10/18/2016
The Latin Square Design
Text reference, Section 4.2, pg. 158
These designs are used to simultaneously control
(or eliminate) two sources of nuisance
variability
A significant assumption is that the three factors
(treatments, nuisance factors) do not interact
If this assumption is violated, the Latin square
design will not produce valid results
Latin squares are not used as much as the RCBD
in industrial experimentation
Chapter 4 Design & Analysis of Experiments 8E 2012 1
Montgomery
The Rocket Propellant Problem
A Latin Square Design
Response Variable
Burning Rate
This is a 5 5 Latin square design
Page 159 shows some other Latin squares
Table 4-13 (page 162) contains properties of Latin squares
Statistical analysis?
Chapter 4 Design & Analysis of Experiments 8E 2012 2
Montgomery
1
10/18/2016
Statistical Analysis of the
Latin Square Design
The statistical (effects) model is
i 1, 2,..., p
yijk i j k ijk j 1, 2,..., p
k 1, 2,..., p
The statistical analysis (ANOVA) is much like the
analysis for the RCBD.
See the ANOVA table, page 160 (Table 4.10)
The analysis for the rocket propellant example
follows
Chapter 4 Design & Analysis of Experiments 8E 2012 3
Montgomery
Chapter 4 Design & Analysis of Experiments 8E 2012 4
Montgomery
2
10/18/2016
Chapter 4 Design & Analysis of Experiments 8E 2012 5
Montgomery
Chapter 4 Design & Analysis of Experiments 8E 2012 6
Montgomery
3
10/18/2016
Chapter 4 Design & Analysis of Experiments 8E 2012 7
Montgomery
Chapter 4 8
4
10/18/2016
Chapter 4 9
Chapter 4 10
5
10/18/2016
Chapter 4 11
*Select one from a list of all
possible Latin Squares at random
Chapter 4 or follow this process 12
6
10/18/2016
Chapter 4 Design & Analysis of Experiments 8E 2012 13
Montgomery
Chapter 4 14
7
10/18/2016
Chapter 4 15
Graeco Latin Square Design
Chapter 4 Design & Analysis of Experiments 8E 2012 16
Montgomery
8
10/18/2016
Chapter 4 Design & Analysis of Experiments 8E 2012 17
Montgomery
Chapter 4 18
9
10/18/2016
Chapter 4 Design & Analysis of Experiments 8E 2012 19
Montgomery
Relative Efficiency of the RCBD
It is often helpful to estimate the relative efficiency of the RCBD compared to a
completely randomized design (CRD). One way to define this relative efficiency is
(df b 1)(df r 3) 2r
R
(df b 3)(df r 1) b2
where 2r and b2 are the experimental error variances of the completely randomized and
randomized block designs, respectively, and df r and df b are the corresponding error
degrees of freedom. This statistic may be viewed as the increase in replications that is
required if a CRD is used as compared to a RCBD if the two designs are to have the same
sensitivity. The ratio of degrees of freedom in R is an adjustment to reflect the different
number of error degrees of freedom in the two designs.
20
10
10/18/2016
To compute the relative efficiency, we must have estimates of 2r and b2 . We can use
the mean square for error MSE from the RCBD to estimate b2 , and it may be shown [see
Cochran and Cox (1957), pp. 112-114] that
(b 1) MS Blocks b(a 1) MS E
2r
ab 1
is an unbiased estimator of the error variance of a the CRD. To illustrate the procedure,
consider the data in Example 4.1. Since MSE = 7.33, we have
b2 7.33
and
(b 1) MS Blocks b(a 1) MS E
r2
ab 1
(5)38.45 6(3)7.33
4(6) 1
14.10
Chapter 4 21
(dfb 1)(df r 3) r2
R
(dfb 3)(df r 1) b2
(15 1)(20 3) 14.10
(15 3)(20 1) 7.33
1.87
This implies that we would have to use approximately twice times as many replicates
with a completely randomized design to obtain the same sensitivity as is obtained by
blocking on the metal coupons.
Chapter 4 22
11
10/18/2016
Clearly, blocking has paid off handsomely in this experiment. However, suppose that
blocking was not really necessary. In such cases, if experimenters choose to block, what
do they stand to lose? In general, the randomized complete block design has (a 1)(b - 1)
error degrees of freedom. If blocking was unnecessary and the experiment was run as a
completely randomized design with b replicates we would have had a(b - 1) degrees of
freedom for error. Thus, incorrectly blocking has cost a(b - 1) (a - 1)(b - 1) = b - 1
degrees of freedom for error, and the test on treatment means has been made less
sensitive needlessly. However, if block effects really are large, then the experimental
error may be so inflated that significant differences in treatment means could possibly
remain undetected. (Remember the incorrect analysis of Example 4-1.) As a general rule,
when the importance of block effects is in doubt, the experimenter should block and
gamble that the block means are different. If the experimenter is wrong, the slight loss in
error degrees of freedom will have little effect on the outcome as long as a moderate
number of degrees of freedom for error are available.
Chapter 4 23
Chapter 4 Design & Analysis of Experiments 8E 2012 24
Montgomery
12
10/18/2016
{(1,3,4), (1,2,3), (2,3,4), (1,2,4)}
25
Chapter 4 Design & Analysis of Experiments 8E 2012 26
Montgomery
13
10/18/2016
Chapter 4 Design & Analysis of Experiments 8E 2012 27
Montgomery
Chapter 4 Design & Analysis of Experiments 8E 2012 28
Montgomery
14
10/18/2016
Chapter 4 Design & Analysis of Experiments 8E 2012 29
Montgomery
Chapter 4 Design & Analysis of Experiments 8E 2012 30
Montgomery
15
10/18/2016
Chapter 4 Design & Analysis of Experiments 8E 2012 31
Montgomery
16
