2025

The Linear Model Approach

  • A one-way ANOVA can be framed as comparing two linear models:

    • Null model: Predicts outcomes using only the grand mean.

    • Full model: Predicts outcomes using the grand mean plus the effect of interest (e.g., group, time).

  • The F-ratio tests whether adding the effect improves model fit enough to suggest a real effect.

The Null Model

  • Predicts each outcome as:

    \[ Y_i = \mu + \epsilon_i \]

    • \(\mu\): grand mean

    • \(\epsilon_i\): residual error

The Full Model

  • Predicts each outcome as:

    \[ Y_i = \mu + \alpha_j + \epsilon_i \]

    • \(\alpha_j\): group effect (between-subjects) or time effect (repeated measures)

    • \(\epsilon_i\): residual error

Computing the F-Ratio

  • Fit both models using ordinary least squares (or generalized least squares for repeated measures).

  • Compute residual Sum of Squares for the Null model: \(SS_{\text{residual null}}\)

  • Compute residual sum of squares for the Full model: \(SS_{\text{residual full}}\)

Computing the F-Ratio

  • Calculate:

    \[ SS_{\text{effect}} = SS_{\text{residual null}} - SS_{\text{residual full}} \]

  • Then:

    \[ MS_{\text{effect}} = \frac{SS_{\text{effect}}}{df_{\text{effect}}} \]

    \[ MS_{\text{residual}} = \frac{SS_{\text{residual full}}}{df_{\text{residual full}}} \]

Computing the F-Ratio

  • The F-ratio:

    \[ F = \frac{MS_{\text{effect}}}{MS_{\text{residual}}} \]

Interpreting the F-Ratio

  • If the full model does not improve over the null model:

    • \(SS_{\text{residual null}} = SS_{\text{residual full}}\)

    • \(SS_{\text{effect}} = 0\)

    • \(F = 0\)

    • Fail to reject the null hypothesis.

Interpreting the F-Ratio

  • If the full model improves substantially:

    • \(SS_{\text{residual null}} > SS_{\text{residual full}}\)

    • Numerator \(MS_{\text{effect}}\) is large relative to \(MS_{\text{residual}}\).

    • \(F\) is large → Evidence of a significant effect.

Repeated Measures ANOVA

  • In repeated measures ANOVA:

    \[ MS_{\text{residual}} = \frac{SS_{\text{residual full}}}{df_{\text{residual full}}} \]

  • However \(SS_{\text{residual full}}\) in repeated measures ANOVA contains subject-related variance in addition to trial-to-trial error.

    \[ SS_{\text{residual full}} = SS_{\text{within}} + SS_{\text{subject}} \]

  • The inclusion of \(SS_{\text{subject}}\) reflects the correlated residuals within subjects assumed under compound symmetry.

  • In practice GLS fitting with compound symmetry implicitly accounts for this structure, ensuring \(MS_{\text{residual}}\) is appropriate for testing the effect of time.