Unit 1 Principles of Experimental Design #0" What this Unit is About Parts of SMADIOS (Statistics [1) were on the analysis of variance (ANOVA) of expecimental data Lo compare treatment or factor level means. Tae experimental data that you analysed were obtained ftom experiments that were planned following certain rules and procedures. These rules and procedures constitute what we call she principles of experimental design. In this unit we preseat and discuss the three basic principloe of experimental design aekich ar= randomisation, replication and blocking By the end of this unit you should be able to identify the treatments or factor levels, the experimental units ond the response of interest ‘ina given experiments * explain by means of examples the objectives of randomisation, replication and blocking; * randomise a simple experiment; * determine the optimum number of replications for a simple experimer % jdectify the blocking factor, block and randomise a given experiment. 1.2. Experimental Design ‘The process of designing an experiment for comparing treatment o: factor level menas be hy stating the objective(e) of the experiment clearly. ‘The statement of the objectives 3 th you what measurements are to be made (how, when, where) and on what. Consider Ue following two examples of the objectives of an experiment, Example 11 To compare the mean weight gains of steers that are fed diets A and B. 2 Example 1.2 To compare the mean weight gains of two year old Holatein stzors thet are fed dicts A and B for @ period of six months “Phe objective of the experiment in example I.1 is vague. Why? On the other hand the objective of the experiment in example 1.2ie specific. It is clear from the statement of the objective that the experiment should be conducted as follows: (a) Weigh the availebic two year old Holstein steers () Divide the steers into two groups (c) Assien one group of steers (o diet A and the otter group to diet B (a) Teed the steers with their reapective diets for six months and then weigh them, (0) Weight guin = final weight - inital weightak — a Bxample 1.2 also shows that a clear statement of the objectives of an experiment opecifies (a) the set of treatments (diete A and B) whose effects are to be investigated; (b) the set of experimental uni (owe your old Holetein steers) to be used (©) the response variable(s) (weight gaia) of interest. Definitions We define, giving examples, the terms treatment, experimental uait and response variable. Definition 1.1 4 treatment is the level or class-of u factor whose effects are to be investi- gated. Example 1.3 Refer to example 1.2 The factor is Diet and the levels of the factor (or the treaiments) ere A ond Bo Example 1.4 Suppose that ‘ve ‘want to compare the mean yield of maize varieties X ond ¥ grown under the same management and climatic conditions. In this cose Variety is the factor ‘ond the maize varieties X ond ¥ are the Jactor levels or treatments. © Definition 1.2 An experimental unit is the smallest experimental material ypon which @ treatment is applied or imposed. © Example 1.5 Refer to ecomple 12. If the two year old Holstein steers are individually Jed their assigned diets, then the sleers are the experimental units, otherwise, if the steers are ‘aroup fed their assigned diets, then dhe groups ure the experimental units. ° Example 1.6 Refer to exemple 1.4. if the varictics are ascégned individual plots, then each plot on which a variety is grown is the experimental uni. 0 Definition 1.3 The response variable 1s the cheracterislic of the esperimentel unit thet is measured Gfler applying the treatment on the unit. A response variable is also colled a dependent variable. « Example 1.7 Refer to ecample 1.2 ‘The response variable 1s the weight gain of « steer. ° Example 8 Refer to evorple 1.9. The response variable is the yield per unit area of the plot. © Exercise 1:1 We want to conduct an experiment to compare the mean nicotine content of three brands of cigarettes - Kingsgate, Madison and Everest. We will analyse ten cigarettes of exch brand for nicotine conten! and record the amount of nicotine in cach exgerette in milligrams. (2) What is our response variable? (b) Identify the foctor we want to study. What are the factor levels of the factor? (c) Identify the caperimental units.1.2.1 Randomisation Refer to example 14. If the mean yields of the two varieties are actual the same, what would be your conclusion ftom the experiment in which you assign fertile plots to variety X and poor plots to variety ¥? ‘The answer to the above question is simple. Your experimental procedxe favors variety X. ‘You will make the crroneous conclusion that variety X has a higher yield than variety ¥ when in actual fact they have the same yield. If your allocation of the plots to the varieties is done {as above) deliberately, then