c:ms:2025:w07.2_factorial_anova
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#################################################
# two-way anova
# subject = factor(paste('sub', 1:30, sep=''))
#################################################
n.a.group <- 3 # a treatment 숫자
n.b.group <- 2 # b 그룹 숫자
n.sub <- 30 # 총 샘플 숫자
n.sub/n.a.group
# 데이터 생성
set.seed(9)
a <- gl(3, 10, n.sub, labels=c('a1', 'a2', 'a3'))
b <- gl(2, 5, n.sub, labels=c('b1', 'b2'))
a
b
y <- rnorm(30, mean=10) +
3.14 * (a=='a1' & b=='b2') +
1.43 * (a=='a3' & b=='b2')
y
dat <- data.frame(a, b, y)
dat
# aov.dat <- aov(y~a*b) # anova test
# summary(aov.dat) # summary of the test output
# hand calculation
table(a,b)
tapply(y, list(a,b), mean) # 각 셀에서의 평균
n.within.each <- tapply(y, list(a,b), length)
n.within.each
df.within.each <- n.within.each - 1 # 각 셀에서의 샘플숫자
df.within.each
df.within <- sum(df.within.each) # df within
df.within
var.within <- tapply(y, list(a,b), var) # var.within
var.within
ss.within.each <- tapply(y, list(a,b), var) * df.within.each
ss.within.each
ss.within <- sum(ss.within.each) # ss.within
ss.within
ms.within <- ss.within / df.within
ms.within
# interaction.plot(a,b,y)
mean.a <- tapply(y, list(a), mean)
mean.b <- tapply(y, list(b), mean)
mean.a
mean.b
var.a <- tapply(y, list(a), var)
var.b <- tapply(y, list(b), var)
var.a
var.b
mean.tot <- mean(dat$y)
var.tot <- var(dat$y)
df.tot <- n.sub - 1
ss.tot <- var.tot * df.tot
ms.tot <- ss.tot/df.tot
## between
mean.each <- tapply(y, list(a,b), mean)
mean.each
mean.tot <- mean(y)
mean.tot
n.each <- tapply(y, list(a,b), length)
n.a.each <- tapply(y, list(a), length)
n.b.each <- tapply(y, list(b), length)
n.each
n.a.each
n.b.each
ss.bet <- sum(n.each*(mean.each-mean.tot)^2)
ss.bet
ss.tot
ss.within
ss.bet
ss.bet + ss.within
ss.a <- sum(n.a.each * ((mean.tot - mean.a)^2))
ss.b <- sum(n.b.each * ((mean.tot - mean.b)^2))
ss.a
ss.b
ss.ab <- ss.bet - (ss.a + ss.b) # ss.ab = ss.interaction
ss.ab
ss.tot
ss.bet
ss.within
ss.a
ss.b
ss.ab
df.tot <- n.sub - 1
df.bet <- (n.a.group * n.b.group) - 1
df.a <- n.a.group - 1
df.b <- n.b.group - 1
df.ab <- df.bet - (df.a + df.b)
df.within <- sum(df.within.each)
df.tot
df.bet
df.a
df.b
df.ab
df.within
ms.tot <- ss.tot/df.tot # we did it above
ms.bet <- ss.bet - df.bet
ms.a <- ss.a / df.a
ms.b <- ss.b / df.b
ms.ab <- ss.ab / df.ab
ms.within <- ss.within / df.within
ms.tot
ms.bet
ms.within
ms.a
ms.b
ms.ab
f.a <- ms.a / ms.within
f.b <- ms.b / ms.within
f.ab <- ms.ab / ms.within
alpha <- .05
# confidence interval
ci <- 1 - alpha
