Mostly Harmless StatisticsXYZ Homework Edition

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11.4 Chapter 11 Formulas

One-Way ANOVA

H0:μ1=μ2=μ3==μkH_{0}: \mu_{1} = \mu_{2} = \mu_{3} = \ldots = \mu_{k}

fH1:H_{1}: At least one mean is different.

SourceSSSS = Sum of Squares d f df MSMS = Mean SquareF
Between (Factor) n i ( x ¯ i x ¯ G M ) 2 \sum n_{i} \left(\bar{x}_{i} - \bar{x}_{GM}\right)^{2} k 1 k-1 M S B = S S B k 1 MSB = \frac{SSB}{k-1} F = M S B M S W F = \frac{MSB}{MSW}
Within (Error) ( n i 1 ) s i 2 \sum \left(n_{i} - 1\right) s_{i}^{2} N k N-k M S W = S S W N k MSW = \frac{SSW}{N-k}  
Total SST N 1 N-1   

x¯i\bar{x}_{i} = sample mean from the ithi^{th} group

nin_{i} = sample size of the ithi^{th} group

kk = number of groups

si2s_{i}^{2} = sample variance from the ithi^{th} group

N = n 1 + n 2 + + n k N = n_{1} + n_{2} + \ldots + n_{k}

x ¯ G M = x i N \bar{x}_{GM} = \frac{\sum x_{i}}{N}

Bonferroni Test

H 0 : μ i = μ j H_{0}: \mu_{i} = \mu_{j}

H1:μiμjH_{1}: \mu_{i} \neq \mu_{j}

Bonferroni test statistic: t=x¯ix¯j(MSW(1ni+1nj))t = \dfrac{\bar{x}_{i} - \bar{x}_{j}}{\sqrt{ \left(MSW \left(\frac{1}{n_{i}} + \frac{1}{n_{j}}\right) \right)}}

Multiply p-value by m=kC2m = {}_k C_{2}, divide area for critical value by m=kC2m = {}_k C_{2}.

Two-Way ANOVA

Row Effect (Factor A):
H0:H_{0}: The row variable has no effect on the average ___________________.
H1:H_{1}: The row variable has an effect on the average ___________________.
Column Effect (Factor B):
H0H_{0}: The column variable has no effect on the average ___________________.
H1H_{1}: The column variable has an effect on the average ___________________.
Interaction Effect (A×B):


H0:H_{0}: There is no interaction effect between row variable and column variable on the average ___________________.
H1:H_{1}: There is an interaction effect between row variable and column variable on the average ___________________.
Source S S SS d f df M S MS F
AA (row factor) S S A SS_{A} a 1 a-1 M S A = S S A d f A MS_{A} = \frac{SS_{A}}{df_{A}} F A = M S A M S E F_{A} = \frac{MS_{A}}{MSE}
BB (column factor) S S B SS_{B} b 1 b-1 M S B = S S B d f B MS_{B} = \frac{SS_{B}}{df_{B}} F B = M S B M S E F_{B} = \frac{MS_{B}}{MSE}
A×BA \times B (interaction) S S A × B SS_{A \times B} ( a 1 ) ( b 1 ) (a-1)(b-1) M S A × B = S S A × B d f A × B MS_{A \times B} = \frac{SS_{A \times B}}{df_{A \times B}} F A × B = M S A × B M S E F_{A \times B} = \frac{MS_{A \times B}}{MSE}
Error (within) S S E SSE a b ( n 1 ) ab(n-1) M S E = S S E d f E MSE = \frac{SSE}{df_{E}}  
Total S S T SST N 1 N-1   

Adapted from Mostly Harmless Statistics by Rachel Webb (Portland State University, https://mostlyharmlessstat.wixsite.com/webpage), © Rachel Webb, licensed under CC BY-SA 4.0. Changes were made. License: CC-BY-SA-4.0.

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