# Between-group variance from ANOVA

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## Between-group variance from ANOVA

 I have done some ANOVA tables for some data that I have, from this I can read the within-group variance. can anyone tell me how i may find out the between-group variance? Thanks Emma
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## Re: Between-group variance from ANOVA

 can anyone advise me please? emj83 wrote I have done some ANOVA tables for some data that I have, from this I can read the within-group variance. can anyone tell me how i may find out the between-group variance? Thanks Emma
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## Re: Between-group variance from ANOVA

 Hi Emma, >> R gives you the tools to work this out. ## Example set.seed(7) TDat <- data.frame(response = c(rnorm(100, 5, 2), rnorm(100, 20, 2))) TDat\$group <- gl(2, 100, labels=c("A","B")) with(TDat, boxplot(split(response, group))) summary(aov(response ~ group, data=TDat)) Regards, Mark. emj83 wrote can anyone advise me please? emj83 wrote I have done some ANOVA tables for some data that I have, from this I can read the within-group variance. can anyone tell me how i may find out the between-group variance? Thanks Emma Mark Difford (Ph.D.) Research Associate Botany Department Nelson Mandela Metropolitan University Port Elizabeth, South Africa
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## Re: Between-group variance from ANOVA

 I have done this in R and this is the following ANOVA table I get: > summary(aov(response ~ group, data=TDat))              Df  Sum Sq Mean Sq F value    Pr(>F) group         1 11203.5 11203.5  2505.0 < 2.2e-16 *** Residuals   198   885.5     4.5 The model is response(i,j)= group(i)+ error(i,j), we assume that group~N(0,P^2) and error~N(0,sigma^2) I know that sigma^2 is equal to 4.5, how do I find out P^2? In the problem that I am trying to apply this to, I have more than 2 groups. I was hoping there would be a function that helps you do this that I don't know about. Thanks for your help Emma Mark Difford wrote Hi Emma, >> R gives you the tools to work this out. ## Example set.seed(7) TDat <- data.frame(response = c(rnorm(100, 5, 2), rnorm(100, 20, 2))) TDat\$group <- gl(2, 100, labels=c("A","B")) with(TDat, boxplot(split(response, group))) summary(aov(response ~ group, data=TDat)) Regards, Mark. emj83 wrote can anyone advise me please? emj83 wrote I have done some ANOVA tables for some data that I have, from this I can read the within-group variance. can anyone tell me how i may find out the between-group variance? Thanks Emma
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## Re: Between-group variance from ANOVA

 Hi Emma, >> ...from this I can read the within-group variance. can anyone tell me how i may find >> out the between-group variance? But it's in the table, above the "within-group" variance. Remember that F is the ratio of these two quantities, i.e. the mean of the group variances divided by the mean of the within-group variances . I will work with my example since you never set seed so your answers are different from mine (which really does not help matters). set.seed(7) TDat <- data.frame(response = c(rnorm(100, 5, 2), rnorm(100, 20, 2))) TDat\$group <- gl(2, 100, labels=c("A","B")) summary(aov(response ~ group, data=TDat)) 11225.25/3.64 [1] 3083.86 There is some rounding error on the mean squares (i.e. mean variances) but F is correct. Using estimates calculated by a different route we have: 11225.249057/3.639801 [1] 3084.028 Does this answer your question? Regards, Mark. emj83 wrote I have done this in R and this is the following ANOVA table I get: > summary(aov(response ~ group, data=TDat))              Df  Sum Sq Mean Sq F value    Pr(>F) group         1 11203.5 11203.5  2505.0 < 2.2e-16 *** Residuals   198   885.5     4.5 The model is response(i,j)= group(i)+ error(i,j), we assume that group~N(0,P^2) and error~N(0,sigma^2) I know that sigma^2 is equal to 4.5, how do I find out P^2? In the problem that I am trying to apply this to, I have more than 2 groups. I was hoping there would be a function that helps you do this that I don't know about. Thanks for your help Emma Mark Difford wrote Hi Emma, >> R gives you the tools to work this out. ## Example set.seed(7) TDat <- data.frame(response = c(rnorm(100, 5, 2), rnorm(100, 20, 2))) TDat\$group <- gl(2, 100, labels=c("A","B")) with(TDat, boxplot(split(response, group))) summary(aov(response ~ group, data=TDat)) Regards, Mark. emj83 wrote can anyone advise me please? emj83 wrote I have done some ANOVA tables for some data that I have, from this I can read the within-group variance. can anyone tell me how i may find out the between-group variance? Thanks Emma Mark Difford (Ph.D.) Research Associate Botany Department Nelson Mandela Metropolitan University Port Elizabeth, South Africa
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## Re: Between-group variance from ANOVA

