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Understanding ANOVA and GLM Framework
Aug 11, 2024
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Crash Course Statistics: ANOVA and General Linear Model Framework
Introduction
Presenter
: Adriene Hill
Topic
: Testing differences between multiple groups using ANOVA (Analysis of Variance)
Context
: Previously discussed t-tests for comparing two groups; now expanding to more than two groups.
General Linear Model (GLM) Framework
Concept
: Partitions data into two piles
Explained by the model
: Represents the way we think things work
Error
: Amount of information the model fails to explain
ANOVA (Analysis of Variance)
Purpose
: Compare measurements of more than two groups
Similarity to Regression
: Uses categorical variables to predict a continuous one
Example
: Predicting number of yards a soccer player runs based on position
Model Building
: Similar to regression models but with categorical variables
Example: Bunny Count Model
Model
: Number of bunnies seen based on weather (rainy vs. sunny)
Prediction
: 1 bunny on rainy days, 5 on sunny days
Error Calculation
: Difference between prediction and actual observation
Regression Interpretation
: Slope represents the difference in means between two groups
Slope Calculation
: Expected value on a sunny day minus rainy day value (5-1=4)
Chocolate Bar Rating Example
Dataset Source
: Kaggle.com, by Brady Brelinski
Groups
: Chocolate bars made from Criollo, Forastero, or Trinitario beans
Rating Scale
: 5 (highest) to 1 (mostly unpalatable)
ANOVA Calculation Steps
Sums of Squares Total (SST)
: Sum of squared differences between each rating and overall mean
Partition Variation
: Divide SST into Model Sums of Squares (SSM) and Sums of Squares for Error (SSE)
SSM
: Variation explained by the model (group means)
SSE
: Variation not explained by the model
F-statistic Calculation
: Compare SSM and SSE adjusted by degrees of freedom
Degrees of Freedom (Model)
: k-1, where k is the number of groups (3 groups -> 2 degrees)
Degrees of Freedom (Error)
: n-k, where n is sample size (790 data points - 3 groups = 787)
Interpretation of Results
F-statistic
: Value of 7.7619
P-value
: 0.000459 (small enough to reject the null hypothesis)
Conclusion
: Evidence that bean type influences chocolate ratings
Omnibus Test
: Significant F-statistic indicates some difference but not where
Follow-up
: Conduct multiple t-tests to pinpoint significant differences
3 T-tests
: To compare each unique pair of categories
Findings
: Criollo beans have lower ratings compared to Trinitario and Forastero; no significant difference between Trinitario and Forastero
Historical Example: Fisher's Potato Study
Context
: 12 different potato varieties, effect of fertilizers
ANOVA Table
: Summarizes degrees of freedom, sums of squares, mean squares, F-statistic, and p-value
Results
: Significant F-statistic indicating differences among potato varieties
Follow-up
: Multiple tests needed to identify specific differences
Key Takeaways
Similarity of Statistical Models
: ANOVAs and Regressions both use GLM to model the world
Filtering
: ANOVAs help determine if thereās an overall effect before delving into specifics
Efficiency
: Saves time by avoiding unnecessary tests
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