74
华华华华华华 华华华华华 华华华2008 10 1 第第第 第第第第 Analysis of Variance A NOVA ) 第第第第第第第第第第第第 第第 第第第第第 第第第第

第九章 方差分析 Analysis of Variance ( ANOVA )

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第九章 方差分析 Analysis of Variance ( ANOVA ). 用于推断各处理组间 多个总体均数 的差别有无统计学意义. ANOVA 由英国统计学家 R.A.Fisher 首创,为纪念 Fisher ,以 F 命名,故方差分析又称 F 检验 ( F test )。用于推断 多个总体均数 有无差异. 第一节 方差分析的基本思想 与应用条件. 以 单向(或单因素)方差分析 One-way analysis of variance 为例. - PowerPoint PPT Presentation

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  • Analysis of Variance ANOVA )

  • ANOVA R.A.FisherFisherF F F test

  • One-way analysis of variance FF factor(level)

  • 1. 2. homogeneity of variance

    t

  • 9-1 (/ml)

    i

    (Yij)

    1

    23

    12

    18

    16

    28

    14

    6

    18.5

    5.99

    111

    2233.0

    2

    28

    31

    23

    24

    28

    34

    6

    28.0

    4.15

    168

    4790.0

    3

    14

    24

    17

    19

    16

    22

    6

    18.7

    3.78

    112

    2162.0

    4

    8

    12

    21

    19

    14

    15

    6

    14.8

    4.71

    89

    1431.0

    73

    79

    79

    78

    86

    85

    24

    20.0

    6.65

    480

    10616.0

    _1062652699.unknown

    _1062652964.unknown

    _1286080594.unknown

    _1062652790.unknown

    _1062652436.unknown

    Chart1

    23281482018.52818.6714.83

    123124122018.52818.6714.83

    18231721

    16241919

    28281614

    14342215

    1234

    1234

    1234

    1234

    1234

    1234

    1234

    1234

    1234

    1

    2

    3

    4

    20

    A18.5

    B28

    C18.67

    D14.83

    m/ml

    Sheet1

    1232283144820

    11223132441218.5

    11822331742128

    11622431941918.6666666667

    12822831641414.8333333333

    114234322415

    1234

    1234

    1234

    1234

    1234

    1234

    1234

    1234

    1234

    231218162814

    283123242834

    142417191622

    81221191415

    2328148

    12312412

    18231721

    16241919

    28281614

    14342215

    Sheet1

    2018.52818.6714.83

    2018.52818.6714.83

    1

    2

    3

    4

    20

    A18.5

    B28

    C18.67

    D14.83

    m/ml

    Sheet2

    20.7922.2228.5631.93

    22.9124.7428.6737.94

    27.2121.5325.2839.76SUMMARY

    19.3419.6630.3827.94

    17.8525.8923.1329.65 115319.6621.310666666711.5389780952

    23.7929.123.4734.23 215348.4823.23212.3715028571

    22.618.9328.8832.63 315422.0328.135333333316.0325266667

    18.5318.6429.6229.13 415492.5632.837333333321.6853495238

    23.2326.3924.8239.62

    20.1425.4934.6436.15

    26.7120.4322.2928.85

    19.3622.6929.2224.07SSdfMSFP-valueF crit

    17.2229.6725.6329.291205.7963401.93226.0870.0002.769

    24.1320.3635.1235.24862.7975615.407

    15.8522.7432.3236.132068.59359

    Sheet3

    20.791

    22.911

    27.211

    19.341

    17.851

    23.791

    22.61

    18.531

    23.231

    20.141

    26.711

    19.361

    17.221

    24.131

    15.851

    22.222

    24.742

    21.532

    19.662

    25.892

    29.12

    18.932

    18.642

    26.392

    25.492

    20.432

    22.692

    29.672

    20.362

    22.742

    28.563

    28.673

    25.283

    30.383

    23.133

    23.473

    28.883

    29.623

    24.823

    34.643

    22.293

    29.223

    25.633

    35.123

    32.323

    31.934

    37.944

    39.764

    27.944

    29.654

    34.234

    32.634

    29.134

    39.624

    36.154

    28.854

    24.074

    29.294

    35.244

    36.134

  • g

    Xi

    YYij

    1

    Y11

    Y12

    Y1j

    n1

    S1

    2

    Y21

    Y22

    Y2j

    n2

    S2

    i

    Yi1

    Yi2

    Yij

    ni

    Si

    g

    Yg1

    Yg2

    Ygj

    ng

    Sg

    N

    _1232778371.unknown

    _1286001437.unknown

    _1286001549.unknown

