Transcript Analysis of variance (ANOVA, ANCOVA, Kruskal Wallis test)

Lecture 13
Analysis of variance
Spiders on Mazurian lake islands: Wigry –Mikołajki, Nidzkie, Bełdany
Photo: Wigierski Park Narodowe
Photo: Ruciane.net
Salticidae
Araneus
diadematus
Photo: Eurospiders.com
Spider species richness on Mazurian lake islands
Island
Disturbance Species
Górna E
High
33
Kopanka
High
34
Kopanka N
High
32
Piaseczna
High
38
Górna W
High
29
Królewski
Medium
51
Ostrów
Wygryńska
Medium
43
Maleńka
Low
6
Ruciane - ląd
Low
28
Mikołajki - ląd
Low
75
Wierzba
Low
47
Kamień
Low
60
Mysia Wigry
Low
49
Ordów
Low
64
Koń
Pristine
25
Mała Wierzba
Pristine
27
Ośrodek
Pristine
22
Śluza
Pristine
19
Bryzgiel
Pristine
21
Bryzgiel - ląd
Pristine
46
Brzozowa L
Pristine
31
Brzozowa P
Pristine
30
Cimochowski
Pristine
25
Grądzik C
Cimochowski
Pristine
31
Grądzik N
Cimochowski
Pristine
25
Grądzik S
Krowa
Pristine
34
Ostrów
Pristine
93
Rośków
Pristine
24
Walędziak
Pristine
28
Wysoki
Pristine
57
High
33
34
32
38
29
High
Medium
Low
Medium
51
43
Low
6
28
75
47
60
49
64
Pristine
25
27
22
19
21
46
31
30
25
31
25
34
93
24
28
57
T-TEST
Medium
Low
Pristine
0.145265 0.172254 0.931288
1 0.081749
0.211812
Single test
p ( nsig )  1  p ( sig )
n independent tests
p Exp ( nsig )  (1  p test ( sig ))
n
p Exp ( sig )  1  (1  p test ( sig )) 
n
 1  (1  np test ( sig ))
 Exp  0 . 05  n  Test
T-TEST
High
Medium
Low
If we use the same test several times
with the same data we have to apply
a Bonferroni correction.
p Exp ( sig )  np test ( sig )
Bonferroni corrected
Medium
Does species richness differ with
respect to the degree of disturbance?
Low
Pristine
0.857544 0.862042 0.988548
1 0.846958
0.868635
 Test 
0 . 05
n
Spider species richness
on Mazurian lake
islands
Island
Disturbance Species
Górna E
High
33
Kopanka
High
34
Kopanka N
High
32
Piaseczna
High
38
Górna W
High
29
Królewski
Medium
51
Ostrów
Wygryńska
Medium
43
Maleńka
Low
6
Ruciane - ląd
Low
28
Mikołajki - ląd
Low
75
Wierzba
Low
47
Kamień
Low
60
Mysia Wigry
Low
49
Ordów
Low
64
Koń
Pristine
25
Mała Wierzba
Pristine
27
Ośrodek
Pristine
22
Śluza
Pristine
19
Bryzgiel
Pristine
21
Bryzgiel - ląd
Pristine
46
Brzozowa L
Pristine
31
Brzozowa P
Pristine
30
Cimochowski
Pristine
25
Grądzik C
Cimochowski
Pristine
31
Grądzik N
Cimochowski
Pristine
25
Grądzik S
Krowa
Pristine
34
Ostrów
Pristine
93
Rośków
Pristine
24
Walędziak
Pristine
28
Wysoki
Pristine
57
Sir Ronald
Aylmer Fisher
(1890-1962)
One way analysis of variance
sH2 x H
sM2 x M
If there would be no difference
between the sites the average within
variance sWithin2 should equal the
variance between the sites sBetween2 .
s L2 x L
sBetween2
2
sT2
sP2 x P
F 
s Between
2
s With in
2

s Between
s T  s Between
2
2
We test for significance using the
F-test of Fisher with k-1
(Between) and n-k (Within)
degrees of freedom.
n-1 = n-k + k-1
df Total df Within df Between
ni
k
s Between
2

