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WAnova

‘WAnova’ is an R package that provides functions for conducting Welch’s ANOVA and Games-Howell post hoc tests based on summary statistics. These tests are particularly useful when working with unequal variances and sample sizes. Additionally, the package includes a Monte Carlo simulation to assess residual normality and homoscedasticity, with the option to apply a continuity correction for the resulting proportions.

Table of content

  1. WAnova
  2. Installation
  3. Features
  4. Usage
    1. Parameters
    2. Example: Hartley’s Fmax
    3. Example: Welch’s ANOVA
    4. Example: Games-Howell Post Hoc Test
    5. Example: Approximate Sample Size Determination for Welch’s F-Test
    6. Example: Monte Carlo Simulation for Residual assessment
  5. Citing WAnova

Installation

You can install the latest version of ‘WAnova’ from GitHub with:

# If you don't have devtools installed, first install it:
install.packages("devtools")

# Then, install the WAnova package from GitHub:
devtools::install_github("niklasburgard/WAnova")

# Import packages if not already installed:
packages <- c("car", "utils", "stats", "SuppDists")
install.packages(setdiff(packages, rownames(installed.packages())))

Features

Usage

Parameters

fmax.test(levels,n,sd)
welch_anova.test(levels, n, means, sd, effsize = c(“AnL”,“Kirk”,“CaN”)
games_howell.test(levels, n, means, sd, conf.level = 0.95) wanova_pwr.test(n, means, sd, power = 0.90, alpha = 0.05) welch_anova.mc(n,means, sd, n_sim = 1000, alpha = 0.05, adj = TRUE)

levels Vector with level names of the independent variable
n Vector with sample size for each level
means Vector with sample mean for each level
sd Vector with sample standard deviation for each level
effsize Options “AnL”, “Kirk”, “CaN”
conf.level Confidence level used in the computation power Desired power of the test alpha Significance level for the test adj Logical, applies to continuity correction if TRUE n_sim Number of Monte Carlo Simulations

Example: Hartley’s Fmax

library(WAnova)
library(SuppDists)

# Example data
probe_data <- data.frame(
 group = c("probe_a", "probe_b", "probe_c"),
 size = c(10, 10, 10),  # Equal sample sizes
 mean = c(43.00000, 33.44444, 35.75000),
 sd = c(4.027682, 9.302031, 16.298554)
)

# Perform Hartley's Fmax
result <- fmax_test(
 levels = probe_data$group,
 n = probe_data$size,
 sd = probe_data$sd
)

#Print results
print(result)

Note: Applicable results assume normally distributed data with equal sample sizes.

Null Hypothesis: Assumes homogeneity of variances, which means all groups have the same variance.
Alternative Hypothesis: Assumes that not all group variances are equal. This hypothesis is supported if the p-value is below the significance level.

Example: Welch’s ANOVA

library(WAnova)

# Example data
probe_data <- data.frame(
  group = c("probe_a", "probe_b", "probe_c"),
  size  = c(10, 9, 8),
  mean  = c(43.00000, 33.44444, 35.75000),
  sd    = c(4.027682, 9.302031, 16.298554)
)

# Perform Welch's ANOVA
result <- welch_anova.test(
  levels  = probe_data$group,
  n       = probe_data$size,
  means   = probe_data$mean,
  sd      = probe_data$sd,
  effsize = "Kirk"
)

# Print summary
summary(result)

Note: Omega squared can range from -1 to 1, with zero indicating no effect. When the observed F is less than one, omega squared will be negative. It has been suggested that values of .01, .06 and .14 represent small, medium and large effects, respectively (Kirk 1996).

Note: Traditional omega squared assumes homogeneity of variance, using parameters calculated in a traditional ANOVA with unweighted means. There are three methods—Kirk (“Kirk”), Carroll and Nordholm (“CaN”), and Albers and Lakens (“AnL”)—to estimate omega squared using summary statistics, all of which yield the same result when based on unweighted means.
When applying parameters derived from Welch’s ANOVA, the Kirk and CaN methods produce an adjusted omega squared that reflects the weighted means from the F-statistic but do not account for the corrected within-group degrees of freedom associated with those weighted means.
The AnL method further adjusts omega squared to incorporate these corrected degrees of freedom, aligning with the design of Welch’s ANOVA and providing a more accurate measure, making it the preferred approach.

References:
Welch, B. L. (1951). On the comparison of several mean values: an alternative approach. Biometrika 38.3/4, 330-336.
Hays, W. L. (1973). Statistics for the social sciences (2nd ed.). Holt, Rinehart and Winston, 486.
Kirk, R. E. (1996). Practical significance: A concept whose time has come. Educational and Psychological Measurement, 56(5), 746-759.
Carroll, R. M., & Nordholm, L. A. (1975). Sampling characteristics of Kelley’s epsilon and Hays’ omega Educational and Psychological Measurement, 35(3), 541-554.
Albers, C., & Lakens, D. (2018). When power analyses based on pilot data are biased: Inaccurate effect size estimators and follow-up bias. Journal of Experimental Social Psychology, 74, 187–195.

Example: Games-Howell Post Hoc Test

library(WAnova)

# Conduct Games-Howell post hoc test
posthoc_result <- games_howell.test(
  levels = probe_data$group,
  n      = probe_data$size,
  means  = probe_data$mean,
  sd     = probe_data$sd
)

# Print results
print(posthoc_result)

References:
Games, P. A., & Howell, J. F. (1976). Pairwise Multiple Comparison Procedures with Unequal N’s and/or Variances: A Monte Carlo Study. Journal of Educational and Behavioural Statistics, 1, 113-125.

Example: Approximate Sample Size Determination for Welch’s F-Test

library(WAnova)

n <- c(10, 10, 10, 10)
means <- c(1, 0, 0, -1)
sd <- c(1, 1, 1, 1)
result <- wanova_pwr.test(n, means, sd, power = 0.90, alpha = 0.05)
print(result)

References:
Levy, K. J. (1978a). Some empirical power results associated with Welch’s robust analysis of variance technique. Journal of Statistical Computation and Simulation, 8, 43–48.
Show-Li, J., & Gwowen, S. (2014). Sample size determinations for Welch’s test in one-way heteroscedastic ANOVA . British Psychological Society, 67(1), 72-93.

Example: Monte Carlo Simulation for Residual assessment

library(WAnova)

means <- c(50, 55, 60)
sd <- c(10, 12, 15)
n <- c(30, 35, 40)

# Perform Monte Carlo simulation
result <- welch_anova.mc(means = means, sd = sd, n = n, n_sim = 1000, alpha = 0.05)

# Print results
print(result)

Note: You can apply a continuity correction (r+1)/(N+1) to the resulting proportions by setting adj = TRUE (default). This is useful for improving the accuracy of estimates when proportions are small or close to 1. Without the correction, the original proportion estimate p is calculated as the ratio of simulations where the residuals meet the assumption of normality or homoscedasticity (r) to the total number of simulations (N), with no adjustment applied.

References: Davison AC, Hinkley DV (1997). Bootstrap methods and their application. Cambridge University Press, Cambridge, United Kingdom

Citing WAnova

To cite the WAnova package in publications, please use:

Niklas Burgard (2023). WAnova: Welch's Anova from Summary Statistics. R package version 0.4.0. https://github.com/niklasburgard/WAnova

You can also find a BibTeX entry for LaTeX users:

@Manual{,
  title = {WAnova: Welch's Anova from Summary Statistics},
  author = {Niklas Burgard},
  year = {2023},
  note = {R package version 0.4.0},
  url = {https://github.com/niklasburgard/WAnova},
}

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.