f.a
# 봐야할 F분포표에서의 F-value
# qt 처럼 qf 사용
# qf(alpha, df.between, df.within, lower.tail=F) 처럼 사용
qf(ci, df.a, df.within) # or
qf(alpha, df.a, df.within, lower.tail = F)
# 혹은
# qf(alpha, df.a, df.within, lower.tail = F)
# 도 마찬가지
pf(f.a, df.a, df.within, lower.tail = F)
f.b
qf(ci, df.b, df.within)
pf(f.b, df.b, df.within, lower.tail = F)
f.ab
qf(ci, df.ab, df.within)
pf(f.ab, df.ab, df.within, lower.tail = F)
# aov result
summary(aov.dat)
output
> #################################################
> # two-way anova
> # subject = factor(paste('sub', 1:30, sep=''))
> #################################################
>
> n.a.group <- 3 # a treatment 숫자
> n.b.group <- 2 # b 그룹 숫자
> n.sub <- 30 # 총 샘플 숫자
> n.sub/n.a.group
[1] 10
>
> # 데이터 생성
> set.seed(9)
> a <- gl(3, 10, n.sub, labels=c('a1', 'a2', 'a3'))
> b <- gl(2, 5, n.sub, labels=c('b1', 'b2'))
> a
[1] a1 a1 a1 a1 a1 a1 a1 a1 a1 a1 a2 a2 a2 a2 a2 a2 a2 a2
[19] a2 a2 a3 a3 a3 a3 a3 a3 a3 a3 a3 a3
Levels: a1 a2 a3
> b
[1] b1 b1 b1 b1 b1 b2 b2 b2 b2 b2 b1 b1 b1 b1 b1 b2 b2 b2
[19] b2 b2 b1 b1 b1 b1 b1 b2 b2 b2 b2 b2
Levels: b1 b2
> y <- rnorm(30, mean=10) +
+ 3.14 * (a=='a1' & b=='b2') +
+ 1.43 * (a=='a3' & b=='b2')
> y
[1] 9.233204 9.183542 9.858465 9.722395 10.436307
[6] 11.953127 14.331987 13.121810 12.891915 12.777063
[11] 11.277571 9.531103 10.071054 9.733962 11.845257
[16] 9.160550 9.922552 7.382294 10.887884 9.292509
[21] 11.756993 10.182252 9.733111 10.926422 9.306668
[26] 14.111990 11.652524 10.723328 11.847213 11.799557
>
> dat <- data.frame(a, b, y)
> dat
a b y
1 a1 b1 9.233204
2 a1 b1 9.183542
3 a1 b1 9.858465
4 a1 b1 9.722395
5 a1 b1 10.436307
6 a1 b2 11.953127
7 a1 b2 14.331987
8 a1 b2 13.121810
9 a1 b2 12.891915
10 a1 b2 12.777063
11 a2 b1 11.277571
12 a2 b1 9.531103
13 a2 b1 10.071054
14 a2 b1 9.733962
15 a2 b1 11.845257
16 a2 b2 9.160550
17 a2 b2 9.922552
18 a2 b2 7.382294
19 a2 b2 10.887884
20 a2 b2 9.292509
21 a3 b1 11.756993
22 a3 b1 10.182252
23 a3 b1 9.733111
24 a3 b1 10.926422
25 a3 b1 9.306668
26 a3 b2 14.111990
27 a3 b2 11.652524
28 a3 b2 10.723328
29 a3 b2 11.847213
30 a3 b2 11.799557
> # aov.dat <- aov(y~a*b) # anova test
> # summary(aov.dat) # summary of the test output
>
> # hand calculation
> table(a,b)
b
a b1 b2
a1 5 5
a2 5 5
a3 5 5
> tapply(y, list(a,b), mean) # 각 셀에서의 평균
b1 b2
a1 9.686782 13.015181
a2 10.491789 9.329158
a3 10.381089 12.026922
> tapply(y, a, mean)
a1 a2 a3
11.350981 9.910474 11.204006
> tapply(y, b, mean)
b1 b2
10.18655 11.45709
> n.within.each <- tapply(y, list(a,b), length) # the same as table(a, b)
