1
PostHocTestsinANOVA
ThishandoutprovidesinformationontheuofposthoctestsintheAnalysisofVariance
(ANOVA).Posthoctestsaredesignedforsituationsinwhichtherearcherhasalreadyobtained
asignificantomnibusF-testwithafactorthatconsistsofthreeormoremeansandadditional
explorationofthedifferencesamongmeansisneededtoprovidespecificinformationonwhich
meansaresignificantlydifferentfromeachother.
Forexample,thedatafile“”(availableonthewebsite),containstwofactors,gender
andexperienceandonedependentmeasure,ngtheGLM-
UnianovaprocedureinSPSSproducesthefollowingANOVAsourcetable:
TestsofBetween-SubjectsEffects
DependentVariable:SpatialAbilityScoreErrors
SourceTypeIII
Sumof
Squares
dfMean
Square
FSig.
Corrected
Model
102.575714.65415.029.000
Intercept403.2251403.225413.564.000
GENDER60.025160.02561.564.000
EXPER28.27539.4259.667.000
GENDER*
EXPER
14.27534.7584.880.007
Error31.20032.975
Total537.00040
Corrected
Total
133.77539
aRSquared=.767(AdjustedRSquared=.716)
Inspectionofthesourcetableshowsthatboththemaineffectsandtheinteractioneffectare
dereffectcanbeinterpreteddirectlysincethereareonlytwolevelsofthe
retationofeithertheExperiencemaineffectortheGenderbyExperienceinteraction
isambiguous,however,delaytestingand
cernnowishowtodetermine
whichofthemeansforthefourExperiencegroups(etablebelow)aresignificantlydifferent
fromtheothers.
Thefirstposthoc,ginalsolutiontothisproblem,developedbyFisher,
wastoexploreallpossiblepair-wicomparisonsofmeanscomprisingafactorusingthe
ocedurewasnamedtheLeastSignificantDifference(LSD)
stsignificantdifferencebetweentwomeansiscalculatedby:
_________
LSD=to2MSE/n*
wheretisthecritical,tabledvalueofthet-distributionwiththedfassociatedwithMSE,the
2
denominatoroftheFstatisticandn*isthenumberofscoresudtocalculatethemeansof
critical
xample,tat"=.05,two-tailed,withdf=32is2.0369,MSEfromthe
sourcetableaboveis0.975,andn*is10scorespermean.
___________________
LSD=to2MSE/n*=2.0369o2(.975/10=0.6360
SotheLSDorminimumdifferencebetweenapairofmeansnecessaryforstatisticalsignificanceis
0.636.
Inordertocomparethiscriticalvalueordifferenceforallourmeansitisufultoorganizethe
,thenumberofpair-wicomparisonsamongmeanscanbecalculatedusing
theformula:k(k-1)/2,wherek=
prentexample,theexperiencefactorhasfourlevelssok=4andtherearek(k-1)/2=4(3)/2=6
uniquepairsofmeansthatcanbecompared.
ExperiencewithMechanicalProblems
DependentVariable:SpatialAbilityScoreErrors
M
95%
Confidence
Interval
ExperienceLowerBoundUpperBound
Alot2.100.3121.4642.736
FairAmount2.700.3122.0643.336
Some3.600.3122.9644.236
Littletonone4.300.3123.6644.936
Thetablewewillconstructisatableshowingtheobtainedmeansontherowsandcolumnsand
subtracteddifferencesbetweeneachpairofmeansintheinteriorcellsproducingatableof
tructthetablefollow
thesteps:1)rankthemeansfromlargesttosmallest,2)createtablerowsbeginningwiththe
largestmeanandgoingthroughthenext-to-smallestmean,3)createtablecolumnsstartingwith
thesmallestmeanandgoingthroughthenext-to-largestmean,4)computetheabsolutedifference
betweeneachrowandcolumninterction/rentexamplethisresultsinthetableof
absolutemeandifferencesbelow:
2.12.73.6
4.32.21.60.7
3.61.50.9
2.70.6
NowapplyingourLSDvalueof.636tothemeandifferencesinthetable,itcanbeenthatall
differencesamongthemeansaresignificantat"=.05exceptthelastdifferencebetweenthe
3
unately,thep-valuesassociatedwiththemultipleLSDtestsare
hesamplingdistributionfortassumesonlyonet-testfromanygivensample,
substantialalphaslippagehasoccurredbecau6testshavebeenperformedonthesamesample.
