 91
87 75 85
87 80 78

Extra Sheet

Assignment Week 9.doc

Due by 11pm August 25th

Analysis of Variance

Chapter 11 (Sections 11.4 to 11.7)

Upload the completed assignment using the file extension format Lastname_Firstname_Week9.doc.

Assignment

(32 points due by 11 pm August 25th)

Note: You can team up with one of your classmates to complete the assignment (not more than two in a team); if you want to work on the assignment individually, that’s also fine. If you are working in teams, then only one submission is required per team; include both the team members’ last names as part of the assignment submission file name as well as in the assignment submission document.

Please provide detailed solutions to the following problems/exercises (4 problems/exercises x 8 points each):

1) Problem 11.16 (page 455 in the text)

2) Problem 11.18 (page 455 in the text)

(Levene’s test not required)

3) Problem 11.26 (page 472 in the text)

4) Problem 11.28 (pages 472 and 473 in the text)

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Zipped Chapter 11 Material.zip

Chapter 11 Power Point Slides.pdf

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Chapter ContentsChapter Contents

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11.1 Overview of ANOVA11.1 Overview of ANOVAO e e o OO e e o O 11.2 One11.2 One--Factor ANOVA (Completely Randomized Model)Factor ANOVA (Completely Randomized Model) 11.3 Multiple Comparisons11.3 Multiple Comparisonsp pp p 11.4 Tests for Homogeneity of Variances11.4 Tests for Homogeneity of Variances 11.5 Two11.5 Two--Factor ANOVA without Replication (Randomized Block Model)Factor ANOVA without Replication (Randomized Block Model) 11.6 Two11.6 Two--Factor ANOVA with Replication (Full Factorial Model)Factor ANOVA with Replication (Full Factorial Model) 11.7 Higher Order ANOVA Models (Optional)11.7 Higher Order ANOVA Models (Optional)

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Analysis of VarianceAnalysis of Variance

Chapter Learning Objectives (LO’s)Chapter Learning Objectives (LO’s)

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p g j ( )p g j ( )

LO11LO11--1:1: Use basic ANOVA terminology correctlyUse basic ANOVA terminology correctlyLO11LO11--1:1: Use basic ANOVA terminology correctly.Use basic ANOVA terminology correctly. LO11LO11--2:2: Recognize from data format when oneRecognize from data format when one--factor ANOVA is factor ANOVA is

appropriateappropriateappropriate.appropriate.

LO11LO11--3:3: Interpret sums of squares and calculations in an ANOVA table.Interpret sums of squares and calculations in an ANOVA table. LO11LO11--4:4: Use Excel or other software for ANOVA calculations.Use Excel or other software for ANOVA calculations. LO11LO11--5:5: Use a table or Excel to find critical values for the Use a table or Excel to find critical values for the F distribution.F distribution. LO11LO11--6:6: Explain the assumptions of ANOVA and why they are important.Explain the assumptions of ANOVA and why they are important.

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Analysis of VarianceAnalysis of Variance

Chapter Learning Objectives (LO’s)Chapter Learning Objectives (LO’s)

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LO11LO11--7:7: Understand and perform Tukey's test for paired means.Understand and perform Tukey's test for paired means. LO11LO11--8:8: Use Hartley's test for equal variances in Use Hartley's test for equal variances in c c treatment treatment

groupsgroups..

LO11LO11--9:9: Recognize from data format when twoRecognize from data format when two--factor ANOVA is factor ANOVA is needed.needed.

LO11LO11--10:10: Interpret main effects and interaction effects in twoInterpret main effects and interaction effects in two--factor factor ANOVA.ANOVA.

LO11LO11--11:11: Recognize the need for experimental design and GLM Recognize the need for experimental design and GLM (optional).(optional).

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LO11LO11--1: 1: Use basic ANOVA terminology correctly.Use basic ANOVA terminology correctly.

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•• Analysis of variance (ANOVA) is a comparison of means.Analysis of variance (ANOVA) is a comparison of means. •• ANOVA allows one to compare more than two meansANOVA allows one to compare more than two meansANOVA allows one to compare more than two means ANOVA allows one to compare more than two means

simultaneously.simultaneously. •• Proper experimental design efficiently uses limited data to Proper experimental design efficiently uses limited data to p p g yp p g y

draw the strongest possible inferences.draw the strongest possible inferences.

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11.1 Overview of ANOVA11.1 Overview of ANOVALO11LO11--11

The Goal: Explaining VariationThe Goal: Explaining Variation

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• ANOVA seeks to identify sources of variation in a numerical dependent variable Y (the response variable). V i ti i Y b t it i l i d b• Variation in Y about its mean is explained by one or more categorical independent variables (the factors) or is unexplained (random error).( )

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11.1 Overview of ANOVA11.1 Overview of ANOVALO11LO11--11

The Goal: Explaining VariationThe Goal: Explaining Variation

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• Each possible value of a factor or combination of factors is a treatment.

• We test to see if each factor has a significant effect on Y using (for example) the hypotheses:

H0: 1 = 2 = 3 = 4 (e g mean defect rates are the same forH0: 1 = 2 = 3 = 4 (e.g. mean defect rates are the same for all four plants) H1: Not all the means are equal1 q

• The test uses the F distribution. • If we cannot reject H0, we conclude that observations within each 0

treatment have a common mean .

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11.1 Overview of ANOVA11.1 Overview of ANOVALO11LO11--11

OneOne--Factor ANOVA ExampleFactor ANOVA Example

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11.1 Overview of ANOVA11.1 Overview of ANOVALO11LO11--11

The Goal: Explaining VariationThe Goal: Explaining Variation

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•• For example, a oneFor example, a one--factor ANOVA would test the hypothesis that factor ANOVA would test the hypothesis that the length of hospital stay (LOS) is affected by Type of Fracture:the length of hospital stay (LOS) is affected by Type of Fracture: Length of stay =Length of stay = ff(type of fracture) See Figure 11 3 (slide # 10)(type of fracture) See Figure 11 3 (slide # 10)Length of stay = Length of stay = ff(type of fracture). See Figure 11.3 (slide # 10).(type of fracture). See Figure 11.3 (slide # 10).

•• A twoA two--factor ANOVA would test the hypothesis that the length of factor ANOVA would test the hypothesis that the length of hospital stay (LOS) is affected by Type of Fracture and Age hospital stay (LOS) is affected by Type of Fracture and Age p y ( ) y yp gp y ( ) y yp g Group:Group: Length of stay = Length of stay = ff(type of fracture, age group)(type of fracture, age group)

•• We can also test for interaction between factors.We can also test for interaction between factors. • Another Example: Paint quality is a major concern of car makers.

A key characteristic of paint is its viscosity a continuousA key characteristic of paint is its viscosity, a continuous numerical variable. Viscosity is to be tested for dependence on application temperature (low, medium, high), as illustrated in

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Figure 11.3 (slide# 10).

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11.1 Overview of ANOVA11.1 Overview of ANOVALO11LO11--11

The Goal: Explaining VariationThe Goal: Explaining Variation

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Figure 11 3

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Figure 11.3

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11.1 Overview of ANOVA11.1 Overview of ANOVALO11LO11--66 11

LO11LO11--6: 6: Explain the assumptions of ANOVA and why they areExplain the assumptions of ANOVA and why they are importantimportant

ANOVA AssumptionsANOVA Assumptions

important.important.

•• Analysis of Variance assumes that theAnalysis of Variance assumes that the -- observations onobservations on YY are independentare independent-- observations on observations on YY are independent,are independent, -- populations being sampled are normal,populations being sampled are normal, -- populations being sampled have equalpopulations being sampled have equalpopulations being sampled have equal populations being sampled have equal

variances.variances. •• ANOVA is somewhat robust to departures from normality and ANOVA is somewhat robust to departures from normality and

equal variance assumptions.equal variance assumptions.

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11.1 Overview of ANOVA11.1 Overview of ANOVA

ANOVA CalculationsANOVA Calculations

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• Software (e.g., Excel, MegaStat, MINITAB, SPSS) can be used to analyze data.

• Large samples increase the power of the test• Large samples increase the power of the test, but power also depends on the degree of variation in Y.

• Lowest power would be in a small sample with high variation in Y.Lowest power would be in a small sample with high variation in Y.

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11 2 One11 2 One FactorFactor ANOVAANOVA C

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D t F tD t F t

11LO11LO11--2: 2: Recognize from data format when oneRecognize from data format when one--factor ANOVA is factor ANOVA is appropriateappropriate..

•• A oneA one--factor ANOVA only compares the means of factor ANOVA only compares the means of cc groups groups ((t t tt t t f t l lf t l l ))

Data FormatData Format

((treatments treatments oror factor levelsfactor levels).). •• Consider the format for a oneConsider the format for a one--factor ANOVA with factor ANOVA with cc treatments, treatments,

denoteddenoted AA11 AA22 AAdenoted denoted AA11, A, A22, …, A, …, Ac.c.

