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Estimation and Hypothesis Testing
Repeated-Measures ANOVA
Statistics Textbooks Boundless Statistics Estimation and Hypothesis Testing Repeated-Measures ANOVA
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Concept Version 6
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Further Discussion of ANOVA

Due to the iterative nature of experimentation, preparatory and follow-up analyses are often necessary in ANOVA.

Learning Objective

  • Contrast preparatory and follow-up analysis in constructing an experiment


Key Points

    • Experimentation is often sequential, with early experiments often being designed to provide a mean-unbiased estimate of treatment effects and of experimental error, and later experiments often being designed to test a hypothesis that a treatment effect has an important magnitude.
    • Power analysis is often applied in the context of ANOVA in order to assess the probability of successfully rejecting the null hypothesis if we assume a certain ANOVA design, effect size in the population, sample size and significance level.
    • Effect size estimates facilitate the comparison of findings in studies and across disciplines.
    • A statistically significant effect in ANOVA is often followed up with one or more different follow-up tests, in order to assess which groups are different from which other groups or to test various other focused hypotheses.

Terms

  • homoscedasticity

    A property of a set of random variables where each variable has the same finite variance.

  • iterative

    Of a procedure that involves repetition of steps (iteration) to achieve the desired outcome.


Full Text

Some analysis is required in support of the design of the experiment, while other analysis is performed after changes in the factors are formally found to produce statistically significant changes in the responses. Because experimentation is iterative, the results of one experiment alter plans for following experiments.

Preparatory Analysis

The Number of Experimental Units

In the design of an experiment, the number of experimental units is planned to satisfy the goals of the experiment. Most often, the number of experimental units is chosen so that the experiment is within budget and has adequate power, among other goals.

Experimentation is often sequential, with early experiments often being designed to provide a mean-unbiased estimate of treatment effects and of experimental error, and later experiments often being designed to test a hypothesis that a treatment effect has an important magnitude.

Less formal methods for selecting the number of experimental units include graphical methods based on limiting the probability of false negative errors, graphical methods based on an expected variation increase (above the residuals) and methods based on achieving a desired confidence interval.

Power Analysis

Power analysis is often applied in the context of ANOVA in order to assess the probability of successfully rejecting the null hypothesis if we assume a certain ANOVA design, effect size in the population, sample size and significance level. Power analysis can assist in study design by determining what sample size would be required in order to have a reasonable chance of rejecting the null hypothesis when the alternative hypothesis is true.

Effect Size

Effect size estimates facilitate the comparison of findings in studies and across disciplines. Therefore, several standardized measures of effect gauge the strength of the association between a predictor (or set of predictors) and the dependent variable.

Eta-squared ($\eta^2$) describes the ratio of variance explained in the dependent variable by a predictor, while controlling for other predictors. Eta-squared is a biased estimator of the variance explained by the model in the population (it estimates only the effect size in the sample). On average, it overestimates the variance explained in the population. As the sample size gets larger the amount of bias gets smaller:

$\eta^2 = \dfrac{SS_{\text{treatment}}}{SS_{\text{total}}}$

Jacob Cohen, an American statistician and psychologist, suggested effect sizes for various indexes, including $f$ (where $0.1$ is a small effect, $0.25$ is a medium effect and $0.4$ is a large effect). He also offers a conversion table for eta-squared ($\eta^2$) where $0.0099$ constitutes a small effect, $0.0588$ a medium effect and $0.1379$ a large effect.

Follow-Up Analysis

Model Confirmation

It is prudent to verify that the assumptions of ANOVA have been met. Residuals are examined or analyzed to confirm homoscedasticity and gross normality. Residuals should have the appearance of (zero mean normal distribution) noise when plotted as a function of anything including time and modeled data values. Trends hint at interactions among factors or among observations. One rule of thumb is: if the largest standard deviation is less than twice the smallest standard deviation, we can use methods based on the assumption of equal standard deviations, and our results will still be approximately correct.

Follow-Up Tests

A statistically significant effect in ANOVA is often followed up with one or more different follow-up tests. This can be performed in order to assess which groups are different from which other groups, or to test various other focused hypotheses. Follow-up tests are often distinguished in terms of whether they are planned (a priori) or post hoc. Planned tests are determined before looking at the data, and post hoc tests are performed after looking at the data.

Post hoc tests, such as Tukey's range test, most commonly compare every group mean with every other group mean and typically incorporate some method of controlling for type I errors. Comparisons, which are most commonly planned, can be either simple or compound. Simple comparisons compare one group mean with one other group mean. Compound comparisons typically compare two sets of groups means where one set has two or more groups (e.g., compare average group means of groups $A$, $B$, and $C$ with that of group $D$). Comparisons can also look at tests of trend, such as linear and quadratic relationships, when the independent variable involves ordered levels.

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