    _1286001590.unknown

    _1286001615.unknown

    _1286001700.unknown

    _1286001701.unknown

    _1286001600.unknown

    _1286001577.unknown

    _1286001494.unknown

    _1286001541.unknown

    _1286001464.unknown

    _1235479419.unknown

    _1286001397.unknown

    _1232778451.unknown

    _1232777698.unknown

    _1232777729.unknown

    _1232777741.unknown

    _1232777714.unknown

    _1232776589.unknown

    _1232776602.unknown

    _1232776562.unknown

  • 9-1 factor

    levelg=4A

    Di=1,2,3,4ABCD

    ni=j=1,2,,6

    Yijij

    (/ml)

    24

    1~24

    66

  • 9-1 Total variationYij between group variation within group variation )Yij (sum of squares of deviations from meanSS)

  • 1. :

  • 9-1 (/ml)

    i

    (Yij)

    1

    23

    12

    18

    16

    28

    14

    6

    18.5

    5.99

    111

    2233.0

    2

    28

    31

    23

    24

    28

    34

    6

    28.0

    4.15

    168

    4790.0

    3

    14

    24

    17

    19

    16

    22

    6

    18.7

    3.78

    112

    2162.0

    4

    8

    12

    21

    19

    14

    15

    6

    14.8

    4.71

    89

    1431.0

    73

    79

    79

    78

    86

    85

    24

    20.0

    6.65

    480

    10616.0

    _1062652699.unknown

    _1062652964.unknown

    _1286080594.unknown

    _1062652790.unknown

    _1062652436.unknown

  • 2

    SS +

  • 9-1 (/ml)

    i

    (Yij)

    1

    23

    12

    18

    16

    28

    14

    6

    18.5

    5.99

    111

    2233.0

    2

    28

    31

    23

    24

    28

    34

    6

    28.0

    4.15

    168

    4790.0

    3

    14

    24

    17

    19

    16

    22

    6

    18.7

    3.78

    112

    2162.0

    4

    8

    12

    21

    19

    14

    15

    6

    14.8

    4.71

    89

    1431.0

    73

    79

    79

    78

    86

    85

    24

    20.0

    6.65

    480

    10616.0

    _1062652699.unknown

    _1062652964.unknown

    _1286080594.unknown

    _1062652790.unknown

    _1062652436.unknown

  • 3()SS Yij

  • 9-1 (/ml)

    i

    (Yij)

    1

    23

    12

    18

    16

    28

    14

    6

    18.5

    5.99

    111

    2233.0

    2

    28

    31

    23

    24

    28

    34

    6

    28.0

    4.15

    168

    4790.0

    3

    14

    24

    17

    19

    16

    22

    6

    18.7

    3.78

    112

    2162.0

    4

    8

    12

    21

    19

    14

    15

    6

    14.8

    4.71

    89

    1431.0

    73

    79

    79

    78

    86

    85

    24

    20.0

    6.65

    480

    10616.0

    _1062652699.unknown

    _1062652964.unknown

    _1286080594.unknown

    _1062652790.unknown

    _1062652436.unknown

  • ANOVA table

    SS

    MS

    F

    P

    568.33

    3

    189.44

    8.46

    0.00079

    447.67

    20

    22.38

    1016.00

    23

  • = +

    SS

    SS +

    _1061022586.unknown

  • One-Factor ANOVA Partitions of Total VariationVariation Due to Treatment SSBVariation Due to Random Sampling SSWTotal Variation SSTCommonly referred to as:Sum of Squares Within, orSum of Squares Error, orWithin Groups VariationCommonly referred to as:Sum of Squares Among, orSum of Squares Between, orSum of Squares Model, orAmong Groups Variation=+

  • (mean squareMS)

    (mean squareMS)

    :

    _1076789538.unknown

    _1076789550.unknown

  • F F

    H0

    F

    FlH0F

    H0

    _1079002900.unknown

    _1080389338.unknown

    _1105999533.unknown

    _1079422929.unknown

    _1071777461.unknown

  • F

  • F 5 FP=0.05 P=0.015

    n2n11234561161200216225230234405249995403562557645859218.5119.0019.1619.2519.3019.3398.4999.0099.1799.2599.3099.33254.243.392.992.762.602.497.775.574.684.183.853.63

  • F

  • 9-2 3(g)

    i

    (g) (Yij)