 (x
i
 x Total )
i 1
k 1
2

SS Between
df Between
k
2
sW ithin 
S S to ta l  S S b etw een  S S w ith in

i 1
 (x
i, j
 xi )
j 1
ni  1
n
2

SS W ithin
df W ithin
s Total
2

 (x
i
 x Total )
i 1
n 1
df total  df betw een  df w ithin
2

SS Total
df Total
MS 
SS
df
F 
MS
Between
MS W ithin
t
x1  x1
2
s1
n1
2

s2
n2
Welch test
The Levene test compares the
group variances using the F
distribution. Variances shouldn’t
differ too much (shouldn’t be
heteroskedastic)!!!
The Tuckey test compares
simultaneously the means of all
combinations of groups. It’s a t-test
corrected for multiple comparisons
(similar to a Bonferroni correction)
O b s e rva tio n s
1
2
3
4
5
G ro u p m e a n
S S w ith in
T o ta l S S w ith in
T o ta l S S b e tw e e n
G ra n d m e a n
G ra n d S S
G ra n d S S
S S b e tw e e n + S S w ith in
F
F -te s t
A
0 .0 8
0 .7 1
0 .1 9
0 .5 1
0 .7 3
0 .4 4 5
0 .1 3 1
0 .0 7 0
0 .0 6 5
0 .0 0 4
0 .0 8 2
4 .1 1
1 3 .9 6
1 .0 8
1 .0 0
0 .1 4
0 .7 9
0 .3 2
0 .1 2
1 8 .0 7
1 8 .0 7
1 8 .1 4
2 .1 1 8 E -0 5
T re a tm e n ts
B
C
0 .1 9
0 .8 3
1 .2 1
0 .7 1
1 .9 7
1 .1 0
0 .1 9
0 .1 1
0 .1 9
0 .3 0
0 .7 5 0
0 .6 1 1
0 .3 1 9
0 .0 4 6
0 .2 1 6
0 .0 1 0
1 .4 8 4
0 .2 4 4
0 .3 1 4
0 .2 5 0
0 .3 1 2
0 .0 9 6
S S b e tw e e n
D
2 .8 0
2 .6 9
1 .9 3
2 .5 7
2 .5 8
2 .5 1 5
0 .0 8 1
0 .0 3 2
0 .3 4 2
0 .0 0 4
0 .0 0 4
0 .4 0 4
0 .4 0 4
0 .4 0 4
0 .4 0 4
0 .4 0 4
0 .1 0 9
0 .1 0 9
0 .1 0 9
0 .1 0 9
0 .1 0 9
s Between
2

 (x
2
 x Total )
2
i 1

k 1

 (x
SS Between
df Between
i, j
 xi )
2
j 1

ni  1
i 1
2 .9 6
2 .6 1
0 .7 2
2 .2 3
2 .2 4
i
ni
sW ithin 
0 .0 6
0 .1 4
0 .0 0
0 .9 4
0 .6 1
2 .0 5 9
2 .0 5 9
2 .0 5 9
2 .0 5 9
2 .0 5 9
k
k
0 .8 0
0 .0 2
0 .7 9
0 .7 9
0 .7 9
0 .2 2 0
0 .2 2 0
0 .2 2 0
0 .2 2 0
0 .2 2 0
SS W ithin
df W ithin
n
s Total
2

