"Analysis of Variance." A statistical test for heterogeneity of means by analysis of group variances. ANOVA is implemented as ANOVA[data] in the Wolfram Language package ANOVA` .
To apply the test, assume random sampling of a variate with equal variances, independent errors, and a normal distribution. Let be the number of replicates (sets of identical observations) within each of factor levels (treatment groups), and be the th observation within factor level . Also assume that the ANOVA is "balanced" by restricting to be the same for each factor level.
Now define the sum of square terms
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which are the total, treatment, and error sums of squares. Here, is the mean of observations within factor level , and is the "group" mean (i.e., mean of means). Compute the entries in the following table, obtaining the P-value corresponding to the calculated F-ratio of the mean squared values
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category | freedom | SS | mean squared | F-ratio |
model | SSA | |||
error | SSE | |||
total | SST |
If the P-value is small, reject the null hypothesis that all means are the same for the different groups.