As with all of our
previous statistics, we are interested in deriving some
index of departure from our null hypohtesis. And, just
like before, we need to derive an estimate of the
variance which will, in turn, serve as the basis for our
statistic. Recall that this is then used in conjunction
with a sampling distribution to obtain probabilities and
critical values. For the ANOVA, this index of departure
is determined by the following concepts.
- Mean Square: A
mean square (or MS) is some estimate of the
variance based on certain sources of variation
available to us in our experiment. For example,
in the SRD we can estimate the variance one of 3
ways:
- from the
deviation of subjects' scores from the grand
mean (SS total)
- from the
deviation of teatment group means from the
grand mean (SS between)
- from the pooled
variation of S scores around their respective
group means (SS within)
Any mean square is
simply some particular sum of squares divided by its
appropriate degrees of freedom.
| MS
total=SS/N-1 |
MS
between=SS/k-1 |
MS
within=SS/N-k |
Where N=total # Ss, k=#groups
- F-Ratio: The
F-ratio is a ratio of 2 mean square values. For
the SRD, F is simply equal to MS between/MS
within. When Ho is true, MS between and MS within
tend to estimate the same value (variance in the
DV). That is, under Ho, E(MSbetween) =
E(MSwithin) = variance in the DV. However, when
Ho is not true, MSbetween becomes a biased
estimator of the variances because variance among
treatment groups now reflects systematic mean
differences among the groups. That is, under H1,
MSbetween/MSwithin
= treatment + error variance/error variance
- Sampling
Distribution of the F-Ratio: Each of the mean
square values has its own sampling distribution
based on the number of degrees of freedom. More
specifically, MSbetween is distributed as
chi-square with k- 1 degrees of freedom, while
MSwithin is distributed as chi-square with N-K
degrees of freedom. Thus, any F ratio has 2
degree of freedom components:
F(k-1,
N-k) = MSbetween/MSwithin
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