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  1. calpolystat revised this gist Jun 20, 2015. 2 changed files with 1 addition and 2 deletions.
    1 change: 0 additions & 1 deletion server.R
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    @@ -1,4 +1,3 @@

    # ------------------
    # App Title: Robustness of ANOVA F-test to violation of constant variance
    # Author: Gail Potter
    2 changes: 1 addition & 1 deletion ui.R
    Original file line number Diff line number Diff line change
    @@ -58,7 +58,7 @@ shinyUI(fluidPage(
    "Gail Potter"),align="right", style = "font-size: 8pt"),

    div("Shiny source files:",
    a(href="https://gist.github.com/calpolystat/d896c5848934484181be",
    a(href="https://gist.github.com/calpolystat/fad8ef712fc6f726640c",
    target="_blank","GitHub Gist"),align="right", style = "font-size: 8pt"),

    div(a(href="http://www.statistics.calpoly.edu/shiny",target="_blank",
  2. calpolystat created this gist Jun 20, 2015.
    7 changes: 7 additions & 0 deletions #ANOVA_robust.txt
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    Testing Violation of the Constant Variance Condition for ANOVA Shiny App

    Base R code created by Gail Potter
    Shiny app files created by Gail Potter

    Cal Poly Statistics Dept Shiny Series
    http://statistics.calpoly.edu/shiny
    7 changes: 7 additions & 0 deletions DESCRIPTION
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    Title: Testing Violation of the Constant Variance Condition for ANOVA
    Author: Gail Potter
    AuthorUrl: http://www.gailpotter.org
    License: MIT
    DisplayMode: Normal
    Tags: ANOVA, Constant Variance, Robustness
    Type: Shiny
    21 changes: 21 additions & 0 deletions LICENSE
    Original file line number Diff line number Diff line change
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    The MIT License (MIT)

    Copyright (c) 2015 Gail Potter

    Permission is hereby granted, free of charge, to any person obtaining a copy
    of this software and associated documentation files (the "Software"), to deal
    in the Software without restriction, including without limitation the rights
    to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
    copies of the Software, and to permit persons to whom the Software is
    furnished to do so, subject to the following conditions:

    The above copyright notice and this permission notice shall be included in
    all copies or substantial portions of the Software.

    THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
    IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
    FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
    AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
    LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
    OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
    THE SOFTWARE.
    133 changes: 133 additions & 0 deletions server.R
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    # ------------------
    # App Title: Robustness of ANOVA F-test to violation of constant variance
    # Author: Gail Potter
    # ------------------

    simulate.response = function(nsim, sample.sizes, s1=2, s2=2, s3=2, m1=0, m2=0, m3=0){
    ## user inputs number of samples to draw (nsim),
    ## sample size, and standard deviation of each sample (s1,s2,s3)
    ## The function outputs a matrix of nsim samples of size sample.size
    ## drawn from normal distributions with mean 0 and specified SDs.
    ## Each column is a vector of the 3 simulated output.

    matrix(rnorm(nsim * sum(sample.sizes), mean=rep(c(m1,m2,m3), sample.sizes),
    sd=rep(c(s1,s2,s3), sample.sizes)), ncol=nsim)
    }

    get.f.stat = function(y,x) return(anova(lm(y~x))[[4]][1])

    create.predictor = function(sample.sizes)
    factor(rep(paste("Group", 1:3),sample.sizes))

    shinyServer(function(input, output, session) {

    draw.sample <- reactiveValues()

    observe({
    x = isolate(create.predictor(sample.sizes=c(input$n1, input$n2, input$n3)))

    if(input$go==0) {
    y = simulate.response(
    nsim=input$nsim, sample.sizes=c(input$n1, input$n2, input$n3),
    s1=input$sigma1, s2=input$sigma2, s3=input$sigma3,
    m1=input$mu1, m2=input$mu2, m3=input$mu3)
    f.stats = apply(y, 2, get.f.stat, x=x)
    draw.sample$f.stats <- c(f.stats, isolate(draw.sample$f.stats))
    draw.sample$y = y[1:isolate(input$n1+input$n2+input$n3)]
    } else {
    input$go
    y = simulate.response(nsim=isolate(input$nsim),
    sample.sizes=c(isolate(input$n1), isolate(input$n2), isolate(input$n3)),
    s1=isolate(input$sigma1), s2=isolate(input$sigma2), s3=isolate(input$sigma3),
    m1=isolate(input$mu1), m2=isolate(input$mu2), m3=isolate(input$mu3))




