Back to List

Multiple Groups and ANOVA: Ask About Mean Differences by Partitioning Variation

How ANOVA partitions between- and within-group variation, rather than repeating t-tests, to compare three or more means with F and post hoc comparisons.

Intermediate
|
30min
|
Verified (2026-08-14)
ANOVAomnibussum of squaresdegrees of freedommean squareF ratioTukeyJMP
Progress0/19 (0%)

Comparing mean yield for media A, B, C, and D with every pairwise t-test creates six tests. At ฮฑ=.05 for each, the opportunity for at least one false positive somewhere grows.

This unit asks one question.


How can we ask about mean differences among three or more groups under one shared error criterion?
omnibus์–ด๋”˜๊ฐ€ ์ฐจ์ด๊ฐ€ ์žˆ๋Š”์ง€ ํ•œ ๋ฒˆ์— ๋ฌป๋Š” ๊ฒ€์ •
์ง‘๋‹จ๊ฐ„ ๋ณ€๋™์ง‘๋‹จํ‰๊ท ๋“ค์ด ์ „์ฒดํ‰๊ท ์—์„œ ๋–จ์–ด์ง„ ์ •๋„
์ง‘๋‹จ๋‚ด ๋ณ€๋™๊ฐ ๊ด€์ธก์ด ์ž๊ธฐ ์ง‘๋‹จํ‰๊ท ์—์„œ ํ”๋“ค๋ฆฐ ์ •๋„
F ratio์ง‘๋‹จ๊ฐ„ ํ‰๊ท ์ œ๊ณฑ์„ ์ง‘๋‹จ๋‚ด ํ‰๊ท ์ œ๊ณฑ์œผ๋กœ ๋‚˜๋ˆˆ ๊ฐ’

ANOVA calculates a ratio of variation rather than comparing means directly

The one-way ANOVA null is H0: ฮผโ‚=ฮผโ‚‚=โ€ฆ=ฮผk. Its alternative is not โ€œevery mean differs,โ€ but at least one mean differs. This overall question is the omnibus test.

Partition the total variation of observations around the grand mean into:

  • between-group variation: how far group means are from the grand mean
  • within-group variation: how observations vary around their own group mean

SS_total = SS_between + SS_within

U11 ยท Figure 01
์ด๋ณ€๋™์€ ์ง‘๋‹จ๊ฐ„ ๋ณ€๋™๊ณผ ์ง‘๋‹จ๋‚ด ๋ณ€๋™์œผ๋กœ ๋‚˜๋‰ฉ๋‹ˆ๋‹ค
์ง‘๋‹จ๊ฐ„ SS44์ง‘๋‹จ๋‚ด SS56์ด SS100
SS_total = SS_between + SS_within. F๋Š” ๊ฐ๊ฐ์„ ์ž์œ ๋„๋กœ ๋‚˜๋ˆˆ ํ‰๊ท ์ œ๊ณฑ์˜ ๋น„์ž…๋‹ˆ๋‹ค.

Sum of squares (SS) naturally grows with the number of observations. Divide each SS by its degrees of freedom (df) to form mean squares (MS), then calculate F=MS_between/MS_within. Under H0, both MS target the same error variance, so F tends to lie near 1. F grows when separation among group means exceeds within-group noise.

Each ANOVA-table column connects in one statement

With k groups and N total independent observations:

  • between df = kโˆ’1
  • within df = Nโˆ’k
  • MS_between=SS_between/(kโˆ’1)
  • MS_within=SS_within/(Nโˆ’k)
  • F=MS_between/MS_within

The ANOVA p-value is the probability, under H0 and the model, of an F at least this large. A significant F is evidence that a difference exists somewhere; it does not identify which group, how large the difference is, or whether all groups differ.

A significant F does not finish the effect explanation

After an omnibus result, report group means, SDs, and n; effect sizes; and planned comparisons or multiplicity-adjusted post hoc comparisons with CIs. Do not automatically label the largest mean as โ€˜best.โ€™

Repeated t-tests versus post hoc comparisons

If a specific comparison was the scientific question before analysis, state it as a planned comparison. If all pairs are explored after viewing the data, a family-wise-error-controlled procedure such as Tukey HSD is an appropriate candidate. Use methods matched to the purpose, such as Dunnett for comparing several treatments with one control.

Adjustment can widen each CI. This is not a penalty: it is the cost of making one error promise across many opportunities. Selecting arbitrary pairwise p-values when ANOVA is non-significant needs justification from the pre-specified plan and method.

