Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan •...

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Analysis of Variance: Case Study Bios 662 Michael G. Hudgens, Ph.D. [email protected] http://www.bios.unc.edu/mhudgens 2008-10-28 15:15 BIOS 662 1 ANOVA Case Study

Transcript of Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan •...

Page 1: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Analysis of Variance: Case Study

Bios 662

Michael G. Hudgens, Ph.D.

[email protected]

http://www.bios.unc.edu/∼mhudgens

2008-10-28 15:15

BIOS 662 1 ANOVA Case Study

Page 2: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Strategy for Analysis

1. Consider data generation mechanism

2. Analysis plan: specify model/assumptions; hyps to be

tested; diagnostics to be performed

3. Summary statistics, tables, figures

4. Model fitting and diagnostics

5. Inference

6. Sensitivity analysis

7. Conclusions; summary; limitations (eg lack of power)

BIOS 662 2 ANOVA Case Study

Page 3: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Hypothetical Example

• Survival times of patients following heart transplant surgery

based on degree of mismatch (low, med, high) of the tis-

sue type between donor and recipient

BIOS 662 3 ANOVA Case Study

Page 4: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Analysis Plan

• ANOVA

Yij = µi + εij

i = 1, 2, 3 denoting low, med, high groups

j = 1, 2, . . . , ni denoting jth patient in ith group

n1 = 14, n2 = 13, n3 = 12

Yij survival time in days

µi mean survival time in patients with type i mismatch

BIOS 662 4 ANOVA Case Study

Page 5: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Analysis Plan

• Primary hypotheses of interest: all pairwise compar-

isons

H0 : µ1 = µ2, H0 : µ1 = µ3, H0 : µ2 = µ3

• Based on power considerations, decide α = .1

• All pairwise comparisons using Tukey

• Further contrasts, group level means, etc will be consid-

ered hyp generating/exploratory; thus no multiplicity

adjustment

• Diagnostics, remedial measures, sensitivity analyses

BIOS 662 5 ANOVA Case Study

Page 6: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Data

j Low Medium High

1 44 15 3.0

2 551 280 136.0

3 127 1024 65.0

4 1400 836 400.0

5 1000 51 10.4

6 700 600 39.4

7 550 250 33.4

8 300 200 48.4

9 47 22 13.5

10 26 71 34.5

11 50 62 35.5

12 10 69 45.5

13 70 13

14 20

BIOS 662 6 ANOVA Case Study

Page 7: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Figure 1: Box plot with raw data

l m h

020

040

060

080

010

0012

0014

00

Degree of mismatch

Sur

viva

l Tim

e

●●●

● ●

●●●

● ●

●●●

●●●●

BIOS 662 7 ANOVA Case Study

Page 8: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Table 1: Summary Statistics

Low Medium High

n 14 13 12

Mean 349.6 268.7 72.1

Median 98.5 71.0 37.5

SD 435.31 337.51 108.82

(Min, Max) (10,1400) (13, 1042) (3,400)

BIOS 662 8 ANOVA Case Study

Page 9: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Homogeneity of Variance Plot

100 150 200 250 300 350

100

150

200

250

300

350

400

Group sample means

With

in g

roup

sam

ple

SD

s

BIOS 662 9 ANOVA Case Study

Page 10: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Residual Plot

●●●

●●●

●●●

●●●●

100 150 200 250 300 350

−20

00

200

400

600

800

1000

fit$fitted.values

fit$r

esid

uals

BIOS 662 10 ANOVA Case Study

Page 11: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Modified Levene Test

Brown and Forsythe’s Test for Homogeneity of surv Variance

ANOVA of Absolute Deviations from Group Medians

Sum of Mean

Source DF Squares Square F Value Pr > F

degree 2 452324 226162 2.46 0.0993

Error 36 3304203 91783.4

BIOS 662 11 ANOVA Case Study

Page 12: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

QQ Plot

●●

●● ●

●●●

●● ● ●

−2 −1 0 1 2

−20

00

200

400

600

800

1000

Normal Q−Q Plot

Theoretical Quantiles

Sam

ple

Qua

ntile

s

BIOS 662 12 ANOVA Case Study

Page 13: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Box-Cox Transformations

Yλ =

{k1(Y

λ − 1) for λ 6= 0

k2 log(Y ) for λ = 0

where

k2 =

∏i,j

Yij

1/N

and k1 =1

λkλ−12

BIOS 662 13 ANOVA Case Study

Page 14: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Box-Cox Transformation