    withProgress(message = "Calculating, please wait.",
    detail = " ", value=.5, {
    f.stats = isolate(apply(y, 2, get.f.stat, x=x))

    draw.sample$f.stats <- c(f.stats, isolate(draw.sample$f.stats))
    draw.sample$y = y[1:isolate(input$n1+input$n2+input$n3)]
    })

    }

    })


    observe({
    input$sigma1
    input$sigma2
    input$sigma3
    input$mu1
    input$mu2
    input$mu3
    input$n1
    input$n2
    input$n3
    input$n
    input$clear
    draw.sample$y<-NULL
    draw.sample$f.stats=NULL
    })

    output$y <- renderText({y})
    output$dotplot <- renderPlot({
    input$sigma1
    input$sigma2
    input$sigma3
    input$n1
    input$n2
    input$n3
    input$n

    x = create.predictor(sample.sizes=c(input$n1, input$n2, input$n3))
    y = draw.sample$y

    par(mfrow=c(1,2))

    if (!is.null(y)){

    stripchart(y ~ x,
    vertical = TRUE, method="jitter" , main =paste("Sampled data"),
    pch = 21, col = "darkblue", bg = "lightblue")

    crit = qf(0.95, df1=2, df2=(sum(c(input$n1, input$n2, input$n3))-1))
    type.I.error = mean(draw.sample$f.stats>=crit)
    #xmax = max(15, round(max(draw.sample$f.stats[draw.sample$f.stats<20]))+1)
    xmax = max(15, round(max(draw.sample$f.stats))+1)
    ymax = max(hist(draw.sample$f.stats,
    breaks=seq(0,xmax,1), plot=FALSE)$counts+2, 15)
    hist(draw.sample$f.stats, col="lightblue",
    main="Sampling distribution",
    xlim=c(0,xmax), breaks=seq(0,xmax,1),
    ylim=c(0,ymax), xlab="F-statistics")

    abline(v=crit,col="red", lty=2)
    text(x=crit+1, y=ymax*.7, expression(F[0.05]), col="red")
    }

    })


    output$typeI = renderUI({
    if (input$mu1!=input$mu2 | input$mu1!=input$mu3 | input$mu2!=input$mu3){
    typeofstudy="Power = "
    } else {
    typeofstudy="Type I error rate = "
    }
    if (!is.null(draw.sample$y)) {
    crit = qf(0.95, df1=2, df2=(input$n1+input$n2+input$n3-1))
    type.I.error = sum(draw.sample$f.stats>=crit)/length(draw.sample$f.stats)
    n.samples = length(draw.sample$f.stats)
    str1 = paste("Total samples drawn =", n.samples)
    str2 = paste(typeofstudy, sum(draw.sample$f.stats>=crit), "/",
    length(draw.sample$f.stats), " = ", round(type.I.error,3))
    HTML(paste(str1, str2, sep = '<br/>'))
    }
    })

    })
    6 changes: 6 additions & 0 deletions styles.css
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    .shiny-progress {
    top: 50% !important;
    left: 50% !important;
    margin-top: -220px !important;
    margin-left: 50px !important;
    }
    109 changes: 109 additions & 0 deletions ui.R
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    @@ -0,0 +1,109 @@
    # ------------------
    # App Title: Robustness of ANOVA F-test to violation of constant variance
    # Author: Gail Potter
    # ------------------

    if (!require("devtools"))
    install.packages("devtools")

    if (!require("shinyBS")) install.packages("shinyBS")
    library(shinyBS)

    if (!require("digest")) install.packages("digest")

    if (!require("shinyIncubator")) devtools::install_github("rstudio/shiny-incubator")

    library(shinyIncubator)

    shinyUI(fluidPage(

    tags$title("Robustness of ANOVA"),

    includeCSS('styles.css'),

    #progressInit(),

    tags$head(tags$link(rel = "icon", type = "image/x-icon", href =
    "https://webresource.its.calpoly.edu/cpwebtemplate/5.0.1/common/images_html/favicon.ico")),

