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  • Hi, I'm Adriene Hill, and welcome back to Crash Course Statistics.

  • General Linear Models -- like Regression and ANOVA -- let us create a statistical analysis

  • of data for our specific needs.

  • Fitting the right model to our experiments is kind of like Tetris

  • GLMS are in this analogy tetriminos.

  • Sometimes you need the skinny-long bric, called the straight sometimes you need the square

  • sometimes you need the left snake.

  • In stats, its similar sometimes you need regression sometimes ANOVA but there's also ANCOVA

  • ---The Analysis of Covariance.

  • And the Repeated Measures ANOVA.

  • Today we'll look at the shape of those models.

  • And how they might help us level-up!

  • INTRO

  • As a quick review, in a few of our past episodes we covered the fact that ANOVAs and regressions

  • are both General Linear Models.

  • ANOVAs allow us to analyze the effect of variables with two or more groups on continuous variables.

  • And regressions allow us to analyze two continuous variables.

  • General Linear Models explain the data we observe by building a model to predict that

  • data, and then keeping track of how close the prediction is.

  • And both regressions and ANOVAs use a similar model setup.

  • It looks just like the equation for a line that you may have seen if you've taken Algebra.

  • The fact that they're set up the exact same way is helpful for two reasons.

  • One, it means we only have to remember one general mode , and two it allows us to combine

  • these two powerful models to give us the even more flexible ANCOVA.

  • For example, we might want to look at the amount of general anesthesia needed to put

  • a patient under.

  • There have been studies that suggest that redheads require more anesthesia than non-redheads

  • because the gene mutation that causes red hair, also affects pain receptors.

  • So we have two groups: redheads and non-redheads.

  • Those are categorical variables.

  • But, we also think that weight will have a meaningful impact on the amount of this specific

  • anesthetic that's needed for surgery.

  • Weight is a continuous variable.

  • To make sure things are relatively equal, we look at only one kind of simple, routine

  • surgery: appendix removal.

  • Working with a hospital, we collect data on 100 randomly selected patients.

  • 50 redheads, and 50 non-redheads.

  • We record their weight, natural hair color, and the amount of anesthesia needed during

  • their surgery.

  • We can now build a model to predict milliliters of anesthesia based on hair color and weight.

  • Just like its friends, regression and ANOVA, the ANCOVA looks at the overall variation

  • in the data, and uses different variables, like hair color and weight, to explain it.

  • The overall variation is, as always, measured by the sum of the squared distances between

  • the overall mean amount of anesthesia used, and each dose of anesthesia that was administered.

  • This variation is called the Sums of Squares total.

  • So now we can calculate an ANOVA table that shows us the sums of squares and F-tests for

  • each of our effects.

  • Even though this is an ANCOVA model, we still usually refer to these as ANOVA tables.

  • And even though this table has both continuous regression factors and categorical ANOVA factors,

  • we read it just like it's a regular ANOVA table.

  • Here we can see that weight is a significant predictor of how much anesthesia you'll

  • need, but hair color isn't .it's really tempting to call hair colornearly significant

  • because it's SO close to 0.05.

  • But our cutoff is strict.

  • It has to be less than 0.05.

  • We now have a tool that allows us to combine categorical and continuous variables into

  • one General Linear Model.

  • The world as they say is our oyster.

  • We can predict all kinds of things with all kinds of variables.

  • We can also use our new ANCOVA models to make stronger inferences.

  • In our example,we were interested, mainly, in whether being a redhead significantly increased

  • the dose of a new anesthetic.

  • But we also included weight in the model, since we knew that weight plays a pretty big

  • role in how much anesthetic you need.

  • Weight accounted for a lot of the variation in the model.

  • Its eta squared is 0.353, which means that it accounts for about 35% of the variation

  • in our data.

  • That's pretty high.

  • And since itsoaked upall of that variation, our Sums of Squares Error is now smaller.

  • If we had run a simple ANOVA with JUST hair color, the differences between anesthetic

  • doses due to weight would have just been chalked up torandom variation”, or error because

  • it's source--weight--wasn't in our model.

  • For both of these models, the simple case where we ONLY look at hair color, and the

  • more complex case where we look at both hair color and weight, the total variation in the

  • data is the same.

  • Because it's the same data.

  • Total variation looks only at our outcome variable--like milliliters of anesthetic.

  • So, when we build our models, we're partitioning the same amount of variation into groups.

  • Our simple ANOVA model JUST looks at how much of this total variation is due to being or

  • not being a redhead.

  • The rest is counted as error, just becauseerrorrefers to variation that our model

  • doesn't account for.

  • When we use the bigger model that includes both hair color and weight, we take some of

  • that variation that was attributed to error, and attribute it to weight instead.

  • This makes our pile of error variation smaller.

  • For this reason, many researchers will add covariates--continuous variables that are

  • used to explain our outcome variable--not only for inference, but also to reduce the

  • amount of error variation.

  • Let's take another example.

  • Say we want to look at the effect of a new brand of formula on the weight of infants.

  • We have two randomly assigned groups of infants: those with our new formula and those who get

  • an established brand of formula.

