The Analysis of Variance (ANOVA) table - Econometrie

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While the analysis of variance reached fruition in the 20th century, antecedents extend centuries into the past according to Stigler.These include hypothesis testing, the partitioning of sums of squares, experimental techniques and the additive model. Laplace was performing hypothesis testing in the 1770s.The development of least-squares methods by Laplace and Gauss circa 1800 provided an improved method of combining observations (over the existing practices of astronomy and geodesy). It also initiated much study of the contributions to sums of squares. Laplace soon knew how to estimate a variance from a residual (rather than a total) sum of squares. By 1827 Laplace was using least squares methods to address ANOVA problems regarding measurements of atmospheric tides. Before 1800 astronomers had isolated observational errors resulting from reaction times (the "personal equation") and had developed methods of reducing the errors. The experimental methods used in the study of the personal equation were later accepted by the emerging field of psychology which developed strong (full factorial) experimental methods to which randomization and blinding were soon added.An eloquent non-mathematical explanation of the additive effects model was available in 1885. ...