Two Estimates of Variance (2 of 5)
Therefore, if MSB is sufficiently larger than MSE, the null
hypothesis can be rejected. If MSB is not sufficiently larger than
MSE then the null hypothesis cannot be rejected. How much larger is
"sufficiently" larger? That is determined by the statistical analysis
explained in a later
section.
How σ² is
Estimated by MSE
The estimation of σ² by MSE in the
analysis of variance is exactly the same as the estimation of σ²
by MSE in the construction of
confidence
intervals
on a linear
combination of means and in the
testing of linear combinations of means. It
is very similar to the estimation of σ²
by MSE in the construction of confidence intervals on the
difference between means and in the
testing
of differences between means. The only difference is that there are
"a" groups instead of two groups.
For simplicity, assume that
the sample sizes in each of the "a" samples are equal. The variance
(σ²)
is estimated by s² in each of the samples. The average of these
"a" estimates of σ² is then used
as an overall estimate of σ².