ML Wiki
Machine Learning Wiki - A collection of ML concepts, algorithms, and resources.

ANOVA

ANOVA

ANOVA is ANalysis Of VAriance

  • it’s a set of statistical models
  • they are used to analyze differences between group means and their associated procedures
    • e.g. variation among and between groups

Types

One-Way ANOVA F-Test

Goal: compare many means in a single hypothesis

  • instead of doing pairwise $t$-test, do ANOVA
  • but you can still perform $t$-test or Tukey HSD Test as post-ANOVA analysis
  • also, a good way of checking independence between two variables: numerical and categorical

Some authors argue that the ANOVA step is in fact unnecessary and we could perform the Tukey HSD test alone. Nevertheless, the ANOVA + Tukey approach is considered standard is most books.

Not Normal?

If not Normal, use these non-parametric tests

  • http://www.marketingdistillery.com/2014/08/10/multiple-abn-tests-in-marketing-with-anova-and-r/
  • Book with chapters about ANOVA [http://vassarstats.net/textbook/toc.html]
    • Conceptual Introduction to the Analysis of Variance [http://vassarstats.net/textbook/ch13pt1.html]
    • ONE-way analysis for independent samples [http://vassarstats.net/textbook/ch14pt2.html
    • The Kruskal-Wallis Test for 3 or More Independent Samples [http://vassarstats.net/textbook/ch14a.html]
  • http://www.personality-project.org/r/r.anova.html

Sources