Why ANOVA is Really a Linear Regression, Despite the Difference in Notation

April 23rd, 2018 by

When I was in graduate school, stat professors would say “ANOVA is just a special case of linear regression.”  But they never explained why.Stage 2

And I couldn’t figure it out.

The model notation is different.

The output looks different.

The vocabulary is different.

The focus of what we’re testing is completely different. How can they be the same model?