Fw: Re: Brown_Forsythe error in 1-way ANOVA?

[Mike]

NOTE:  Bruce  Weaver has pointed out to me that the t-test procedure
won't work because it won't accept the data in matrix format.  I had run
it on the raw data and assumed that it would work with the matrix data
(because all of the necessary info is there) but forgot a procedure needs
to have a MATRIX=IN command to have the numbers correctly read.
I apologize for my error.

-Mike Palij
New York University
[hidden email]

----- Original Message -----
From: "Mike Palij" <[hidden email]>
Sent: Wednesday, May 15, 2013 6:07 PM
Subject: Re: Re: Brown_Forsythe error in 1-way ANOVA?

> Just to add one little detail to what Bruce has provided below.
> Previously, I had mentioned that Glass & Hopkins (3e) had pointed
> out that in the two group situation the Brown-Forsythe test for means
> and the Welch test are equivalent.  This is confirmed by the ONEWAY
> output below but a further confirmation is provided by SPSS's t-test
> procedure.  If one uses Bruce's syntax below, just add:
>
> t-test groups=race.2(0,1)/var=rt_diff.
>
> The "unequal variances" test is the Welch test though the FM
> does not mention this (for SPSS 20, algorithms manual, see
> pages 878-882).  If one has a situation like Kornbrot's, one can
> use the t-test procedure instead of ONEWAY though SPSS
> does not make the connection.
>
> -Mike Palij
> New York University
> [hidden email]
>
>
> ----- Original Message -----
> From: "Bruce Weaver" <[hidden email]>
> To: <[hidden email]>
> Sent: Wednesday, May 15, 2013 5:35 PM
> Subject: Re: Brown_Forsythe error in 1-way ANOVA?
>
>
>> If you wish to replicate Mike's analysis, run the following:
>>
>> MATRIX DATA VARIABLES=Race ROWTYPE_ RT_diff /FACTORS=Race.
>> BEGIN DATA
>> 0 N 5
>> 1 N 172
>> 0 MEAN 202.8
>> 1 MEAN 194.1919
>> 0 STDDEV 99.64788
>> 1 STDDEV 359.55507
>> END DATA.
>>
>> ONEWAY RT_diff BY Race
>> /MATRIX=IN(*)
>> /STATISTICS DESCRIPTIVES BROWNFORSYTHE WELCH
>> .
>>
>> --------------------------------------------------------------
>>
>> p.s. - Jon, the example of using MATRIX DATA with ONEWAY in the v20 FM
>> shows
>> ONEWAY specifying the range of values for the Group variable.  I.e.,
>>
>> ONEWAY WELL BY EDUC*(1,6)* /MATRIX=IN(*).
>>
>> When I tried that with the example shown above, it ran, but I got a
>> warning
>> message:
>>
>> *Warnings*
>> Range specifications are no longer honored. All values have been used. To
>> select a range of values, use the FILTER subcommand.
>>
>> It's not a big deal, but maybe something to add to the list of edits for
>> the
>> FM.
>>
>>
>>
>> Mike Palij wrote
>>> Okay, this is getting out of hand.  Ryan Black below cites a source for
>>> a Brown-Forsythe test of VARIANCES which does not appear in SPSS.
>>> Just check any manual on algorithms.  Black's source provides equivalent
>>> information to that Glass & Hopkins (3e) provide in their section 16.10
>>> in
>>> their chapter on "inferences about variances".
>>>
>>> Since Diana Kornbrot has not been forthcoming with additional details,
>>> let me use some of my own data that seem to emulate her situation.
>>> First, here are the descriptive statistics for a Reaction Time (RT)
>>> difference
>>> for the two groups in the variable "race.2": (Total N=177)
>>>
>>> Report
