Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd Logo
Upload

Welcome to Scribd!

  • 19 views

    To test = σ = σ = · · · = σ = At least one pair of σ different

    Uploaded by

    Jhilik Pradhan
    1) Levene's test is used to test the assumption of equal variances between groups. It found that the assumption of equal variances was not valid for the PTSD example. 2) Permutation tests do not rely on assumptions of normality or equal variances and provide an alternative to ANOVA for testing differences between groups. 3) For the PTSD example, permutation and ANOVA tests found similar results, rejecting the null hypothesis of equal group means at the 5% significance level.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    To test = σ = σ = · · · = σ = At least one pair of σ different

    Uploaded by

    Jhilik Pradhan
    19 views12 pages
    1) Levene's test is used to test the assumption of equal variances between groups. It found that the assumption of equal variances was not valid for the PTSD example. 2) Permutation tests do not rely on assumptions of normality or equal variances and provide an alternative to ANOVA for testing differences between groups. 3) For the PTSD example, permutation and ANOVA tests found similar results, rejecting the null hypothesis of equal group means at the 5% significance level.

    Original Title

    Lecture08

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    1) Levene's test is used to test the assumption of equal variances between groups. It found that the assumption of equal variances was not valid for the PTSD example. 2) Permutation tests do not rely on assumptions of normality or equal variances and provide an alternative to ANOVA for testing differences between groups. 3) For the PTSD example, permutation and ANOVA tests found similar results, rejecting the null hypothesis of equal group means at the 5% significance level.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    19 views12 pages

    To test = σ = σ = · · · = σ = At least one pair of σ different

    Uploaded by

    Jhilik Pradhan
    1) Levene's test is used to test the assumption of equal variances between groups. It found that the assumption of equal variances was not valid for the PTSD example. 2) Permutation tests do not rely on assumptions of normality or equal variances and provide an alternative to ANOVA for testing differences between groups. 3) For the PTSD example, permutation and ANOVA tests found similar results, rejecting the null hypothesis of equal group means at the 5% significance level.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 12

    Levene’s Test

    Analysis of To test
    Variance

    H0 = σ12 = σ22 = · · · = σk2


    Designed
    Experiments

    H1 = At least one pair of σ 2 different.

    Test statistic
    (n − k) SSTZ MSTZ
    W = =
    (k − 1) SSEZ MSEZ

    where SSTZ and SSEZ are the usual sums of squares evaluated
    for the new data zij where

    zij = |xij − x i |.

    If H0 is true
    W ∼ Fisher-F(k − 1, n − k).
    1/ 12
    Example: PTSD Example (see handout).
    Analysis of
    Variance n = 45, k = 4.
    Designed
    Experiments

    F-statistic F = 3.046
    Critical Value F0.05 (3, 41) l 2.84
    F0.025 (3, 41) l 3.46
    F0.01 (3, 41) l 4.31

    Tables in McClave and Sincich give Fα (3, 40).

    =⇒ Reject H0 at α = 0.05 (p = 0.039).

    BUT Levene’s Test suggests that the assumption of equal


    variances is NOT valid.

    2/ 12
    Analysis of
    Why do we need the three assumptions ?
    Variance
    Designed
    Experiments
    I independence
    I Normality
    I equal variances
    - so that we can predict (under H0 ) that

    F ∼ Fisher-F(k − 1, n − k)

    and complete the test (compute p-values and the rejection


    region).
    But our hypothesis of interest is

    H0 : No difference between treatments

    3/ 12
    Analysis of
    Variance
    Designed
    Experiments Under this hypothesis, the treatment labels

    SHOULD NOT MATTER !

    i.e. we should be able to exchange the labels, and not notice


    any major difference in the test statistic.
    This leads us to consider permutation or randomization tests.
    i.e. we compute the test statistic for all possible relabellings
    consistent with H0 , retaining the group sample sizes, and use
    these values to compute the rejection region.

    4/ 12
    Randomization/Permutation Tests
    Analysis of
    Variance Suppose that there are N possible relabellings that give rise to
    Designed
    Experiments test statistics
    F1 , F2 , . . . , FN
    Then the rejection region for significance level α is the interval
    to the right of

    N(1 − α)th largest of the values F1 , F2 , . . . , FN

    and the p-value is


    Number of F1 , F2 , . . . , FN ≥ F
    N
    where
    MST
    F =
    MSE
    is the true test statistic.
    5/ 12
    Analysis of
    Variance
    Designed
    Experiments

    If the group sample sizes are n1 , n2 , . . . , nk then


    n!
    N=
    n1 !n2 ! . . . nk !
    where
    n! = n(n − 1)(n − 2) . . . 3.2.1
    (”n factorial”) - potentially very large.

    6/ 12
    Analysis of
    Variance
    Designed
    Experiments Example: PTSD Example.

    k = 4, n = 45 (n1 = 14, n2 = 10, n3 = 11, n4 = 10)

    There are
    45!
    = 2.610 × 1024
    14!10!11!10!
    possible relabellings: a very big number.
    MST
    We compute F = MSE for each relabelling. For the real data,
    F = 3.046.

    7/ 12
    Analysis of
    Example: PTSD Example (continued).
    Variance
    Designed
    Using this approach, we compute for α = 0.05
    Experiments

    CRITICAL VALUE : CR = 2.844


    p-VALUE : p = 0.040

    Compare this with the ANOVA F-test values

    CRITICAL VALUE : CR = 2.833


    p-VALUE : p = 0.039

    (using the Fisher-F(3,41) distribution.


    Thus we obtain virtually identical results; but the
    randomization test does not need the assumptions of
    normality or equal variances.

    8/ 12
    Analysis of Permutation Distribution
    Variance
    Designed

    1.00
    Experiments

    0.75

    Fisher−F(3,41) density
    Density

    0.50
    0.25
    0.00

    0 2 4 6 8 10

    F statistic

    9/ 12
    Analysis of
    Variance
    Designed
    Experiments

    Example: PTSD Example (continued).


    Thus the null hypothesis (of equal means) is

    REJECTED

    under both procedures at the α = 0.05 significance level.


    In this case, the computations give similar conclusions. Here
    the truth or otherwise of the normality/equal variance
    assumptions does not matter.

    10/ 12
    Final Note on ANOVA F-test for a CRD
    Analysis of
    Variance
    Designed
    Experiments If k = 2, consider F = MST /MSE ;

    k
    1 X
    MST = ni (x i − x)2 = n1 (x 1 − x)2 + n2 (x 2 − x)2
    k −1
    i=1
    n1 n2
    = (x 1 − x 2 )2
    n1 + n2
    k ni
    1 XX
    MSE = (xij − x i )2 = sP2
    n−k
    i=1 j=1
    (n1 − 1)s12 + (n2− 1)s22
    =
    n1 + n2 − 2

    11/ 12
    Therefore
    Analysis of
    Variance µ ¶  2
    n1 n2
    Designed
    Experiments (x 1 − x 2 )2  (x 1 − x 2 ) 
    n1 + n2
    F = =
     r1

    sP2 1 
    sp +
    n1 n2

    Thus F = t 2 , where t is the two-sample t-test statistic.


    Thus if k = 2, the ANOVA F-test and the two sample t-test
    are EQUIVALENT

    t ∼ Student-t(n − 2)
    F ∼ Fisher-F(1, n − 2)

    and we must get the same conclusion (to reject H0 or


    otherwise) using either statistic.

    12/ 12

    You might also like