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Review of ANOVA Computer Output Interpretation PDF

55 Pages·2003·0.55 MB·English
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Review of ANOVA Computer Output Interpretation • This is from Page 104 of your text Montgomery 5th edition section 3-6. • There are many computer Statistical analysis programs available, • Popular ones include: • EXCEL Data Analysis Add in: Limited • Design Expert • Jump • Minitab • Also all programs have built in help tutorials if you forget or get lost with these tests!! ANOVA Computer Output Steve 1 Brainerd Review of ANOVA Computer Output Interpretation • Example used here: ANOVA Computer Output Steve 2 Brainerd Review of ANOVA Computer Output Interpretation: We are asking question: Are means between treatments different? And By how much? • First attack look at graphs:from Design Expert • It appears 20, 25, 30% cotton levels are different than 15 and 35%, By how much? • Is this due to chance variation? • How do we assign a confidence value to any decision we make? ANOVA Computer Output Steve 3 Brainerd Review of ANOVA Computer Output Interpretation STAT EASE Design Expert: ANOVA Single Factor Typical ANOVA Table with Sum of Squares M for Model terms e for error terms ANOVA Computer Output Steve 4 Brainerd Review of ANOVA Computer Output Interpretation STAT EASE Design Expert Diagnostics:ANOVA Single Factor If there were more than one factor or source there would be A, B, C etc listed ANOVA Computer Output Steve 5 Brainerd Review of ANOVA Computer Output Interpretation STAT EASE Design Expert Diagnostics:ANOVA Single Factor Design Expert Analysis ANOVA Terms Model: Terms estimating factor effects. For 2-level factorials: those that "fall off" the normal probability line of the effects plot. Sum of Squares: Total of the sum of squares for the terms in the model, as reported in the Effects List for factorials and on the Model screen for RSM, MIX and Crossed designs. DF: Degrees of freedom for the model. It is the number of model terms, including the intercept, minus one. Mean Square: Estimate of the model variance, calculated by the model sum of squares divided by model degrees of freedom. F Value: Test for comparing model variance with residual (error) variance. If the variances are close to the same, the ratio will be close to one and it is less likely that any of the factors have a significant effect on the response. Calculated by Model Mean Square divided by Residual Mean Square. Probe > F: Probability of seeing the observed F value if the null hypothesis is true (there is no factor effect). Small probability values call for rejection of the null hypothesis. The probability equals the proportion of the area under the curve of the F-distribution that lies beyond the observed F value. The F distribution itself is determined by the degrees of freedom associated with the variances being compared. (In "plain English", if the Probe>F value is very small (less than 0.05) then the terms in the model have a significant effect on the response.) ANOVA Computer Output Steve 6 Brainerd Review of ANOVA Computer Output Interpretation STAT EASE Design Expert Diagnostics:ANOVA Single Factor Std Dev: (Root MS ) Square root of the residual mean square. Consider this to be an e estimate of the standard deviation associated with the experiment. SQRT(8.06) = 2.84 Mean: Overall average of all the response data. Grand mean = 15.04 C.V.: Coefficient of Variation, the standard deviation expressed as a percentage of the mean. Calculated by dividing the Std Dev by the Mean and multiplying by 100. CV =2.84/15.04 x 100 =18.88% ANOVA Computer Output Steve 7 Brainerd Review of ANOVA Computer Output Interpretation STAT EASE Design Expert Diagnostics:ANOVA Single Factor PRESS: Predicted Residual Error Sum of Squares – Basically a measure of how well the model from this experiment is likely to predict the response in a new experiment.. Small values are desirable The PRESS is computed by first predicting where each point should be from a model that contains all other points except the one in question. The squared residuals (difference between actual and predicted values) are then summed. ANOVA Computer Output Steve 8 Brainerd Review of ANOVA Computer Output Interpretation STAT EASE Design Expert Diagnostics:ANOVA Single Factor R2 Factor A model (% cotton) explains 74.69% variability in response (Tensile strength) R-Squared: A measure of the amount of variation around the mean explained by the model. R2 = 1-(SSresidual / (SSmodel + SSresidual)) =SSmodel/SStotal = 475.76/636.96 = 0.7469 Adjusted R2 Adj R-Squared: A measure of the amount of variation around the mean explained by the model, adjusted for the number of terms in the model. The adjusted R- squared decreases as the number of terms in the model increases if those additional terms don’t add value to the model. 1-((SSresidual / DFresidual) / ((SSmodel + SSresidual) / (DFmodel + DFresidual))) = 1-((161.2/20)/((475.76+161.2)/(4 + 20))) =1-((161.20/20)/(636.96/24)) = 1- (8.06/26.54) = 0.6963 ANOVA Computer Output Steve 9 Brainerd Review of ANOVA Computer Output Interpretation STAT EASE Design Expert Diagnostics:ANOVA Single Factor Pred R-Squared: A measure of the amount of variation in new data explained by the model . 1-(PRESS / (SStotal-SSblock) = 1-(251.87/(636.96 – 0) = 1-(251.87/636.96) = 1 – 0.3954 = 0.6046 = 60.46% (Remember the model we generated accounts for 74% of the observed variation in tensile strength from the % cotton factor.) The predicted r-squared and the adjusted r-squared should be within 0.20 of each other. Otherwise there may be a problem with either the data or the model. Look for outliers, consider transformations, or consider a different order polynomial. ANOVA Computer Output Steve 10 Brainerd

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ANOVA Computer Output Steve. Brainerd. 4. Review of ANOVA Computer Output Interpretation. STAT EASE Design Expert: ANOVA Single Factor.
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