    4.2

    3.3

    3.7

    4.3

    4.1

    3.3

    6

    3.82

    0.449

    22.9

    88.41

    4.5

    4.4

    3.5

    4.2

    4.6

    4.2

    6

    4.23

    0.393

    25.4

    108.30

    5.6

    3.6

    4.5

    5.1

    4.9

    4.7

    6

    4.73

    0.671

    28.4

    136.68

    14.3

    11.3

    11.7

    13.6

    13.6

    12.2

    18

    4.26

    0.622

    76.7

    333.39

    _1062652699.unknown

    _1062652964.unknown

    _1286080594.unknown

    _1062652790.unknown

    _1062652436.unknown

    Chart2

    4.24.55.644.263.824.234.73

    3.34.43.644.263.824.234.73

    3.73.54.54

    4.34.25.14

    4.14.64.94

    3.34.24.74

    1

    2

    3

    4.26

    3.82

    4.23

    4.73

    g

    Sheet1

    14.224.535.644.2611111111

    13.324.433.643.8166666667

    13.723.534.544.2333333333

    14.324.235.144.7333333333

    14.124.634.94

    13.324.234.74

    14

    34

    22

    15

    Sheet1

    4.263.824.234.73

    4.263.824.234.73

    1

    2

    3

    4.26

    3.82

    4.23

    4.73

    g

    Sheet2

    20.7922.2228.5631.93

    22.9124.7428.6737.94

    27.2121.5325.2839.76SUMMARY

    19.3419.6630.3827.94

    17.8525.8923.1329.65 115319.6621.310666666711.5389780952

    23.7929.123.4734.23 215348.4823.23212.3715028571

    22.618.9328.8832.63 315422.0328.135333333316.0325266667

    18.5318.6429.6229.13 415492.5632.837333333321.6853495238

    23.2326.3924.8239.62

    20.1425.4934.6436.15

    26.7120.4322.2928.85

    19.3622.6929.2224.07SSdfMSFP-valueF crit

    17.2229.6725.6329.291205.7963401.93226.0870.0002.769

    24.1320.3635.1235.24862.7975615.407

    15.8522.7432.3236.132068.59359

    Sheet3

    20.791

    22.911

    27.211

    19.341

    17.851

    23.791

    22.61

    18.531

    23.231

    20.141

    26.711

    19.361

    17.221

    24.131

    15.851

    22.222

    24.742

    21.532

    19.662

    25.892

    29.12

    18.932

    18.642

    26.392

    25.492

    20.432

    22.692

    29.672

    20.362

    22.742

    28.563

    28.673

    25.283

    30.383

    23.133

    23.473

    28.883

    29.623

    24.823

    34.643

    22.293

    29.223

    25.633

    35.123

    32.323

    31.934

    37.944

    39.764

    27.944

    29.654

    34.234

    32.634

    29.134

    39.624

    36.154

    28.854

    24.074

    29.294

    35.244

    36.134

  • H0 3 H13

  • =

    =333.39(76.7)2/186.5628

    (18-1)0.6222=6.5628

    =18-117

    =3-1=2

    1.264

    6.56282.52784.0350

    (6-1)0.4492(6-1)0.3932+(6-1)0.6712

    =3(6-1)=15,

    0.2690

    _1066895492.unknown

    _1066895631.unknown

    _1157726553.unknown

    _1286119695.unknown

    _1286119964.unknown

    _1286119565.unknown

    _1066895669.unknown

    _1066895579.unknown

    _1066895201.unknown

    _1066895249.unknown

    _1066850963.unknown

    9-2 3(g)

    i

    (g) (Yij)

    4.2

    3.3

    3.7

    4.3

    4.1

    3.3

    6

    3.82

    0.449

    22.9

    88.41

    4.5

    4.4

    3.5

    4.2

    4.6

    4.2

    6

    4.23

    0.393

    25.4

    108.30

    5.6

    3.6

    4.5

    5.1

    4.9

    4.7

    6

    4.73

    0.671

    28.4

    136.68

    14.3

    11.3

    11.7

    13.6

    13.6

    12.2

    18

    4.26

    0.622

    76.7

    333.39

    _1062652699.unknown

    _1062652964.unknown

    _1286080594.unknown

    _1062652790.unknown

    _1062652436.unknown

  • F

    F

    4.70 215

    (9-3)

    9-3 91

    SS

    MS

    F

    P

    2.5278

    2

    1.2639

    4.70

    0.026

    4.0350

    15

    0.2690

    6.5628

    17

    _1286120353.unknown

  • P 2t,

    5 FF0.05(2,15)=3.68

    FF0.05(2,15)P0.05

    3

  • randomized block design (block)