 In reply to this post by Mark Difford I'm trying also to understand how to get the between-group variance out of a one-way ANOVA, but I'm beginning to think that in a sense, the variance does not exist.  Emma said: The model is response(i,j)= group(i)+ error(i,j)Yes, if by group(i) you mean intercept + coefficient[i]. we assume that group~N(0,P^2) and error~N(0,sigma^2) Only the error is assumed to be a random variable.  Group is a fixed effect, not a random variable, and therefore it has no variance associated with it.  The model does not predict a variance for it.  One could compute the variance of the coefficients and call this a group variance, but it seems to me that isn't the right way to think about it. I'm trying to calculate a heritability value for a trait in an organism, defined as Vg/Vp, where Vg = variance due to genotype and Vp = total variance.  The model is p~g,  or p[i,j] = intercept + g_coefficient[i] + error[i,j].  But to get Vg, I think it is actually necessary to use a different model, where g is modelled as a random variable (a random effect), so the model can estimate a variance associated with it. If anyone can add something to this, please do. ted
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## Re: Between-group variance from ANOVA

 There is nothing about R in your question, hence it is not appropriate for this list. Please consult with a local statistician, or post on a stats help list such as http://stats.stackexchange.com/On Tue, Jul 24, 2012 at 8:55 PM, tedtoal <[hidden email]> wrote: > I'm trying also to understand how to get the between-group variance out of a > one-way ANOVA, but I'm beginning to think that in a sense, the variance does > not exist.  Emma said: > > *The model is response(i,j)= group(i)+ error(i,j)* > > Yes, if by group(i) you mean intercept + coefficient[i]. > > *we assume that group~N(0,P^2) and error~N(0,sigma^2) * > > Only the error is assumed to be a random variable.  Group is a fixed effect, > not a random variable, and therefore it has no variance associated with it. > The model does not predict a variance for it.  One could compute the > variance of the coefficients and call this a group variance, but it seems to > me that isn't the right way to think about it. > > I'm trying to calculate a heritability value for a trait in an organism, > defined as Vg/Vp, where Vg = variance due to genotype and Vp = total > variance.  The model is p~g,  or p[i,j] = intercept + g_coefficient[i] + > error[i,j].  But to get Vg, I think it is actually necessary to use a > different model, where g is modelled as a random variable (a random effect), > so the model can estimate a variance associated with it. > > If anyone can add something to this, please do. > ted > > > > > -- > View this message in context: http://r.789695.n4.nabble.com/Between-group-variance-from-ANOVA-tp901535p4637686.html> Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > [hidden email] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html> and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: Between-group variance from ANOVA

 In reply to this post by Ista Zahn   > > I'm trying also to understand how to get the between-group variance > > out of a one-way ANOVA, but I'm beginning to think that in a sense, > > the variance does not exist.  Emma said: > > > > *The model is response(i,j)= group(i)+ error(i,j)* > > > > Yes, if by group(i) you mean intercept + coefficient[i]. > > > > *we assume that group~N(0,P^2) and error~N(0,sigma^2) * > > > > Only the error is assumed to be a random variable.  Group > is a fixed > > effect, not a random variable, and therefore it has no > variance associated with it. > > The model does not predict a variance for it.  One could > compute the > > variance of the coefficients and call this a group variance, but it > > seems to me that isn't the right way to think about it. The classical calculations in a one way anova table make no assumptions about the origin or distribution of the between-group differences. Nor does the F test commonly applied (because the F test assumes the null hypothesis, which is that there is no group effect - so we don't need to make assumptions about it to calculate a p-value). For one way anova you are therefore free to think of the between group effects, if hypothesised to be present, as fixed or random. If the experiment tests controlled changes it usually makes more sense to think of them as fixed, and one tends to worry about the size of individual effects; If you're thinking of them as drawn randomly from a larger population of possible effects (ie random) it is usually sensible to calculate a variance. The classical calcuilations of the between-group variance are given in practically every textbook on the topic. For a slightly more modern take on it you'd probably go for REML solutions which you can get from lme in the nlme package, among others. To do that, assuming data y with a grouping factor g, you would do something like library(nlme) l <- lme(y~1, random=~1|g) summary(l) #for the whole picture VarCorr(l) #for just variances ... and that will give you estimates of within- and between-group variance components S Ellison ******************************************************************* This email and any attachments are confidential. Any use...{{dropped:8}} ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.