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One-way ANOVA

ANOVA stands for ‘analysis of variance’. One-way ANOVA tests if there is evidence that the means of different populations are all equal. The variability between the groups is compared to the variability within the groups.

 

One-way ANOVA visualized

Below, is an example of how a one-way ANOVA can be visualized. Both the groups A, B, C and D, E, F have the means 6; 5 and 7. But the difference in variances for each group is greater for groups D, E and F compared to the ones for groups A, B and C.

 

One-way ANOVA visualized boxplot

 

Say, we have conducted a one-way ANOVA test for the blue groups (A, B, C) and it returns a ‘very low’ p-value:

We would then say that there is strong evidence against our null hypothesis that the means for groups A, B, C should all be equal. There would be a ‘very strong’ evidence that these three samples come from populations that do not have the same population mean.

The opposite goes for the groups D, E, F, although they all have the same spread in means. But their ANOVA test shows no evidence against the null hypothesis that the means are equal. So, although these three groups have the same spread in means as A, B and C, these do seem to have equal means. This is due to the greater variability that they have compared to A, B, C.

 

Assumptions

The one-way ANOVA has similarities to the pooled variance t-test testing the difference between different means. And so, the assumptions of the one-way ANOVA are identic to those of the pooled variance two-sample t-test:

 

One-way ANOVA table and notations

The one-way ANOVA test often displays the results in an ANOVA table like the one below. In this table I have inserted the different terms that are being used. For example, for the upper source these three terms can be seen: ‘Treatment’, ‘Groups’ and ‘Between’.

One-way ANOVA with different notations

The figure shows some of the different names and labeling that are used for the calculations. Here an overview of the different names that I have been able to find:

Different notations in the ANOVA table: The number of groups is seen as m and k and the sample sizes as n.

One-way ANOVA data table example

 

 

Formulas and more notations

Let’s work out the values of the table above:

Let:

  • k represent the number of groups
  • Xij represent the jth observation in the ith group
  • i represent the mean of the ith group
  • X̄ represent the overall mean, also called the grand mean
  • si represent the standard deviation of the ith group
  • ni represent number of observations in the ith group
  • n = n1+n2+n3… nk represent the total number of observations

 

We subtract the overall mean (X̄) from each observation (Xij), square this difference and sum up all these differences:

One-way ANOVA_formula Sum of squares total

The SS(Total) consists of the sum of the two components: Sum of squares within (SSwithin) + Sum of squares between (SSBetween) for which the formulas are:

Formulas Sum of Squares within and Sum of Squares Between

So, we get that: SS(Total) = SSWithin + SSbetween

The mean square is the mean of squares which is the sum of squares divided by degrees of freedom:

  MST and MSE formulas_One-way ANOVA

 

 F-statistics

The F distribution is the ration between two Chi-square distributions. In the case of one-way ANOVA, the F-statistics compare the variability between groups to the variability within groups:

F-statistic formula

 

So, if H0 is false, the MST will tend to be greater than MSE and thus the F-statistics will be larger.

The F-table is embedded in statistical software. In case, you wish to look up the F-values in an F-table, there is a different F-table for each significance level (α).

 

 

One-way ANOVA worked example

The following example is from the Khan Academy video: ANOVA 1: Calculating SST. Say we run the three treatments A, B and C. We wish to test if all three means are the same:

One-way ANOVA_Khan Academy example

As we see, the means for the three samples we have taken are 2,4 and 6. Now, we will ask the question: Is there sufficient evidence to reject that all three means are equal?

Let’s conduct the hypothesis test for one-way ANOVA to find the answer: Null hypothesis for equal means

Is there sufficient evidence to reject the hypotheses that all three means are equal? That’s what we can get an answer to through this ANOVA test:

 

Let’s start by calculating the grand mean, Sum of Squares Within and Sum of Squares Between

One-way ANOVA calculations

 

Then we calculate the F-statistics:

F-statistics

 

The ANOVA table for this calculation gives:

One-way ANOVA table

 

As shown the critical F-value at a significance level (α) of 0.05 is 5.143, so our F-statistic of 12 and a p-value is 0.008 show strong evidence against the null hypothesis that all means should be equal.

 

Box plot of ANOVA test conclusion

Say that we have run a one-way ANOVA test for our box plot example above. We could display the boxplot like this:

One-way ANOVA Concluding visualized

 

 

 

Caution when interpreting

That we reject the null hypothesis only means that we have evidence that not ALL means seem to equal. So, still one or more can be equal. We don’t know at this point. To solve for this would conduct a multiple comparison test in ANOVA.

 

 

One-way ANOVA in MS Excel

One-way ANOVA can be carried out in MS Excel via Data >> Data Analysis >> ANOVA Single Factor:

One-way ANOVA in Excel

 

 

 

One-way ANOVA in R statistical programming

On its way…

 

Learning statistics

 

Carsten Grube

Carsten Grube

Freelance Data Analyst

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