Anova Test PDF

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HypothesisTestingAnalysisofVariance(ANOVA)
Author:
LisaSullivan,PhD
ProfessorofBiostatistics
BostonUniversitySchoolofPublicHealth
Introduction
Thismodulewillcontinuethediscussionofhypothesistesting,whereaspecificstatementorhypothesisis
generatedaboutapopulationparameter,andsamplestatisticsareusedtoassessthelikelihoodthatthe
hypothesisistrue.Thehypothesisisbasedonavailableinformationandtheinvestigator'sbeliefaboutthe
populationparameters.Thespecifictestconsideredhereiscalledanalysisofvariance(ANOVA)andisa
testofhypothesisthatisappropriatetocomparemeansofacontinuousvariableintwoormore
independentcomparisongroups.Forexample,insomeclinicaltrialstherearemorethantwocomparison
groups.Inaclinicaltrialtoevaluateanewmedicationforasthma,investigatorsmightcomparean
experimentalmedicationtoaplaceboandtoastandardtreatment(i.e.,amedicationcurrentlybeing
used).InanobservationalstudysuchastheFraminghamHeartStudy,itmightbeofinteresttocompare
meanbloodpressureormeancholesterollevelsinpersonswhoareunderweight,normalweight,
overweightandobese.
Thetechniquetotestforadifferenceinmorethantwoindependentmeansisanextensionofthetwo
independentsamplesprocedurediscussedpreviouslywhichapplieswhenthereareexactlytwo
independentcomparisongroups.TheANOVAtechniqueapplieswhentherearetwoormorethantwo
independentgroups.TheANOVAprocedureisusedtocomparethemeansofthecomparisongroupsand
isconductedusingthesamefivestepapproachusedinthescenariosdiscussedinprevioussections.
Becausetherearemorethantwogroups,however,thecomputationoftheteststatisticismoreinvolved.
Theteststatisticmusttakeintoaccountthesamplesizes,samplemeansandsamplestandarddeviations
ineachofthecomparisongroups.
Ifoneisexaminingthemeansobservedamong,saythreegroups,itmightbetemptingtoperformthree
separategrouptogroupcomparisons,butthisapproachisincorrectbecauseeachofthesecomparisons
failstotakeintoaccountthetotaldata,anditincreasesthelikelihoodofincorrectlyconcludingthatthere
arestatisticallysignificatedifferences,sinceeachcomparisonaddstotheprobabilityofatypeIerror.
Analysisofvarianceavoidstheseproblemssbyaskingamoreglobalquestion,i.e.,whetherthereare
significantdifferencesamongthegroups,withoutaddressingdifferencesbetweenanytwogroupsin
http://sphweb.bumc.bu.edu/otlt/MPHModules/BS/BS704_HypothesisTestingANOVA/BS704_HypothesisTestingAnova_print.html
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particular(althoughthereareadditionalteststhatcandothisiftheanalysisofvarianceindicatesthat
therearedifferencesamongthegroups).
ThefundamentalstrategyofANOVAistosystematicallyexaminevariabilitywithingroupsbeingcompared
andalsoexaminevariabilityamongthegroupsbeingcompared.
LearningObjectives
Aftercompletingthismodule,thestudentwillbeableto:
1.Performanalysisofvariancebyhand
2.Appropriatelyinterpretresultsofanalysisofvariancetests
3.Distinguishbetweenoneandtwofactoranalysisofvariancetests
4.Identifytheappropriatehypothesistestingprocedurebasedontypeofoutcomevariableand
numberofsamples
TheANOVAApproach
Consideranexamplewithfourindependentgroupsandacontinuousoutcomemeasure.Theindependent
groupsmightbedefinedbyaparticularcharacteristicoftheparticipantssuchasBMI(e.g.,underweight,
normalweight,overweight,obese)orbytheinvestigator(e.g.,randomizingparticipantstooneoffour
competingtreatments,callthemA,B,CandD).Supposethattheoutcomeissystolicbloodpressure,and
wewishtotestwhetherthereisastatisticallysignificantdifferenceinmeansystolicbloodpressures
amongthefourgroups.Thesampledataareorganizedasfollows:
SampleSize
Group1 Group2 Group3 Group4

n1
n2
n3
n4
s1
s2
s3
s4
SampleMean
SampleStandardDeviation
ThehypothesesofinterestinanANOVAareasfollows:
H0:1=2=3...=k
H1:Meansarenotallequal.
wherek=thenumberofindependentcomparisongroups.