 (x
i
 x Total )
i 1
n 1
2

SS Total
df Total
We include the effect of island complex (Wigry – Nidzkie, Bełdany, Mikołaiki)
Island
Complex Disturbance Species
Górna E
NBM
High
33
Kopanka
NBM
High
34
Kopanka N NBM
High
32
Piaseczna NBM
High
38
Górna W
NBM
High
29
Królewski Ostrów
NBM
Medium
51
Wygryńska NBM
Maleńka
NBM
Ruciane - ląd NBM
Mikołajki - lądNBM
Wierzba
NBM
Kamień
Wigry
Mysia Wigry Wigry
Ordów
Wigry
Koń
NBM
Mała WierzbaNBM
Ośrodek
NBM
Śluza
NBM
Bryzgiel
Wigry
Bryzgiel - lądWigry
Brzozowa L Wigry
Brzozowa P Wigry
Medium
Low
Low
Low
Low
Low
Low
Low
Pristine
Pristine
Pristine
Pristine
Pristine
Pristine
Pristine
Pristine
43
6
28
75
47
60
49
64
25
27
22
19
21
46
31
30
CimochowskiWigry
Grądzik C Pristine
There must be at least
two data for each
combination of groups.
We use a simple
two way ANOVA
Island
Complex Disturbance Species
Maleńka
NBM
Low
6
Ruciane - ląd NBM
Low
28
Mikołajki - lądNBM
Low
75
Wierzba
NBM
Low
47
Kamień
Wigry
Low
60
Mysia Wigry Wigry
Low
49
Ordów
Wigry
Low
64
Koń
NBM
Pristine
25
Mała WierzbaNBM
Pristine
27
Ośrodek
NBM
Pristine
22
Śluza
NBM
Pristine
19
Bryzgiel
Wigry
Pristine
21
Bryzgiel - lądWigry
Pristine
46
Brzozowa L Wigry
Pristine
31
Brzozowa P Wigry
Pristine
30
CimochowskiWigry
Grądzik C Pristine
25
CimochowskiWigry
Grądzik N Pristine
31
CimochowskiWigry
Grądzik S Pristine
25
25
Krowa
Ostrów
Rośków
Walędziak
Wigry
Wigry
Wigry
Wigry
Pristine
Pristine
Pristine
Pristine
34
93
24
28
CimochowskiWigry
Grądzik N Pristine
31
Wysoki Węgieł
Wigry
Pristine
57
CimochowskiWigry
Grądzik S Pristine
25
Krowa
Ostrów
Rośków
Walędziak
Wigry
Wigry
Wigry
Wigry
Pristine
Pristine
Pristine
Pristine
34
93
24
28
Wysoki Węgieł
Wigry
Pristine
57
SS total  SS A  SS B  SS A xB  SS error
Main effects
Secondary effects
SS Complex
SS Disturbanc
e
SS Complex
 Disturbanc e
The significance levels have to
be divided by the number of
tests (Bonferroni correction)
Spider species richness does not significantly depend on island
complex and degree of disturbance.
Correcting for covariates: Anaysis of covariance
100
y = 33.431x0.1917
R² = 0.7215
80
Species
Island
Complex Disturbance Area [ha] Species
Górna E
NBM
1
0.7
33
Koń
NBM
4
0.5
25
Kopanka
NBM
1
0.69
34
Królewski Ostrów
NBM
2
6.15
51
Maleńka
NBM
3
0.0003
6
Mała Wierzba
NBM
4
0.4
27
Kopanka N
NBM
1
0.18
32
Ośrodek
NBM
4
0.09
22
Piaseczna
NBM
1
0.63
38
Ruciane - ląd
NBM
3
15
28
Mikołajki - ląd
NBM
3
20
75
Śluza
NBM
4
0.48
19
Górna W
NBM
1
0.44
29
Wierzba
NBM
3
0.78
47
Wygryńska
NBM
2
0.67
43
Bryzgiel
Wigry
4
0.2
21
Bryzgiel - ląd
Wigry
4
16
46
Brzozowa L
Wigry
4
3.81
31
Brzozowa P
Wigry
4
2.32
30
Cimochowski Grądzik Wigry
C
4
0.15
25
Cimochowski Grądzik Wigry
N
4
0.14
31
Cimochowski Grądzik Wigry
S
4
0.76
25
Kamień
Wigry
3
3.13
60
Krowa
Wigry
4
4.49
34
Mysia Wigry
Wigry
3
1.55
49
Ordów
Wigry
3
8.69
64
Ostrów
Wigry
4
38.82
93
Rośków
Wigry
4
0.56
24
Walędziak
Wigry
4
0.76
28
Wysoki Węgieł
Wigry
4
18
57
60
40
20
0
0
10
20
Area
30
40
Instead of using the raw data we
use the residuals.
These are the area corrected
species numbers.
The conmparison of within group
residuals and between group residuals
gives our F-statistic.
50
Disturbance does not
significantly influence
area corrected
species richness
Total
residuals
SStotal = SSbetween
Within group
residuals
+
SSerror
We need four regression equations:
one from all data points and three
within groups.
Before
After
SSbetween
Medical
treatment
SSwithin
n
SS total 
Repetitive designs
In medical research we test patients
before and after medical treatment to
infer the influence of the therapy.
We have to divide the total variance
(SStotal) in a part that contains the variance
between patients (SSbetween) and within the
patient (SSwithin).
The latter can be divided in a part that
comes from the treatment (SStreat) and
the error (SSerror)
i 1
 x)
ij
S S tre a t
S S E rro r
SS total  SS between  SS within  SS between  SS treat  SS error
2
j 1
n
SS between  k  ( Pi  x )
df total  df betw een  df w ithin  df betw een  df treat  df error
2
kn  1  n  1  n (k  1)  n  1  k  1  (n  1)(k  1)
i 1
n
k
  (x
i 1
ij
 Pi )
2
k
n  (T j  x )
j 1
k
SS treat  n  (T j  x )
F
2
S S treat df error
S S error df treat
j 1