Table 11.1 11-12

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LO11LO11--22

•• Sample sizes within each treatment doSample sizes within each treatment do notnot need to be equal (i eneed to be equal (i e Data FormatData Format

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•• Sample sizes within each treatment do Sample sizes within each treatment do notnot need to be equal (i.e., need to be equal (i.e., balanced).balanced).

•• The total number of observations is equal toThe total number of observations is equal to nn == nn11 + n+ n22 + … + n+ … + nccThe total number of observations is equal to The total number of observations is equal to nn nn11 n n2 2 … n … ncc

Hypothesis to Be TestedHypothesis to Be TestedHypothesis to Be TestedHypothesis to Be Tested

• ANOVA tests all means simultaneously and so does not inflate the type I error.yp

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11 2 One11 2 One FactorFactor ANOVAANOVA pter 11.2 One11.2 One--Factor Factor ANOVAANOVA (Completely Randomized (Completely Randomized Model)Model)

LO11LO11--22

A i l t t thA i l t t th f t d l i t th tf t d l i t th t

OneOne--Factor ANOVA as a Linear ModelFactor ANOVA as a Linear Model

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•• An equivalent way to express the oneAn equivalent way to express the one--factor model is to say that factor model is to say that treatment treatment jj came from a population with a common mean (came from a population with a common mean () plus ) plus a treatment effect (a treatment effect (AAjj) plus random error () plus random error (ijij):):a treatment effect (a treatment effect (AAjj) plus random error () plus random error (ijij):):

•• yyijij = =  + + AAjj + + ijij jj = 1, 2, …, = 1, 2, …, cc and and ii = 1, 2, …, = 1, 2, …, nn

•• Random error is assumed to be normally distributed with zero Random error is assumed to be normally distributed with zero mean and the same variance for all treatments.mean and the same variance for all treatments.

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11 2 One11 2 One Factor ANOVAFactor ANOVA pter 11.2 One11.2 One--Factor ANOVAFactor ANOVA (Completely Randomized Model)(Completely Randomized Model)

LO11LO11--22

A fi d ff t d l l l k t h t h t th

OneOne--Factor ANOVA as a Linear ModelFactor ANOVA as a Linear Model

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• A fixed effects model only looks at what happens to the response for particular levels of the factor.

H0: A1 = A2 = … = Ac = 0H0: A1 A2 … Ac 0 H1: Not all Aj are zero

• If the H0 is true, then the ANOVA model collapses to yij =  + ijj j

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LO11LO11--22

Group MeansGroup Means

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•• The mean of each group is calculated as:The mean of each group is calculated as:

•• The overall sample mean (grand mean) can be calculated as:The overall sample mean (grand mean) can be calculated as:

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Partitioned Sum of SquaresPartitioned Sum of Squares

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•• For a given observation For a given observation yyijij, the following relationship must hold, the following relationship must hold

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LO11LO11--22

•• This relationship is true for sums of squared deviations yieldingThis relationship is true for sums of squared deviations yielding

Partitioned Sum of SquaresPartitioned Sum of Squares

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•• This relationship is true for sums of squared deviations, yielding This relationship is true for sums of squared deviations, yielding partitioned sum of squarespartitioned sum of squares::

•• Simply put, Simply put, SSTSST = = SSA SSA ++ SSESSE

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LO11LO11--22

• SSA and SSE are used to test the hypothesis of equal treatment

Partitioned Sum of SquaresPartitioned Sum of Squares

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• SSA and SSE are used to test the hypothesis of equal treatment means by dividing each sum of squares by it degrees of freedom to adjust for group size. j g p

• These ratios are called Mean Squares (MSA and MSE). • The resulting test statistic is F = MSA/MSE.

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LO11LO11--3: 3: Interpret sums of squares and calculations in an ANOVA table.Interpret sums of squares and calculations in an ANOVA table.

Partitioned Sum of SquaresPartitioned Sum of Squares

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LO11LO11--33

Partitioned Sum of SquaresPartitioned Sum of Squares

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• The ANOVA calculations are mathematically simple but involve tedious sums.

•• One can use Excel’s oneOne can use Excel’s one--factor ANOVA menu using Datafactor ANOVA menu using DataOne can use Excel s oneOne can use Excel s one factor ANOVA menu using Data factor ANOVA menu using Data Analysis to analyze data.Analysis to analyze data.

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LO11LO11--33

Test StatisticTest Statistic

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• The F distribution describes the ratio of two variances. • The F statistic is the ratio of the variance due to treatments (MSA)

to the variance due to error (MSE)to the variance due to error (MSE).

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LO11LO11--33

Test StatisticTest Statistic

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• When F is near zero, then there is little difference among treatments and we would not expect to reject the hypothesis of equal treatment meansequal treatment means.

Decision RuleDecision Rule

• F cannot be negative has no upper limit.ca o be ega e as o uppe • For ANOVA, the F test is a right-tailed test. • Use Appendix F or Excel (or other approptriate software) to obtain pp ( pp p )

the critical value of F for a given 

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LO11LO11--5: 5: Use a table or Excel to find critical values for the Use a table or Excel to find critical values for the F distributionF distribution.

Decision Rule for an FDecision Rule for an F--testtest

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Example: Carton PackingExample: Carton Packing.. Is the variation among stations within the range attributable toIs the variation among stations within the range attributable to chance, or do these samples indicate actual differences in the means?

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Example: Carton PackingExample: Carton Packing.. As a preliminary step we plot the data to check for any timeAs a preliminary step, we plot the data to check for any time pattern and just to visualize the data. We see some potential differences in means, but no obvious time pattern (otherwise we would have to consider observation order as a second factor).

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Figure 11.6

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Example: Carton PackingExample: Carton Packing..

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LO11LO11--55 11

LO11LO11--5: 5: Use a table or Excel to find critical values for the Use a table or Excel to find critical values for the F distribution.F distribution.

Example: Carton PackingExample: Carton Packing..

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LO11LO11--44 11

LO11LO11--4: 4: Use Excel or other software for ANOVA calculations.Use Excel or other software for ANOVA calculations.

Example: Carton PackingExample: Carton Packing..

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Example: Carton PackingExample: Carton Packing..

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11 3 M lti l11 3 M lti l C i T tC i T t C

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LO11LO11--7: 7: Understand and perform Tukey's test for paired means.Understand and perform Tukey's test for paired means.

Tukey’s TestTukey’s Test

•• After rejecting the hypothesis of equal mean, we naturally want to After rejecting the hypothesis of equal mean, we naturally want to know: Which means differ significantly?know: Which means differ significantly?

•• In order to maintain the desired overall probability of type I error aIn order to maintain the desired overall probability of type I error a•• In order to maintain the desired overall probability of type I error, a In order to maintain the desired overall probability of type I error, a simultaneous confidence intervalsimultaneous confidence interval for the difference of means must for the difference of means must be obtained. be obtained.

•• For For cc groups, there are groups, there are cc((cc –– 1)/2 distinct pairs of means to be 1)/2 distinct pairs of means to be compared.compared.

•• These types of comparisons are calledThese types of comparisons are called Multiple ComparisonMultiple Comparison•• These types of comparisons are called These types of comparisons are called Multiple Comparison Multiple Comparison TestsTests..

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11.3 Multiple 11.3 Multiple Comparison TestsComparison TestsLO11LO11--77

Tukey’s TestTukey’s Test

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•• Tukey’s studentized range testTukey’s studentized range test (or (or HSDHSD for “honestly for “honestly significant difference” test) is a multiple comparison test that significant difference” test) is a multiple comparison test that has good power and is widely usedhas good power and is widely usedhas good power and is widely used.has good power and is widely used.

•• Named for statistician John Wilder Tukey (1915 Named for statistician John Wilder Tukey (1915 –– 2000)2000) •• This test is not available in Excel’s Tools > Data Analysis butThis test is not available in Excel’s Tools > Data Analysis but•• This test is not available in Excel s Tools > Data Analysis but This test is not available in Excel s Tools > Data Analysis but

is available in is available in MegaStat MegaStat andand MinitabMinitab..

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11.3 Multiple 11.3 Multiple Comparison TestsComparison TestsLO11LO11--77

Tukey’s TestTukey’s Test

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• Tukey’s is a two-tailed test for equality of paired means from c groups compared simultaneously. The hypotheses are:• The hypotheses are:

Decision RuleDecision Rule

Where Tc,n−c is a critical value of the Tukey testvalue of the Tukey test statistic Tcalc for the desired level of significancesignificance.