Inthisexample,thehypothesesare:
H0:1=2=3=4
H1:Themeansarenotallequal.
ThenullhypothesisinANOVAisalwaysthatthereisnodifferenceinmeans.Theresearchoralternative
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hypothesisisalwaysthatthemeansarenotallequalandisusuallywritteninwordsratherthanin
mathematicalsymbols.Theresearchhypothesiscapturesanydifferenceinmeansandincludes,for
example,thesituationwhereallfourmeansareunequal,whereoneisdifferentfromtheotherthree,
wheretwoaredifferent,andsoon.Thealternativehypothesis,asshownabove,captureallpossible
situationsotherthanequalityofallmeansspecifiedinthenullhypothesis.
TestStatisticforANOVA
TheteststatisticfortestingH0:1=2=...=kis:
andthecriticalvalueisfoundinatableofprobabilityvaluesfortheFdistributionwith(degreesof
freedom)df1=k1,df2=Nk.Thetablecanbefoundin"OtherResources"ontheleftsideofthepages.
Intheteststatistic,nj=thesamplesizeinthejthgroup(e.g.,j=1,2,3,and4whenthereare4
comparisongroups),
isthesamplemeaninthejthgroup,and istheoverallmean.krepresentsthe
numberofindependentgroups(inthisexample,k=4),andNrepresentsthetotalnumberofobservations
intheanalysis.NotethatNdoesnotrefertoapopulationsize,butinsteadtothetotalsamplesizeinthe
analysis(thesumofthesamplesizesinthecomparisongroups,e.g.,N=n1+n2+n3+n4).Theteststatistic
iscomplicatedbecauseitincorporatesallofthesampledata.Whileitisnoteasytoseetheextension,the
Fstatisticshownaboveisageneralizationoftheteststatisticusedfortestingtheequalityofexactlytwo
means.
NOTE:TheteststatisticFassumesequalvariabilityinthekpopulations(i.e.,thepopulationvariancesare
equal,ors12=s22=...=sk2).Thismeansthattheoutcomeisequallyvariableineachofthecomparison
populations.Thisassumptionisthesameasthatassumedforappropriateuseoftheteststatistictotest
equalityoftwoindependentmeans.Itispossibletoassessthelikelihoodthattheassumptionofequal
variancesistrueandthetestcanbeconductedinmoststatisticalcomputingpackages.Ifthevariabilityin
thekcomparisongroupsisnotsimilar,thenalternativetechniquesmustbeused.
TheFstatisticiscomputedbytakingtheratioofwhatiscalledthe"betweentreatment"variabilitytothe
"residualorerror"variability.Thisiswherethenameoftheprocedureoriginates.Inanalysisofvariance
wearetestingforadifferenceinmeans(H0:meansareallequalversusH1:meansarenotallequal)by
evaluatingvariabilityinthedata.Thenumeratorcapturesbetweentreatmentvariability(i.e.,differences
amongthesamplemeans)andthedenominatorcontainsanestimateofthevariabilityintheoutcome.
Theteststatisticisameasurethatallowsustoassesswhetherthedifferencesamongthesamplemeans
(numerator)aremorethanwouldbeexpectedbychanceifthenullhypothesisistrue.Recallinthetwo
independentsampletest,theteststatisticwascomputedbytakingtheratioofthedifferenceinsample
means(numerator)tothevariabilityintheoutcome(estimatedbySp).
ThedecisionrulefortheFtestinANOVAissetupinasimilarwaytodecisionrulesweestablishedfort
tests.Thedecisionruleagaindependsonthelevelofsignificanceandthedegreesoffreedom.TheF
statistichastwodegreesoffreedom.Thesearedenoteddf1anddf2,andcalledthenumeratorand
denominatordegreesoffreedom,respectively.Thedegreesoffreedomaredefinedasfollows:
df1=k1anddf2=Nk,
wherekisthenumberofcomparisongroupsandNisthetotalnumberofobservationsintheanalysis.If
thenullhypothesisistrue,thebetweentreatmentvariation(numerator)willnotexceedtheresidualor
errorvariation(denominator)andtheFstatisticwillsmall.Ifthenullhypothesisisfalse,thentheFstatistic
willbelarge.TherejectionregionfortheFtestisalwaysintheupper(righthand)tailofthedistributionas
shownbelow.