    h3("How robust is the ANOVA F-test to violation of constant variance?"),
    fluidRow(
    column(3,
    wellPanel(
    h5("Specifications for ANOVA", style="color:brown"),

    h5("Population standard deviations:"),
    sliderInput("sigma1", label="Group 1", value=6, min=1, max=20),
    sliderInput("sigma2", label="Group 2", value=6, min=1, max=20),
    sliderInput("sigma3", label="Group 3", value=6, min=1, max=20),
    br(),
    h5("Sample sizes"),
    sliderInput("n1", label="Group 1", value=20, min=2, max=100),
    sliderInput("n2", label="Group 2", value=20, min=2, max=100),
    sliderInput("n3", label="Group 3", value=20, min=2, max=100),
    br(),
    br(),
    h5("Population means:"),
    sliderInput("mu1", label="Group 1", value=0, min=-5, max=5),
    sliderInput("mu2", label="Group 2", value=0, min=-5, max=5),
    sliderInput("mu3", label="Group 3", value=0, min=-5, max=5),


    div("Shiny app by",
    a(href="http://www.gailpotter.org",target="_blank",
    "Gail Potter"),align="right", style = "font-size: 8pt"),

    div("Base R code by",
    a(href="http://www.gailpotter.org",target="_blank",
    "Gail Potter"),align="right", style = "font-size: 8pt"),

    div("Shiny source files:",
    a(href="https://gist.github.com/calpolystat/d896c5848934484181be",
    target="_blank","GitHub Gist"),align="right", style = "font-size: 8pt"),

    div(a(href="http://www.statistics.calpoly.edu/shiny",target="_blank",
    "Cal Poly Statistics Dept Shiny Series"),align="right", style = "font-size: 8pt"))
    ),
    tags$style(type="text/css",
    ".shiny-output-error { visibility: hidden; }",
    ".shiny-output-error:before { visibility: hidden; }"
    ),
    column(9, wellPanel(
    p("The ANOVA F-test is used to test for difference in means between groups, and requires
    the conditions of normality (or large sample size), independence, and constant variance in order to be valid. This
    app evaluates robustness of the ANOVA F-test to violation of the constant variance condition.
    At left, specify the sample sizes and standard deviations for each group. Below left are simulated
    data from normal distributions with the specified standard deviations and mean zero.
    In the right plot, the F-statistic for the simulated data is added to the sampling distribution.
    The critical value for a 0.05 significance test is shown in red."),

    sliderInput("nsim", label="Number of samples", value=1, min=1, max=1000),
    actionButton("go", label = "Draw samples"),
    actionButton("clear",label="Clear"),

    plotOutput("dotplot"),
    conditionalPanel(
    condition="input.mu1==input.mu2 & input.mu2==input.mu3",
    div("You have selected identical population means; you will analyze ", code("Type I error"))),
    conditionalPanel(
    condition="input.mu1!=input.mu2 || input.mu2!=input.mu3 || input.mu1!=input.mu3",
    div("You have selected different population means; you will analyze ", code("power"))),

    htmlOutput("typeI"),

    div(h4("Explorations"), style="color:brown"),


    p("1. If conditions for ANOVA are satisfied, the Type I Error rate should be equal to 0.05. Simulate data
    that satisfy conditions and verify that this is true. Perform several hundred simulations to get a good estimate
    for the error rate."),
    p("2. Simulate samples of size 20 from populations with equal means and standard deviations 6, 6, and 6. What is your Type I error rate?"),
    p("3. Simulate samples of size 20 from populations with equal means and standard deviations 4, 6, and 8. Now what is your Type I error rate?"),
    p("4. Simulate samples of size 20 from populations with equal means and standard deviations 1, 6, and 11. Now what is your Type I error rate?"),
    p("5. Do the error rates you found in 2, 3, or 4 vary by sample size, when sample sizes are equal?"),
    p("6. Next repeat your simulation study with sample sizes 10, 20, and 30. How do results differ?"),
    p("7. Finally, repeat the above simulation studies, but specify population means to be -3, 0, and 3, so that you study the power of the test under different conditions.")
    ))
    )
    )
    )