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11.3 Multiple 11.3 Multiple Comparison TestsComparison TestsLO11LO11--77

F l h i th 5% f t d ti dF l h i th 5% f t d ti d

Tukey’s TestTukey’s Test

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•• For example, here is the upper 5% of studentized range:For example, here is the upper 5% of studentized range:

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11.4 Tests 11.4 Tests for Homogeneity of Variancesfor Homogeneity of Variances pter

LO11LO11--88 11

LO11LO11--8: 8: Use Hartley's test for equal variances in Use Hartley's test for equal variances in c c treatment groups.treatment groups.

ANOVA th t b ti th i bl

ANOVA AssumptionsANOVA Assumptions

• ANOVA assumes that observations on the response variable are from normally distributed populations that have the same variance.

• The one-factor ANOVA test is only slightly affected by inequality of variance when group sizes are equal.

• One can test this assumption of homogeneous variancesby using Hartley’s Fmax Test.

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11.4 Tests 11.4 Tests for Homogeneity of Variancesfor Homogeneity of VariancesLO11LO11--88

Th h th

Hartley’s TestHartley’s Test

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• The hypotheses are

• The test statistic is the ratio of the largest sample variance to the smallest sample variancesmallest sample variance

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11.4 Tests 11.4 Tests for Homogeneity of Variancesfor Homogeneity of VariancesLO11LO11--88

Hartley’s TestHartley’s Test

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• The decision rule is:

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11.4 Tests 11.4 Tests for Homogeneity of Variancesfor Homogeneity of VariancesLO11LO11--88

Hartley’s TestHartley’s Test

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• Assuming equal group sizes,group sizes, critical values of Fmax are found

i dusing degrees of freedom

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11.4 Tests 11.4 Tests for Homogeneity of Variancesfor Homogeneity of VariancesLO11LO11--66 11

LO11LO11--6: 6: Explain the assumptions of ANOVA and why they are important.Explain the assumptions of ANOVA and why they are important.

Levene’s TestLevene’s Test

•• Levene’s test is a more robust alternative to Hartley’s Levene’s test is a more robust alternative to Hartley’s FF test.test. •• Levene’s test does not assume a normal distribution.Levene’s test does not assume a normal distribution. •• It is based on the distances of the observations from their sample It is based on the distances of the observations from their sample

mediansmedians rather than their sample rather than their sample means.means. A ( MINITAB) i d d f hiA ( MINITAB) i d d f hi•• A computer program (e.g., MINITAB) is needed to perform this A computer program (e.g., MINITAB) is needed to perform this test.test.

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11.4 Tests 11.4 Tests for Homogeneity of Variancesfor Homogeneity of VariancesLO11LO11--66

Levene’s TestLevene’s Test

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Please refer to your text for information on Sections 11.5, 11.6 and 11.7 11on Sections 11.5, 11.6 and 11.7

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Sample Problems - Chapter 11.pdf

 

Sample Problems 

1)    A start‐up cell phone applications company is interested in determining whether household incomes  are different for subscribers to 3 different service providers. A random sample of 25 subscribers to  each of the 3 service providers was taken, and the annual household income for each subscriber was  recorded. The partially completed ANOVA table for the analysis is shown here:   

ANOVA 

Source of Variation  SS  df  MS  F 

Between Groups  2,949,085,157       

Within Groups         

Total  9,271,678,090       

  a. Complete the ANOVA table by filling in the missing sums of squares, the degrees of freedom for  each source, the mean square, and the calculated F‐test statistic.  b. Based on the ample results, can the start‐up firm conclude that there is a difference in household  incomes for subscribers to the 3 service providers? You may assume normal distributions and equal  variances. Conduct your test at the α=0.10 level of significance. Be sure to state a critical F‐statistic, a  decision rule, and a conclusion.    a. The calculations for the completed ANOVA table below are: 

Between groups df = k‐1 where k is the number of magazines = 3‐1 = 2 

Within groups df = nt –k, where nt = 25 subscribers * 3 magazines = 75; 

75 – 3 = 72 

SSW = SST‐SSB = 9,271,678,090 – 2,949,085,157 = 6,322,592,933 

MSB = 2,949,085,157/2 = 1,474,542,579 

MSW = 6,322,592,933/72 = 87,813,791 

F = 1,474,542,579/87,813,791 = 16.79 

ANOVA

Source of Variation SS df MS F

Between Groups 2,949,085,157 2 1,474,542,579 16.79

Within Groups 6,322,592,933 72 87,813,791

Total 9,271,678,090 74

b. 

Ho:  µ1 = µ2 = µ3 

HA:  Not all populations have the same mean 

 

F = MSB/MSW = 1,474,542,579/87,813,791 = 16.79 

Because the F test statistic = 16.79 > Fα = 2.3778, we do reject the null hypothesis based on these sample data. 

2)     An analyst is interested in testing whether 4 populations have equal means. The following sample  data have been collected from populations that are assumed to be normally distributed with equal  variances:   

Sample 1  Sample 2  Sample 3  Sample 4 

9  12  8  17 

6  16  8  15 

11  16  12  17 

14  12  7  16 

14  9  10  13 

  Conduct the appropriate test using a significance level equal to 0.05.   

0 1 2 3 4:H        

:AH  not all  j  are equal 

The following sample data were obtained: 

     

The means for each sample are: 

1 10.8x    2 13x    3 9x      4 15.6x     

The grand mean is    12.1x   

The F critical value from the F‐ distribution for  = 0.05 and  with  1 3D   and  2 16D   degrees of freedom is  3.239.  Thus, the decision rule is: 

If the test statistic F > 3.239, reject the null hypothesis, otherwise do not reject 

The samples are independent and the data level is ratio.  Because the sample sizes are equal, the ANOVA test 

is robust to the normality and equal variance assumptions.  The Hartley’s F max test can be used to check the 

equal variance assumption.  The samples are too small to check the normality assumption. 

2 2 2 2 0 1 2 3 4:H        

:AH not all population variances are equal 

 

The sample variances are:  

2 1 11.7s   

2 2 9s     

2 3 4s     

2 4 2.8s   

The test statistic for the F max test is: 

2 max 2 min

11.7 4.18

2.8

s F

s     

The critical value from the F max table with c = 4 and v = 4 degrees of freedom for  = 0.05 is 20.6. 

Because F = 4.18 < 20.6, do not reject the null hypothesis 

Thus, there is no evidence to suggest that population variances are not equal. 

The required calculations can be computed manually or by using Excel or Minitab.  We get the following: 

 

Since the test statistic = F = 5.905 > 3.239, reject the null hypothesis.   

Also, using the p‐value approach, because p‐value = 0.0065 < 0.05, we reject the null hypothesis. 

3)  

A manager is interested in testing whether three populations of interest have equal population  means. Simple random samples of size 10 were selected from each population. The following  ANOVA table and related statistics were computed:   

ANOVA: Single Factor 

Summary 

Groups  Count  Sum  Average  Variance 

Sample 1  10  507.18  50.72  35.06 

Sample 2  10  405.79  40.58  30.08 

Sample 3  0  487.64  48.76  23.13 

         

         

 

ANOVA 

Source   SS  df  MS  F  p‐value  F‐crit 

Between Groups  578.78  2  289.39  9.84  0.0006  3.354 

Within Groups  794.36  27  29.42       

Total  1373.14  29         

  a. Sate the appropriate null and alternative hypotheses.  b. Conduct the appropriate test of the null hypothesis assuming that the populations have equal  variances and the populations are normally distributed. Use a 0.05 level of significance.  c. If warranted, use the Tukey‐Kramer procedure for the multiple comparisons to determine which  populations have different means. (Assume α=0.05.)    a. The appropriate null and alternative hypotheses are: 

0 1 2 3:H      

:AH  not all  j  are equal 

b. The one‐way ANOVA test is appropriate for testing the null and alternative hypotheses.  All the information 

needed is supplied in the table.   

Using the F test approach, because F = 9.84 > critical F = 3.35, we reject the null hypothesis and conclude that the population means are not all equal. Using the p-value approach, because p-value = 0.0006 <  = 0.05, we reject the null hypothesis and conclude that the population means are not all equal.  

c. Because the null hypothesis has been rejected and we conclude that not all population means are equal, we 

can now apply the Tukey‐Kramer method to determine which means are different.  We start by calculating the 

Tukey‐Kramer critical range value using: 



  



  

  ji nn

MSW qngeCriticalRa

11

2 1   

The value for q0.95 with k = 3 and  Tn k  = 30‐3=27 degrees of freedom is found in Appendix J as  approximately 3.50.  Because the sample sizes are equal in this situation, we need only compute one critical 

range value shown as follows: 

0.6 10

1

10

1

2

42.29 5.3 

  

  

ngeCriticalRa  

We now compare all the possible contrasts of differences between sample means to the Tukey-Kramer critical range value.     Contrast         Significant ? 