RejectionRegionforFTestwitha=0.05,df1=3anddf2=36(k=4,N=40)
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Forthescenariodepictedhere,thedecisionruleis:RejectH0ifF>2.87.
TheANOVAProcedure
WewillnextillustratetheANOVAprocedureusingthefivestepapproach.Becausethecomputationofthe
teststatisticisinvolved,thecomputationsareoftenorganizedinanANOVAtable.TheANOVAtable
breaksdownthecomponentsofvariationinthedataintovariationbetweentreatmentsanderroror
residualvariation.StatisticalcomputingpackagesalsoproduceANOVAtablesaspartoftheirstandard
outputforANOVA,andtheANOVAtableissetupasfollows:
Sourceof
Variation
SumsofSquares(SS)
Degreesof
Freedom(df)
Between
Treatments
k1
Error(or
Residual)
Nk
Total
N1
Mean
Squares(MS)
where
X=individualobservation,
=samplemeanofthejthtreatment(orgroup),
=overallsamplemean,
k=thenumberoftreatmentsorindependentcomparisongroups,and
N=totalnumberofobservationsortotalsamplesize.
TheANOVAtableaboveisorganizedasfollows.
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Thefirstcolumnisentitled"SourceofVariation"anddelineatesthebetweentreatmentanderror
orresidualvariation.Thetotalvariationisthesumofthebetweentreatmentanderrorvariation.
Thesecondcolumnisentitled"SumsofSquares(SS)".Thebetweentreatmentsumsofsquares
is
andiscomputedbysummingthesquareddifferencesbetweeneachtreatment(orgroup)mean
andtheoverallmean.Thesquareddifferencesareweightedbythesamplesizespergroup(nj).
Theerrorsumsofsquaresis:
andiscomputedbysummingthesquareddifferencesbetweeneachobservationanditsgroup
mean(i.e.,thesquareddifferencesbetweeneachobservationingroup1andthegroup1mean,
thesquareddifferencesbetweeneachobservationingroup2andthegroup2mean,andso
on).Thedoublesummation(SS)indicatessummationofthesquareddifferenceswithineach
treatmentandthensummationofthesetotalsacrosstreatmentstoproduceasinglevalue.(This
willbeillustratedinthefollowingexamples).Thetotalsumsofsquaresis:
andiscomputedbysummingthesquareddifferencesbetweeneachobservationandtheoverall
samplemean.InanANOVA,dataareorganizedbycomparisonortreatmentgroups.Ifallofthe
datawerepooledintoasinglesample,SSTwouldreflectthenumeratorofthesamplevariance
computedonthepooledortotalsample.SSTdoesnotfigureintotheFstatisticdirectly.
However,SST=SSB+SSE,thusiftwosumsofsquaresareknown,thethirdcanbecomputed
fromtheothertwo.
Thethirdcolumncontainsdegreesoffreedom.Thebetweentreatmentdegreesoffreedomisdf1
=k1.Theerrordegreesoffreedomisdf2=Nk.ThetotaldegreesoffreedomisN1(anditis
alsotruethat(k1)+(Nk)=N1).
Thefourthcolumncontains"MeanSquares(MS)"whicharecomputedbydividingsumsof
squares(SS)bydegreesoffreedom(df),rowbyrow.Specifically,MSB=SSB/(k1)and
MSE=SSE/(Nk).DividingSST/(N1)producesthevarianceofthetotalsample.TheFstatisticisin
therightmostcolumnoftheANOVAtableandiscomputedbytakingtheratioofMSB/MSE.
Example
Aclinicaltrialisruntocompareweightlossprogramsandparticipantsarerandomlyassignedtooneof
thecomparisonprogramsandarecounseledonthedetailsoftheassignedprogram.Participantsfollow
theassignedprogramfor8weeks.Theoutcomeofinterestisweightloss,definedasthedifferencein
weightmeasuredatthestartofthestudy(baseline)andweightmeasuredattheendofthestudy(8
weeks),measuredinpounds.
