Decomposition of variance in terms of conditional means

FIGÀ TALAMANCA, ALESSANDRO; Department Of Mathematics - University Of Rome “La Sapienza”, ANGELO GUERRIERO, ALBERTO LEONE, GIAN PIERO MIGNOLI & ROGORA, ENRICO; Department Of Mathematics - University Of Rome “La Sapienza”
Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables. We suggest that this approach be used to complement other existing techniques to study the interdependence of the variables involved. According to our method, the variance is expressed as a sum of orthogonal components, obtained as differences of conditional means, with respect to the qualitative characters. The...