    14.1058.4072.5021  xx  > 6.0               Yes 

 

    96.176.4872.5031  xx  < 6.0                 No 

    18.876.4858.4032  xx  > 6.0                Yes 

Thus, we conclude  1 2   and  23   .  Thus, the mean for population 2 is less than the means for the  other two populations.  However, the sample data do not provide sufficient evidence to conclude that the 

means for populations one and three are different. 

4)  

Respond to each of the following questions using this partially completed one‐way ANOVA table:   

Source of Variation  SS  df  MS  F‐ratio 

Between Samples  1745       

Within Samples    240     

Total  6504  246     

  a. How many different populations are being considered in this analysis?  b. Fill in the ANOVA table with the missing values.  c. State the appropriate null and alternative hypotheses.  d. Based in the analysis of variance F‐test, what conclusion should be reached regarding the null  hypothesis? Test using a significance level of 0.01.    a. dfB + dfW = dfT   dfB = dfT ‐ dfW = 246 – 240 = 6 = k – 1  k = 7 = number of populations.  b.    

Source SS df MS F

Between Samples

1,745 6 290.833 14.667

Within Samples 4,759 240 19.829

Total 6,504 246

  

c.  H0:  μ1 = μ2 = μ3 = μ4 = μ5 = μ6= μ7 

HA:  At least two population means are different 

d. F critical = 2.8778 (Minitab); from text table use F6,200 = 2.893  Since 14.667 > 2.8778 reject Ho and conclude that at least two populations means are different. 

5)  

Respond to each of the following questions using this partially completed one‐way ANOVA table: 

 

 

Source of Variation  SS  df  MS  F‐ratio 

Between Samples    3     

Within Samples  405       

Total  888  31     

 

a. How many different populations are being considered in this analysis?  b. Fill in the ANOVA table with the missing values.  c. State the appropriate null and alternative hypotheses.  d. Based in the analysis of variance F‐test, what conclusion should be reached regarding the null  hypothesis? Test using α=0.05.    a. dfB = 3 = k – 1  k = 4 = number of populations. 

b. Source SS df MS F

Between Samples 483 3 161 11.1309

Within Samples 405 28 14.464

Total 888 31

c. H0:  μ1 = μ2 = μ3 = μ4  

HA:  At least two population means are different 

d. F critical = 2.9467 (Minitab); from text table use F3, 24 = 3.009  Since 11.1309 > 2.9467 reject Ho and conclude that at least two populations means are different. 

6) 

Given the following sample data: 

Item  Group1  Group 2  Group 3  Group 4 

1  20.9  28.2  17.8  21.2 

2  27.2  26.2  15.9  23.9 

3  26.6  2.6  18.4  19.5 

4  22.1  29.7  20.2  17.4 

5  25.3  30.3  14.1   

6  30.1  25.9     

7  23.8       

 

a. Based on the computation for the within and between sample variation, develop the ANOVA table  and test the appropriate null hypothesis using α=0.05. Use the p‐value approach.  b. If warranted, us the Tukey‐Kramer procedure to determine which populations have different  means. Use α =0.05. 

Anova: Single Factor

SUMMARY

Groups Count Sum Average Variance

Group 1 7 176 25.14286 10.00286

Group 2 6 161.9 26.98333 10.12567

Group 3 5 86.4 17.28 5.517

Group 4 4 82 20.5 7.553333

ANOVA

Source of Variation SS df MS F P-value F crit

Between Groups 315.9324 3 105.3108 12.20025 0.000136 3.159911

Within Groups 155.3735 18 8.63186

Total 471.3059 21

a.   

H0:  μ1 = μ2 = μ3 = μ4 

HA:  At least two population means are different 

Since p‐value = 0.000136 < 0.05 reject H0 and conclude that at least two population means are different. 

b. Tukey‐Kramer Critical Range =   ) 11

( 2

632.8 00.4

ji nn   

Pair Critical Range Difference in Means Significant?

1 vs 2 4.72 1.84 No

1 vs 3 5.137 7.863 Yes

1 vs 4 5.475 4.643 No

 

2 vs 3 4.968 9.703 Yes

2 vs 4 5.318 6.483 Yes

3 vs 4 5.691 3.22 No

 

7) 

Examine the 3 samples obtained independently from 3 populations: 

Item  Group1  Group 2  Group 3 

1  14  17  17 

2  13  16  14 

3  12  16  15 

4  15  18  16 

5  16    14 

6      16 

 

a. Conduct a one‐way analysis of variance on the data. Use alpha=0.05.  b. If warranted, use the Tukey‐Kramer procedure to determine which populations have different  means. Use an experiment‐wide error rate of 0.05.    a.

HO: 321   HA: At least two population means are different. Because k – 1 = 2 and nT – k = 12, F0.05 = 3.885. The decision rule is if the calculated F > F0.05 = 3.885, reject HO, or if the p-value <  = 0.05, reject HO; otherwise, do not reject HO. If we assume that the populations are normally distributed, Harley’s Fmax test can be used to test whether the

three populations have equal variances. The sample variances are s1 2 =

2( )

1

x x

n

 

= 15

10

 = 2.50, s2

2 =

0.916, and s3 2 = 1.467 test statistic is Fmax =

916.0

50.2 2 min

2 max 

s

s = 2.729. From Appendix I, the critical value for

alpha = 0.05, k = 3, and n - 1 = 4 is 15.5. Because 2.729 < 15.5, we conclude that the population variances could be equal.

 

  Since F = 5.03 > 3.885, we reject HO. 

We conclude there is sufficient evidence to indicate that at least two of the population means differ. 

b.   Use the Tukey‐Kramer test to determine which populations have different means. 

To construct the critical ranges: 

    

   

 

ji nn

MSW q

11

2 1   

For n1 = 5 and n2 = 4, critical range =  1.67 1 1

3.77 2 5 4

      

= 2.311; 

for n1 = 5 and n3 = 6, critical range =  1.67 1 1

3.77 2 5 6

      

= 2.086; 

and for n2 = 4 and n3 = 6, critical range =  1.67 1 1

3.77 2 4 6

      

= 2.224 

The contrast are  |75.1614||| 21  xx =  2.75 > 2.311, 

        |33.1514||| 31  xx =  1.33 < 2.086, and 

         |33.1575.16||| 32  xx =  1.42 < 2.224 

Therefore, we can infer that population 1 and population 2 have different means. However, no other 

differences are supported by these sample data. 

8)  

A study was conducted to determine if differences in new textbook prices exist between on‐campus 

bookstores, off‐campus bookstores, and Internet bookstores. To control for differences in textbook 

prices that might exist across disciplines, the study randomly selected 12 textbooks and recorded the 

price of each of the 12 books at each of the 3 retailers. You may assume normality and equal‐

variance assumptions have been met. The partially completed ANOVA able based on the study’s 

findings is shown here: 

10 

 

ANOVA 

Source of Variation  SS  df  MS  F 

Textbooks  16624       

Retailer  2.4       

Error         

Total  17477.6       

 

a. Complete the ANOVA table by filling in the missing sum of squares, the degrees of freedom for  each source, the mean square, and the calculated F‐test statistic for each possible hypothesis test.  b. Based on the study’s findings, was it correct to block for differences in textbooks? Conduct the  appropriate test at the α=0.10 level of significance.  c. Based on the study’s findings, can it be concluded that there is a difference in the average price of  textbooks across the 3 retail outlets? Conduct the appropriate hypothesis test at the α=0.10 level of  significance.    a. The calculations for the completed ANOVA table below are: 

Textbooks (blocks) df = b‐1 = 12‐1 = 11 

Retailer df = k‐1 = 3‐1 = 2 

Error df = (k‐1)(b‐1) = 11(2) = 22 

Total df = nt ‐1, where nt = (12 textbooks) * ( 3 retailers) = 36 

= 36 – 1 = 35   

SSW (error) = SST‐SSBL‐SSB = 17,477.6 – 16,624 – 2.4 = 851.2 

MSBL (Textbooks) = 16,624/11 = 1,511.3 

MSB (Retailer) = 2.4/2 = 1.2 

MSW (error) = 851.2/22 = 38.7 

F (textbooks) = 1,511.3/38.7 = 39.05 

F (Retailer) = 1.2/38.7 = 0.031 

ANOVA

Source of Variation SS df MS F

Textbooks 16,624 11 1511.3 39.05

11 

 

Retailer 2.4 2 1.2 0.031

Error 851.2 22 38.7

Total 17477.6 35

 

b. 

Ho:  µOn = µOff = µI 

HA:  Not all populations have the same mean 

Test to determine whether blocking is effective.  Twelve textbooks were used to evaluate the prices at the 

three types of retail outlets.  These constitute the blocks.  The null and alternative hypotheses are: 

Ho:  µ1 = µ2 = µ3 = … = µ12 

HA:  Not all block means are equal. 

As shown in the ANOVA table from part (a), the F test statistic for this hypothesis test is the F for blocks 

(textbooks) = 39.05. 

