Professional Documents
Culture Documents
1 2 J P Total 1 2 I X P Total: Estimation of One Missing Observation in LSD
1 2 J P Total 1 2 I X P Total: Estimation of One Missing Observation in LSD
Let us suppose that in a PxP Latin Square, the observation occurring in the ith row, jth
column and receiving the kth treatment is missing. Let us suppose that the missing
observation is x (yijk) that is showing in the table below
Column
1 2 j p Total
1
2
Row
i x
p
Total
We know
2
𝑦…
𝑝 𝑝
2
Sum of Square Total (SST ) = ∑𝑖,𝑗,𝑘=1(𝑦𝑖𝑗𝑘 − 𝑦̅… )2 = ∑𝑖,𝑗,𝑘=1 𝑦𝑖𝑗𝑘 −
𝑝2
𝑝
∑𝑝𝑖=1 𝑦𝑖..2 𝑦…2
SSRow = 𝑝 ∑(𝑦̅𝑖.. − 𝑦̅… )2 = − 2
𝑝 𝑝
𝑖=1
𝑝
2 ∑𝑝𝑖=1 𝑦.𝑗.
2
𝑦…2
SSColumn = 𝑝 ∑(𝑦̅.𝑗. − 𝑦̅… ) = − 2
𝑝 𝑝
𝑖=1
𝑝
∑𝑝𝑖=1 𝑦..𝑘
2
𝑦…2
SSTreatment = 𝑝 ∑(𝑦̅..𝑘 − 𝑦̅… )2 = − 2
𝑝 𝑝
𝑖=1
𝑝
2
SSError = ∑ (𝑦𝑖𝑗𝑘 − 𝑦̅𝑖.. − 𝑦̅.𝑗. − 𝑦̅..𝑘 + 2𝑦̅… )
𝑖,𝑗,𝑘=1
𝑝 𝑝
2
∑𝑝𝑖=1 𝑦𝑖..2 ∑𝑖=1 𝑦.𝑗.
2
∑𝑝𝑖=1 𝑦..𝑘
2
2𝑦…2
= ∑ 𝑦𝑖𝑗𝑘 − − − + 2
𝑝 𝑝 𝑝 𝑝
𝑖,𝑗,𝑘=1
2
∑𝑝𝑖=1 𝑦𝑖..′ (𝑦𝑖..′ + 𝑥)2 (𝑦…′ + 𝑥)2
SSRow = + −
𝑝 𝑝 𝑝2
2 2
∑𝑝𝑖=1 𝑦.𝑗.
′ ′
(𝑦.𝑗. + 𝑥) (𝑦…′ + 𝑥)2
SSColumn = + −
𝑝 𝑝 𝑝2
2
∑𝑝𝑖=1 𝑦..𝑘
′ ′
(𝑦..𝑘 + 𝑥)2 (𝑦…′ + 𝑥)2
SSTreatment = + −
𝑝 𝑝 𝑝2
𝑝 2 𝑝 2 2 2
2
∑𝑝𝑖=1 𝑦𝑖..′
′2
′
(𝑦𝑖..′ + 𝑥)2 ∑𝑖=1 𝑦.𝑗. ′
(𝑦.𝑗. + 𝑥) ∑𝑝𝑖=1 𝑦..𝑘
′
SSE = ∑ 𝑦𝑖𝑗𝑘 + 𝑥 − − − − −
𝑝 𝑝 𝑝 𝑝 𝑝
𝑖,𝑗,𝑘=1
′
(𝑦..𝑘 + 𝑥)2 2(𝑦…′ + 𝑥)2
− +
𝑝 𝑝2
′ 2
2
(𝑦𝑖..′ + 𝑥)2 (𝑦.𝑗. + 𝑥) ′
(𝑦..𝑘 + 𝑥)2 2(𝑦…′ + 𝑥)2
=𝑥 − − − + + Terms without x
𝑝 𝑝 𝑝 𝑝2
𝑑𝑆𝑆𝐸 2 ′ ′ ′
2(𝑦…′ + 𝑥)
= 0 ⇒ 2𝑥 − (𝑦𝑖.. + 𝑥 + 𝑦.𝑗. + 𝑥 + 𝑦..𝑘 + 𝑥 − )=0
𝑑𝑥 𝑝 𝑝
𝑝(𝑦𝑖..′ + 𝑦.𝑗.
′ ′
+ 𝑦..𝑘 ) − 2𝑦…′
⇒ 𝑥̂ =
(𝑝 − 2)(𝑝 − 1)
Variance
𝑝(𝑦𝑖..′ + 𝑦.𝑗.
′ ′
+ 𝑦..𝑘 ) − 2𝑦…′
𝑉(𝑥̂) = 𝑉 [ ]
(𝑝 − 2)(𝑝 − 1)
1
= [𝑉(𝑝(𝑦𝑖..′ + 𝑦.𝑗.
′
+ 𝑦..𝑘′
) − 2𝑦…′ )]
(𝑝 − 1)2 (𝑝 − 2)2
1
= [𝑝2 (𝑉(𝑦𝑖..′ ) + 𝑉(𝑦.𝑗. ′ ′
) + 𝑉(𝑦..𝑘 )) − 4𝑉(𝑦…′ )
(𝑝 − 1)2 (𝑝 − 2)2
+ 2𝑝2 𝐶𝑜𝑣(𝑦𝑖..′ , 𝑦.𝑗.′
) + 2𝑝2 𝐶𝑜𝑣(𝑦𝑖..′ , 𝑦..𝑘
′
) − 4𝑝𝐶𝑜𝑣(𝑦𝑖..′ , 𝑦...′ )
′ ′ ′ ′
+ 2𝑝2 𝐶𝑜𝑣(𝑦.𝑗. , 𝑦..𝑘 ) − 4𝑝𝐶𝑜𝑣(𝑦.𝑗. , 𝑦...′ ) − 4𝑝𝐶𝑜𝑣(𝑦..𝑘 , 𝑦...′ )]
1
= 2 2
[𝑝2 (𝑝 − 1)𝜎 2 + 𝑝2 (𝑝 − 1)𝜎 2 + 𝑝2 (𝑝 − 1)𝜎 2 + 4(𝑝2 − 1)𝜎 2
(𝑝 − 1) (𝑝 − 2)
+ 2𝑝2 . 0 + 2𝑝2 . 0 − 4𝑝(𝑝 − 1)𝜎 2 + 2𝑝2 . 0 − 4𝑝(𝑝 − 1)𝜎 2
− 4𝑝(𝑝 − 1)𝜎 2 ]
𝜎 2 (𝑝 − 1)
= [𝑝2 + 𝑝2 + 𝑝2 + 4(𝑝 + 1) − 4𝑝 − 4𝑝 − 4𝑝]
(𝑝 − 1)2 (𝑝 − 2)2
𝜎 2 (𝑝 − 1) 2
𝜎 2 (𝑝 − 1)(𝑝 − 2)
= [3𝑝 − 8𝑝 + 4] = [3𝑝 − 2]
(𝑝 − 1)2 (𝑝 − 2)2 (𝑝 − 1)2 (𝑝 − 2)2
𝜎 2 (3𝑝 − 2)
=
(𝑝 − 1)(𝑝 − 2)
(3𝑝−2)
̂)= 𝜎√(𝑝−1)(𝑝−2)
SE(𝒙