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ANOVA (one-way)

One-way analysis of variance extends the two-sample t-test to k ≥ 2 independent groups by partitioning total variance into between-group and within-group components.

What is ANOVA (one-way)?

ANOVA tests the global null that all k group means are equal. The F statistic is the ratio of between-group variance (MS_between) to within-group variance (MS_within); under H₀ it follows F(k−1, N−k). Significant F means at least one group differs from at least one other — but doesn't tell you which.

Three variants are available here for the omnibus test: classical (equal variances), Welch (unequal variances, Satterthwaite df), and Brown-Forsythe F* (also heteroscedastic, slightly different small-sample behaviour). Welch is the right default unless you have strong a-priori reason to assume equal variances — same logic as for the t-test.

Post-hoc pairwise tests follow once the omnibus is significant. Tukey HSD (default) controls FWER for all pairwise comparisons under equal variances. Games-Howell does the same under unequal variances. Dunnett compares everything against one control level. Use Bonferroni / Holm / BH-adjusted pairwise t's when you have only a few pre-specified comparisons.

For ranked / non-normal data, the Kruskal-Wallis test is the rank-based counterpart. For repeated measurements on the same subject, use repeated-measures ANOVA instead.

When should I use ANOVA (one-way)?

  • Comparing means across 3+ independent groups.
  • Welch when group sizes or variances differ substantially.
  • Switch to Kruskal-Wallis for heavily skewed or ordinal data.
  • Switch to rm_anova when subjects contribute multiple measurements.

What data does it need?

Numeric response + categorical grouping column.

What does it report?

F, df, p, η², ω². Post-hoc panel with pairwise differences, CIs, adjusted p, significance stars.

What does it assume?

  • Independence within and between groups.
  • Approximately normal residuals (relaxed by Welch + CLT).
  • Equal variances (relaxed by Welch / Games-Howell).

Formula

F = MS_between / MS_within = [SS_between / (k − 1)] / [SS_within / (N − k)]

How do I interpret the result?

η² (eta-squared) = SS_between / SS_total: proportion of variance explained by group. ω² is the same idea with a bias correction; prefer ω² for reporting.

η² ≈ 0.01 small, 0.06 medium, 0.14 large (Cohen's rough guidance). Read these as calibration anchors, not cutoffs.

A significant omnibus + null Tukey HSD is normal when several groups differ from one another by similar small amounts — the omnibus picks up the structure that no single pair captures.

See also