Using Excel’s FINV function with α = 0.10 and 11 and 22 degrees of freedom, Fα=0.10 = 1.88.  Since  F = 39.05 > 

Fα=0.10 = 1.88, reject the null hypothesis.  This means that based on these sample data we can conclude that 

blocking is effective. 

c. We have three types of retail outlets (on‐campus, off‐campus, and Internet).  The appropriate null and 

alternative hypotheses are: 

Ho:  µOn = µOff = µI 

HA:  Not all populations have the same mean 

As shown in the ANOVA table from part (a), the F test statistic for this null hypothesis is 0.031. 

Using Excel’s FINV function with α = 0.10 and 2 and 22 degrees of freedom, Fα=0.10 = 2.56.  Since  F = 0.031 < 

Fα=0.10 = 2.56, do not reject the null hypothesis.  Thus, based on these sample data we cannot conclude that 

there is a difference in textbook prices at the three different types of retail outlets. 

9)  

The following data were collected for a randomized block analysis of variance design with 4 

populations and 8 blocks. 

  Group 1  Group 2  Group 3  Group 4 

Block 1  56  44  57  84 

Block 2  34  30  38  50 

12 

 

Block 3  50  41  48  52 

Block 4  19  17  21  30 

Block 5  33  30  35  38 

Block 6  74  72  78  79 

Block 7  33  24  27  33 

Block 8  56  44  56  71 

 

a. State the appropriate null and alternative hypotheses for the treatments and determine whether  blocking is necessary.  b. Construct the appropriate ANOVA table.  c. Using a significance level equal to 0.05, can you conclude that blocking was necessary in this case?  Use  a test‐statistic approach.  d. Based on the data and a significance level equal to 0.05, is there a difference in population means  for the 4 groups? Use a p‐value approach.  e. If you found that a difference exists in part d, use the LSD approach to determine which  populations have different means.    a. H0:  μ1 = μ2 = μ3 = μ4  

HA: At least two population means are different H0:  μb1 = μb2 = μb3 = μb4 = μb5 = μb6 = μb7 = μb8  

HA:  Not all block means are equal 

b. ANOVA

Source of Variation SS df MS F P-value F crit

Blocks 9123.375 7 1303.339 46.87669 2.08E-11 2.487582

Groups 1158.625 3 386.2083 13.8906 3.26E-05 3.072472

Error 583.875 21 27.80357

Total 10865.88 31

  c. Since 46.87669 > 2.487582 reject H0 and conclude that there is an indication that blocking was necessary.  d. Since p‐value 0.0000326 < 0.05 reject H0 and conclude that at least two means are different.   

 

 

13 

 

e. 

Least Significant Difference (LSD) 5.48280844

Mean

Difference Absolute Mean

Difference Significant

G1 v. G2 6.625 6.625 YES

G1 v. G3 -0.625 0.625 NO

G1 v. G4 -10.25 10.25 YES

G2 v. G3 -7.25 7.25 YES

G2 v. G4 -16.875 16.875 YES

G3 v. G4 -9.625 9.625 YES

 

10)  

The following ANOVA table and accompanying information are the result of a randomized block 

ANOVA test. 

Summary  Count  Sum  Average  Variance 

1  4  443  110.8  468.9 

2  4  275  68.8  72.9 

3  4  1030  257.5  1891.7 

4  4  300  75.0  433.3 

5  4  603  150.8  468.9 

6  4  435  108.8  72.9 

7  4  1190  297.5  1891.7 

8  4  460  115.0  433.3 

Sample 1  8  1120  140.0  7142.9 

Sample 2  8  1236  154.5  8866.6 

Sample 3  8  400  175.0  9000.0 

Sample 4  8  980  122.5  4307.1 

14 

 

 

ANOVA 

Source of Variation  SS  df  MS  F  p‐value  F‐crit 

Rows  199899  7  28557.0  112.8  0.0000  2.488 

Columns  11884  3  3961.3  15.7  0.0000  3.073 

Error  5317  21  253.2       

Total  217100  31         

 

a. How many blocks were used in this study?  b. How many populations are involved in this test?  c. Test to determine if blocking is effective using an alpha level equal to 0.05.  d. Test the main hypothesis of interest using α=0.05.  e. If warranted, conduct an LSD test with α =0.05 to determine which population means are  different.  a. There were 8 blocks used. 

b. There were 4 populations involved in the study. 

c. The hypothesis to be tested is: 

0 1 2 3 4 5 6 7 8:H                 (blocking is not effective) 

:A jH not all are equal   (blocking is effective) 

The hypothesis is tested by computing the test statistic F ratio as follows: 

    28, 557

112.79 253.19

MSBL F

MSW     

The critical F value from the F‐distribution for  = 0.05 and degrees of freedom  1 27 21D and D   is  approximately 2.5.  Therefore the decision rule is: 

If test statistic F > critical F = 2.5, reject the null hypothesis 

Otherwise, do not reject the null hypothesis 

Because F = 112.79 > critical F = 2.5, we reject the null hypothesis and conclude that blocking is effective. 

d.   0 1 2 3 4:H        

:A jH not all are equal  

This hypothesis is tested using an F test with the test statistic computed as follows: 

15 

 

      65.15 19.253

33.961,3 

MSW

MSB F  

The critical F value from the F‐distribution for alpha = 0.05 and degrees of freedom  1 23 21D and D   is  approximately 3.0.  Therefore the decision rule is: 

If test statistic F > critical F = 3.0, reject the null hypothesis 

Otherwise, do not reject the null hypothesis 

Because F = 15.65 > critical F = 3.0, we reject the null hypothesis and conclude that the four populations do not 

have the same mean. 

e. Because the primary null hypothesis was rejected in part d., we can now use the Least Significant Difference 

test to determine which populations have different means. 

We can use the following steps to do this: 

Step 1:  Compute the LSD statistic. 

The LSD statistic is computed as: 

  55.16 8

2 19.2530796.2

2 2/ 

b MSWtLSD   

Note, the t value is for  0.025 2

   and (k‐1)(b‐1) = (3)(7) = 21 degrees of freedom from the t‐distribution 

table is 2.0796 

Step 2: Compute the sample means from each population. 

The sample means are provided in the table as: 

1 140x    2 154.5x       3 175x    4 122.5x   

Step 3:  Form all possible contrasts by finding the absolute differences between all pairs of sample means.  

Compare these to the LSD statistic. 

Absolute Difference      Comparison      Conclusion 

1 2 140 154.5 14.5x x                   14.5 < 16.55 

1 3 140 175 35x x        35 > 16.55      1 3   

1 4 140 122.5 17.5x x        17.5 > 16.55      1 4   

2 3 154.5 175 20.5x x        20.5 > 16.55      2 3   

2 4 154.5 122.5 32x x        32 > 16.55      2 4   

16 

 

3 4 175 122.5 52.5x x        52.5 > 16.55      3 4   

11) 

The following sample data were recently collected in the course of conducting a randomized block 

analysis of variance. Based on these sample data, what conclusions should be reached about 

blocking effectiveness and about the means of the 3 populations involved? Test using a significance 

level equal to 0.05. 

Block  Sample 1  Sample 2  Sample 3 

1  30  40  40 

2  50  70  50 

3  60  40  70 

4  40  40  30 

5  80  70  90 

6  20  10  10 

 

0 1 2 3:H      

:A jH not all are equal  

The sample data are: 

       

The following sums of squares values are computed: 

SST = 9,000   SSB = 33.33    SSBL = 7,866.67    SSW = 1,100 

The completed ANOVA table is: 

 

 

17 

 

The hypothesis to be tested is: 

0 1 2 3 4 5 6:H             (blocking is not effective) 

:A jH not all are equal   (blocking is effective) 

The hypothesis is tested by computing the test statistic F ratio as follows: 

  1, 573.33

14.3 110

MSBL F

MSW     

The critical F value from the F‐distribution for alpha = 0.05 and degrees of freedom  1 25 10D and D   is  3.326.  Therefore the decision rule is: 

If test statistic F > critical F = 3.326, reject the null hypothesis 

Otherwise, do not reject the null hypothesis 

Because F = 14.3 > critical F = 3.326, we reject the null hypothesis and conclude that blocking is effective. 

Recall that the main hypothesis is: 

0 1 2 3:H      

:A jH not all are equal  

This hypothesis is tested using an F test with the test statistic computed as follows: 

  16.67

0.1515 110

MSB F

MSW       

The critical F value from the F‐distribution for alpha = 0.05 and degrees of freedom  1 22 10D and D   is  4.103.  Therefore the decision rule is: 

If test statistic F > critical F = 4.103, reject the null hypothesis 

Otherwise, do not reject the null hypothesis 

Because F = 0.1515 < critical F = 4.103, we do not reject the null hypothesis and conclude that the three 

populations may have the same mean value. 