k
  (x
i 1
j 1
ij
 Pi  T j  x )
2
2
(n  1)(k  1)
j1
k
n
  (x
j1 i 1
n
SS error 
S S w ithin
S S b e tw e e n
k
  (x
SS within 
S S to tal
ij
 Pi  T j  x )
2
k 1
Before – after analysis in environmental protection
Island
Górna E
Koń
Kopanka
Królewski Ostrów
Maleńka
Mała Wierzba
Kopanka N
Ośrodek
Piaseczna
Ruciane - ląd
Mikołajki - ląd
Śluza
Górna W
Wierzba
Wygryńska
Bryzgiel
Bryzgiel - ląd
Brzozowa L
Brzozowa P
Cimochowski Grądzik
Cimochowski Grądzik
Cimochowski Grądzik
Kamień
Krowa
Mysia Wigry
Ordów
Ostrów
Rośków
Walędziak
Wysoki Węgieł
Mean P
Grand Mean
SStreat
df
Spring
26
19
21
50
6
25
28
16
34
22
43
12
19
29
26
15
44
22
29
C 19
N 29
S 14
37
19
32
37
77
21
14
32
27
23
1115.30
2
Summer
14
10
17
46
5
19
17
15
25
15
39
10
10
25
18
11
23
20
17
15
25
8
21
11
16
25
50
14
8
19
19
Autumn
22
16
15
47
4
21
23
12
29
13
26
7
11
23
26
14
28
13
23
17
29
14
37
13
29
25
57
17
13
19
21
Mean P
21
15
18
48
5
22
23
14
29
17
36
10
13
25
23
14
32
18
23
17
28
12
32
14
26
29
61
17
12
24
SS error
df
SStreat/
SSerror
F
p(f)
SSError
15.2350
9.7935
11.4201
8.0776
29.2908
4.8073
4.5288
31.6569
0.6449
10.9042
120.5322
19.2222
5.0881
13.5529
18.3658
16.5768
98.0089
45.4914
6.8833
9.5781
17.3434
13.2847
93.9253
0.0904
60.1676
18.7889
193.4698
2.5835
9.1076
28.6667
917.0866
58
k
SS treat  n  (T j  x )
2
j 1
n
SS error 
k
  (x
i 1
ij
 Pi  T j  x )
2
j 1
dftreat = k-1
dfError = (n-1)(k-1)
In the case of unequal variances
between groups it is save to use the
conservative ANOVA with (n-1) dferror
and only one dfEffect in the final F-test.
Mean P
Grand Mean
1.2161338
SStreat
70.53576
2.953E-09
df
27
23
1115.30
1
19
21
SSerror 917.0866
df
29
SStreat/
1.2161338
SSerror
F
35.26788
p(f)
1.885E-06
Bivariate comparisons in environmental protection
Species
Residual
Complex Area[ha] Species Predicted_Species
Island
31.22156 1.778435
33
0.7
NBM
Górna E
29.27129 -4.27129
25
0.5
NBM
Koń
31.13556 2.864436
34
0.69
NBM
Kopanka
47.35619 3.643813
51
6.15
NBM
Królewski Ostrów
7.060143 -1.06014
6
0.0003
NBM
Maleńka
28.04557 -1.04557
27
0.4
NBM
Mała Wierzba
24.06496 7.935042
32
0.18
NBM
Kopanka N
21.07064 0.929363
22
0.09
NBM
Ośrodek
30.59729 7.402711
38
0.63
NBM
Piaseczna
56.18315 -28.1831
28
15
NBM
Ruciane - ląd
59.3686 15.6314
75
20
NBM
Mikołajki - ląd
29.04312 -10.0431
19
0.48
NBM
Śluza
28.5627 0.437301
29
0.44
NBM
Górna W
100
31.87601 15.12399
47
0.78
NBM
Wierzba
30.9605 12.0395
43
0.67
NBM
Wygryńska
24.55595 -3.55595
21
0.2
Wigry
