Decision Making Using ANOVA in Regression | Applied Biostatistics | BIO733_Topic181
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In this module, the focus is on utilizing SPSS to perform Analysis of Variance (ANOVA) specifically for making decisions regarding a simple linear regression model. This statistical approach examines the relationship between one independent variable and one dependent variable, defined by an intercept ($\beta_0$), a slope ($\beta_1$), and a random error term. The primary objective is to determine whether there is a significant linear relationship between the variables in the population from which the sample was drawn. This is achieved through hypothesis testing where the null hypothesis states that the regression coefficients are equal to zero, implying no linear relationship, while the alternative hypothesis suggests that at least one coefficient is not zero. Although simple linear regression technically tests only the slope, the vector notation is often used to maintain consistency with multiple regression models.
To illustrate this process, the video presents a clinical example involving Glomerular Filtration Rate (GFR) and inverse state C values in renal transplant recipients. Using data from 27 tests where DTPA GFR serves as the predictor and inverse state C as the response variable, an ANOVA table is constructed to analyze the sources of variation: total, regression, and residual. The degrees of freedom for the regression source are calculated by subtracting one from the number of parameters in the model (which is two), resulting in one degree of freedom. The remaining degrees of freedom, calculated as $n - k$, are assigned to the residual or error term. By dividing the mean square of the regression by the mean square of the residual, an F-statistic is derived, which follows an F-distribution under the assumption that the null hypothesis is true and model assumptions are met.
The final steps involve interpreting the output generated by SPSS to make a statistical decision. In the provided example, the calculated F-ratio is approximately 35.177, leading to a p-value that is effectively zero, well below the significance level of 0.05. Since the p-value is less than alpha, the null hypothesis is rejected in favor of the alternative hypothesis. This rejection allows for the confident conclusion that there is indeed a statistically significant linear relationship between the independent variable (DTPA GFR) and the dependent variable (inverse state C). Ultimately, this analysis confirms that the regression model provides a valid explanation for the variation in the data, supporting the use of DTPA GFR as a reliable predictor for inverse state C.
Read the full video transcript
In this module, we'll learn to obtain
ANOVA
using SPSS.
Along with that, we will also use this
to make the decision about the
regression model. Here we are talking
about the simple linear regression model
with one independent variable and one
dependent variable with beta KN as the y
intercept and beta 1 as a slope.
and the random error term.
So we speak of this model as regression
Y on X.
Here we wish to know if we can conclude
that in the population from which our
sample was drawn
X and Y are linearly related. And to
discuss this question, we carry out a
test of hypothesis where hnot is beta
vector is equals to zero against
alternative beta vector is not equals to
zero. Though in the case of simple
linear regression model, one can simply
write beta 1 is equals to 0 for null
hypothesis and beta 1 not equals to 0
for
alternative hypothesis. But uh I
intentionally put on beta vector is
equals to 0 and beta vector is not
equals to zero as the hypothesis
because this is going to be used similar
way if we are using multiple linear
regression model
here if h not is rejected then we should
be able to conclude that x and y are
linearly related. Now to test this
hypothesis,
let's consider this example where we
have GFR which the most important
parameter of renal function assessed in
renal transplant recipients.
All the inulin clearance is regarded as
a gold standard measure of GFR. Its use
is in clinical practice is limited.
Chrysler at all examined the
relationship between the inverse of
sustainance C and inulin GFR
as measured by DTPA GFR clearance.
So the results of 27 tests are shown in
the following table and here again we
are using DTPA GFR as a predictor of
inverse state and C as the response
variable.
A data is given
where DTPA, GFR and inverse of state C
values are given
assuming that the simple linear
regression model and its underlying
assumption are applicable. We want to
test the hypothesis H not beta is equals
to Z against alternative that beta not
equals to 0 at 5% level of significance.
Our ANOVA table will look like
as given in this table here with source
of variation as total linear regression
and residual three sources of variation
with their respective sum of squares
degrees of freedom mean squares and
variance ratio.
So from the three sum of square terms
and their associated degrees of freedom
the analysis of variance table may be
constructed and in general the degrees
of freedom associated with the sum of
squares due to regression is equals to
the number of constants in the
regression equation minus one. But in
the case of a simple linear regression
model we have two estimates beta KN and
beta 1. Hence the degrees of freedom for
regression are 2 minus one which is 1.
It's very important that we understand
what's the distribution of the test
statistics
and it can be shown that when the
hypothesis of no linear relationship
between X and Y is true and when
assumption underlying regression are met
the ratio obtained by dividing the
regression mean square by the residual
mean square is distributed as F with 1
and n minus2 degrees of freedom. And our
decision rule states that we reject Hnot
if the computed value of variance ratio
is equal to or greater than the critical
value of f. And we can also use the p
value approach where we reject the null
hypothesis if p value is less than
alpha. Once a data is added to SPSS
to see the ANOVA and regression we'll go
to analyze regression and linear here
our dependent variable and our
independent variable will go to their
respective categories
and we keep the method to be enter and
press okay. It gives us the output with
four tables. The first table is for
variable which are entered or removed
from the model. Right now only GFR as an
independent variable has been added.
Having one independent variable means
it's a simple linear regression model
with the dependent variables state C
inverse
with the results for the model summary
and the ANOVA table. Here we can observe
there are three sources of variation
here in our model. It's a total, its
regression and its residual which is
also called error with their respective
sum of squares and degrees of freedom.
Since we have 27 observations in our
data, therefore the degrees of freedom
for total is 27 - 1 which is 26. We have
only two parameters in our regression
model beta KN and beta 1. Hence our
regression degrees of freedom is 2 minus
one and remaining degree of freedom that
is n minus k is 25 which is for the
residual with their respective mean
square and if you divide this 0.295 by 1
you'll get this answer and divide 0.210
2110 by 25 you'll get this answer.
Taking this ratio the F ratio which is
the variance ratio is 35.177
and using this F statistics the P value
calculated is 0 which is very less than
0.001 001
and we can use this p value to make our
decision that since this p value is less
than alpha which is 0.05 05. Hence we
may reject the null hypothesis beta is
equals to 0. And we say that the
alternative hypothesis is true. And when
we say the alternative hypothesis is
true, we can confidently say that there
is
X and Y are linearly related.