12)  

A randomized complete block design is carried out, resulting in the following statistics: 

Source  x̅1  x̅2  x̅3  x̅4 

Primary Factor  237.15  315.15  414.01  612.52 

Block  363.57  382.22  438.33   

18 

 

SST = 364428 

 

a. Determine if blocking was effective for this design.  b. Using a significance level of 0.05, produce the relevant ANOVA and determine if the average  responses of the factor levels are equal to each other.  c. If you discovered that there were differences among the average responses of the factor levels,  use the LSD approach to determine which populations have different means.    a.

Step 1: HO: 321   , HA: at least two blocks have different means SST = 364,428

T

ii

n

xn x

 = 394.71,

SSB =   2xxn ii  = 236905.90, SSBl =  2xxk j  = 12113.60, SSW = SST – (SSB + SSBl) = 364428 – (236905.90 + 12113.60) = 115518.50. MSB = SSB/((k – 1) = 236905.90/(4 – 1) = 78968.63 MSBl = SSBl/(b – 1) = 12113.60/2 = 6056.8 MSW = SSW/(k -1)(b – 1) = 115518.50/3(2) = 19253.08

SS df MS F-ratio Between Blocks 12113.60 2 6056.8 0.3146 Between Samples 236905.90 3 78968.63 4.1016 Within samples 115518.50 6 19253.08 Total 364428 11

F = MSBl/MSW = 12113.60/19253.08 = 0.3146 F0.05 = 5.143. Since F = 0.3146 < F0.05 = 5.143, fail to reject HO. Conclude that blocking was not effective for this design b. Conduct the main hypothesis test to determine whether the treatments have equal means.

HO: 4321   , HA: at least two factor levels have different means F = MSB/MSW = 78968.63/19253.08 = 4.1016 F0.05 = 4.757. Since F = 4.1016 < F0.05 = 4.757, do not reject HO. Conclude that the average response associated with the factor’s levels may be equal to each other. c. Since we did not reject the null hypothesis in part b this part is not necessary. 13)  

Consider the following data from a two‐factor experiment: 

                   Factor A 

Factor B  Level 1  Level 2  Level 3 

Level 1  43  25  37 

49  26  45 

1x 2x 3x 4x

Primary Factor 237.15 315.15 414.01 612.52 Block 363.57 382.22 438.33

19 

 

Level 2  50  27  46 

53  31  48 

 

a. Determine if there is interaction between factor A and factor B. Use the p‐value approach and a  significance level of 0.05.  b. Does the average response vary among the levels of factor A? Use the test‐ statistic approach and  a significance level of 0.05.  c. Determine if there are differences in the average response between the levels of factor B. Use the  p‐value approach and a significance level of 0.05.   

 

a. HO: 21 ABAB   ,   

HA: the interaction terms have different response averages.  

P‐value = 0.854 > α = 0.05. Therefore, fail to reject HO.  Conclude that there is not sufficient evidence to determine that there is interaction between Factor A and Factor B.

b. HO: 321 AAA   ,      HA: at least two levels have different mean response  

F = MSA/MSW = 47.10 F0.05 = 5.143. Since F = 47.10 > F0.05 = 5.143, reject HO. Conclude that there is sufficient evidence to indicate that at least two of the Factor A response variable averages differ.

c. HO: 21 BB   ,    HA: the two levels of Factor B have different response averages.  

P‐value = 0.039 < α = 0.05. Therefore, reject HO.  Conclude that there is sufficient evidence to determine that the two mean responses of Factor B differ

14) 

Examine the following two‐factor analysis of variance table: 

20 

 

Source  SS  df  MS  F‐Ratio 

Factor A  162.79  4     

Factor B      28.12   

AB Interaction  262.31  12     

Error         

Total  1298.74  84     

 

a. Complete the analysis of variance table.  b. Determine if interaction exists between factor A and factor B. Use α=0.05.  c. Determine if the levels of Factor A have equal means. Use a significance level of 0.05.  d. Does the ANOVA table indicate that the levels of factor B have equal means? Use a significance  level of 0.05.    a. MSA = SSA/(a – 1) =162.79/4 = 40.698. Since (a – 1)(b – 1) = 12 and (a – 1) = 4  (b – 1) = 3. MSB = SSB/(b – 1)  SSB = MSB(b – 1) = 28.12(3) = 84.35. MSAB = SSAB/(a – 1)(b – 1) = 262.31/12 = 21.859. SSE = SST – SSA – SSB – SSAB = 1298.74 – 162.79 – 84.35 – 262.31 = 789.29. Also, d.f. for Error = d.f.T – d.f.A – d.f.B – d.f.AB = 84 – 4 – 3 – 12 = 65. MSE = 789.29/65 = 12.143. Then F-ratio for Factor A = MSA/MSE = 40.698/12.143 = 3.35. Then F-ratio for Factor B = MSB/MSE = 28./12.143 = 2.316. Then F-ratio for the AB interaction = MSAB/MSE = 21.859/12.143 = 1.800. b. b. HO: Interaction between Factor A and Factor B does not exist,  

HA: Interaction between Factor A and Factor B does exist,  

 F = MSAB/MSE = 1.800.

Note that F = 1.800 < (F12,100, 0.05 = 1.850 < F12,65, 0.05 < F12,50, 0.05 = 1.952). Therefore, fail to reject HO. Conclude that there is not sufficient evidence to indicate interaction exists between Factor A and Factor B.

c. HO: 4321 AAAA   ,  

HA: at least two levels of Factor A have different mean responses,  

F = MSA/MSE = 3.35. Note that F4,100, 0.05 = 2.463 < F4,65, 0.05 < F4,50, 0.05 = 2.557 < F = 3.35. Therefore, reject HO. Conclude that there is sufficient evidence to indicate that at least two levels of Factor A have different 

mean responses. 

d.  HO: 321 BBB   ,  

HA: at least two levels of Factor B have different mean responses,  

F = MSB/MSW = 2.316.

Note that F = 2.316 < (F3,100, 0.05 = 2.696 < F3,65, 0.05 < F3,50, 0.05 = 2.790). Therefore, fail to reject HO. Conclude that there is not sufficient evidence to indicate that at least two levels of Factor B have different mean 

responses.

21 

 

15) 

                                                            Factor A 

Factor B 

  Level 1  Level 2  Level 3 

Level 1  33  30  21 

31  42  30 

35  36  30 

 

Level 2  23  30  21 

32  27  33 

27  25  18 

 

a. Based on the sample data, do factors A and B have significant interaction? State the appropriate  null and alternative hypotheses and test using a significance level of 0.05.  b. Based on these sample data, can you conclude that the levels of factor A have equal means? Test  using a significance level of 0.05.  c. Do the data indicate that the levels of factor B have different means? Test using a significance  level equal to 0.05.    a. H0: Factors A and B do not interact HA: Factors A and B do interact

ANOVA

Source of Variation SS df MS F P-value F crit

Factor B 150.2222 1 150.2222 5.753191 0.033605 4.747221

Factor A 124.1111 2 62.05556 2.376596 0.135052 3.88529

Interaction 24.11111 2 12.05556 0.461702 0.640953 3.88529

Within 313.3333 12 26.11111

Total 611.7778 17

Since 0.4617 < 3.8853 do not reject H0 and conclude that Factors A and B do not interact. b.  H0:  μα1 = μα2 = μα3  

HA: Not all means are equal Since 2.3766 < 3.8853 do not reject H0 and conclude that all means are equal

22 

 

c.  H0:  μβ1 = μβ2  

HA: Not all means are equal Since 5.7532 > 4.7472 reject H0 and conclude that not all means are equal. 16) 

Consider the following partially completed two‐factor analysis of variance table, which is an 

outgrowth of a study in which factor A has 4 levels and factor B has 3 levels. The number of 

replications was 11 in each cell. 

Source of Variation  SS  df  MS  F‐Ratio 

Factor A  345.1  4     

Factor B      28.12   

AB Interaction  1123.2  12     

Error  256.7       

Total  1987.3  84     

 

a. Complete the analysis of variance table.  b. Based on the sample data, can you conclude that the 2 factors have significant? Test using a  significance level equal to 0.05?  c. Based on the sample data, should you conclude that the means for factor A differ across the 4  levels or the means for factor B differ across the 3 levels? Discuss.  d. Considering the outcome of part b, determine what can be said concerning the differences of the  levels of factors A and B. Use a significance level of 0.10 for any hypothesis tests required. Provide a  rationale for your response to this question.    a.