  • But infants grow very quickly, so we want to account for any variation due to age, so

  • we include age in days in our model.

  • If we just ran a model that included formula type, our Sums of Squares for Error is pretty big.

  • And formula doesn't have a significant effect on infants' weight.

  • But we know that infants weights are strongly correlated with how old they are, so when

  • we include that in a new ANCOVA model, it takes some of the variation that was error

  • variation in our simple model, and accounts for it using age in days.

  • As you can see from this ANOVA table, adding age as a covariate allowed us to explain some

  • of the variation, while making it easier for us to detect the fact that there is actually

  • a significant effect of formula type on babys' weights.

  • And we're not limited to just one covariate.

  • We can add many, if we want.

  • We could add mother's weight to this ANCOVA, or even another categorical variable, like ethnicity.

  • Our models are limited only by our ability to collect data.

  • But we have to be careful when we're using covariates to do inference.

  • There are cases when it makes sense to have a bunch of covariates.

  • But if someone is adding a bunch of them just to make their p-values significant, that could

  • be considered p-hacking

  • And we can continue to customize our model even further so that we're partitioning

  • our variation more accurately.

  • Previously, we noted that it's difficult to do a statistical test on whether there

  • was a significant difference between the mean ratings of two coffee shops.

  • That's because people's individual coffee preferences add extra variation to our data.

  • People who hate coffee will always rate it relatively low, and people who love coffee

  • will always rate it pretty high.

  • In that simple case, we did a matched pairs t-test in order tosubtractthe variation

  • due to people's different levels of coffee affinity.

  • Essentially, what we were doing was allowing each person to have their ownbaseline

  • coffee preference.

  • This allowed us to see whether there was a pattern of one coffee shop getting higher

  • ratings than the other, regardless of whether the people who rated it loved, tolerated,

  • or hated coffee.

  • And we can do that with more than 2 groups as well, using something called a Repeated

  • Measures ANOVA.

  • A Repeated Measures ANOVA asks whether there's a significant difference between 2 or more

  • groups or conditions.

  • The key to an Repeated Measures ANOVA is that the same experimental unit, whether it's

  • a cell, a person, or an animal, is measured multiple times.

  • HenceRepeated”.

  • And in practice, it works pretty similarly to the match pairs t-test, except it allows

  • you to look at more than 2 groups.

  • A repeated measures ANOVA lets each experimental unit have its ownbaseline”.

  • So we could ask whether there's a significant difference between 10 different coffee shops,

  • or whether there's a significant effect of slow, medium, and fast tempoed music on

  • the speed we run.

  • Everyone has a different baseline running speed.

  • Maybe your friend who injured their knee runs pretty slowly, but your cousin can run a 6

  • minute mile.

  • But it's still possible to say that on average, people run faster when a bear is chasing them--whether

  • they're fast or slow.

  • We're looking at data from 150 people, and we record how fast they can run a mile listening

  • to slow, medium and fast tempoed songs.

  • We measure them on different days so that they don't get too tired after all that

  • running (that could affect our data).

  • And we make sure to randomize the order of the music so that not everyone gets slow first,

  • or medium last.

  • If we simple looked at an ANOVA that used music tempo to predict mile pace there's

  • a lot of variation.

  • And when we ran this simple model, the effect of music tempo is non significant.

  • That may be due in part to the fact that the difference between how fast individual people

  • normally run is counted in the Error Sums of Squares, making it a lot bigger.

  • (That might not be the only reason, though.)

  • So, we tell our model which measurements belong to the same person.

  • And then, we tell our model to let each individual person have their own baseline mile time,

  • and we'll just look at how much music tempo affects the changes from people's baseline

  • running speeds.

  • So whether you normally run a 5 or 15 minute mile, an increase in 1 minute will be counted

  • the same.

  • Theoretically, it's sorta like centering everyone on their own mean running speed.

  • If you normally run a 6 minute mile, that becomes your 0 baseline.

  • Same thing if you normally run a 12 minute mile.

  • Since the math of these models--sometimes called Random Effect Models--can get a little

  • intense, we're just going to focus on how to read the ANOVA table output from a Repeated

  • Measures ANOVA.

  • Here, our output shows us that there is actually a significant effect of the music tempo on

  • running time.

  • Because we allowed everyone to have their ownbaselinespeed, we in essence took

  • that variation away, and made our error term smaller.

  • We now have the shapes we need to fit all kinds of situations

  • We can combine categorical and continuous factors, and we know how to handle data where

  • the same subject is measured multiple times.

  • We can slide these pieces together in all sorts of ways.

  • We can build a model that looks at how the number of hours of Tetris we play affects

  • how far we go in each game and if expertise level effects how long someone plays.

  • Or we could add statistical rigour to the decade long arguments over which Tetris shapes

  • are the best (it's the straight) and the worst to get.

  • Thanks for watching, I'll see you next time.

Hi, I'm Adriene Hill, and welcome back to Crash Course Statistics.

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擬合模型就像俄羅斯方塊:速成班統計學#35。 (Fitting Models Is like Tetris: Crash Course Statistics #35)

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    林宜悉 發佈於 2021 年 01 月 14 日
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