方差分析(ANOVA)检验

Python 假设检验

James Chapman

Curriculum Manager, DataCamp

工作满意度:5 个类别

stack_overflow['job_sat'].value_counts()
Very satisfied           879
Slightly satisfied       680
Slightly dissatisfied    342
Neither                  201
Very dissatisfied        159
Name: job_sat, dtype: int64
Python 假设检验

可视化多个分布

不同工作满意度水平的年均报酬是否不同?

import seaborn as sns
import matplotlib.pyplot as plt
sns.boxplot(x="converted_comp", 
            y="job_sat", 
            data=stack_overflow)
plt.show()

箱线图:5 个类别的报酬分布。"非常满意"似乎略高,但难以判定。

Python 假设检验

方差分析(ANOVA)

  • 比较组间差异的检验
alpha = 0.2


pingouin.anova(data=stack_overflow, dv="converted_comp", between="job_sat")
    Source  ddof1  ddof2         F     p-unc       np2
0  job_sat      4   2256  4.480485  0.001315  0.007882
  • 0.001315 $< \alpha$
  • 至少两个类别的报酬显著不同
Python 假设检验

两两比较检验

  • $\mu_{\text{very dissatisfied}} \neq \mu_{\text{slightly dissatisfied}}$
  • $\mu_{\text{very dissatisfied}} \neq \mu_{\text{neither}}$
  • $\mu_{\text{very dissatisfied}} \neq \mu_{\text{slightly satisfied}}$
  • $\mu_{\text{very dissatisfied}} \neq \mu_{\text{very satisfied}}$
  • $\mu_{\text{slightly dissatisfied}} \neq \mu_{\text{neither}}$
  • $\mu_{\text{slightly dissatisfied}} \neq \mu_{\text{slightly satisfied}}$
  • $\mu_{\text{slightly dissatisfied}} \neq \mu_{\text{very satisfied}}$
  • $\mu_{\text{neither}} \neq \mu_{\text{slightly satisfied}}$
  • $\mu_{\text{neither}} \neq \mu_{\text{very satisfied}}$
  • $\mu_{\text{slightly satisfied}} \neq \mu_{\text{very satisfied}}$

 

将显著性水平设为 $\alpha = 0.2$。

Python 假设检验

pairwise_tests()

pingouin.pairwise_tests(data=stack_overflow, 
                        dv="converted_comp", 
                        between="job_sat", 
                        padjust="none")
  Contrast                   A                      B  Paired  Parametric  ...          dof  alternative     p-unc     BF10    hedges
0  job_sat  Slightly satisfied         Very satisfied   False        True  ...  1478.622799    two-sided  0.000064  158.564 -0.192931
1  job_sat  Slightly satisfied                Neither   False        True  ...   258.204546    two-sided  0.484088    0.114 -0.068513
2  job_sat  Slightly satisfied      Very dissatisfied   False        True  ...   187.153329    two-sided  0.215179    0.208 -0.145624
3  job_sat  Slightly satisfied  Slightly dissatisfied   False        True  ...   569.926329    two-sided  0.969491    0.074 -0.002719
4  job_sat      Very satisfied                Neither   False        True  ...   328.326639    two-sided  0.097286    0.337  0.120115
5  job_sat      Very satisfied      Very dissatisfied   False        True  ...   221.666205    two-sided  0.455627    0.126  0.063479
6  job_sat      Very satisfied  Slightly dissatisfied   False        True  ...   821.303063    two-sided  0.002166     7.43  0.173247
7  job_sat             Neither      Very dissatisfied   False        True  ...   321.165726    two-sided  0.585481    0.135 -0.058537
8  job_sat             Neither  Slightly dissatisfied   False        True  ...   367.730081    two-sided  0.547406    0.118  0.055707
9  job_sat   Very dissatisfied  Slightly dissatisfied   False        True  ...   247.570187    two-sided  0.259590    0.197  0.119131

[10 rows x 11 columns]
Python 假设检验

随着组数增加…

散点图:配对数 vs. 组数。组数增加时,配对数按二次关系增长。

散点图:至少出现1个显著结果的概率 vs. 组数。组数越多,出现至少1个显著结果的概率越高。

Python 假设检验

Bonferroni 校正

pingouin.pairwise_tests(data=stack_overflow, 
                        dv="converted_comp", 
                        between="job_sat", 
                        padjust="bonf")
  Contrast                   A                      B   ...     p-unc    p-corr p-adjust     BF10    hedges
0  job_sat  Slightly satisfied         Very satisfied   ...  0.000064  0.000638     bonf  158.564 -0.192931
1  job_sat  Slightly satisfied                Neither   ...  0.484088  1.000000     bonf    0.114 -0.068513
2  job_sat  Slightly satisfied      Very dissatisfied   ...  0.215179  1.000000     bonf    0.208 -0.145624
3  job_sat  Slightly satisfied  Slightly dissatisfied   ...  0.969491  1.000000     bonf    0.074 -0.002719
4  job_sat      Very satisfied                Neither   ...  0.097286  0.972864     bonf    0.337  0.120115
5  job_sat      Very satisfied      Very dissatisfied   ...  0.455627  1.000000     bonf    0.126  0.063479
6  job_sat      Very satisfied  Slightly dissatisfied   ...  0.002166  0.021659     bonf     7.43  0.173247
7  job_sat             Neither      Very dissatisfied   ...  0.585481  1.000000     bonf    0.135 -0.058537
8  job_sat             Neither  Slightly dissatisfied   ...  0.547406  1.000000     bonf    0.118  0.055707
9  job_sat   Very dissatisfied  Slightly dissatisfied   ...  0.259590  1.000000     bonf    0.197  0.119131

[10 rows x 11 columns]
Python 假设检验

更多方法

padjust:字符串

用于检验与 p 值校正的方法。

  • 'none':不校正【默认】
  • 'bonf':一步 Bonferroni 校正
  • 'sidak':一步 Sidak 校正
  • 'holm':逐步下降(Bonferroni 调整)
  • 'fdr_bh':Benjamini/Hochberg FDR 校正
  • 'fdr_by':Benjamini/Yekutieli FDR 校正
Python 假设检验

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Python 假设检验

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