> n.within.each
b1 b2
a1 5 5
a2 5 5
a3 5 5
> df.within.each <- n.within.each - 1 # 각 셀에서의 샘플숫자
> df.within.each
b1 b2
a1 4 4
a2 4 4
a3 4 4
> df.within <- sum(df.within.each) # df within
> df.within
[1] 24
>
> var.within <- tapply(y, list(a,b), var) # var.within
> var.within
b1 b2
a1 0.2628787 0.7362999
a2 1.0308917 1.6504481
a3 0.9510727 1.5677577
> ss.within.each <- tapply(y, list(a,b), var) * df.within.each
> ss.within.each
b1 b2
a1 1.051515 2.945200
a2 4.123567 6.601793
a3 3.804291 6.271031
> ss.within <- sum(ss.within.each) # ss.within
> ss.within
[1] 24.7974
>
> ms.within <- ss.within / df.within
> ms.within
[1] 1.033225
>
> # interaction.plot(a,b,y)
>
> mean.a <- tapply(y, list(a), mean)
> mean.b <- tapply(y, list(b), mean)
> mean.a
a1 a2 a3
11.350981 9.910474 11.204006
> mean.b
b1 b2
10.18655 11.45709
>
> var.a <- tapply(y, list(a), var)
> var.b <- tapply(y, list(b), var)
> var.a
a1 a2 a3
3.521366 1.567182 1.871915
> var.b
b1 b2
0.7773781 3.7300196
>
> mean.tot <- mean(dat$y)
> var.tot <- var(dat$y)
> df.tot <- n.sub - 1
> ss.tot <- var.tot * df.tot
> ms.tot <- ss.tot/df.tot
>
> mean.tot
[1] 10.82182
> var.tot
[1] 2.593465
> df.tot
[1] 29
> ss.tot
[1] 75.21048
> ms.tot
[1] 2.593465
> ss.tot/df.tot
[1] 2.593465
>
>
> ## between
> mean.each <- tapply(y, list(a,b), mean)
> mean.each
b1 b2
a1 9.686782 13.015181
a2 10.491789 9.329158
a3 10.381089 12.026922
> mean.tot <- mean(y)
> mean.tot
[1] 10.82182
> n.each <- tapply(y, list(a,b), length)
> n.a.each <- tapply(y, list(a), length)
> n.b.each <- tapply(y, list(b), length)
> n.each
b1 b2
a1 5 5
a2 5 5
a3 5 5
> n.a.each
a1 a2 a3
10 10 10
> n.b.each
b1 b2
15 15
>
>
>
> ss.bet <- sum(n.each*(mean.each-mean.tot)^2)
> ss.bet
[1] 50.41308
>
> ss.tot
[1] 75.21048
> ss.within
[1] 24.7974
> ss.bet
[1] 50.41308
> ss.bet + ss.within
[1] 75.21048
>
> ss.a <- sum(n.a.each * ((mean.tot - mean.a)^2))
> ss.b <- sum(n.b.each * ((mean.tot - mean.b)^2))
> ss.a
[1] 12.5663
> ss.b
[1] 12.10691
> ss.ab <- ss.bet - (ss.a + ss.b) # ss.ab = ss.interaction
> ss.ab
[1] 25.73987
>
> ss.tot
[1] 75.21048
> ss.bet
[1] 50.41308
> ss.within
[1] 24.7974
> ss.a
[1] 12.5663
> ss.b
[1] 12.10691
> ss.ab
[1] 25.73987
>
> df.tot <- n.sub - 1
> df.bet <- (n.a.group * n.b.group) - 1
> df.a <- n.a.group - 1
> df.b <- n.b.group - 1
> df.ab <- df.bet - (df.a + df.b)
> df.within <- sum(df.within.each)
>
> df.tot
[1] 29
> df.bet
[1] 5
> df.a
[1] 2
> df.b
[1] 1
> df.ab
[1] 2
> df.within
[1] 24
>
> ms.tot <- ss.tot / df.tot # we did it above
> ms.bet <- ss.bet / df.bet