ANOVA

Source of Variation  SS df MS F‐ratio 

Factor A  345.1 3 115.0333 53.77483

Factor B  262.3 2 131.15 61.30892

AB Interaction  1123.2 6 187.2 87.51071

Error  256.7 120 2.139167

 

Total  1987.3 131

b. H0: Factors A and B do not interact HA: Factors A and B do interact

23 

 

Using Excel’s FINV function the critical F for .05 significance and 6 and 120 degrees of freedom is equal to 2.1750. If F > 2.1750 reject H0, otherwise do not reject H0 87.5107 > 2.1750 so reject H0 and conclude that Factors A and B do interact.

c.  Since interaction is present Factor B must be tested with a One‐Way ANOVA at a given level of Factor A.  Or 

Factor A should be tested at a given level of Factor B.  Note, students should state that the lack of the raw data 

makes determining the data for Factor B at a given level of Factor A impossible.  Also that the lack of the raw 

data makes determining the data for Factor B at a given level of Factor A impossible. 

d.   One other possible approach is to ignore Factor B and the interaction of Factor A with Factor B. This of course 

will make it harder to detect any differences in the mean factor levels of Factor A if there are actual differences 

in the average levels of Factor A and the interaction terms. 

SSEone-way = SST – SSA = 1987.3 – 345.1 = 1642.2. Analysis of Variance  

Source DF SS MS F Factor A     3      345.1      115.03     8.966     

Error      128     1642.2     12.83 

Total 131 1987.3 H0:  μ1 = μ2 = μ3 = μ4 

HA: Not all means are equal Using Excel’s FINV function the critical F for .1 significance and 3 and 128 degrees of freedom is equal to 2.1271 If F > 2.2.1271 reject H0, otherwise do not reject H0 8.966 > 2.1271 so reject H0 and conclude that levels of Factors A do not have equal means. 

We could also ignore Factor A and the interaction of Factor A with Factor B. This of course will make it harder 

to detect any differences in the mean factor levels of Factor B if there are actual differences in the average 

levels of Factor A and the interaction terms. 

SSEone-way = SST – SSB = 1987.3 – 262.3 = 1725. Analysis of Variance  

Source DF SS MS F Factor B     2      262.3      131.15    9.809     

Error      129     1725         13.37 

Total 131 1987.3 H0:  μ1 = μ2  =  μ3 

HA: Not all means are equal Using Excel’s FINV function the critical F for .1 significance and 2 and 129 degrees of freedom is equal to 2.3442 If F > 2.3442 reject H0, otherwise do not reject H0 9.809 > 23442 so reject H0 and conclude that levels of Factors B do not have equal means. 

17) 

A two‐factor experiment yielded the following data: 

24 

 

                           Factor A 

Factor B  Level 1  Level 2  Level 3 

Level 1  375  402  395 

390  396  390 

Level 2  335  336  320 

342  338  331 

Level 3  302  485  351 

324  455  346 

 

a. Determine if there is interaction between factor A and factor B. Use the p‐value and a significance  level of 0.05.  b. Given your findings in part a, determine any significant differences among the response means of  the levels of factor A for level 1 of factor B.  c. Repeat part b at levels 2 and 3 of factor B, respectively.    a.     

   

HO: AB interaction does not exist,   

HA: AB interaction does exist 

F = MSAB/MSW = 39.63 F0.05 = 3.633.

Since F = 39.63 > F0.05 = 3.633, reject HO. Conclude that there is sufficient evidence to indicate that interaction exists between Factors A and B.

b. Since interaction exists, it is futile to conduct inference on the response means associated with the levels of Factor A and Factor B. Therefore, a one-way analysis of variance using only those values for Factor A associated with level one of Factor B.

25 

 

HO: 321 AAA    @ Level 1 of Factor B,   

HA: at least two levels of Factor A have different mean responses @ Level 1 of Factor B  

F = MSAB1/MSW = 2.90 F0.05 = 9.552.

Since F = 2.90 < F0.05 = 9.552, fail to reject HO. Conclude that there is not sufficient evidence to indicate that at 

least two levels of Factor A have different mean responses @ Level 1 of Factor B. 

c. Factor B at level 2:

HO: 321 AAA    @ Level 2 of Factor B,   

HA: at least two levels of Factor A have different mean responses @ Level 2 of Factor B  

F = MSAB2/MSW = 3.49 F0.05 = 9.552.

Since F = 3.49 < F0.05 = 9.552, fail to reject HO. Conclude that there is not sufficient evidence to indicate that at 

least two levels of Factor A have different mean responses @ Level 2 of Factor B. 

26 

 

Factor B at level 3: 

 

HO: 321 AAA    @ Level 3 of Factor B,   

HA: at least two levels of Factor A have different mean responses @ Level 3 of Factor B  

F = MSAB3/MSW = 57.73 F0.05 = 9.552.

Since F = 57.73 > F0.05 = 9.552, reject HO. Conclude that there is sufficient evidence to indicate that at least two 

levels of Factor A have different mean responses @ Level 2 of Factor B. 

Chapter 11 Lecture Power Point Slides.pdf

Chapter 11Chapter 11Chapter 11 Chapter 11 -- ANOVAANOVAANOVAANOVA

©2006 Thomson/South-Western 1

Randomized CompleteRandomized CompleteRandomized Complete Randomized Complete Block ANOVABlock ANOVA

•• Like OneLike One--Way ANOVA, we test for equal population Way ANOVA, we test for equal population means (for different factor levels, for example)...means (for different factor levels, for example)...

b t t t t l f ibl i ti fb t t t t l f ibl i ti f•• ...but we want to control for possible variation from ...but we want to control for possible variation from a second factor (with two or more levels)a second factor (with two or more levels)

•• Used when more than one factor may influence the Used when more than one factor may influence the value of the dependent variable, but only one is ofvalue of the dependent variable, but only one is ofvalue of the dependent variable, but only one is of value of the dependent variable, but only one is of key interestkey interest

•• Levels of the secondary factor are called Levels of the secondary factor are called blocks

E lE lExampleExample

•• A bank outsources home appraisals to three firmsA bank outsources home appraisals to three firms •• The bank manager wants to test the hypothesis that The bank manager wants to test the hypothesis that

there is no difference in the average home appraisal there is no difference in the average home appraisal among the three firmsamong the three firms Ho: µ1 = µ2 = µ3Ho: µ1 = µ2 = µ3 Ha: At least two populations have different meansHa: At least two populations have different means

•• The bank selects a random sample of properties The bank selects a random sample of properties and has each firm appraise the same propertiesand has each firm appraise the same properties

•• The properties are random blocks, and the test The properties are random blocks, and the test d i i d i d l t bl k d id i i d i d l t bl k d idesign is a randomized complete block designdesign is a randomized complete block design

E lE lExampleExample Appraisal Firm

Property Allen & Heist Appraisal Block MeanProperty (Block)

Allen & Associates

Heist Appraisal

Appraisal International

Block Mean

1 78 82 79 79.67 2 102 102 99 101.00 3 68 74 70 70.67 4 83 88 86 85.67 5 95 99 92 95.33 Factor-Level Mean

85.2 89 85.2 86.47

Randomized CompleteRandomized CompleteRandomized Complete Randomized Complete Block ANOVABlock ANOVA

•• AssumptionsAssumptionspp –– Populations are normally distributedPopulations are normally distributed –– Populations have equal variancesPopulations have equal variances –– The observations within samples areThe observations within samples areThe observations within samples are The observations within samples are

independentindependent The date meas rement m st be inter alThe date meas rement m st be inter al–– The date measurement must be interval The date measurement must be interval or ratioor ratio

Partitioning the VariationPartitioning the Variation •• Total variation can now be split into Total variation can now be split into

th tth tthree parts:three parts:

SST = SSB + SSBL + SSW

SST = Total sum of squares SSB S f b t f tSSB = Sum of squares between factor levels SSBL = Sum of squares between blocksSSBL = Sum of squares between blocks SSW = Sum of squares within levels

Partitioning the VariationPartitioning the Variation •• Total variation can now be split into Total variation can now be split into

th tth tthree parts:three parts:

SST = SSB + SSBL + SSW

SST and SSB are SSW = SST (SSB +SST and SSB are computed as they were in One-Way

SSW = SST – (SSB + SSBL)

were in One-Way ANOVA 2)xx(kSSBL j

b

  1

j j  

Randomized Block ANOVA T blTable

Source of Variation

dfSS MS F ratioVariation MSBL MSW

Between Bl k

SSBL b - 1 MSBL

Between SSB MSBk 1

MSWBlocks

MSB Samples SSB MSB

Within

k - 1 MSW

Within Samples (k–1)(b-1)SSW MSW

Total nT - 1SST k b f l ti f th l i f llk = number of populations nT = sum of the sample sizes from all populations b = number of blocks df = degrees of freedom

E lE lExampleExample

•• The main issue is to determine whether the 3 The main issue is to determine whether the 3 appraisal firms differ in average appraisal values. appraisal firms differ in average appraisal values. The primary test isThe primary test is Ho: µ1 = µ2 = µ3Ho: µ1 = µ2 = µ3 Ha: At least two populations have different meansHa: At least two populations have different means Significance = .05Significance = .05

•• We can test this hypothesis in two ways: we can We can test this hypothesis in two ways: we can use the F distribution approach,use the F distribution approach, or use the p value approach or use the p value approach

Reject H0 if F > F Reject H0 if p value < αReject H0 if p value α

E lE lExampleExample In Excel, Data In Excel, Data –– Data Analysis Data Analysis –– ANOVA: Two Factor Without Replication ANOVA: Two Factor Without Replication

E lE lExampleExample

As F = 156.13 > F.04 = 3.838, we reject HoAs F = 156.13 > F.04 = 3.838, we reject Ho As the p value of .0103 < As the p value of .0103 < αα = .05, we reject Ho= .05, we reject Ho

E lE lExampleExample •• If blocking is necessary, it means that appraisal If blocking is necessary, it means that appraisal

values are influenced by the particular property values are influenced by the particular property being appraised. being appraised.