Bryzgiel
56.88256 -10.8826
46
16
Wigry
Bryzgiel - ląd
43.20288 -12.2029
31
3.81
Wigry
Brzozowa L
10
0.1917
-9.28379
30
2.32
Wigry
Brzozowa P
= 33.431x
y39.28379
23.23839 1.761609
25
0.15
C
Cimochowski Grądzik Wigry
R² = 0.7215
22.93307 8.066934
31
0.14
N
Cimochowski Grądzik Wigry
31.71767 -6.71767
25
0.76
S
Cimochowski Grądzik Wigry
60
3.13
Wigry
Kamień
41.60497 18.39503
1
34
4.49
Wigry
Krowa
44.58461 -10.5846
49 1 36.36101 12.63899
Wigry 0.011.55
Mysia Wigry
100
0.0001
50.60104 13.39896
8.69 Area 64
Wigry
Ordów
67.41729 25.58271
93
38.82
Wigry
Ostrów
29.91417 -5.91417
24
0.56
Wigry
Rośków
31.71767 -3.71767
28
0.76
Wigry
Walędziak
57
18
Wigry
Wysoki Węgieł
58.18153 -1.18153
The outlier would disturb direct
comparisons of species richness
Due to possible differences in island areas
between the two island complexes we have to
use the residuals.
A direct t-test on raw data would be
erroneous.
Upper 2.5%
Observed P(t) confidence limit.
Frequency
Permutation testing
0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
0
0
Observed values
NBM
Wigry
1.778435 -3.55595
-4.27129 -10.8826
2.864436 -12.2029
3.643813 -9.28379
-1.06014 1.761609
-1.04557 8.066934
7.935042 -6.71767
0.929363 18.39503
7.402711 -10.5846
-28.1831 12.63899
15.6314 13.39896
-10.0431 25.58271
0.437301 -5.91417
15.12399 -3.71767
12.0395 -1.18153
t 0.118799
NBM
0.929363
-10.5846
25.58271
1.778435
-3.55595
1.761609
15.6314
-5.91417
-3.71767
-1.04557
13.39896
-9.28379
18.39503
-1.06014
-12.2029
0.34257
Wigry
-10.0431
2.864436
3.643813
12.0395
15.12399
8.066934
-4.27129
12.63899
-28.1831
-1.18153
7.402711
-10.8826
0.437301
7.935042
-6.71767
Randomized values
NBM
Wigry
1.761609 1.778435
7.402711 -3.55595
25.58271 2.864436
-12.2029 -10.5846
-5.91417 18.39503
-10.8826 -9.28379
3.643813 -6.71767
15.6314 13.39896
0.929363 7.935042
-1.18153 0.437301
12.63899 -28.1831
-4.27129 8.066934
-1.04557 -10.0431
12.0395 -3.71767
-1.06014 15.12399
0.766559
NBM
-10.5846
15.12399
-12.2029
-4.27129
-1.18153
0.437301
25.58271
-6.71767
15.6314
-9.28379
-1.06014
7.402711
-3.71767
-10.0431
3.643813
0.346264
Wigry
-3.55595
1.761609
12.0395
-10.8826
0.929363
1.778435
8.066934
-28.1831
2.864436
12.63899
18.39503
13.39896
7.935042
-1.04557
-5.91417
0.2
0.4
0.6
t-values
0.8
10000 randomizations of
observed values gives a null
distribution of t-values and
associated probability
levels with which we
compare the observed t.
This gives the probability level