Threepopularweightlossprogramsareconsidered.Thefirstisalowcaloriediet.Thesecondisalowfat
dietandthethirdisalowcarbohydratediet.Forcomparisonpurposes,afourthgroupisconsideredasa
controlgroup.Participantsinthefourthgrouparetoldthattheyareparticipatinginastudyofhealthy
behaviorswithweightlossonlyonecomponentofinterest.Thecontrolgroupisincludedheretoassess
theplaceboeffect(i.e.,weightlossduetosimplyparticipatinginthestudy).Atotaloftwentypatients
agreetoparticipateinthestudyandarerandomlyassignedtooneofthefourdietgroups.Weightsare
measuredatbaselineandpatientsarecounseledontheproperimplementationoftheassigneddiet(with
theexceptionofthecontrolgroup).After8weeks,eachpatient'sweightisagainmeasuredandthe
differenceinweightsiscomputedbysubtractingthe8weekweightfromthebaselineweight.Positive
differencesindicateweightlossesandnegativedifferencesindicateweightgains.Forinterpretation
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purposes,werefertothedifferencesinweightsasweightlossesandtheobservedweightlossesare
shownbelow.
LowCalorie
LowFat
LowCarbohydrate
Control
Isthereastatisticallysignificantdifferenceinthemeanweightlossamongthefourdiets?Wewillrunthe
ANOVAusingthefivestepapproach.
Step1.Setuphypothesesanddeterminelevelofsignificance
H0:1=2=3=4H1:Meansarenotallequal=0.05
Step2.Selecttheappropriateteststatistic.
TheteststatisticistheFstatisticforANOVA,F=MSB/MSE.
Step3.Setupdecisionrule.
TheappropriatecriticalvaluecanbefoundinatableofprobabilitiesfortheFdistribution(see
"OtherResources").InordertodeterminethecriticalvalueofFweneeddegreesoffreedom,
df1=k1anddf2=Nk.Inthisexample,df1=k1=41=3anddf2=Nk=204=16.Thecriticalvalueis
3.24andthedecisionruleisasfollows:RejectH0ifF>3.24.
Step4.Computetheteststatistic.
ToorganizeourcomputationswecompletetheANOVAtable.Inordertocomputethesumsofsquares
wemustfirstcomputethesamplemeansforeachgroupandtheoverallmeanbasedonthetotalsample.
LowCalorie LowFat LowCarbohydrate Control
Groupmean
6.6
3.0
3.4
1.2
IfwepoolallN=20observations,theoverallmeanis =3.6.
Wecannowcompute
So,inthiscase:
Nextwecompute,
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SSErequirescomputingthesquareddifferencesbetweeneachobservationanditsgroupmean.Wewill
computeSSEinparts.Fortheparticipantsinthelowcaloriediet:
LowCalorie
(X6.6)
(X6.6)2
1.4
2.0
2.4
5.8
0.6
0.4
0.4
0.2
3.6
13.0
21.4
Totals
Thus,
Fortheparticipantsinthelowfatdiet:
LowFat
(X3.0)
(X3.0)2
1.0
1.0
1.0
1.0
0.0
0.0
2.0
4.0
2.0
4.0
10.0
Totals
Thus,
Fortheparticipantsinthelowcarbohydratediet:
LowCarbohydrate
(X3.4)
(X3.4)2
0.4
0.2
1.6
2.6
0.6
0.4
1.4
2.0
0.4
0.2
5.4
Totals
Thus,
Fortheparticipantsinthecontrolgroup:
Control
(X1.2)
(X1.2)2
0.8
0.6
0.8
0.6
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0.8
0.6
2.2
4.8
1.2
1.4
1.8
3.2
10.6
Totals
Thus,
Therefore,
WecannowconstructtheANOVAtable.
Sumsof
Squares
Degreesof
Freedom
Means
Squares
(SS)
(df)
(MS)
Between
Treatmenst
75.8
41=3
Error(or
Residual)
47.4
204=16
Total
123.2
201=19
Sourceof
Variation
75.8/3=25.3 25.3/3.0=8.43
47.4/16=3.0
Step5.Conclusion.
WerejectH0because8.43>3.24.Wehavestatisticallysignificantevidenceat=0.05toshowthatthere
isadifferenceinmeanweightlossamongthefourdiets.