> ms.a <- ss.a / df.a
> ms.b <- ss.b / df.b
> ms.ab <- ss.ab / df.ab
> ms.within <- ss.within / df.within
>
> ms.tot
[1] 2.593465
> ms.bet
[1] 10.08262
> ms.within
[1] 1.033225
> ms.a
[1] 6.283151
> ms.b
[1] 12.10691
> ms.ab
[1] 12.86993
>
>
> f.a <- ms.a / ms.within
> f.b <- ms.b / ms.within
> f.ab <- ms.ab / ms.within
>
> alpha <- .05
> # confidence interval
> ci <- 1 - alpha
>
> f.a
[1] 6.081107
> # 봐야할 F분포표에서의 F-value
> # qt 처럼 qf 사용
> # qf(alpha, df.between, df.within, lower.tail=F) 처럼 사용
> qf(ci, df.a, df.within) # or
[1] 3.402826
> qf(alpha, df.a, df.within, lower.tail = F)
[1] 3.402826
> # 혹은
> # qf(alpha, df.a, df.within, lower.tail = F)
> # 도 마찬가지
> f.a.crit <- qf(ci, df.a, df.within)
> f.a > f.a.crit # 만약 f.a가 크다면
[1] TRUE
> # 혹은 f.a 값에 해당하는 percentage를 구하면
> pf(f.a, df.a, df.within, lower.tail = F)
[1] 0.007302552
>
> f.b
[1] 11.7176
> qf(ci, df.b, df.within)
[1] 4.259677
> f.b > qf(ci, df.b, df.within)
[1] TRUE
> pf(f.b, df.b, df.within, lower.tail = F)
[1] 0.00222738
>
> f.ab
[1] 12.45608
> qf(ci, df.ab, df.within)
[1] 3.402826
> f.ab > qf(ci, df.ab, df.within)
[1] TRUE
> pf(f.ab, df.ab, df.within, lower.tail = F)
[1] 0.0001947745
>
> # aov result
> aov.dat.all <- aov(y ~ a * b, data = dat) # anova test
> summary(aov.dat.all) # summary of the test output
Df Sum Sq Mean Sq F value Pr(>F)
a 2 12.57 6.283 6.081 0.007303 **
b 1 12.11 12.107 11.718 0.002227 **
a:b 2 25.74 12.870 12.456 0.000195 ***
Residuals 24 24.80 1.033
---
Signif. codes:
0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
> aov.dat.noint <- aov(y ~ a + b, data = dat)
> # interaction이 갖는 SS와 df를 residuals이 갖음을 주목
> summary(aov.dat.noint)
Df Sum Sq Mean Sq F value Pr(>F)
a 2 12.57 6.283 3.233 0.0558 .
b 1 12.11 12.107 6.229 0.0192 *
Residuals 26 50.54 1.944
---
Signif. codes:
0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
> aov.dat.all2 <- aov(y ~ a + b + a:b, data = dat)
> summary(aov.dat.all2)
Df Sum Sq Mean Sq F value Pr(>F)
a 2 12.57 6.283 6.081 0.007303 **
b 1 12.11 12.107 11.718 0.002227 **
a:b 2 25.74 12.870 12.456 0.000195 ***
Residuals 24 24.80 1.033
---
Signif. codes:
0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
> aov.dat.all # what is standard error of residuals
Call:
aov(formula = y ~ a * b, data = dat)
Terms:
a b a:b Residuals
Sum of Squares 12.56630 12.10691 25.73987 24.79740
Deg. of Freedom 2 1 2 24
Residual standard error: 1.016477
Estimated effects may be unbalanced
>
>
>
c/ms/2025/w07.2_factorial_anova.1745190156.txt.gz · Last modified: 2025/04/21 08:02 by hkimscil