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Biostatistics

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314 CHAPTER 8 ANALYSIS OF VARIANCE<br />

The Among Groups Sum of Squares To obtain the second component of<br />

the total sum of squares, we compute for each group the squared deviation of the group<br />

mean from the grand mean and multiply the result by the size of the group. Finally, we add<br />

these results over all groups. This quantity is a measure of the variation among groups and<br />

is referred to as the sum of squares among groups or SSA. The formula for calculating this<br />

quantity is as follows:<br />

SSA ¼ Xk<br />

j¼1<br />

n j x :j x ::<br />

2<br />

(8.2.4)<br />

In summary, then, we have found that the total sum of squares is equal to the sum of<br />

the among and the within sum of squares. We express this relationship as follows:<br />

SST ¼ SSA þ SSW<br />

From the sums of squares that we have now learned to compute, it is possible to obtain two<br />

estimates of the common population variance, s 2 . It can be shown that when the<br />

assumptions are met and the population means are all equal, both the among sum of<br />

squares and the within sum of squares, when divided by their respective degrees of<br />

freedom, yield independent and unbiased estimates of s 2 .<br />

The First Estimate of s 2<br />

Within any sample,<br />

X n j<br />

i¼1<br />

x ij x :j<br />

2<br />

n j 1<br />

provides an unbiased estimate of the true variance of the population from which the sample<br />

came. Under the assumption that the population variances are all equal, we may pool the k<br />

estimates to obtain<br />

MSW ¼<br />

X k X n j<br />

j¼1 i¼1<br />

X k<br />

j¼1<br />

x ij x :j<br />

2<br />

n j 1 (8.2.5)<br />

This is our first estimate of s 2 and may be called the within groups variance, since it is<br />

the within groups sum of squares of Equation 8.2.3 divided by the appropriate degrees of<br />

freedom. The student will recognize this as an extension to k samples of the pooling of<br />

variances procedure encountered in Chapters 6 and 7 when the variances from two<br />

samples were pooled in order to use the t distribution. The quantity in Equation 8.2.5<br />

is customarily referred to as the within groups mean square rather than the within<br />

groups variance.

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