Earlier, I had posted the following question to the group :

> Hello.  I have come across a curious result that I cannot explain. 

> Hopefully, someone can explain this.  I am doing a 1-way ANOVA with 6 

> groups (example: summary(aov(y~A)) with A having 6 levels).  I get an 

> F of 0.899 with 5 and 15 df (p=0.51).  I then do the same analysis but


> using data only corresponding to groups 5 and 6.  This is, of course, 

> equivalent to a t-test.  I now get an F of 142.3 with 1 and 3 degrees 

> of freedom and a null probability of 0.001.  I know that multiple 

> comparisons changes the model-wise error rate, but even if I did all 

> 15 comparisons of the 6 groups, the Bonferroni correction to a 5% 

> alpha is 0.003, yet the Bonferroni correction gives conservative 

> rejection levels.

> 

> How can such a result occur?  Any clues would be helpful.

 

Brian Ripley, Robert Balshaw, Peter Dalgaard and Ted Harding all
responded.  The answer was basically the same from all:  If there is
heterogeneity of variances between the groups, and the variances of
groups 5 and 6 are smaller than the others, then my result could occur
because the average within-group variance over all groups in the general
ANOVA is higher than the within-group variance when looking only at
groups 5 and 6.  Combine this with the very small sample size and
unequal group membership.

A number of reference books state that ANOVA is fairly robust to
moderate degrees of heterogeneity of variance but not what constitutes
�moderate�!  

 

Bill Shipley

Associate Editor, Ecology

North American Editor, Annals of Botany

D�partement de biologie, Universit� de Sherbrooke,

Sherbrooke (Qu�bec) J1K 2R1 CANADA

[EMAIL PROTECTED]

 <http://callisto.si.usherb.ca:8080/bshipley/>
http://callisto.si.usherb.ca:8080/bshipley/

 


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