Assumptions are not a collection of per-group normality p-values

Classical one-way ANOVA assumes independent errors, roughly normal errors within groups, and equal variances. Balanced designs have some robustness, but problems grow with small n, strong skew, outliers, or an inverse relationship between variance and n.

Welch ANOVA is an alternative less dependent on equal variances. Rank-based Kruskalโ€“Wallis is not an assumption-free version of mean ANOVA; its distributional and location interpretations differ. Repeated-measures or clustered data require a structure-matched analysis such as a mixed model, not direct insertion into a one-way ANOVA table.

In-Silico Lab: verify SS by hand

The synthetic means of three groups are 10, 10+d, and 10+2d.

  1. At d=0, see that F is not fixed at exactly 1.
  2. Increase d and inspect the tendency for SS_between and F to grow.
  3. Change the seed and explain why SS_within and F change.
  4. Use the calculation engine to verify that displayed SS_between + SS_within equals total SS.
In-Silico Lab ยท U11

์„ธ ํ‰๊ท ์˜ ๋ถ„๋ฆฌ์™€ ์ง‘๋‹จ๋‚ด ํ”๋“ค๋ฆผ์„ ๋‚˜๋ˆ„์„ธ์š”

์„ธ ์ง‘๋‹จ ํ‰๊ท  ํŒจํ„ด์„ ๋ฐ”๊พธ์–ด SS_between, SS_within๊ณผ F ratio๊ฐ€ ์–ด๋–ป๊ฒŒ ์—ฐ๊ฒฐ๋˜๋Š”์ง€ ๋ด…๋‹ˆ๋‹ค.

์ฒ˜์Œ์ด๋ผ๋ฉด: ๋ฌด์—‡์„ ๋ˆŒ๋Ÿฌ์•ผ ํ•˜๋‚˜์š”?
  1. 1. ์งˆ๋ฌธ์„ ๋จผ์ € ์ฝ๊ธฐLab ์ œ๋ชฉ์—์„œ ์ด๋ฒˆ์— ๋น„๊ตํ•  ํ•œ ๊ฐ€์ง€๋ฅผ ํ™•์ธํ•ฉ๋‹ˆ๋‹ค.
  2. 2. ์กฐ๊ฑด ํ•˜๋‚˜๋งŒ ๋ฐ”๊พธ๊ธฐ์ฒ˜์Œ์—๋Š” n, ํšจ๊ณผ, ์‚ฐํฌ ๊ฐ™์€ ์ž…๋ ฅ ์ค‘ ํ•˜๋‚˜๋งŒ ๋ฐ”๊พธ์‹ญ์‹œ์˜ค.
  3. 3. ์ƒˆ ํ•ฉ์„ฑ ํ‘œ๋ณธ ๋ˆ„๋ฅด๊ธฐ์ƒˆ ํ•ฉ์„ฑ ๋ฐ์ดํ„ฐ๊ฐ€ ๋งŒ๋“ค์–ด์ง‘๋‹ˆ๋‹ค. ๊ฐ™์€ ์กฐ๊ฑด๋„ ํ‘œ๋ณธ์— ๋”ฐ๋ผ ๋‹ฌ๋ผ์งˆ ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.
  4. 4. ๊ทธ๋ฆผ๊ณผ ๊ณ„์‚ฐ ๊ฒฐ๊ณผ ๋น„๊ตํ•˜๊ธฐ๋ฐ”๊พธ๊ธฐ ์ „ํ›„ ๋ฌด์—‡์ด ์›€์ง์ด๊ณ  ๋ฌด์—‡์ด ๊ทธ๋Œ€๋กœ์ธ์ง€ ํ•œ ๋ฌธ์žฅ์œผ๋กœ ์ ์–ด๋ณด์‹ญ์‹œ์˜ค.

๋ง‰ํžˆ๋ฉด ์ดˆ๊ธฐํ™”๋กœ ๋Œ์•„๊ฐ€ ๊ธฐ๋ณธ ๊ฒฐ๊ณผ๋ฅผ ๋ณธ ๋’ค ์กฐ๊ฑด ํ•˜๋‚˜๋งŒ ๋ฐ”๊พธ์‹ญ์‹œ์˜ค. ์ด Lab์€ ์ •๋‹ต ํŒ์ •๊ธฐ๊ฐ€ ์•„๋‹ˆ๋ผ ํŒจํ„ด ๊ด€์ฐฐ ๋„๊ตฌ์ž…๋‹ˆ๋‹ค.