ANOVAisatestthatprovidesaglobalassessmentofastatisticaldifferenceinmorethantwoindependent
means.Inthisexample,wefindthatthereisastatisticallysignificantdifferenceinmeanweightloss
amongthefourdietsconsidered.Inadditiontoreportingtheresultsofthestatisticaltestofhypothesis
(i.e.,thatthereisastatisticallysignificantdifferenceinmeanweightlossesat=0.05),investigatorsshould
alsoreporttheobservedsamplemeanstofacilitateinterpretationoftheresults.Inthisexample,
participantsinthelowcaloriedietlostanaverageof6.6poundsover8weeks,ascomparedto3.0and
3.4poundsinthelowfatandlowcarbohydrategroups,respectively.Participantsinthecontrolgrouplost
anaverageof1.2poundswhichcouldbecalledtheplaceboeffectbecausetheseparticipantswerenot
participatinginanactivearmofthetrialspecificallytargetedforweightloss.Aretheobservedweight
lossesclinicallymeaningful?
AnotherANOVAExample
Calciumisanessentialmineralthatregulatestheheart,isimportantforbloodclottingandforbuilding
healthybones.TheNationalOsteoporosisFoundationrecommendsadailycalciumintakeof10001200
mg/dayforadultmenandwomen.Whilecalciumiscontainedinsomefoods,mostadultsdonotget
enoughcalciumintheirdietsandtakesupplements.Unfortunatelysomeofthesupplementshaveside
effectssuchasgastricdistress,makingthemdifficultforsomepatientstotakeonaregularbasis.
Astudyisdesignedtotestwhetherthereisadifferenceinmeandailycalciumintakeinadultswithnormal
bonedensity,adultswithosteopenia(alowbonedensitywhichmayleadtoosteoporosis)andadultswith
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osteoporosis.Adults60yearsofagewithnormalbonedensity,osteopeniaandosteoporosisareselected
atrandomfromhospitalrecordsandinvitedtoparticipateinthestudy.Eachparticipant'sdailycalcium
intakeismeasuredbasedonreportedfoodintakeandsupplements.Thedataareshownbelow.
NormalBone
Density
Osteopenia Osteoporosis
1200
1000
890
1000
1100
650
980
700
1100
900
800
900
750
500
400
800
700
350
Isthereastatisticallysignificantdifferenceinmeancalciumintakeinpatientswithnormalbonedensityas
comparedtopatientswithosteopeniaandosteoporosis?WewillruntheANOVAusingthefivestep
approach.
Step1.Setuphypothesesanddeterminelevelofsignificance
H0:1=2=3H1:Meansarenotallequal=0.05
Step2.Selecttheappropriateteststatistic.
TheteststatisticistheFstatisticforANOVA,F=MSB/MSE.
Step3.Setupdecisionrule.
InordertodeterminethecriticalvalueofFweneeddegreesoffreedom,df1=k1anddf2=Nk.
Inthisexample,df1=k1=31=2anddf2=Nk=183=15.Thecriticalvalueis3.68andthedecision
ruleisasfollows:RejectH0ifF>3.68.
Step4.Computetheteststatistic.
ToorganizeourcomputationswewillcompletetheANOVAtable.Inordertocomputethesumsof
squareswemustfirstcomputethesamplemeansforeachgroupandtheoverallmean.
NormalBone
Density
n1=6
Osteopenia Osteoporosis
n2=6
n3=6
IfwepoolallN=18observations,theoverallmeanis817.7.
Wecannowcompute:
Substituting:
Finally,
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Next,
SSErequirescomputingthesquareddifferencesbetweeneachobservationanditsgroupmean.Wewill
computeSSEinparts.Fortheparticipantswithnormalbonedensity:
NormalBoneDensity (X938.3) (X938.3)2
1200
261.7
68,486.9
1000
61.7
3,806.9
980
41.7
1,738.9
900
38.3
1,466.9
750
188.3
35,456.9
800
138.3
19,126.9
Total
130,083.4
Thus,
Forparticipantswithosteopenia:
Osteopenia
(X715.0)
(X715.0)2
1000
285.0
81,225.0
1100
385.0
148,225.0
700
15
225.0
800
85.0
7,225.0
500
215.0
46,225.0
700
15
225.0
Total
283,350.0
Thus,
Forparticipantswithosteoporosis:
Osteoporosis
(X715.0)
(X715.0)2
890
90
8,100.0
650
150
22,500.0
1100
300
90,000.0
900
100
10,000.0
400
400
160,000.0
350
450
202,500.0
Total
493,100.0
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Total
493,100.0
Thus,
WecannowconstructtheANOVAtable.
Sourceof
Variation
SumsofSquares
(SS)
Degreesoffreedom
(df)
MeanSquares
(MS)
Between
Treatments
152,429.6
76,214.8
1.26
ErrororResidual
906,533.4
15
60,435.6
1,058,963.0
17
Total
Step5.Conclusion.
WedonotrejectH0because1.26<3.68.Wedonothavestatisticallysignificantevidenceata=0.05to
showthatthereisadifferenceinmeancalciumintakeinpatientswithnormalbonedensityascompared
toosteopeniaandosterporosis.Arethedifferencesinmeancalciumintakeclinicallymeaningful?Ifso,
whatmightaccountforthelackofstatisticalsignificance?
OneWayANOVAinR
ThevideobelowbyMikeMarindemonstrateshowtoperformanalysisofvarianceinR.Italsocovers
someotherstatisticalissues,buttheinitialpartofthevideowillbeusefultoyou.
TwoFactorANOVA
TheANOVAtestsdescribedabovearecalledonefactorANOVAs.Thereisonetreatmentorgrouping
factorwithk>2levelsandwewishtocomparethemeansacrossthedifferentcategoriesofthisfactor.The
factormightrepresentdifferentdiets,differentclassificationsofriskfordisease(e.g.,osteoporosis),
differentmedicaltreatments,differentagegroups,ordifferentracial/ethnicgroups.Therearesituations
whereitmaybeofinteresttocomparemeansofacontinuousoutcomeacrosstwoormorefactors.For
example,supposeaclinicaltrialisdesignedtocomparefivedifferenttreatmentsforjointpaininpatients
withosteoarthritis.Investigatorsmightalsohypothesizethattherearedifferencesintheoutcomebysex.
ThisisanexampleofatwofactorANOVAwherethefactorsaretreatment(with5levels)andsex(with2
levels).InthetwofactorANOVA,investigatorscanassesswhethertherearedifferencesinmeansdueto
thetreatment,bysexorwhetherthereisadifferenceinoutcomesbythecombinationorinteractionof
treatmentandsex.HigherorderANOVAsareconductedinthesamewayasonefactorANOVAs
presentedhereandthecomputationsareagainorganizedinANOVAtableswithmorerowstodistinguish
thedifferentsourcesofvariation(e.g.,betweentreatments,betweenmenandwomen).Thefollowing
exampleillustratestheapproach.
Example
Considertheclinicaltrialoutlinedaboveinwhichthreecompetingtreatmentsforjointpainarecompared
intermsoftheirmeantimetopainreliefinpatientswithosteoarthritis.Becauseinvestigatorshypothesize
thattheremaybeadifferenceintimetopainreliefinmenversuswomen,theyrandomlyassign15
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participatingmentooneofthethreecompetingtreatmentsandrandomlyassign15participatingwomen
tooneofthethreecompetingtreatments(i.e.,stratifiedrandomization).Participatingmenandwomendo
notknowtowhichtreatmenttheyareassigned.Theyareinstructedtotaketheassignedmedicationwhen
theyexperiencejointpainandtorecordthetime,inminutes,untilthepainsubsides.Thedata(timesto
painrelief)areshownbelowandareorganizedbytheassignedtreatmentandsexoftheparticipant.
TableofTimetoPainReliefbyTreatmentandSex
Treatment
Male
Female
12
21
15
19
16
18
17
24
14
25
14
21
17
20
19
23
20
27
17
25
25
37
27
34
29
36
24
26
22
29
TheanalysisintwofactorANOVAissimilartothatillustratedaboveforonefactorANOVA.The
computationsareagainorganizedinanANOVAtable,butthetotalvariationispartitionedintothatdueto
themaineffectoftreatment,themaineffectofsexandtheinteractioneffect.Theresultsoftheanalysis
areshownbelow(andweregeneratedwithastatisticalcomputingpackageherewefocuson
interpretation).
