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C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between Groups ANOVA Evaluating the Null Hypotheses • Main effects • Interactions Analytical Comparisons

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Page 1: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 1

Overview of Lecture

• Factorial Designs

• Experimental Design Names

• Partitioning the Variablility

• The Two-Way Between Groups ANOVA

• Evaluating the Null Hypotheses

• Main effects

• Interactions

• Analytical Comparisons

Page 2: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 2

Factorial Design

• Much experimental psychology asks the question:

• What effect does a single independent variable have on a single dependent variable?

• It is quite reasonable to ask the following question as well.

• What effects do multiple independent variables have on a single dependent variable?

• Designs which include multiple independent variables are known as factorial designs.

Page 3: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 3

An example factorial design

• If we were looking at GENDER and TIME OF EXAM, these would be two independent factors

• GENDER would only have two levels: male or female

• TIME OF EXAM might have multiple levels, e.g. morning, noon or night

• This is a factorial design

Page 4: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 4

Experimental Design Names

• The name of an experimental design depends on three pieces of information

• The number of independent variables

• The number of levels of each independent variable

• The kind of independent variable

• Between Groups

• Within Subjects (or Repeated Measures)

Page 5: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 5

Experimental design names

• If there is only one independent variable then

• The design is a one-way design (e.g. does coffee drinking influence exam scores)

• If there are two independent variables

• The design is a two-way design (e.g. does time of day or coffee drinking influence exam scores).

• If there are three independent variables

• The design is a three-way design (e.g. does time of day, coffee drinking or age influence exam scores).

Page 6: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 6

Experimental Design Names

• If there are 2 levels of the first IV and 3 levels of the second IV• It is a 2x3 design

• E.G.: coffee drinking x time of day• Factor coffee has two levels: cup of coffee or cup of

water• Factor time of day has three levels: morning, noon and

night• If there are 3 levels of the first IV, 2 levels of the second IV and 4

levels of the third IV• It is a 3x2x4 design

• E.G.: coffee drinking x time of day x exam duration• Factor coffee has three levels: 1 cup, 2 cup 3 cups• Factor time of day has two levels: morning or night• Factor exam duration has 4 levels: 30min, 60min,

90min, 120min

Page 7: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 7

Experimental Design Names

• If all the IVs are between groups then

• It is a Between Groups design

• If all the IVs are repeated measures

• It is a Repeated Measures design

• If at least one IV is between groups and at least one IV is repeated measures

• It is a Mixed or Split-Plot design

Page 8: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 8

Experimental design names

• Three IVs

• IV 1 is between groups and has two levels (e.g. a.m., p.m.)

• IV 2 is between groups and has two levels (e.g. coffee, water).

• IV 3 is repeated measures and has 3 levels (e.g. 1st year, 2nd year and 3rd year).

• The design is:

• A three-way (2x2x3) mixed design.

Page 9: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 9

Experimental design names

• The effect of a single variable is known as a main effect

• The effect of two variables considered together is known as an interaction

• For the two-way between groups design, an F-ratio is calculated for each of the following:

• The main effect of the first variable

• The main effect of the second variable

• The interaction between the first and second variables

Page 10: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 10

Analysis of a 2-way between groups design using ANOVA

• To analyse the two-way between groups design we have to follow the same steps as the one-way between groups design

• State the Null Hypotheses

• Partition the Variability

• Calculate the Mean Squares

• Calculate the F-Ratios

Page 11: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 11

Null Hypotheses

• There are 3 null hypotheses for the two-way (between groups design.

• The means of the different levels of the first IV will be the same, e.g.

• The means of the different levels of the second IV will be the same, e.g.

• The differences between the means of the different levels of the interaction are not the same, e.g.

μA1= μ A2

= μ A

μB1= μ B2

= μ B

μAB11− μ AB21

= μ AB21− μ AB22

Page 12: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 12

• The differences betweens the levels of factor A are not the same.

An example null hypothesis for an interaction

0

20

40

60

80

100

120

140

Worksheets No Practice

Lectures

No Lectures

μAB11− μ AB21

= μ AB21− μ AB22

Page 13: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 13

Partitioning the variability

• If we consider the different levels of a one-way ANOVA then we can look at the deviations due to the between groups variability and the within groups variability.

• If we substitute AB into the above equation we get

• This provides the deviations associated with between and within groups variability for the two-way between groups design.

ASij − T = (A i − T )+(ASij − A i )

ABSijk − T = (ABij − T )+(ABSij − ABij )

Page 14: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 14

Partitioning the variability

• The between groups deviation can be thought of as a deviation that is comprised of three effects.

• In other words the between groups variability is due to the effect of the first independent variable A, the effect of the second variable B, and the interaction between the two variables AxB.

(ABij − T ) = Aieffect + B jeffect + AixB jeffect

Page 15: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 15

Partitioning the variability

• The effect of A is given by

• Similarly the effect of B is given by

• The effect of the interaction AxB equals

• which is known as a residual

Ai − T

(ABij − T )− (A i − T )− (B k − T )€

B j − T

Page 16: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 16

The sum of squares

• The sums of squares associated with the two-way between groups design follows the same form as the one-way

• We need to calculate a sum of squares associated with the main effect of A, a sum of squares associated with the main effect of B, a sum of squares associated with the effect of the interaction.

• From these we can estimate the variability due to the two variables and the interaction and an independent estimate of the variability due to the error.

SST = SSA + SSB + SSAB + SSS / AB

Page 17: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 17

The mean squares

• In order to calculate F-Ratios we must calculate an Mean Square associated with

• The Main Effect of the first IV

• The Main Effect of the second IV

• The Interaction.