for our t-test.
1
Bivariate comparisons using ANOVA
t  0 . 11884
2
2
 F  0 . 01412
F t
2
t and F tests can both be used
for pair wise comparisons.
Repeated measures
n
Species richness of ground living
Hymenoptera in a beech forest
SS error 
Mean 25.88889
Grand Mean
23
20.11111111
SSEffect 16.69136
df
Photo Simon van Noort
  (x
i 1
Before Leaf-litter free
Plot
34
52
1
39
58
2
1
10
3
52
50
4
45
49
5
6
15
6
33
32
7
12
14
8
28
52
9
1
19
10
35
29
11
7
22
12
33
18
13
7
11
14
9
15
15
10
15
16
3
2
17
7
3
18
T-Test 0.027271
Photo Tim Murray
k
1
k
SS treat  n  (T j  x )
j 1
2
ij
 Pi  T j  x )
2
j 1
Mean
43
48.5
5.5
51
47
10.5
32.5
13
40
10
32
14.5
25.5
9
12
12.5
2.5
5
Mean
43
48.5
5.5
51
47
10.5
32.5
13
40
10
32
14.5
25.5
9
12
12.5
2.5
5
SS Error
74.69136
87.41358
5.191358
30.24691
1.580247
5.191358
22.96914
7.135802
166.0247
74.69136
69.35802
42.52469
215.858
1.580247
0.024691
0.302469
22.96914
47.80247
Sum
df
SSEffect/
SSError
F
P(F)
875.5556
17
0.019064
0.324083
0.576609
Advices for using ANOVA:

You need a specific hypothesis about your variables. In particular, designs with more than
one predicator level (multifactorial designs) have to be stated clearly.

ANOVA is a hypothesis testing method. Pattern seeking will in many cases lead to
erroneous results.

Predicator variables should really measure different things, they should not correlate too
highly with each other

The general assumptions of the GLM should be fulfilled. In particular predicators should be
additive. The distribution of errors should be normal.

It is often better to use log-transformed values

In monofactorial designs where only one predicator variable is tested it is often preferable to
use the non-parametric alternatives to ANOVA, the Kruskal Wallis test. The latter test does
not rely on the GLM assumptions but is nearly as powerful as the classical ANOVA.

Another non-parametric alternative for multifactorial designs is to use ranked dependent
variables. You loose information but become less dependent on the GLM assumptions.

ANOVA as the simplest multivariate technique is quite robust against violations of its
assumptions.
Home work and literature
Refresh:
Literature:
•
•
•
•
•
•
•
•
Łomnicki: Statystyka dla biologów
http://statsoft.com/textbook/
ANOVA
Treatments
Degrees of freedom
Repeated design
Incomplete design
Permutation testing
Welsh test
Tuckey test
Prepare to the next lecture:
• Binomial distribution
• Combinations