  • (8)ABC33 8

    Sheet1

    12345678

    123456789101112131415161718192021222324

    441189485963174779443638710376554625563705522

    cbabacabccabcbacabbaccba

    100

    Sheet2

    Sheet3

  • (g)

    (j)

    (i)

    1(A)

    2(B)

    3(C)

    1

    57.0

    64.8

    76.0

    3

    197.8

    2

    55.0

    66.6

    74.5

    3

    196.1

    3

    62.1

    69.5

    76.5

    3

    208.1

    4

    74.5

    61.1

    86.6

    3

    222.2

    5

    86.7

    91.8

    94.7

    3

    273.2

    6

    42.0

    51.8

    43.2

    3

    137.0

    7

    71.9

    69.2

    61.1

    3

    202.2

    8

    51.5

    48.6

    54.4

    3

    154.5

    8

    8

    8

    24

    500.7

    523.4

    567.0

    1591.1

    62.6

    65.3

    70.9

    66.3

    32783.4

    35459.1

    42205.0

    110447.5

    _1062876885.unknown

    _1062876930.unknown

    _1063469599.unknown

    _1063530426.unknown

    _1062876916.unknown

    _1062876444.unknown

  • (1) (2) (3) (4)

  • H0 H1

  • (g)

    (j)

    (i)

    1(A)

    2(B)

    3(C)

    1

    57.0

    64.8

    76.0

    3

    197.8

    2

    55.0

    66.6

    74.5

    3

    196.1

    3

    62.1

    69.5

    76.5

    3

    208.1

    4

    74.5

    61.1

    86.6

    3

    222.2

    5

    86.7

    91.8

    94.7

    3

    273.2

    6

    42.0

    51.8

    43.2

    3

    137.0

    7

    71.9

    69.2

    61.1

    3

    202.2

    8

    51.5

    48.6

    54.4

    3

    154.5

    8

    8

    8

    24

    500.7

    523.4

    567.0

    1591.1

    62.6

    65.3

    70.9

    66.3

    32783.4

    35459.1

    42205.0

    110447.5

    _1062876885.unknown

    _1062876930.unknown

    _1063469599.unknown

    _1063530426.unknown

    _1062876916.unknown

    _1062876444.unknown

  • (g-1)(n-1)

    SS

    MS

    F

    P

    283.83

    2

    141.92

    2.88

    0.0897

    3990.31

    7

    570.04

    11.56

    0.0000

    690.07

    14

    49.29

    4964.21

    23

  • F0.05(214)=3.74 F2.880.05 H0 g=2t

  • 9-2

  • H0 H1

    96 (g)

    (j)

    (i)

    1(A)

    2(B)

    3(C)

    1

    64

    65

    73

    3

    202

    2

    53

    54

    59

    3

    166

    3

    71

    68

    79

    3

    218

    4

    41

    46

    38

    3

    125

    5

    50

    58

    65

    3

    173

    6

    42

    40

    46

    3

    128

    6

    6

    6

    18

    321

    331

    360

    1012

    53.5

    55.2

    60.0

    56.22

    17891

    18845

    22836

    59572

    _1062876885.unknown

    _1062876930.unknown

    _1063469599.unknown

    _1063530426.unknown

    _1062876916.unknown

    _1062876444.unknown

  • 96 (g)

    (j)

    (i)

    1(A)

    2(B)

    3(C)

    1

    64

    65

    73

    3

    202

    2

    53

    54

    59

    3

    166

    3

    71

    68

    79

    3

    218

    4

    41

    46

    38

    3

    125

    5

    50

    58

    65

    3

    173

    6

    42

    40

    46

    3

    128

    6

    6

    6

    18

    321

    331

    360

    1012

    53.5

    55.2

    60.0

    56.22

    17891

    18845

    22836

    59572

    _1062876885.unknown

    _1062876930.unknown

    _1063469599.unknown

    _1063530426.unknown

    _1062876916.unknown

    _1062876444.unknown

  • (g-1)(n-1)

    SS

    MS

    F

    P

    136.778

    2

    68.389

    4.24

    0.046

    2377.111

    5

    475.422

    29.49

    0.000

    161.222

    10

    16.122

    2675.111

    17

  • F0.05(210)=4.10 F4.24>F0.05(2, 10)P
  • P139141

    Sheet1

    646573

    535459

    716879SUMMARY

    414638 1320267.333333333324.3333333333

    505865 2316655.333333333310.3333333333

    424046 3321872.666666666732.3333333333

    321331360 4312541.666666666716.3333333333

    5317357.666666666756.3333333333

    6312842.66666666679.3333333333

    1632153.5143.5

    2633155.1666666667116.9666666667

    3636060247.2

    SSdfMSFP-valueF crit

    ABCD2377.11111111115475.422222222229.4886285320.0000111763.3258345293

    BADC136.7777777778268.38888888894.24190213650.04634930164.1028210152

    CDAB161.22222222221016.1222222222

    DCBA

    2675.111111111117

    Sheet2

    Sheet3

  • H0H1 gmultiple comparisonpost hoc

  • t t 4 t6 0.05 10.056

  • SNKq Dunnett LSDt

    TUKEY DUNCAN SCHEFFE WALLER BON

  • SNKqSNKStudent-Newman-Keulsq

    =

    _1077026404.unknown

    _1080398009.unknown

    _1165253555.unknown

    _1165254019.unknown

    _1077026445.unknown

    _1077026341.unknown

  • 9-4 9-1

    1.

    2.q

    3.817

    4.233

    4.733

    1

    2

    3

    3. aq(9)P

    9-12 q

    1

    2

    a

    (3)

    q

    (4)

    (5)

    P

    6)

    1 , 2

    0.416

    2

    1.97

    3.01

    1 , 3

    0.916

    3

    4.33

    3.67

    2 , 3

    0.500

    2

    2.36

    3.01

    EMBED Equation.3

    EMBED Equation.3

    _1106083925.unknown

    _1106084452.unknown

    _1106085393.unknown

    _1286165577.unknown

    _1286165769.unknown

    _1106085839.unknown

    _1106084807.unknown

    _1106084443.unknown

    _1106084447.unknown

    _1106084439.unknown

    _1106083748.unknown

    _1106083904.unknown

    _1012033927.unknown

  • Dunnett

    =

    i

    _1077024697.unknown

    _1165253555.unknown

    _1165253671.unknown

    _1286166270.unknown

    _1077024721.unknown

    _1077024613.unknown

  • 9-5 9-2

    1.

    2.

    MS

    ,

    ,

    3

    10.2P

    9-13 2

    1

    2

    (3)

    (4)

    (5)

    P

    6)

    ,

    1.667

    2

    0.719

    2.57

    ,

    6.500

    2

    2.804

    2.57

    _1106089100.unknown

    _1286166648.unknown

    _1286167260.unknown

    _1286167335.unknown

    _1286167607.unknown

    _1286167832.unknown

    _1286167261.unknown

    _1286166817.unknown

    _1286166908.unknown

    _1286166663.unknown

    _1286166615.unknown

    _1286166631.unknown

    _1106089106.unknown

    _1106089074.unknown

    _1106089078.unknown

    _1021124699.unknown

  • LSDtLeast significant differencet

    LSD-t =

    =

    ij

    _1077026404.unknown

    _1080395620.unknown

    _1165253555.unknown

    _1165254019.unknown

    _1165253163.unknown

    _1077026445.unknown

    _1077023182.unknown

  • 9-6 9-3, ABCDABCD

    LSD-t

    EMBED Equation.3 ,

    =

    =

    t( 4 )P

    9-14 2

    1

    2

    (3)

    (4)

    (5)

    P

    6)

    A, B

    2.75

    5.404

    0.509

    2.447

    C, D

    22.75

    5.404

    4.210

    2.447

    _1286168489.unknown

    _1286168631.unknown

    _1286168856.unknown

    _1286168992.unknown

    _1286169182.unknown

    _1286168941.unknown

    _1286168855.unknown

    _1286168537.unknown

    _1286168582.unknown

    _1286168514.unknown

    _1106087483.unknown

    _1106087498.unknown

    _1106087547.unknown

    _1106087491.unknown

    _1106087433.unknown

    _1106087478.unknown

    _1106087396.unknown

  • H0H1

    g

    N

    g-1

    P

    H0

    _1106093254.unknown

    _1286170091.unknown

    _1286170138.unknown

    _1286170216.unknown

    _1286169911.unknown

    _1106093252.unknown

    _1106093253.unknown

    _1106093132.unknown

  • 9-7 9-1

  • 2. Levene

    leveneLEVENE

    1

    2

    2

    _1077535219.unknown

    _1079444598.unknown

  • 14

  • http://statdtedm.6to23.com

  • Factorial design ANOVA

  • 1mg22

  • 222

  • 3ABCSRScm3ABC222

  • 4ACTHAB32

  • 2factor2level2repeat,

  • main effectsInteractionABABC

  • 23545

  • 4-622

  • 4-6ANOVA()

  • SS

  • Ti Ai Bi