the bias ia your conclusions is called sub jective bias or bias due lo deliberate selection, otherwise, the bias is called systematic bias. Example 1.9 Suppose that you have developed a new diel A which you believe is better thon the existing dict B in terms of increesing the daily weight goin of steers (of the same age) fed the diets. Furthermore, suppose that four tuo year old Afrikander steers and four two yor old Mashone steers are avoiladle for the experiment to verify your claim. Known or unknown to (you is that neturally Afrikender steers grow faster than Moskona steers of the same age raised tinder the same environmental conditions, If i actual fect diet A is as good «a dict By what will be the conclusion from the experiment whereby you assign Afvikander steers to diet A and Mashona stoers to diet BP © ‘Again the experimental procedure deseribed in example 1.9 favors diet A since naturally ‘AMfrikander steers grow faster than Mashona steers of the same age raised under the same environmental conditions. ‘You will make the erroneous conclusion that diet A is better then diet B when in actual fact the two diets are equally good. ‘Subjective and systematic biases can ke eliminated by xandomising the experiment, Further- Jnote, randomising the experiment makes the errors in the measurements statistical indepeadeat “an assumption required by many statistical metheds of analysing data including ANOVA. But what is randomisation? Randomisation of an experiment js Uhe random allocation of the experimental units to the treatmeals or factor lovels. ‘Phat is, it is the allocation of the experimental units to the treat ments in a haphazard way. For example, you can randomly allocate n = ¢r identical experi ‘mental units to ¢ treatments as follows: (a) Number the » experimental uaits with numbers from 1 to n. (b) Number n slipe of paper with numbers from 1 to m. (c) After mixing the slips of paper thoroughly, the firsi r aumbers drawn blindly from the bat ‘of other coatainer are units assigned to the first treatment, the second r numbers are unite assignod to the secend treatment, ete. For example, you can tandomise the experiment in example 1.9 a5 follows: (a) Number the available steers with numbers from 1 to 8. (b) Number 8 slips of paper with numbers from 1 to 8. (c) After mixing the spe of paper thoroughly, draw & mumbers blindly from the kat or other ‘container to obtain a random sequence of numbers waich might be 5, 4, 7, 1, 8, 8 8 2 (The random sequence of the numbers 1 to § is called a random permutation of the sumbers 1 to 8.) Assiga steers 5, 4,7, 1 to diet A and the remainder (6, 8, 3, 2) to diet 'B to obiain the experimental layout displayed in the table thet follows. Ser [514] 7 [1] 6] 813 Die |A[AL4| 4] 8 [B18 ce 3 R=————— ~~ ‘The above guarantees that each steer is equally likely to be assigned to any of the two diets and hence avoids subjective or systematic bias in the conclusions of your experiment. Furthermore, randomisation guaranicce the indopendence of the measurements from the experiment as 25 mentioned before. Exercise 1.2 Suppose that you want to compore the effects of three types of fertiliser (X,Y, Z) on the yield of a certain variety of maize grown under the natural conditions of Zimbabwe. ‘Three one acre plots are aveilable fer enperimentation in each of the tize research stations: Matopos, Maicoholi, Fenderson. in terms of te suitability of the environmental conditions for amaize growth, Henderson hae the best followed by Makchol (a) How would assigning plots in Matopos to X, plois in Makohols to ¥ ond plots in Henderson ‘to Z afiext your conclusions sf in actual fact the effects of the Jertilisers on yield are the same? () Suppose that the $ plots are identified by labels Matt, Mat2, Mat3, Malet, Maks, Maké, Hen, Hen, Hen9, mhere the first 9 alphe characters are the first 3 letters of the stetion name. Randomise your experiment ( complete the table below) using the {following random permutation of numbers from 1 lo 9: 3, 72 6,9, 841,50 Plot sal es eal Fertmer | XTXTX TY TY LY LZ [212 41.2.2 Replication Replication is the mpetition of the basic experiment, and the basic experiment 's one jn which only one experimental unit is assigned to cach treatment. In other words, replication is tke assignment of al least two experimental units to each of the treatments whose effects are under investigation. For example, if we have four treatments, then the basic experisnent is four experimental units randomly assigned bo the four trealments. Two or more replicaions of aja basic experiment conetituts our whole experiment for comparing treatment means. Why replicate the basic experiment? Replication allows the accurate estimation of the experimental error, improves the reliability of the estimates of the treatment means, and also Improves