Box-Cox Root mean .95

Power Log squared Confidence

(lambda) Likelihood error Interval

-1.0 -232.441 387.62

-0.8 -216.424 257.07

-0.6 -203.272 183.48

-0.4 -193.809 143.95

-0.2 -188.568 125.85 *

0.0 -187.530 122.54 <+

0.2 -190.213 131.27

0.4 -195.970 152.15

0.6 -204.212 187.96

0.8 -214.467 244.48

1.0 -226.364 331.69

BIOS 662 14 ANOVA Case Study

Page 15: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Box-Cox Transformation

• Choose log transformation

• Run diagnostics again

BIOS 662 15 ANOVA Case Study

Page 16: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Residual Plot

●●

3.6 3.8 4.0 4.2 4.4 4.6 4.8

−2

−1

01

2

fit$fitted.values

fit$r

esid

uals

BIOS 662 16 ANOVA Case Study

Page 17: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Modified Levene Test

Brown and Forsythe’s Test for Homogeneity of lsurv Variance

ANOVA of Absolute Deviations from Group Medians

Sum of Mean

Source DF Squares Square F Value Pr > F

degree 2 2.2384 1.1192 1.52 0.2324

Error 36 26.5038 0.7362

BIOS 662 17 ANOVA Case Study

Page 18: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

QQ Plot

● ●

−2 −1 0 1 2

−2

−1

01

2

Normal Q−Q Plot

Theoretical Quantiles

Sam

ple

Qua

ntile

s

BIOS 662 18 ANOVA Case Study

Page 19: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Tests for Normality

Pearson’s product-moment correlation

data: qq$x and qq$y

sample estimates:

cor

0.9882992

Lilliefors (Kolmogorov-Smirnov) normality test

data: fit$residuals

D = 0.0799, p-value = 0.766

Shapiro-Wilk normality test

data: fit$residuals

W = 0.9682, p-value = 0.3294

BIOS 662 19 ANOVA Case Study

Page 20: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Box-Cox Transformation

• Diagnostics suggest adequate fit after log transformation

• Employ Tukey for all (3) pairwise comparisons of factor

level means

BIOS 662 20 ANOVA Case Study

Page 21: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Tukey Simultaneous 90% CIs

Tukey’s Studentized Range (HSD) Test for lsurv

NOTE: This test controls the Type I experimentwise error rate.

Comparisons significant at the 0.1 level are indicated by ***.

Difference

degree Between Simultaneous 90%

Comparison Means Confidence Limits

l - m 0.1476 -1.0444 1.3397

l - h 1.2805 0.0630 2.4980 ***

m - h 1.1329 -0.1061 2.3718

BIOS 662 21 ANOVA Case Study

Page 22: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Tukey Simultaneous 90% CIs

−2 −1 0 1 2 3

●l−m

l−h

m−h

BIOS 662 22 ANOVA Case Study

Page 23: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Sensitivity Analyses: Bonferroni

Bonferroni (Dunn) t Tests for lsurv

NOTE: This test controls the Type I experimentwise error rate, but it generally

has a higher Type II error rate than Tukey’s for all pairwise comparisons.

Comparisons significant at the 0.1 level are indicated by ***.

Difference

degree Between Simultaneous 90%

Comparison Means Confidence Limits

l - m 0.1476 -1.0969 1.3922

l - h 1.2805 0.0094 2.5516 ***

m - h 1.1329 -0.1606 2.4263

BIOS 662 23 ANOVA Case Study

Page 24: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Sensitivity Analyses: Wilcoxon Ranksum

Wilcoxon rank sum test

data: low.surv and med.surv

W = 93, p-value = 0.943

alternative hypothesis: true mu is not equal to 0

Wilcoxon rank sum test

data: low.surv and high.surv

W = 122, p-value = 0.05264

alternative hypothesis: true mu is not equal to 0

Wilcoxon rank sum test

data: med.surv and high.surv

W = 115, p-value = 0.04571

alternative hypothesis: true mu is not equal to 0

BIOS 662 24 ANOVA Case Study

Page 25: Analysis of Variance: Case Study Bios 662mhudgens/bios/662/2008fall/anova_case.pdfAnalysis Plan • ANOVA Yij = µi + ij i = 1,2,3 denoting low, med, high groups j = 1,2,...,ni denoting

Conclusions

• Conclude there is evidence of a marginally sig difference

in mean log survival times between between low and

high (although not totally consistent across sensitivity

analyses)

• How to quantify/interpret on log scale?

• Power of study to detect what size effects?

Alternative analysis to test for trend?

BIOS 662 25 ANOVA Case Study