Thetruealphalevelgivenmultipletestsorcomparisonscanbeestimatedas1-(1-"),wherec
c
=thetotalnumberofcomparisons,contrasts,rentexample
1-(1-")=1-(1-.05)=.ultipletestinginthissituation,thetruevalueof
c6
alphaisapproximately.26ratherthan.05.
Anumberofdifferentsolutionsandcorrectionshavebeendevelopedtodealwiththisproblem
andproduceposthocteststhatcorrectformultipletestssothatacorrectalphalevelis
loftheapproaches
arediscusdbelow.
Tukey’’stestwasdevelopedinreactiontotheLSDtestandstudieshave
showntheprocedureaccuratelymaintainsalphalevelsattheirintendedvaluesaslongas
statisticalmodelassumptionsaremet(i.e.,normality,homogeneity,independence).Tukey’sHSD
wasdesignedforasituationwithequalsamplesizespergroup,butcanbeadaptedtounequal
samplesizesaswell(thesimplestadaptationustheharmonicmeanofn-sizesasn*).The
formulaforTukey’sis:
_________
HSD=qoMSE/n*
whereq=therelevantcriticalvalueofthestudentizedrangestatisticandn*isthenumberof
ationofTukey’sfortheprent
exampleproducesthefollowing:
_________________
HSD=qoMSE/n*=3.83o.975/10=1.1957
Theqvalueof3.83isobtainedbyreferencetothestudentizedrangestatistictablelookingupthe
qvalueforanalphaof.05,df=<=32,k=p=r=edifferencesinthetableofmean
differencesbelowthataremarkedbytheasteriskxceedtheHSDcriticaldifferenceandare
significantatp<.attwodifferencessignificantwithLSDarenownotsignificant.
2.12.73.6
4.32.2*1.6*0.7
3.61.5*0.9
2.70.6
Scheffe’e’sprocedureisperhapsthemostpopularoftheposthocprocedures,the
mostflexible,e’sprocedurecorrectsalphaforallpair-wior
simplecomparisonsofmeans,x
ult,Scheffe’sisalsothe
4
e’sisprentedandcalculatedbelowforourpair-
wisituationforpurposofcomparisonandbecauScheffe’siscommonlyappliedinthis
situation,butitshouldberecognizedthatScheffe’sisapoorchoiceofproceduresunlesscomplex
comparisonsarebeingmade.
Forpair-wicomparisons,Scheffe’scanbecomputedasfollows:
critical12
o(k-1)FoMSE(1/n+1/n)
Inourexample:
o(3)(2.9011)o.975(.1+.1)=2.9501=1.3027
Andreferringtothetableofmeandifferencesabove,itcanbeenthat,despitethemore
stringentcriticaldifferenceforScheffe’stest,inthisparticularexample,thesamemeandifferences
aresignificantasfoundusingTukey’sprocedure.
sa
Tukey--
Forsythe’sposthocprocedureisamodificationoftheScheffetestforsituationswith
’sMultipleRangetestandtheNewman-Keulstestprovide
differentcriticaldifferencevaluesforparticularcomparisonsofmeansdependingonhowadjacent
stshavebeencriticizedfornotprovidingsufficientprotectionagainstalpha
rinformationonthetestsandrelatedissuesin
contrastormultiplecomparisontestsisavailablefromKirk(1982)orWiner,Brown,andMichels
(1991).
ldbeapparentfromtheforegoingdiscussion,there
ceduresdifferintheamountand
actofthedifferencescanbeeninthetableof
criticalvaluesfortheprentexampleshownbelow:
CriticalDifference
LSD0.6360
Tukey1.1957
Scheffe1.3027
Themostimportantissueistochooaprocedurewhichproperlyandreliablyadjustsforthe
ghScheffe’s
procedureisthemostpopularduetoitsconrvatism,itisactuallywastefulofstatisticalpower
anlpairsof
meansarebeingcompared,Tukey’ialdesignsituations,other
posthocproceduresmayalsobepreferableandshouldbeexploredasalternatives.
©Stevens,1999
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