•• The blocks form a second factor of interest, and the The blocks form a second factor of interest, and the secondary hypothesis issecondary hypothesis is Ho: µb1 = µb2 = µb3 = µb4 = µb5Ho: µb1 = µb2 = µb3 = µb4 = µb5 Ha: Not all block means are equalHa: Not all block means are equal

E lE lExampleExample

As F = 156 13 > F 04 = 3 838 we reject HoAs F = 156 13 > F 04 = 3 838 we reject HoAs F = 156.13 > F.04 = 3.838, we reject HoAs F = 156.13 > F.04 = 3.838, we reject Ho

Fisher’s Fisher’s Least Significant DifferenceLeast Significant DifferenceLeast Significant Difference Least Significant Difference

TestTest •• To test To test whichwhich population means are population means are

significantly differentsignificantly differentsignificantly differentsignificantly different –– e.g.: e.g.: μμ11 = = μμ22 ≠≠ μμ33 –– Done after rejection of equal means in Done after rejection of equal means in

randomized block ANOVA designrandomized block ANOVA designgg •• Allows pairAllows pair--wise comparisonswise comparisons

C b l t diff ithC b l t diff ith–– Compare absolute mean differences with Compare absolute mean differences with critical rangecritical range

x =  1 2 3  1 2 3

Fisher’s Least Significant Diff ( SD) TDifference (LSD) Test

2 MSWtLSD 

b MSWtLSD /2

where: t/2 = Upper-tailed value from Student’s t-/

distribution for /2 and (k - 1)(b - 1) degrees of

freedom MSW = Mean square within from ANOVA table

b = number of blocks k = number of levels of the main factor

TwoTwo--Factor ANOVAFactor ANOVATwoTwo Factor ANOVA Factor ANOVA With ReplicationWith Replication

•• Examines the effect ofExamines the effect of –– Two or more factors of interest Two or more factors of interest on on

the dependent variablethe dependent variablethe dependent variablethe dependent variable •• e.g.: Percent carbonation and line speed e.g.: Percent carbonation and line speed

on soft drink bottling processon soft drink bottling processon soft drink bottling processon soft drink bottling process –– Interaction between the different Interaction between the different

levels levels of these two factorsof these two factors •• e.g.: Does the effect of one particulare.g.: Does the effect of one particulare.g.: Does the effect of one particular e.g.: Does the effect of one particular

percentage of carbonation depend on percentage of carbonation depend on which level the line speed is set?which level the line speed is set?pp

E lE lExampleExample

•• An airline is concerned that its frequent flier An airline is concerned that its frequent flier b h l t d lb h l t d lprogram members have accumulated large program members have accumulated large

quantities of free milesquantities of free miles •• The airline conducted an experiment in which The airline conducted an experiment in which

three methods for redeeming frequent flier three methods for redeeming frequent flier il ff d t l f 16 til ff d t l f 16 tmiles was offered to a sample of 16 customersmiles was offered to a sample of 16 customers

E lE lExampleExample

ExampleExample

Two Factors of interest: A (redemption offer level) and B (age level)offer level) and B (age level)

a = number of levels of factor A

b = number of levels of factor B

nT = total number of observations in all cellscells

TwoTwo--Way ANOVA Way ANOVA yy Sources of VariationSources of Variation

df:SST = SSA + SSB + SSAB + SSE

SSA Variation due to factor A a – 1

SST SSB V i ti d t f t B b – 1Total Variation Variation due to factor B

SSAB

b 1

AB Variation due to interaction

between A and B (a – 1)(b – 1)

n 1 SSE

Inherent variation (Error) nT – ab

nT - 1

Inherent variation (Error)

TwoTwo--Way ANOVAWay ANOVA Summary TableSummary Table

Source of V i ti

Sum of S

Degrees of F d

Mean S

F St ti tiVariation Squares Freedom Squares Statistic

F t A SS 1 MSA MSAFactor A SSA a – 1

SA = SSA /(a – 1)

A MSE

F t B SS b 1 MSB MSBFactor B SSB b – 1

B = SSB /(b – 1)

B MSE

AB MS MSAB (Interaction) SSAB (a – 1)(b – 1)

MSAB = SSAB / [(a – 1)(b – 1)]

MSAB MSE

MSE Error SSE nT – ab

MSE = SSE/(nT – ab)

Total SST n 1Total SST nT – 1

ExampleExampleExampleExample •Three different hypotheses can be tested from the•Three different hypotheses can be tested from the information in the ANOVA table

•For Factor A (redemption options): Ho: µA1 = µA2 = µA3Ho: µA1 = µA2 = µA3 Ha: Not all factor A means are equal

•For Factor B (age levels): Ho: µB1 = µB2 = µB3Ho: µB1 µB2 µB3 Ha: Not all factor B means are equal

•Interaction between the two factors: Ho: Factors A and B do not interact to affect the mean response Ha: Factors A and B do interact

TwoTwo--Factor ANOVAFactor ANOVA

•• AssumptionsAssumptions•• AssumptionsAssumptions –– Populations are normally Populations are normally

distributeddistributed Populations have equal variancesPopulations have equal variances–– Populations have equal variancesPopulations have equal variances

–– Independent random samples are Independent random samples are depe de t a do sa p es a edepe de t a do sa p es a e drawndrawn

–– Data must be interval or ratio levelData must be interval or ratio level

Interaction vs. No Interaction vs. No InteractionInteraction

•• No interaction:No interaction:  Interaction is

tNo interaction:No interaction: present:

Factor B Level 1 Factor B Levels

e

se1 Factor B Level 3

Factor B Level 1

Factor B LevelR es

po n

R es

po ns

Factor B Level 2 Factor B Level

3

Factor B Level 2

M ea

n

M ea

n R

1 2Factor A Levels 1 2Factor A Levels1 2 2

ExampleExample

ExampleExamplepp In Excel, Data In Excel, Data –– Data Analysis Data Analysis –– ANOVA: Two Factor With Replication ANOVA: Two Factor With Replication

ExampleExamplepp In Excel, Data In Excel, Data –– Data Analysis Data Analysis –– ANOVA: Two Factor With Replication ANOVA: Two Factor With Replication

Ho: µA1 = µA2 = µA3 Ha: Not all factor A means are equal

p value = .5614 >p value = .5614 > αα = .05, do not reject Ho; F = .59 < F.05 = 3.259, do not reject Ho= .05, do not reject Ho; F = .59 < F.05 = 3.259, do not reject Hop value .5614 > p value .5614 > αα .05, do not reject Ho; F .59 < F.05 3.259, do not reject Ho .05, do not reject Ho; F .59 < F.05 3.259, do not reject Ho

ExampleExamplepp In Excel, Data In Excel, Data –– Data Analysis Data Analysis –– ANOVA: Two Factor With Replication ANOVA: Two Factor With Replication

Ho: µB1 = µB2 = µB3 Ha: Not all factor B means are equal

p value = .8796 >p value = .8796 > αα = .05, do not reject Ho; F == .05, do not reject Ho; F = .22 <.22 < F.05 = 2.866, do not reject HoF.05 = 2.866, do not reject Hop value .8796 > p value .8796 > αα .05, do not reject Ho; F .05, do not reject Ho; F .22 .22 F.05 2.866, do not reject Ho F.05 2.866, do not reject Ho

ExampleExamplepp In Excel, Data In Excel, Data –– Data Analysis Data Analysis –– ANOVA: Two Factor With Replication ANOVA: Two Factor With Replication

Ho: Factors A and B do not interact to affect the mean response Ha: Factors A and B do interact

p value = 939>p value = 939> αα = 05 interaction between the two factors does not appear to exixt= 05 interaction between the two factors does not appear to exixtp value .939> p value .939> αα .05, interaction between the two factors does not appear to exixt .05, interaction between the two factors does not appear to exixt