• The Error Term

Page 18: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 18

The mean squares

• The main effect mean squares are given by:

• The interaction mean squares is given by:

• The error mean square is given by:

MSA =SSA

dfA

where dfA = a −1

MSB =SSB

dfB

where dfB = b −1

MSAB =SSAB

dfAB

where dfAB = (a −1)(b −1)

MSS / AB =SSS / AB

dfS / AB

where dfS / AB = ab(s −1)

Page 19: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 19

The F-ratios

• The F-ratio for the first main effect is:

• The F-ratio for the second main effect is:

• The F-ratio for the interaction is:

MSA

MSS / AB

MSB

MSS / AB

MSAB

MSS / AB

Page 20: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 20

An example 2x2 between groups ANOVA

• Factor A - Lectures (2 levels: yes, no)

• Factor B - Worksheets (2 levels: yes, no)

• Dependent Variable - Exam performance (0…30)

Mean Std Error

LECTURES WORKSHEETS

yes yes 19.200 2.04

no 25.000 1.23

no yes 16.000 1.70

no 9.600 0.81

Page 21: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 21

Results of ANOVA

• When an analysis of variance is conducted on the data (using Experstat) the following results are obtained

Source Sum of Squares

df Mean Squares

F p

A (Lectures) 432.450 1 432.450 37.604 0.000

B (Worksheets) 0.450 1 0.450 0.039 0.846

AB 186.050 1 186.050 16.178 0.001

Error 184.000 16 11.500

Page 22: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 22

What does it mean? - Main effects

• A significant main effect of Factor A (lectures)

• “There was a significant main effect of lectures (F1,16=37.604, MSe=11.500, p<0.001). The students who attended lectures on average scored higher (mean=22.100) than those who did not (mean=12.800).

• No significant main effect of Factor B (worksheets)

• “The main effect of worksheets was not significant (F1,16=0.039, MSe=11.500, p=0.846)”

Page 23: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 23

What does it mean? - Interaction

• A significant interaction effect• “There was a significant interaction between the lecture and

worksheet factors (F1,16=16.178, MSe=11.500, p=0.001)”• However, we cannot at this point say anything specific about the

differences between the means unless we look at the null hypothesis

• Many researches prefer to continue to make more specific observations.

μAB11− μ AB21

= μ AB21− μ AB22

Mean Std Error

LECTURES WORKSHEETS

yes yes 19.200 2.04

no 25.000 1.23

no yes 16.000 1.70

no 9.600 0.81

Page 24: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 24

Simple main effects analysis

• We can think of a two-way between groups analysis of variance as a combination of smaller one-way anovas.

• The analysis of simple main effects partitions the overall experiment in this way

Yes No

Yes

No

Worksheets (yes)

Worksheets

Yes NoLectures(Yes)

Lectures(No)

Worksheets (no)

Worksheets

Yes No

Worksheets

Lectures

Yes

No

Yes

NoLectures Lectures

Page 25: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 25

Results of a simple main effects analysis

• Using ExperStat it possible to conduct a simple main effects analysis relatively easily

Source of Sum of df Mean F pVariation Squares Squares

Lectures at worksheets(yes) 25.600 1 25.600 2.226 0.1552 worksheets(no) 592.900 1 592.900 51.557 0.0000Error Term 184.000 16 11.500

Worksheets at lectures(yes) 84.100 1 84.100 7.313 0.0156 lectures(no) 102.400 1 102.400 8.904 0.0088Error Term 184.000 16 11.500

Page 26: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 26

What does it mean? - Simple main effects of Lectures

• No significant simple main effect of lectures at worksheets (yes)

• “There was no significant difference between those students who did attend lectures (mean=19.20) or did not attend lectures (mean=16.00) when they completed worksheets (F1,16=2.226, MSe=11.500, p=0.155).”

• Significant simple main effect of lectures at worksheets (no)

• “There was a significant difference between those students who did attend lectures (mean=25.00) or did not attend lectures (mean=9.60) when they did not complete worksheets (F1,16=51.557, MSe=11.500, p<0.001). When students who attended lectures did not complete worksheets they scored higher on the exam than those students who neither attended lectures nor completed worksheets.”

Page 27: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 27

What does it mean? - Simple main effects of worksheets

• Significant simple main effect of worksheets at lectures (yes) • “There was a significant difference between those students

who did complete worksheets (mean=19.20) or did not complete worksheets (mean=25.00) when they attended lectures (F1,16=7.313, MSe=11.500, p=0.016). Students who attended the lectures and completed worksheets did less well than those students who attended lectures but did not complete the worksheets.”

• Significant simple main effect of worksheets at lectures (no)• “There was a significant difference between those students

who did complete worksheets (mean=16.00) or did not complete worksheets (mean=9.60) when they did not attend lectures (F1,16=51.557, MSe=11.500, p<0.001). When students who attended lectures did not complete worksheets they scored higher on the exam than those students who neither attended lectures nor completed worksheets.”

Page 28: C82MST Statistical Methods 2 - Lecture 6 1 Overview of Lecture Factorial Designs Experimental Design Names Partitioning the Variablility The Two-Way Between

C82MST Statistical Methods 2 - Lecture 6 28

Analytic comparisons in general

• If there are more than two levels of a Factor

• And, if there is a significant effect (either main effect or simple main effect)

• Analytical comparisons are required.

• Post hoc comparisons include tukey tests, Scheffé test or t-tests (bonferroni corrected).