oneway analysis of variance (ANOVA)
Oneway analysis of variance (ANOVA)
In general, the term ANOVA describes a method to detect the influence of independent variables on one or more dependent variables. The ANOVA was first developed by Sir Ronald A. Fisher (1890 – 1962). In the context of ANOVA the independent variable is also called predictor variable, controlled variable, manipulated variable, explanatory variable, experimental factor or input variable and the dependent variable is also called response variable, measured variable, explained variable, experimental variable, responding variable, outcome variable or output variable. A oneway ANOVA is the simplest form of an ANOVA where the influence of one independent variable on one dependent variable is quantified. A oneway ANOVA may be considered as an extension of a ttest when more than two group means are to be compared.
Sir Ronald A. Fisher’s main idea:
(1)
Whereas:
= Measurement of person i in group j
= Mean of all measurements in group j
= Grand mean of all measurements
Expressed in words this means that the difference of an individual measurement to the grand mean can be explained as the difference of this individual’s measurement to the group mean plus the difference of the group mean to the grand mean . The first part describes the error which is not caused by the independent variable but by external and or subject variables. The second part stands for the influence of the independent variable on the dependent variable.
Example 1: 20 subjects, 4 treatments, no effect , no error

Treatment 


1 
2 
3 
4 

4 
4 
4 
4 

4 
4 
4 
4 

4 
4 
4 
4 

4 
4 
4 
4 

4 
4 
4 
4 
Mean 
4 
4 
4 
4 
Example 2: 20 subjects, 4 treatments, effect (mean differences) but no errors

Treatment 


1 
2 
3 
4 

2 
3 
7 
4 

2 
3 
7 
4 

2 
3 
7 
4 

2 
3 
7 
4 

2 
3 
7 
4 
Mean 
2 
3 
7 
4 
Example 3: 20 subjects, 4 treatments, possibly real data

Treatment 


1 
2 
3 
4 

2 
3 
6 
5 

1 
4 
8 
5 

3 
3 
8 
5 

3 
5 
4 
3 

1 
0 
9 
2 
Mean 
2 
3 
7 
4 
Because the sum of all differences for subjects 1 to n always add up to 0 we will square equation (1)
The middle term will always add up to 0:
So we get the sum of squares (SS):
SS_{Total} = SS_{Error} + SS_{Treatment}
Whereas n_{j} is the number of measurements in group j.
Degrees of freedom
N1 = (Np) + (p1)
Wheras N is the total number of subjects and p is the number of treatments.
Or in case that all groups are identical in size:
N1 = n(p1) + (p1)
Wheras N is the total number of subjects, n is the number of subjects in each treatment group and p is the number of treatments.
The sum of squares are then divided by the degrees of freedom to form the mean squares (MS)
MS_{Error} = SS_{Error} / df_{Error}
MS_{Treatment} = SS_{Treatment} / df_{Treatment}
Population
For the population we consider the following model:
x_{ij} = μ + α_{j} + ε_{ij} a subject’s measurement
α_{j} = μ_{j}  μ effect of treatment j
ε_{ij} = x_{ij}  μ_{j} effect of confounding variables (error)
Assumptions
1) Errors ε_{j} are normally distributed in each treatment
2) Error variances are the same for each treatment (homogeneity of variances)
3) All pairs of errors within and between treatments are independent.
The above assumptions lead to the following population estimates:
The two variances (treatment and error) are compared using a Fisher’s Ftest.
Hypotheses
H0: μ_{1 }= μ_{2 }= μ_{3 }= ... μ_{p} (all α_{j} = 0)
H1: not H0, there is at least one α_{j} ≠ 0
Test
Degrees of freedom
numerator: p1
denominator: Np
If and only if group sizes are the same for all treatments the degrees of freedom of the denominator can also be written as p(n1).
If the treatment effect is present, the variance in the numerator must be greater compared to the variance in the denominator. The Fvalue must then be greater than 1. Hence, the obtained Fvalue will always be compared to the right sided critical Fvalue of the corresponding Fdistribution.
Presenting the results
Source 
SS 
df 
(MS) 
F 
p 
Treatment 
SS_{Treatment} 
p1 
α 

