I am running an anova in SAS on the average hours worked for a country. With those countries grouped into 3 regions. When I run the anova I get a F value of 3.64 and P-value 0.0379. With these results I thought you would reject the null stating that the means for each region is the same. But when I run a post hoc test like Tukey, SNK or scheffe they tell me the means are not significantly different. Does anyone have an idea where I am going wrong?
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$\begingroup$ Why do you think anything is wrong? Clearly you'd like there to be a significant difference in a post hoc which you could try to claim 'caused' the significant result in the ANOVA, but there's generally no guarantee that will happen, since an ANOVA can reject due to a combination of relatively small effects, none of which will be significant on the post hoc tests you mention. $\endgroup$– Glen_bMar 15, 2015 at 22:25
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$\begingroup$ The section of this answer labelled "Multiple comparisons t-tests" indicates an example where all the multiple comparisons would not reject even when carried out at the original significance level that the ANOVA rejected at --- that is, it can even happen with no adjustment to type I error rates for multiple comparisons. If that can happen, you can appreciate that if you are using a much lower significance level in the multiple comparisons, it can much more easily occur $\endgroup$– Glen_bMar 15, 2015 at 23:46
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1$\begingroup$ Adding to @Glen_b's point, a significant ANOVA $F$ is equivalent to saying that there is some contrast that is significant at the same level, using the Scheffe critical value. That contrast may well not be a comparison of two means. $\endgroup$– Russ LenthMar 16, 2015 at 0:36
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