the sensitivity of statistical teste for comparing treatment means. We illustrate thee purposes of replication by means of examples ‘Bxamples Suppose that yon wank to compare the elects of two treatments (Tj, 73) on some response Furthermore, euppos hat you have On (n on inlger groaer than or equal to 1) identical TRottineatal anke available Yor expesimentation. ‘Te plan of conduct ofthe experiment isto ‘odomly allorste m experimental units to T; and the remainder to 7, The experiment for sa is your base expernent, fx n=? you hore two replications of your basic experiment, via. The output fom the whole expeimeot isthe symbole data in table 1.1. Inthe table, Yo i the j* response (j = 1,2, ..n) to the #* treatment (i = 1,2) Recall that the poolad t-test assumptions are thatthe errors inthe Ys are indepeudent and normally distributed with mean 0 and lance o? (exkaowa). ‘The vis a measure of the Uebeeatel ctor andi ineatimated by the poolod samplo variance which in this case, given by B= HD 4Table 1.1 Symbolic data and come statistics for comparing two treaiment means. Replication ‘Treatment 12 MN Yu Ya T% Ya Yn ‘Whet happeas to $? ifyou do not replicate the basic experiment, ic, ifn= 1? Cleary, $2, $2 and honce S? are undsfinee, io, cf can not be estimated, However, when > 1, then the estimate of ? (53) is well defined. This confirms tat replication of the basic experiment allows the estimation tile experimental crror o” ‘The estimate of the difference between the T; mean and the T meaa is “The variance ofp is estimated by 6%, = 252. The of 8 a measure of the precision or the reliability of ¥;,—Ya in estimating the diferece between the treatment mears. ‘The estate Js precise or relish if 9; in small. What happens to of if you increase w? The precision or ‘hi rciclably of ti etitnala ngrovae an yeu iacraue (he tube of epications of the taste experiment sinc: ¢%; -» 0 28 n > co. You will learn for exercise 1.3 that the width of the SGN ccnfdeace itera fox the'difecenre heaves ttalmsal inspau detosiens 6 incon ‘That ib the confidence interval becomes more and more accurate ai nis increased Exercise 1.3 Refer to table 1.1. Assume that the errors in the ¥ijs are normally with meen 0 and variance ©? (known). (a) Write down the formula for the 95% confidence interval jor the difference between the two treatment means. (>) What is the width of your confidence inierval in (a)? (c) Jf the width of your confidence interval is to be at most w, what should be the number of replications (n) of the basic experiment? Tint Se 188g a form My? (A) Plot « graph of n versus we for 6 = vary with w? 0 3 and values of w in the interval 0,6]. How does Suppose that we want to Hest the hypotheses: Hg: Ty mean =Tp mean versus Hy: Ty mean fT; meon. If the pooled 1 ~ sest assumptions (specified above) hold, then the appropriate test statistic is Joes “Gr t asthich has a Student t distribution with 2n—2 degrees of iteedom. If the variance of the exrors 07 js kmowa, then the appropriate test is the u-tost. Tho test ctatistie for the »— test is which has a standard normal distribution. Both the t — test and the z —test rejec: in favor of Hq ifthe values of jé| and [z| are large. Consider testing the above hypotheses using the 2 ~ fest. How dows [z| vary with n? If the feeatment means are not different, thon we expect [Vi ~ ¥z,| > 0 a0 n > 00, ie, we expect |z|+0 as n — 00. However, ifthe treatment means are different, then |Ya, ~ Ya | is expected to approach the true absolute difference between the treatment meats while ¢12 — 0 as a> 00. Hence, me expect [2| + oc 22 n> oo. This meane the z test can reject Ha in favor of Hl, even for small differences between she treatment means if a is large enough. Thus, the sensitivity of your last Lo stl] differences between treatment means increases as the number of replications increases. Similar arguments can be used to show that replication incrosses the seasitivity of the 1 fests and the F ~ tests for comparing treatznent means. A measure of the sensitivity of a test for comparing treatment means is the power of the test to detect differences beiween treatment means. ‘The power of a test is the probability cf rejecting Hp (treatment means ore not different) whea J, is true (treatment means are different). In other words, the power of a test is she probability that it will detect differences belween treatment means. For example, suppose that you wail 1o use the = — test to test the bypothees! Hp: T, mean =; mean versus He: ‘Th mean # Ts mean at the @ level of significances. Let 5 be the true difference betwven the treatment means. ‘Dhen it can be shown that the pawer of the z —test is given by Power= ‘ i {2 > sav, where a2 is the (1 — ax/2)100" percentile of a standard normal distribution Exercise 1.t|Gonsier the cbvwe #~ tea (a) Plet a groph of the power