Error 
SS_{Error} 
Np 


Total 
SS_{Total} 
N1 



Effect size
The effect size is a measure of strength between the treatment and the outcome. It is an estimate of the proportion of variance the two variables have in common.
Etasquared for the sample:
Omega squared for the population:
Difference between etasquared and partial etasquared :
Partial etasquared is often reported by statistical software like SPSS or others. In the context of a oneway ANOVA these two measures are identical. This will be obvious when you consider the following equation:
Wheras in an oneway ANOVA SS_{total} is defined as SS_{treatment}+SS_{error}
In multifactorial ANOVAs there is more than one SS_{treatment} plus the SSs of all interactions. In those cases you must be careful not to confound with .
A good summary of how etasquared, partialetasquared and Cohen’s f are related is given here.
Posthoc tests
When a significant result is obtained, the question arises which treatment(s) is(are) different from which other treatment(s). Or simply which α_{j} is not zero.
Many different posthoc tests have been developed for different purposes. When it is necessary to compare all pairs of means to get an idea which mean differences are significant, the Tukey HSD (Honest Significant Difference) test is the best choice, even if group sizes are not equal. If variance homogeneity is violated (this can be tested for example by the Levenetest), GamesHowell might be the best choice.
For the case of equal group sizes and equal error variances (variance homogeneity) the critical difference by Scheffé is a simple yet very conservative method to compare the group means:
Whereas F_{crit} = F_{(p1; Np; 1α)}
Example
Let’s assume that we have four different teaching methods we want to compare. We assign 5 out of 20 subjects randomly to each teaching method. After a semester we perform a test that we assume to measure what the subjects have learned during the semester. The test may give the following results (0 = very bad, 10 = excellent)

Teaching method 


1 
2 
3 
4 

2 
3 
6 
5 

1 
4 
8 
5 

3 
3 
8 
5 

3 
5 
4 
3 

1 
0 
9 
2 
Mean 
2 
3 
7 
4 
Is there a teaching method that leads to significant better results compared to another one?
The ANOVA yields the following result table:
Source 
SS 
df 
(MS) 
F 
p 
Treatment 
70 
3 
23.33 
8.89 
0.001 
Error 
42 
16 
2.62 


Total 
112 
19 



F_{crit} = F_{(3; 16; 0.95)} = 3.24
The following table displays the differences between the means of the treatments:
Method 
2 
3 
4 
1 
1 
5 * 
2 
2 

4 * 
1 
3 


3 
When we compare the mean differences with the critical difference by Scheffé, we recognize that teaching method 3 outperforms teaching methods 1 and 2.
BrightStat output of the oneway ANOVA example
This is a fictitious example.
How to do this example on BrightStat webapp
Wiki link oneway ANOVA
Wiki link post hoc analysis
Wiki link Levene test for homogeneity of variances
References
Bortz, J. (2005). Statistik für Human und Sozialwissenschaftler (6^{th} Edition). Heidelberg: Springer Medizin Verlag.
Fisher, Ronald (1918). Studies in Crop Variation. I. An examination of the yield of dressed grain from Broadbalk. Journal of Agricultural Science, 11, 107–135. doi:10.1017/S0021859600003750
Scheffé, H. (1953). A method of judging all contrasts in the analysis of variance. Biometrika, 40, 87104.
Tamhane, A.C. (1977). Multiple comparisons in model I oneway ANOVA with unequal variances. Communications in Statistics  Theory and Methods. 6(1), 1532. doi:10.1080/03610927708827466
Levene, H. (1960). In:Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling, I. Olkin et al. eds., Stanford University Press, 278292.