DEPARTMENT OF MATHEMATICS & STATISTICS

MTH 513: Analysis of Variance

(Semester: 2011-2012 Session: I)

Problem Set 3
(Hints and answers)

1 y = (y
100
, y
010
, y
001
, y
110
, y
101
, y
011
, y
111
)
/
is the vector of observations.
[ = ([
1
, [
2
, [
3
) is the vector of unknown parameters (the 3 weights).
then the design matrix is X =
l
l
l
l
l
l
l
1 u u
u 1 u
u u 1
1 1 u
1 u 1
u 1 1
1 1 1
1
1
1
1
1
1
1
;
BLUE [
`
= (X

X)
-1
(X) and u. e. o
2
= ( - [
`
)( - [
`
)(7 - S).

2. Usual ANCOVA in RBD;
t test (with d.f. =(r-1)(s-1)-1) for (a) [=0; and
F-test (with d.f. = (r-1), (r-1)(s-1)-1) for (b) 1=2==t=0.

3. Calculate the C-matrix; show that all diagonals are equal and all off-
diagonals are equal; hence both connected and balanced.

4. Obtain the incidence matrices and hence C-matrices to conclude (I) is
connected and (II) is disconnected.

5. Show that rank (C) = s (say) < (t-1), hence disconnected;
Since C is symmetric, hence it has exactly s non-zero eigen values;
Show that all s (< t-1) non-zero eigen values of C are equal, hence balanced.
(a connected design is balanced if all (t-1) non-zero eigen values of C are
equal).

6. proceed similarly as in (4) and (5)