>>>
>>> RT_diff
>>>
>>> race.2      Mean        N        Std. Deviation
>>>
>>> 0.00        202.8000     5        99.64788
>>>
>>> 1.00        194.1919     172        359.55507
>>>
>>> Total        194.4350     177        354.73208
>>>
>>>
>>> The standard deviation of Group1 is about 3.5 times that of Group 0.
>>>
>>> Next, the ANOVA table:
>>>
>>> ANOVA
>>>
>>> RT_diff
>>>
>>> ___________________SS____df____Mean Square____F_____Sig.
>>>
>>> Between_______360.034_____1_______360.034___.003____.958
>>>
>>> Within___22146573.469___175______26551.848
>>>
>>> Total_22146933.503 176
>>>
>>> Finally, the Robust Tests of Equality of Means:
>>>
>>> Robust Tests of Equality of Means
>>>
>>> RT_diff
>>>
>>> ______________Statistica____df1_____df2___Sig.
>>>
>>> Welch___________.027_________1____7.575___.874
>>>
>>> Brown-Forsythe__.027_________1____7.575___.874
>>>
>>> a. Asymptotically F distributed.
>>>
>>>
>>> Note that the df-Within from the ANOVA is 172 while df2 from
>>> the Robust Means tests is 7.575 for both the Welch and Brown-Forsythe
>>> tests.  This, I believe, replicates the Kornbrot situation.
>>>
>>> -Mike Palij
>>> New York University
>>
>>> mp26@
>>
>>>
>>>   ----- Original Message -----
>>>   From: Ryan Black
>>>   To:
>>
>>> SPSSX-L@.UGA
>>
>>>
>>>   Sent: Wednesday, May 15, 2013 3:31 PM
>>>   Subject: Re: Brown_Forsythe error in 1-way ANOVA?
>>>
>>>
>>>   No time to examine closely, but this textbook demonstrates what
>>> appears
>>> to be a fairly straightforward way for conducting the B-F test in SPSS:
>>>
>>>
>>> http://books.google.com/books?id=a-9m55d_uE0C&pg=PA226&lpg=PA226&dq=brown-forsythe+variance+test+spss&source=bl&ots=8DiDbHL4-D&sig=DBsbbzKMfDq8o6uScTphzJ1ZOak&hl=en&sa=X&ei=7t-TUaWqMvfe4APK8YCQBA&ved=0CD0Q6AEwAw#v=onepage&q=brown-forsythe%20variance%20test%20spss&f=false
>>>
>>>   The author (Andrew Hayes) goes on to state that this test is
>>> technically
>>> a test on "equality of dispersion."
>>>
>>>   HTH.
>>>
>>>   Ryan
>>>
>>>
>>>
>>>
>>>   On Wed, May 15, 2013 at 2:25 PM, Bruce Weaver &lt;
>>
>>> bruce.weaver@
>>
>>> &gt; wrote:
>>>
>>>     Diana, if you use ONEWAY's /MATRIX=OUT sub-command, you could share
>>> the data
>>>     in a way that allows others to run the analysis for themselves
>>> (using
>>>     /MATRIX = IN) to see what's going on.  For example:
>>>
>>>     ONEWAY Y BY Group
>>>       /STATISTICS BROWNFORSYTHE WELCH
>>>       /MATRIX=OUT(*) .
>>>     LIST.
>>>
>>>     The resulting file has variables ROWTYPE_, Group, VARNAME_ and Y;
>>> and
>>> the
>>>     row types are MEAN, STDDEV and N.  (So if you post the data to let
>>> others
>>>     run the analysis, you are posting summary statistics for the groups
>>> only,
>>>     not raw data.)
>>>
>>>     To run the same analysis with that dataset (rather than the raw
>>> data)
>>> as
>>>     input:
>>>
>>>     ONEWAY Y BY Group
>>>       /STATISTICS BROWNFORSYTHE WELCH
>>>       /MATRIX=IN(*) .
>>>
>>>     HTH.
>>>
>>>
>>>
>>>     Kornbrot, Diana wrote
>>>
>>>     > Dear SPSS experts
>>>     > Please help with this problem
>>>     >
>>>     > Most sources give same denominator df for Brown-Forsyth as for
>>> equal
>>>     > variance ANOVA
>>>     > Not SPSS, no idea how 170 for equal variance got reduced to 6.97
