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Regression ANOVA Compiled

This document provides an overview of t-tests, ANOVA, and regression. It defines key concepts like p-values and explains the assumptions and procedures for paired and independent t-tests. It also covers one-way ANOVA, factorial ANOVA, and linear regression. The goals are to understand how to perform these common statistical tests and interpret their results.

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sumit kumar
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0% found this document useful (0 votes)
100 views

Regression ANOVA Compiled

This document provides an overview of t-tests, ANOVA, and regression. It defines key concepts like p-values and explains the assumptions and procedures for paired and independent t-tests. It also covers one-way ANOVA, factorial ANOVA, and linear regression. The goals are to understand how to perform these common statistical tests and interpret their results.

Uploaded by

sumit kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 112

T-TESTS, ANOVA,

AND REGRESSION

Juliann Purcell & Archy de Berker


OBJECTIVES
Understand what a p-value means
Understand the assumptions of a paired samples
t-test
Understand the steps in performing a paired
samples t-tests
Difference between paired samples and
independent samples t-test
Understand the assumptions of an independent
samples t-test and how to obtain a t-statistic for
this type of test
P-VALUES
The is the probability of rejecting the null hypothesis
when it is in fact true, Type I error
Conventionally, the standard alpha-value is .05, which
means there is a 5% chance that your observed
outcome will occur when the null hypothesis is true
When p .05 then we call this statistically significant
and can reject the null hypothesis
If p > .05 then there is not enough evidence to reject
the null hypothesis
ONE- AND TWO-
TAILED TESTS
Our observed
outcome can occur in
either direction
One-tailed tests are
sometimes performed
but typically two-tailed
tests are performed
TYPES OF T-TESTS
Paired samples t-test - used when the two data
points are paired to each other (within-subjects
design)
Independent samples t-test - used when the two
data points are not paired to each other
(between-subjects design)
Both types of t-tests require the data are
continuous, this means that the data can
theoretically assume any value in a range of
values
ONE-SAMPLE T-TEST
Comparing the mean of the sample to the population mean
CALCULATING A PAIRED
SAMPLES TEST STATISTIC
CALCULATING A PAIRED
SAMPLES TEST STATISTIC
CALCULATING A PAIRED
SAMPLES TEST STATISTIC
The t statistic is a comparison of the mean
difference scores and the standard error of the
mean difference scores

Using the degrees of freedom (df) we can look


up our t-statistic in a table to find whether it is
significant

Degrees of freedom in this case is n-1


Students t-Test Table
ASSUMPTIONS OF A
PAIRED SAMPLES T-
TEST
Data must be continuous
The difference scores for the data pairs must be
normally distributed (the original data itself does
not necessarily need to be normally distributed)
Difference scores must be independent of each
other
If any of our assumptions are violated we can
use other tests such as Wilcoxon matched pairs
or Sign test to analyze the data
CALCULATING AN INDEPENDENT
SAMPLES T-TEST
Students t-Test Table
ASSUMPTIONS OF INDEPENDENT
SAMPLES T-TESTS
Same assumption about continuous data
Independent groups
Similar standard deviations in both groups
Normally distributed data
If any of the assumptions are violated we can
use the Mann-Whitney U test or the Chi2 test for
trend
ANOVAS &
REGRESSION
THE LINEAR MODEL

Y = B1*X1 + B2X2 BNXN + ERROR


THE LINEAR MODEL

Y = B1*X1 + B2X2 BNXN + ERROR

Y = a datum
THE LINEAR MODEL

Y = B1*X1 + B2X2 BNXN + ERROR

Y = a datum X = a predictor
THE LINEAR MODEL

Y = B1*X1 + B2X2 BNXN + ERROR

Y = a datum X = a predictor B = a coefficient for that predictor


THE MODEL

Y = B1*X1 + B2X2 BNXN + ERROR

Y = a datum X = a predictor B = a coefficient for that predictor

Error = whats left over


THE QUESTION

= B1X1 + B2X2 BNXN = predicted datum


THE QUESTION
= B1X1 + B2X2 BNXN
= predicted datum

Y- = Error model

Y- = Error total
THE QUESTION

Y- = Error total

>
Y- = Error model

?
ASSUMPTIONS OF LINEAR
MODELLING
Independence of observations
ASSUMPTIONS OF LINEAR
MODELLING
Independence of observations

Homoscedasticity
ASSUMPTIONS OF
LINEAR MODELLING

(https://statistics.laerd.com)
ASSUMPTIONS OF LINEAR
MODELLING
Independence of observations