ANOVATableforTwoFactorANOVA
Sourceof
Variation
Sumsof
Squares
Degreesof
freedom
Mean
Squares
Model
(SS)
967.0
(df)
5
(MS)
193.4
20.7 0.0001
Treatment
651.5
325.7
34.8 0.0001
Sex
313.6
313.6
33.5 0.0001
Treatment*Sex
1.9
0.9
ErrororResidual
224.4
24
9.4
Total
1191.4
29
0.1
P
Value
0.9054
Thereare4statisticaltestsintheANOVAtableabove.Thefirsttestisanoveralltesttoassesswhether
thereisadifferenceamongthe6cellmeans(cellsaredefinedbytreatmentandsex).TheFstatisticis
20.7andishighlystatisticallysignificantwithp=0.0001.Whentheoveralltestissignificant,focusthen
turnstothefactorsthatmaybedrivingthesignificance(inthisexample,treatment,sexortheinteraction
betweenthetwo).Thenextthreestatisticaltestsassessthesignificanceofthemaineffectoftreatment,
themaineffectofsexandtheinteractioneffect.Inthisexample,thereisahighlysignificantmaineffectof
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treatment(p=0.0001)andahighlysignificantmaineffectofsex(p=0.0001).Theinteractionbetweenthe
twodoesnotreachstatisticalsignificance(p=0.91).Thetablebelowcontainsthemeantimestopainrelief
ineachofthetreatmentsformenandwomen(Notethateachsamplemeaniscomputedonthe5
observationsmeasuredunderthatexperimentalcondition).
MeanTimetoPainReliefbyTreatmentandGender
Treatment
Male
Female
14.8
21.4
17.4
23.2
25.4
32.4
TreatmentAappearstobethemostefficacioustreatmentforbothmenandwomen.Themeantimesto
reliefarelowerinTreatmentAforbothmenandwomenandhighestinTreatmentCforbothmenand
women.Acrossalltreatments,womenreportlongertimestopainrelief(Seebelow).
Noticethatthereisthesamepatternoftimetopainreliefacrosstreatmentsinbothmenandwomen
(treatmenteffect).Thereisalsoasexeffectspecifically,timetopainreliefislongerinwomeninevery
treatment.
Supposethatthesameclinicaltrialisreplicatedinasecondclinicalsiteandthefollowingdataare
observed.
TableTimetoPainReliefbyTreatmentandSexClinicalSite2
Treatment
Male
Female
22
21
25
19
26
18
27
24
24
25
14
21
17
20
19
23
20
27
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20
27
17
25
15
37
17
34
19
36
14
26
12
29
TheANOVAtableforthedatameasuredinclinicalsite2isshownbelow.
TableSummaryofTwoFactorANOVAClinicalSite2
Sourceof
Variation
Sumsof
Squares
Degreesof
freedom
Mean
Squares
PValue
(SS)
(df)
(MS)
Model
907.0
181.4
19.4 0.0001
Treatment
71.5
35.7
3.8
Sex
313.6
313.6
33.5 0.0001
Treatment*Sex
521.9
260.9
27.9 0.0001
ErrororResidual
224.4
24
9.4
Total
1131.4
29
0.0362
Noticethattheoveralltestissignificant(F=19.4,p=0.0001),thereisasignificanttreatmenteffect,sex
effectandahighlysignificantinteractioneffect.Thetablebelowcontainsthemeantimestoreliefineach
ofthetreatmentsformenandwomen.
TableMeanTimetoPainReliefbyTreatmentandGenderClinicalSite2
Treatment
Male
Female
24.8
21.4
17.4
23.2
15.4
32.4
Noticethatnowthedifferencesinmeantimetopainreliefamongthetreatmentsdependonsex.Among
men,themeantimetopainreliefishighestinTreatmentAandlowestinTreatmentC.Amongwomen,
thereverseistrue.Thisisaninteractioneffect(seebelow).
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5/26/2016
Noticeabovethatthetreatmenteffectvariesdependingonsex.Thus,wecannotsummarizeanoverall
treatmenteffect(inmen,treatmentCisbest,inwomen,treatmentAisbest).
Wheninteractioneffectsarepresent,someinvestigatorsdonotexaminemaineffects(i.e.,donottestfor
treatmenteffectbecausetheeffectoftreatmentdependsonsex).Thisissueiscomplexandisdiscussed
inmoredetailinalatermodule.
15/15

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