one-way analysis of variance by abhishek vijayvargiya
DESCRIPTION
This paper is published in Journal of Validation Technology, Vol.15, No.1, 2009. To contact the author, please go to the following linkhttp://www.linkedin.com/in/abhishekvijayvargiya or mail him at [email protected]TRANSCRIPT
ABOUT THE AUTHORAbhishek Vijayvargiya is a graduate student in the Mechanical Engineering Department at the
University of Miami. He can be reached by e-mail at [email protected].
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One-Way Analysis of VarianceAbhishek Vijayvargiya
INTRODUCTIONAnalysis of variance (ANOVA) is an extremely important
method in exploratory and confirmatory data analysis.
Unfortunately, in some complex problems it is not always
easy to set up an appropriate ANOVA. ANOVA is classified
as one-way ANOVA and two-way ANOVA (1). This paper
shows how easily one-way ANOVA can be used to deter-
mine whether there is a statistically significant difference
in the data analysis of a problem.
ANOVA—TERM REVEALEDIn statistics, ANOVA is a collection of statistical models,
and their associated procedures, in which the observed
variance is partitioned into components because of dif-
ferent explanatory variables. The initial techniques of the
ANOVA were developed by the statistician and geneticist
R. A. Fisher; thus, one can say that ANOVA is a statistical
model meant to analyze data. Usually the variables in
an ANOVA analysis are categorical, not continuous. For
one-way ANOVA we make use of an F Table (2) with the
value of alpha as 0.05.
ANOVA’S ROLEANOVA for balanced data does the following three things
at once:
• Comparisons of mean squares, along with F-tests (1,
2)
• Under ANOVA the sum of squares indicate the variance
of each component of the decomposition (1)
• Closely related to the ANOVA is a linear model fit with
coefficient estimates and standard errors.
IS ANOVA OBSOLETE?What is the analysis of variance? Econometricians see it as
an uninteresting special case of linear regression. Instruc-
tors see it as one of the hardest topics in classical statis-
tics to teach. However this paper shows how the ideas
of ANOVA are useful in many applications of statistics.
For the purpose of this paper, we consider the following
sample problem (3).
A SAMPLE PROBLEMA medical device manufacturing company runs three
injection-molding machines for the production of silicone
valves. There is reason to believe that the three molding
processes may not be producing similar products. A
company expert in designed experiments and statistical
techniques is called in to assess the operation. The expert
is presented with the data in Table I, which represent
the “Shore A” hardness, or durometer, of the molded
silicone valves.
The problem can be easily solved using one-way
ANOVA and, after getting the final result, one can
compare it with the value obtained from an F Table
(2) for an alpha value of 0.05.
FORMULAS USEDFor solving one-way ANOVA, one needs to find out the
mean of the total sample. This can be done by adding the
values of all the components and dividing the total sum
by total number of components. Further, one needs to
find out the correction factor, which can be obtained by
using Formula 1.
[Formula 1]
For the problem presented in this paper, after finding
the correction factor we find the sum of squares (SOS)
or machine sum of squares (MSOS), under which we
individually take the squares of the sum of all the three
machines and then add all the three outputs, and fur-
ther subtract it from the correction factor obtained (1).
The total sum of squares (TSOS) is found by using For-
mula 2. Error can be then found by subtracting MSOS
by TSOS.
P E E R - R E V I E W E D
2 JOURNAL OF VALIDATION TECHNOLOGY [WINTER 2009] i v t home.comiv thome.com
A B H I S H E K V I J AY VA RG I Y A
[Formula 2]
PROBLEM SOLVING Table II presents the ANOVA for solving the sample
problem.
Machine degrees of freedom (DOF) = Number of
Machines – 1
Error DOF = Total number of data values - Number
of Machines
Total DOF = Total number of data values - 1
Correction factor = 24579.46
Machine sum of squares = 1.732
Total sum of squares = 3.424
Error SOS- (3.424 – 1.732) = 1.692
Machine mean square = (Machine SOS)/(Machine
DOF)
Error mean square = (Error SOS)/(Error DOF)
Calculated F value = (Machine mean square)/(Error
mean square).
Use F Table with alpha as 0.05 and degrees of
freedom as 12 and 2. The Tabled F value can also be
obtained from Excel using the following function:
Tabled F value = FINV(0.05, Machine DOF, Error
DOF).
Calculate the F value as above.
If the Tabled F value is more than the calculated value
we fail to reject the hypothesis of equality of the means.
If the table value is less than the calculated value we reject
the hypothesis of equality of the means. Table III is the
final ANOVA table.
Because the calculated F value is 6.1418 and the value
obtained from F Table with 2 and 12 degrees of freedom
is 3.8853, which is less, we reject the hypothesis.
CONCLUSIONSThe problem presented in this paper clearly shows how
ANOVA can be helpful in solving various statistical prob-
lems. The following should be kept in mind while using
ANOVA:
• If you obtain a negative value when calculating quanti-
ties in ANOVA, which should be positive such as the
SOS, Mean square or F, check your work
• Be sure to read the recommended references in this
paper before attempting an ANOVA to be sure your
data meet the assumptions (normality, variance homo-
geneity, independence, balance) of ANOVA
• If the calculated F value is not less than the F tabular
value, reject the hypothesis of equality of the means.
REFERENCES1. Hicks, Charles Robert and Turner, Kenneth V., Jr., Fundamen-
tal Concepts in the Design of Experiments, New York: Oxford,
58-64, 507-520, 1999.
2. Table of F-Statistics P=0.05, http://www.statsoft.com/text-
book/sttable.html.
3. Gelman, Andrew, Analysis of Variance—Why It Is More Impor-
tant Than Ever, Columbia University, 2005. JVT
ARTICLE ACRONYM LISTINGANOVA Analysis of Variance
DOF Degrees of Freedom
MSOS Machine Sum of Squares
SOS Sum of Squares
Table I: “Shore A” hardness, or durometer, of the molded silicone valves.
Machine A Machine B Machine C
40 39.8 40.5
40.5 39.8 41
40 40.5 41
40.6 40 41.1
40.2 41 41.2
Table II: ANOVA for sample problem.Machine A Machine B Machine C
40 39.8 40.5
40.5 39.8 41
40 40.5 41
40.6 40 41.1
40.2 41 41.2
Sum 201.3 201.1 204.8
Mean 40.26 40.22 40.96
Table III: Final ANOVA.
SOS DOF MEAN Square F Value
Machine 1.732 2 0.866 6.1418
Error 1.692 12 0.141
TOTAL 3.424 14
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