Homoscedasticity

Normality of error
ASSUMPTIONS OF LINEAR
MODELLING
Independence of observations

Homoscedasticity

Normality of error

Sphericity
Greenhouse-Geiser; Huynh-Feldt
THE MODEL

ONE FACTOR = ONE WAY ANOVA


MULTIPLE FACTORS = FACTORIAL
ANOVA
CONTINUOUS VARIABLE = REGRESSION
THE MODEL

ONE FACTOR = ONE WAY ANOVA


MULTIPLE FACTORS = FACTORIAL
ANOVA
CONTINUOUS VARIABLE = REGRESSION
ANOVA
ANALYSIS OF
VARIANCE
ONE WAY ANOVA MODEL

Y = X1 + ERROR
ONE WAY ANOVA MODEL

Y = X1 + ERROR

We have one factor


ONE WAY ANOVA MODEL

Y = X1 + ERROR

X1a X1b X1c

Which can take any number of levels


ONE WAY ANOVA MODEL

Height = Gender + ERROR

Male Female

One factor, two levels


ONE WAY ANOVA MODEL

Height = Age + ERROR

0-20 20-40 40-60 60-80

One factor, four levels


NULL HYPOTHESIS

H0: Summed deviation from the global


mean is no greater than that from the
group means
MEAN
Variance

MEAN
ONE WAY ANOVA

What about if we take the sum of


squares from the group means, as
opposed to the global mean?
MEANS
Variance

MEANS
OUR SUMS OF SQUARES

Total taken from mean


OUR SUMS OF SQUARES

Total taken from mean


Error (residual) taken from group
means
OUR SUMS OF SQUARES

Total taken from mean


Error (residual) taken from group
means
Treatment the difference
HAVE WE MADE ANY
PROGRESS?

Does specifying group


means explain any
variability?
THE F-TEST

THE RATIO OF EXPLAINED :


UNEXPLAINED VARIABILITY
INTRODUCING THE
ANOVA TABLE
INTRODUCING THE
ANOVA TABLE

SS from mean
INTRODUCING THE
ANOVA TABLE

SS from group means

SS from mean
INTRODUCING THE
ANOVA TABLE Difference between SS from group
means & global means

SS from group means

SS from mean
MEAN SQUARES

We divide the sum of squares


by degrees of freedom to get
mean squares (MS)
INTRODUCING THE
ANOVA TABLE
AND THEN MERELY
DIVIDE ONE BY TOTHER

Fdf treatment, df error= MStreatment / MSerror


TESTING SIGNIFICANCE
WHY BOTHER?
2 level ANOVA = t-test
WHY BOTHER?
2 level ANOVA = t-test
But one-way ANOVA allows multiple levels
Post-hoc t-tests
WHY BOTHER?
2 level ANOVA = t-test
But one-way ANOVA allows multiple levels
Post-hoc t-tests
And we can also test for effects of multiple
treatments
THE MODEL

ONE FACTOR = ONE WAY ANOVA


MULTIPLE FACTORS = FACTORIAL
ANOVA
CONTINUOUS VARIABLE = REGRESSION
FACTORIAL ANOVA
LINEAR MODEL

Y = X1 + X2 Xn + ERROR
FACTORIAL ANOVA
LINEAR MODEL

Height = Gender + Age + Gender*Age + ERROR


FACTORIAL ANOVA
Used when we have multiple treatments
FACTORIAL ANOVA
Used when we have multiple treatments

e.g. the effect of caffeine upon RT, in men & women


Treatments = drug (yes/no) and gender (male / female)
Two treatments, two levels
FACTORIAL ANOVA
Used when we have multiple treatments

e.g. the effect of caffeine upon RT, in men & women


Treatments = drug (yes/no) and gender (male / female)
Two treatments, two levels

Test for:
1.Main effects
1. Does caffeine make a difference to RT?
2. Does gender make a difference to RT?
2.Interaction
1. Does caffeine influence the RT of men & women differently?
WHAT WOULD THESE
EFFECTS LOOK LIKE?

RT Main effect of drug

Caffeine Placebo
WHAT WOULD THESE
EFFECTS LOOK LIKE?

Main effect of gender

RT male

female

Caffeine Placebo
WHAT WOULD THESE
EFFECTS LOOK LIKE?

Interaction!

RT male

female

Caffeine Placebo
OUR ANOVA
SUMMARY TABLE
OUR ANOVA
SUMMARY TABLE

Always sum!
OUR ANOVA
SUMMARY TABLE

Always sum!

df interaction = df factor 1 x df factor 2


OUR ANOVA
SUMMARY TABLE

Each F = MS / MSerror
Always sum!

df interaction = df factor 1 x df factor 2


(A PEAK INTO THE FUTURE)
What is the effect of gender & L-DOPA upon RPE in the
striatum?

Dependent variable = average B value for reward over striatum ROI


(A PEAK INTO THE FUTURE)
What is the effect of gender & L-DOPA upon RPE in the
striatum?

Source SS Df MS F sig
Gender 2551.9 1
Drug 4458 1
Gender * 908.9 1
Drug
Error 2908 21

Dependent variable = average B value for reward over striatum ROI


(A PEAK INTO THE FUTURE)
What is the effect of gender & L-DOPA upon RPE in the
striatum?

Source SS Df MS F sig
Gender 2551.9 1 2551.9
Drug 4458 1 4458
Gender * 908.9 1 908.9
Drug
Error 2908 21 31.04

Dependent variable = average B value for reward over striatum ROI


(A PEAK INTO THE FUTURE)
What is the effect of gender & L-DOPA upon RPE in the
striatum?

Source SS Df MS F sig
Gender 2551.9 1 2551.9 18.43 0.001
Drug 4458 1 4458 32.2 0.00001
Gender * 908.9 1 908.9
Drug
Error 2908 21 31.04

Dependent variable = average B value for reward over striatum ROI


THE MODEL

ONE FACTOR = ONE WAY ANOVA


MULTIPLE FACTORS = FACTORIAL
ANOVA
CONTINUOUS VARIABLE =
REGRESSION
THE REGRESSION
LINEAR MODEL

Y = B1X1 + B2X2 BNXN + ERROR


THE REGRESSION
LINEAR MODEL

Y = B1X1 + B2X2 BNXN + ERROR

Xn are continuous predictors


THE REGRESSION
LINEAR MODEL

Y = B0 + B1X1+ ERROR
THE REGRESSION
LINEAR MODEL

B0

Y = B0 + B1X1+ ERROR
THE REGRESSION
LINEAR MODEL B1

B0

Y = B0 + B1X1+ ERROR
REGRESSION
CORRELATION
Correlations are based upon covariance

corr(x,y) = corr(y,x)

r2 = amount of variation in x explained by y


REGRESSION
CORRELATION
Correlations are based upon covariance

corr(x,y) = corr(y,x)

r2 = amount of variation in x explained by y

Regressions are based upon a directional linear model

Y = 0.5 x + 2

X 2Y 2 (!)
RESIDUALS
The deviation of Y from the line predicted from X
RESIDUALS
RESIDUALS
The deviation of Y from the line predicted from X ()

The square of these is minimised to give our B


RESIDUALS
The deviation of Y from the line predicted from X ()

The square of these is minimised to give our B

These are equivalent to the unexplained variance we


encountered earlier in our ANOVAs!
TESTING OUR
REGRESSION
(SEEM FAMILIAR?)
TESTING OUR REGRESSION
TESTING OUR REGRESSION

Each F = MS / MSerror
Always sum!

MS = SS/df
MULTIPLE REGRESSION

Sometimes we have multiple predictors


A bit like factorial ANOVA!
Find the linear combination of predictors that best
captures Y
MULTIPLE REGRESSION

Non-orthogonal regressors will steal variability


Height vs. Mothers height
Height vs. Mothers height & Sisters height
Thus method of calculation is key!
MULTIPLE REGRESSION: FMRI

We show participants pictures of


people, houses, fruit
MULTIPLE REGRESSION: FMRI

We show participants pictures of people, houses, fruit


We also have some measure of movement in the scanner
MULTIPLE REGRESSION: FMRI

We show participants pictures of people, houses, fruit


We also have some measure of movement in the scanner
How does the picture being viewed & the movement contribute to the BOLD signal?
MULTIPLE REGRESSION

The design matrix

Signal Faces Houses Fruit Movement


0.225 1 0 0 0.25
0.1456 0 0 0 0.1445
0.885 0 1 0 0.558
0.225 0 0 0 0.112
0.15 0 0 1 0.11
0.555 0 0 0 0.9215
MULTIPLE REGRESSION

The design matrix

Signal Faces Houses Fruit Movement


0.225 1 0 0 0.25
0.1456 0 0 0 0.1445
0.885 0 1 0 0.558
0.225 0 0 0 0.112
0.15 0 0 1 0.11
0.555 0 0 0 0.9215

Our dependent variable


MULTIPLE REGRESSION

The design matrix

Signal Faces Houses Fruit Movement


0.225 1 0 0 0.25
0.1456 0 0 0 0.1445
0.885 0 1 0 0.558
0.225 0 0 0 0.112
0.15 0 0 1 0.11
0.555 0 0 0 0.9215

Our dependent variable A series of predictors


DISCRETE -> CONTINUOUS

Faces Houses Fruit


DISCRETE -> CONTINUOUS

Convolution

B1B2B3

Faces Houses Fruit


DISCRETE -> CONTINUOUS

Convolution

B1B2B3
Regression

Faces Houses Fruit


DISCRETE -> CONTINUOUS

Convolution

B1B2B3
Regression

Faces Houses Fruit


WITHIN SUBJECT (1ST LEVEL)
T-test for each B
For each voxel (multiple comparisons)
Does the houses condition affect BOLD?
ANOVA for each B
Do the conditions affect BOLD?
Which conditions affect BOLD
Multidimensional contrasts allow model comparison
WITHIN SUBJECT (1ST LEVEL)
T-test for each B
For each voxel (multiple comparisons)
Does the houses condition affect BOLD?
ANOVA for each B
Do the conditions affect BOLD?
Which conditions affect BOLD
Multidimensional contrasts allow model comparison

BETWEEN SUBJECT (2ND LEVEL)

Population T-tests & ANOVAs


Two sample Ts, factorial ANOVAs
ACKNOWLEDGEMENTS
Mike Aitken (Cambridge)
Machin, D., Campbell, M. J., & Walters, S. J. (2010).
Medical statistics: a textbook for the health sciences. US:
John Wiley & Sons Inc.
SPM fMRI course
Guillaume Flandin
Christophe Phillips

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