CG9_99_15.1
The Two-Way ANOVA
The ANOVA can be extended to more complex designs, in which there are 2 or more independent variables. With ANOVA, we can take an experiment that has any number of independent variables, and simultaneously examine:
(1) The effect of each variable,
independent of the other variables.
(2) The combined effect of any group of
variables.
Overview
Suppose we’re interested in studying advertising methods. We want to know whether louder advertisements are more persuasive. We could answer this question with a one-factor design, and test it with a one-way ANOVA. For example, we might have one independent variable with 3 levels (soft, medium, loud).
Our design:
Factor A: VolumeLevel A1:
Soft / Level A2: Medium / Level A3:
Loud
X / X / X
X / X / X
X / X / X
X / X / X
X / X / X
X / X / X
nA1 = 6 /
nA2 = 6 /
nA3 = 6
But suppose we also thought that there would be a gender difference in ad persuasiveness. In order to test this, we would need a second factor: gender.
Factor B:Gender / Level B1:
Male / X / X / X / X / X / X /
nB1 = 6
Level B2:
Female / X / X / X / X / X / X /
nB2 = 6
We can use a 2-way design to combine these two factors:
Factor B:Gender / Factor A: Volume
A1:
Soft / A2: Medium / A3: Loud
B1:
Male / X
X
X
nA1B1= 3 / X
X
X
nA2B1= 3 / X
X
X
nA3B1= 3
B2:
Female / X
X
X
nA1B2= 3 / X
X
X
nA2B2= 3 / X
X
X
nA3B2= 3
This is a 3 2 design: there are 3 levels of the
first factor and 2 levels of the second factor.
This is a complete factorial design: all levels of
one factor are combined with all levels of the other factor.
Each combination of one level of A with one level of B is a cell. We have 6 cells in this experiment.
Why combine both factors into a single experiment, and analyze them at once?
We could study each factor in a separate experiment, but then we would lose something important: the ability to study the interaction between the two variables.
An interaction occurs when the effects of one variable are different for different levels of another variable.
For example, if the volume of an advertisement affected its persuasiveness for men but not for women, we would have an interaction between gender and volume.
In multi-factor ANOVA, we can investigate the effects of each variable, and we can investigate the interaction among the variables.
Computing the Two-Way ANOVA
In the one-way ANOVA, we partitioned the total variance in the data and attributed it to two sources: variance between groups and variance within groups.
In the two-way ANOVA, we further partition the variance between groups. Some of that variance is due to Factor A, some is due to Factor B, and some is due to the interaction between A and B.
So we break down the variance as follows:
SSTotal
SSWithinSSBetween
SSASSBSSAB
The effects of A and B are main effects.
The main effect of a factor is the effect of that factor, ignoring all other factors in the experiment.
For example, to examine the main effect of volume, we ignore the fact that there are 3 men and 3 women at each level of volume; we simply group their 6 scores together.
This is sometimes called “collapsing across Factor B.” For example, we examine the main effect of volume by collapsing across gender.
When we examine interaction effects, we don’t collapse across either of the factors.
In carrying out a two-way ANOVA, we compute a separate F ratio for each main effect and interaction in the experiment.
Our ANOVA summary table:
Source / Sum of Squares / df / Mean square / FBetween
Factor A / SSA / dfA / MSA / Fobt
Factor B / SSB / dfB / MSB / Fobt
A B / SSAB / dfAB / MSAB / Fobt
Within / SSW / dfW / MSW
Total / SST / dfT
Where:
dfA = kA – 1 = # of levels in A – 1
dfB = kB – 1
dfAB = dfA dfB
dfW = N – (kA kB) = N – total # of cells
dfT = N – 1
Data:
Factor B:Gender / Factor A: Volume
A1:
Soft / A2: Medium / A3: Loud
B1:
Male / 4
9
11 / 8
12
13 / 18
17
15
B2:
Female / 2
6
4 / 9
10
17 / 6
8
4
CG9_99_15.1
Summary:
Factor A: VolumeA1:
Soft / A2:
Medium / A3:
Loud
B1: M /
X = 24
X2 = 218
n = 3 /
X = 33
X2 = 377
n = 3 /
X = 50
X2 = 838
n = 3 /
X = 107
n = 9
B2: F /
X = 12
X2 = 56
n = 3 /
X = 36
X2 = 470
n = 3 /
X = 18
X2 = 116
n = 3 /
X = 66
n = 9
X = 36
n = 6 /
X = 69
n = 6 /
X = 68
n = 6 /
N = 18
CG9_99_15.1
Steps in the 2-way ANOVA
1. Calculate SST.
2. Calculate SSW.
3. Calculate SSA.
4. Calculate SSB.
5. Calculate SSAB.
6. Calculate MSA, MSB, MSAB, and MSW.
7. Compute F ratios for main effects and
interaction.
8. Evaluate each Fobt against appropriate Fcrit.
Step 1: Calculate SST.
Step 2: Calculate SSW.
Step 3: Calculate SSA.
Step 4: Calculate SSB.
Step 5: Calculate SSAB.
We already know that:
SSA = 117.45SSB = 93.39
So…
SSAB = 1976.33 – 1662.72 – 117.45 – 93.39
= 102.77
Step 6: Calculate Mean Squares
dfA = # of levels in A – 1 = 3 – 1 = 2
dfB = # of levels in B – 1 = 2 – 1 = 1
dfAB = dfA dfB = (2)(1) = 2
dfW = N – total # of cells = 18 – 6 = 12
Step 7: Calculate Fobt for each main effect and
interaction.
Factor A (volume) main effect:
Factor B (gender) main effect:
Interaction effect:
So, the complete ANOVA summary table is:
Source / Sum of Squares / df / Mean square / FBetween
Factor A / 117.45 / 2 / 58.73 / 7.14
Factor B / 93.39 / 1 / 93.39 / 11.36
A B / 102.77 / 2 / 51.39 / 6.25
Within / 98.67 / 12 / 8.22
Total / 412.28 / 17
Step 8: Evaluate against Fcrit.
Factor A main effect:
= 0.05
df in numerator = dfA = 2
df in denominator = dfW = 12
Fcrit = 3.88
Fobt > Fcrit there is a significant main
effect of volume
Factor B main effect:
= 0.05
df in numerator = dfB = 1
df in denominator = dfW = 12
Fcrit = 4.75
Fobt > Fcrit there is a significant main
effect of gender
Interaction effect:
= 0.05
df in numerator = dfAB = 2
df in denominator = dfW = 12
Fcrit = 3.88
Fobt > Fcrit there is a significant interaction
between volume and gender
Interpreting the Two-Way Experiment
To understand what these results mean, a good first step is to graph the data.
In general, the main effects and interactions can be inferred from graphs of the data, although (of course) the appropriate statistical tests still need to be run.
Consider what the following graphs would reveal (see p. 373 in text):
What does the graph of our data reveal?
To further explore what the data mean, need to do the appropriate multiple comparisons (more on this next week).