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Calculadora del valor p para la estadística F

Amigos,

In my last post, I discussed an Excel® spreadsheet to calculate p values for hypothesis tests in which the t distribution is employed. The reason I developed this tool is that some statistics software like Minitab® or JMP®, after listing the t value, give the smallest p value as 0.001. If the p value is less than 0.001, it is simply given as 0.000. With the spreadsheet I developed, p values of less than 10-95 can be calculated. In this post, I will present an Excel spreadsheet to calculate p values for F statistics.

As an example of where the F statistic is used, consider a designed experiment (DOE) where we are testing three solder pastes (ACME, AJAX, and Kostco), two stencils (Stencil 1 and Stencil 2), and three operation temperatures (20°C, 25°C, and 30°C). There is a rumor in the industry that AJAX doesn’t print well at 20°C.

I used Minitab® to analyze the fictitious data that I developed for this DOE scenario. The Main Effects Plots are shown in Figure 1 and the Interaction Plots arein Figure 2. The goal for transfer efficiency is 100%, so ACME is slightly better than Kostco, both being significantly better than AJAX as seen in Figure 1. Figure 1 also indicates that Stencil 2 is slightly better than Stencil 1 and temperature makes a significant difference.

Main effects plot showing mean transfer efficiency across solder paste, stencil, and temperature.

Figure 1. The Main Effects Plots for the Stencil PrintingDOE.

The Interaction Plots show that indeed AJAX has trouble printing at 20°C (see the red box in Figure 2). It is also clear from the graph in the red box that the other solder pastes do not have trouble printing at 20°C.

Interaction plot for transfer efficiency showing fitted means across solder paste, stencil.
Figure 2. The Interactions Plots for the Stencil Prinitng DOE.

The table of the Minitab® Analysis of Variance output is shown in Figure 3. Note the various F statistics. In a DOE, an hypothesis test exists for each factor. As an example, consider the factor: stencil. In this case, the null hypothesis is that using Stencil 1 or 2 makes no difference in the results. The F statistic is the variation in the results from Stencil 1 and Stencil 2 divided by the random variation in the experiment. A high F statistic indicates that the difference between the stencils is important. In cases like this one, the F statistic is similar to the signal-to-noise ratio in electrical engineering. A high F statistic will also result in a small p. Typically, if p is < 0.05 the null hypothesis is rejected, indicating the that factor levels have an effect on the result.
Analysis of Variance table listing sources such as Model, Linear, Two-Way Interactions, and Error.

Figure 3. The Minitab® Analysis of Variance Output for the Stencil Printing DOE.

In Figure 3 we can see that the F statistic for stencils is 1.64. The degrees of freedom for the numerator (the stencils) is 1 and for the denominator (error)is 22. To check the Excel® spreadsheet I made, I entered these numbers and the p value output was 0.2136626, as shown in Figure 4, the same as Minitab’s 0.213. I find it interesting that Minitab® appears to truncate numbers, not round them. Note in Figure 4 that the spreadsheet also calculates the F statistic if the p value is entered into cell B6. Since p = 0.213, in this case, the difference is the stencils is not statistically significant.

Excel spreadsheet showing F statistic and p-value tables with degrees of freedom values.

Figure 4. The p value calculation from the Excel spreadsheet forthe F statistic for stencils.

So, what about some of the other p values. Figure 3 shows us that Minitab® produces 0.000 for most of the p values. Let’s use the spreadsheet to calculate a few of them. For solder paste, we see the DOF is 2, while the F statistic is 33.64. Our spreadsheet gives a p value of 2.034012E-07(See Figure 5).

Statistical table showing F statistic 33.640000, DOF numerator 2, and P value 2.034012E-07.

Figure 5. The p value calculation from the Excel spreadsheet forthe F statistic for solder pastes.

Send me an email, at [email protected], to get the spreadsheet. See if you get 1.088934E-11 for the solder paste-temperature interaction (See Figure 6).

Statistical results table listing an F statistic of 62.430000 and a P value of 1.

Figure 6. The p value calculation from the Excel spreadsheet forthe F statistic for the solder paste-temperature interaction.

Salud,

Dr. Ron