๊ฐ™์€ ์„ค์ •์˜ ํ•ฉ์„ฑ ๊ด€์ธก

ABC

๊ณ„์‚ฐ ๊ฒฐ๊ณผ

SS between59.39
SS within397.33
MS between29.69
F ratio4.26

F๊ฐ€ ํฌ๋‹ค๋Š” ๊ฒƒ์€ ์ง‘๋‹จ๊ฐ„ ์‹ ํ˜ธ๊ฐ€ ์ง‘๋‹จ๋‚ด ์žก์Œ๋ณด๋‹ค ํฌ๋‹ค๋Š” ๋œป์ž…๋‹ˆ๋‹ค. ์–ด๋А ์Œ์ด ๋‹ค๋ฅธ์ง€๋Š” ๋ณ„๋„ ๋น„๊ต๊ฐ€ ํ•„์š”ํ•ฉ๋‹ˆ๋‹ค.

๊ต์œก์šฉ synthetic model ยท bjs-comparison-sequence-v1. ์‹ค์ œ ์—ฐ๊ตฌ ํŒ๋‹จ์—๋Š” ์‹คํ—˜๋‹จ์œ„, ๊ฒฐ์ธก, ๋ถ„ํฌ, ๋‹ค์ค‘์„ฑ, ์‚ฌ์ „๊ณ„ํš๊ณผ ๋„๋ฉ”์ธ ๊ธฐ์ค€์„ ๋ณ„๋„๋กœ ๋ฐ˜์˜ํ•ด์•ผ ํ•ฉ๋‹ˆ๋‹ค.

Start JMP ANOVA interpretation from the decomposition table

Analysis of Variance

SSยทdfยทMSยทF๊ฐ€ ๋ณ€๋™ ๋ถ„ํ•ด๋ฅผ ํ‘œ๋กœ ๋ณด์—ฌ์ค๋‹ˆ๋‹ค.

Welch ANOVA

๋ถ„์‚ฐ๊ณผ n์ด ํฌ๊ฒŒ ๋‹ค๋ฅธ ์ƒํ™ฉ์˜ ๋Œ€์•ˆ์„ ํ‘œ์‹œํ•ฉ๋‹ˆ๋‹ค.

Means Comparisons

omnibus ๋’ค ์‚ฌ์ „ ๋น„๊ต๋‚˜ ๋ณด์ •๋œ ์‚ฌํ›„๋น„๊ต๋ฅผ ํ•ด์„ํ•ฉ๋‹ˆ๋‹ค.

Read Analysis of Variance from left to right: Source, DF, Sum of Squares, Mean Square, F Ratio, and Prob > F. Do not declare a model good from Summary of Fit Rยฒ alone. Connect it to raw group data and residuals, Welch results, and simultaneous CIs for post hoc comparisons.

Example result statement

Mean yield for four independent batch conditions was compared by one-way ANOVA (n=8 each). The condition effect was F(3,28)=5.42, p=.004. In prespecified Dunnett comparisons versus control, Bโˆ’A was 3.1 percentage points (simultaneous 95% CI 0.8โ€“5.4), while the C and D CIs contained zero. Residual plots showed no marked curvature or increasing-variance pattern.

Takeaways

  • The ANOVA alternative means at least one mean differs.
  • Total SS partitions exactly into between- and within-group SS.
  • F is the ratio of two mean squares.
  • An omnibus p-value does not say which groups differ.
  • Planned and adjusted post hoc comparisons differ in timing and scope of the question.
  • Do not reduce repeated or clustered structures to independent one-way ANOVA.
ANOVA์˜ F๋Š” ์—ฌ๋Ÿฌ ํ‰๊ท ์ด ๋ชจ๋‘ ๊ฐ™์€์ง€ ๋ฌป๋Š” omnibus ์‹ ํ˜ธ์ž…๋‹ˆ๋‹ค. ์–ด๋А ์ง‘๋‹จ์ด ์–ผ๋งˆ๋‚˜ ๋‹ค๋ฅธ์ง€๋Š” ๊ณ„ํš ๋น„๊ตยท์‚ฌํ›„๋น„๊ต์™€ ํšจ๊ณผ CI๋กœ ์ด์–ด์„œ ๋‹ตํ•ฉ๋‹ˆ๋‹ค.

The next unit addresses the error of calling a non-significant result โ€œthe same,โ€ then introduces equivalence margins and TOST.

Official supplementary resources

The values, figures, and Lab in this article are educational synthetic material.

๐Ÿ’ฌ Questions & Comments

0 comments

You can post without signing in. Guest comments cannot be edited or deleted by their author.

0/2000

Loading...