方差分析——为何它比以往任何时候都更重要

Analysis of variance—why it is more important than ever

Annals of Statistics · 2005
被引 84
ABS 4★

中文导读

提出一种自动给出正确方差分析比较的分层分析方法,适用于复杂设计,并通过两个实例展示其在理解和拟合分层模型中的价值。

Abstract

Analysis of variance (ANOVA) is an extremely important method in exploratory and confirmatory data analysis. Unfortunately, in complex problems (e.g., split-plot designs), it is not always easy to set up an appropriate ANOVA. We propose a hierarchical analysis that automatically gives the correct ANOVA comparisons even in complex scenarios. The inferences for all means and variances are performed under a model with a separate batch of effects for each row of the ANOVA table. We connect to classical ANOVA by working with finite-sample variance components: fixed and random effects models are characterized by inferences about existing levels of a factor and new levels, respectively. We also introduce a new graphical display showing inferences about the standard deviations of each batch of effects. We illustrate with two examples from our applied data analysis, first illustrating the usefulness of our hierarchical computations and displays, and second showing how the ideas of ANOVA are helpful in understanding a previously fit hierarchical model.

方差分析分层分析数据探索统计推断