How To Interpret An Anova Table
How To Interpret An Anova Table
The general form of a results table from a one-way ANOVA, for a total of N
observations in k groups is shown in Table 1 below.
The above table shows 3 rows relating to different sources of variation and a
number of columns containing calculated values related to each source of
variance.
Row 1 relates to variation between the means of the groups; the values are
almost always either referred to as “between group” terms or are identified
by the ‘grouping factor’. For example, data from different analysts are
grouped by ‘analyst’. We can also be more specific and label it as an
“analyst effect” or “between-analyst”.
Row 2 refers to variation within each group (or analyst, for example),
meaning the sample standard deviation of each group as compared with the
overall performance of other group members. Several different terms may be
used to describe this within group variation, “within-group”, “residual”,
“error”, or “measurement” being the most popular.
For the Total SS term, it is the difference between the individual data points
and the mean of all the data (the “grand or overall mean”) that is of interest.
Degrees of freedom v
For the one-way ANOVA in the table 1, the total number of data points is N
and the number of groups of data is k. The total number of degrees of
freedom is N – 1, just as for a simple data set of size N.
There are k different groups and therefore, k – 1 degrees of freedom for the
between-group effect.
Mean squares MS
The mean squares are the key term in classical ANOVA. They are variances,
calculated by dividing the between- and within-group sum of squares by the
appropriate number of degrees of freedom. In Table 1, Mb represents the
between-group MS term (sometimes denoted M1) and Mw represents the
within-group MS term (sometimes denoted M0).
The mean squares are the values used in the subsequent test for significant
difference between the group means.
2
These mean squares also allow estimation of the variance components, i.e.
the separate variances for each different effect that contributes to the overall
dispersion of the data. We shall discuss how this is being done in the
coming blog.
F (or F Ratio)
The mean squares are compared using an F-test as indicated in the above
table. The hypothesis for the F -test in Table 1 are:
Ho : MSb = MSw
H1 : MSb > MSw
If all means are ‘equal’ (or not significantly different), the two mean squares
should also be not significantly different and hence Ho is true.
No value for F is given for the residual mean square, as there is no other
effect with which it can usefully be compared.
Many ANOVA tables include one or two further columns, containing the
critical value Fcrit against which the calculated value F is to be compared for a
chosen significance level, and a p-value including the significance of the test.
These are important information for interpreting the outcome. For example if
a chosen significance level is set at 0.05, then a calculated F value which is
less than Fcrit at this significance level or a calculated p-value which is more
than 0.05 would indicate that the MSb is not significantly different from MSw
and hence, the mean values given by the group are not significantly different
from each other.