>>>     > Furthermore, the Brown-Forsyth significance given by SPSS does not
>>> agree
>>>     > with either that corresponding to its own, now with that from df2
>>> =
>>> N - k
>>>     > In this study, n1 =7, n2 = 165and there are 2 groups, K=2
>>>     > Here are results:
>>>     >                                                 F       df1    df2
>>>     > sigSPSS    sigdfA    sigdfB
>>>     > predictor    Equal variance      .697    1    170    .  4051
>>> .4051
>>>     > predictor    Brown-Forsythe    .909    1    6.697   .3736
>>> .3418
>>>     > .3773
>>>     >
>>>     > sigSPSS is significance in SPSS output
>>>     > SigdfA     is significance using df  = n1+n2 - k =7+165-2=170
>>>     > SigdfB     is significance using df in SPSS Brown-Forsyth
>>>     >
>>>     > Any ideas?
>>>     > Best
>>>     > Diana
>>>     >
>>>     > NB I know this is very unbalanced design, but problem occurs with
>>> more
>>>     > balanced designs.
>>>     > Nbt2 cited df is NOT the harmonic mean of n1, n2
>>>     > ________________________________
>>>     > Emeritus Professor Diana Kornbrot
>>>     > email:
>>>
>>>
>>>     > d.e.kornbrot@.ac
>>>
>>>
>>>     >  web:    http://dianakornbrot.wordpress.com/
>>>     > Work
>>>     > Department of Psychology
>>>     > School of Life and Medical Sciences
>>>     > University of Hertfordshire
>>>     > College Lane, Hatfield, Hertfordshire AL10 9AB, UK
>>>     > voice:   [phone]
>>>     > Home
>>>     > 19 Elmhurst Avenue
>>>     > London N2 0LT, UK
>>>     > voice:   [phone]
>>>     > mobile: [phone]
>>>
>>>
>>>
>>>
>>>
>>>
>>>     -----
>>>     --
>>>     Bruce Weaver
>>>
>>
>>> bweaver@
>>
>>>     http://sites.google.com/a/lakeheadu.ca/bweaver/
>>>
>>>     "When all else fails, RTFM."
>>>
>>>     NOTE: My Hotmail account is not monitored regularly.
>>>     To send me an e-mail, please use the address shown above.
>>>
>>>     --
>>>     View this message in context:
>>> http://spssx-discussion.1045642.n5.nabble.com/Brown-Forsythe-error-in-1-way-ANOVA-tp5720253p5720264.html
>>>     Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>>>
>>>     =====================
>>>     To manage your subscription to SPSSX-L, send a message to
>>>
>>
>>> LISTSERV@.UGA
>>
>>>  (not to SPSSX-L), with no body text except the
>>>     command. To leave the list, send the command
>>>     SIGNOFF SPSSX-L
>>>     For a list of commands to manage subscriptions, send the command
>>>     INFO REFCARD
>>
>>
>>
>>
>>
>> -----
>> --
>> Bruce Weaver
>> [hidden email]
>> http://sites.google.com/a/lakeheadu.ca/bweaver/
>>
>> "When all else fails, RTFM."
>>
>> NOTE: My Hotmail account is not monitored regularly.
>> To send me an e-mail, please use the address shown above.
>>
>> --
>> View this message in context:
>> http://spssx-discussion.1045642.n5.nabble.com/Brown-Forsythe-error-in-1-way-ANOVA-tp5720253p5720269.html
>> Sent from the SPSSX Discussion mailing list archive at Nabble.com.
>>
>> =====================
>> To manage your subscription to SPSSX-L, send a message to
>> [hidden email] (not to SPSSX-L), with no body text except the
>> command. To leave the list, send the command
>> SIGNOFF SPSSX-L
>> For a list of commands to manage subscriptions, send the command
>> INFO REFCARD
>

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD