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Between-group variance from ANOVA

6 messages · emj83, Mark Difford

11 days later
#
can anyone advise me please?
emj83 wrote:

  
    
#
Hi Emma,
R gives you the tools to work this out.

## Example
set.seed(7)
TDat <- data.frame(response = c(rnorm(100, 5, 2), rnorm(100, 20, 2)))
TDat$group <- gl(2, 100, labels=c("A","B"))
with(TDat, boxplot(split(response, group)))
summary(aov(response ~ group, data=TDat))

Regards, Mark.
emj83 wrote:

  
    
#
I have done this in R and this is the following ANOVA table I get:
Df  Sum Sq Mean Sq F value    Pr(>F)
group         1 11203.5 11203.5  2505.0 < 2.2e-16 ***
Residuals   198   885.5     4.5

The model is response(i,j)= group(i)+ error(i,j),

we assume that group~N(0,P^2) and error~N(0,sigma^2)

I know that sigma^2 is equal to 4.5, how do I find out P^2? 

In the problem that I am trying to apply this to, I have more than 2 groups.
I was hoping there would be a function that helps you do this that I don't
know about.


Thanks for your help Emma
Mark Difford wrote:

  
    
#
Hi Emma,
But it's in the table, above the "within-group" variance. Remember that F is
the ratio of these two quantities, i.e. the mean of the group variances
divided by the mean of the within-group variances . I will work with my
example since you never set seed so your answers are different from mine
(which really does not help matters).

set.seed(7) 
TDat <- data.frame(response = c(rnorm(100, 5, 2), rnorm(100, 20, 2))) 
TDat$group <- gl(2, 100, labels=c("A","B"))
summary(aov(response ~ group, data=TDat))

11225.25/3.64
[1] 3083.86

There is some rounding error on the mean squares (i.e. mean variances) but F
is correct. Using estimates calculated by a different route we have:

11225.249057/3.639801
[1] 3084.028

Does this answer your question?

Regards, Mark.
emj83 wrote:

  
    
#
Hi Emma,

...

I forgot to add the tabular ouput, which doesn't help either:

T.sum <- summary(aov(response ~ group, data=TDat))
print(T.sum)

             Df  Sum Sq Mean Sq F value    Pr(>F)    
group         1 11225.2 11225.2    3084 < 2.2e-16 ***
Residuals   198   720.7     3.6                      
---
Signif. codes:  0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1

unlist(T.sum)

unlist(T.sum)[5]/unlist(T.sum)[6]
Mean Sq1 
3084.028

Regards, Mark.
Mark Difford wrote: