Thanks to Rolph Turner and Jason Turner ... I guess I was too excited about getting back on the list after an absense of several years ... I'll be a little more thoughtful about the problem before posting next time, and a little less trigger-happy with the "Send" e-mail button.
Never-the-less, much appreciated. - Mohamed -----Original Message----- From: Rolf Turner [mailto:[EMAIL PROTECTED] Sent: Saturday, November 15, 2003 9:55 AM To: [EMAIL PROTECTED] Subject: Re: [R] computing a p-value ... You do not need to simulate data; the available information is all that you need in order to do the usual ANOVA. Most elementary statistics texts will tell you how. The ``standard 1-way ANOVA'' assumes that the population standard deviations are equal for the various levels. You thus form SSE by ``pooling'': SSE = (nA-1)*stdA^2 + ... + (nE-1)*stdE^2 You form the sum of squares for the factor as SSF = nA*(mA-mBar)^2 + ... + nE*(mE-mBar)^2 where ``mBar'' is the `grand mean'': mBar = (nA*mA + ... + nE*mE)/n where in turn n = nA + ... + nE Then form MSF = SSF/4 and MSE = SSE/(n - 5) (4 because 4 = 5-1 and the factor has 5 levels). Finally form Fstat = MSF/MSE. Under the null hypothesis of ``no factor effect'' the statistic Fstat has an F distribution with 4 numerator and n-5 denominator degrees of freedom. The p-value would be given in R by pval <- 1 - pf(Fstat,4,n-5) Warning: ANOVA is pretty robust to the assumption of a common population standard deviation UNLESS the design is highly unbalanced, with large standard deviations corresponding to small sample sizes. So if, for example, stDC is particularly large and nC is particularly small, then the Fstat and its p-value are likely to be misleading. In such a case you should talk face-to-face with a knowledgable statistician about how to proceed. cheers, Rolf Turner [EMAIL PROTECTED] -----Original Message----- From: Jason Turner [mailto:[EMAIL PROTECTED] This should get you started. These methods can be found in most introductory statistics textbooks. http://www.itl.nist.gov/div898/handbook/prc/section4/prc47.htm Cheers Jason -- Indigo Industrial Controls Ltd. http://www.indigoindustrial.co.nz 64-21-343-545 [EMAIL PROTECTED] This e-mail message (and any attachments) may contain confidential and/or privileged information for the sole use of the intended recipient. Any review or distribution by anyone other than the person for whom it was originally intended is strictly prohibited. If you have received this e-mail in error, please contact the sender and delete all copies. Opinions, conclusions or other information contained in this e-mail may not be that of the organization. [[alternative HTML version deleted]] ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