of the test versus & jor n 0.3, = 0.05, end values of 5 in the interval [-2, 2]. How does the power of the test vary with 5? (b) Fore =8, and a = 0.01, determine the number of replicationo n required so that the power of the test to deter absolute treatment differences of at lens! 0.05 18 0.99. ¢ 1.2.8 Blocking Blocking au experiment refers to sorking the experimental units into groups (called blocks) ‘within each of which the experimental units are relatively homogencons (identical) with re- spec: to one or more characteristics of the units that may infuence the response of interest. Randomisetion is then doue independently withia cach block. Blocking may also be based on ‘external variables (Chat may influence the response) associated with the experimental setting. Yor example, time if the experiment is to be repzsted over thine, observer if (wo or more people perform the experimeat, eto. Blocking an experiment allows you to account for the variation in the responses that is due to differences among the experimental units. Hf you block an experiment using exiornal variables such 2s time or observer, then blocking allows you to azcount for the variation in the responses that is due to these external variables. The consequence of not blocking when you are supposed 6to block is that the variation due to differences among the experimental units or due to the external variables can not be separated from that due to the random erzore. Tio results in an estimate of the experimental error (72) that ia biased upwards. On the other hand, effective blocking reduces the experimental error, and hence obtains precise estimates of the treairaent rans ond makes the t — tests and the J’ — tests sensitive to treatment differences. Yeu will learn from exercise 4 in section 1.4 (below) how effective blocking reduces the experimental error. Example 1.10 Suppose that you want to compore the effects of diet A and dict B on the daily eight gain of steers (of the sume age) fe the diets. Furthermore, suypose that four tuo year old Ajrikandor steors end four two year old Mashona steers are available for the experiment Naturally Afrikonder steers grow faster than Mashona steers of the some age ratsed under the same environmental conditions. How can you design « simple experiment thot can allow you {0 remove the between breed variation from the experimental error? © In example 1.10, breed is a characteristic of the steers that allects the growth rate of the stcers. Therefore, you should use it a¢ a blocking factor. Your experiment should be designed as fellows: * Stratify the steers into groups by breed. * Randomly assign the steers within each breed to the diets using dilferent sels of random ‘umber Exercise 1.5 Refer to emmple 1.10. Suppose that the Afrikonder steers are Ay, Aa, Ag, Aay ‘end the Moshona steers are Mi, My, Ms, Ms. Furthermore, suppose you have the following sels of rondom nuraters: Set 1= {4,2,1,3} and Set 2= {2,3,4,1} Use these sets of random numbers to randomly allocate the steers to the diets. Skow the layout of the experiment in the table below. 0 ‘There are many methods of blockiag experiments in order to improve the precision of the experimental results. In all cases, blocking is a restriction of the raadom assignment of the experimental units to the treatments, You will leara about the most important methods of blocking experiments in the sabsequent units of this module 1.3 Summary 1. In designing statistical experiments i is necessary that you have a cloar statement of the problem, A clear statement of the objectives specifies the set of treatments to be investigated, the set of experimental units to be used and the response to be measured, 2, Ava cule of thumb, you chould elwoye randomice every ataticticel experiment in erder to avoid subjective or systematic biases in the conclusions of your experiment. 3, Ideally, you should replicate your experiment many times in order to obtain accurate rerults, In practice, this is not possible because it is costly in terms of time and money. ‘This means you should replicate your experiment as many times as time and resources, allow you,4. A prior knowledge of the effects of the characteristics of the experimental uniis or the effects external variables on the respanse of interest helps you in identifying the blocking actor(s). You should block your experiment by any characteristics of the experiment cor any external variable(s) which you suspect might influence the response. Bifective blocking increases the precision of the estimates of the treatment. means and makes the statistical tests for comparing treatments sensitive to trearment differences, References [1] Ot, L.: An Introduction to Statistical Methods ond Data Analysis, Sed ed. PWS-KENT, ‘Boston, Massachusetts, 1988. P] Montgomery, D. ©. : Design end Analysis of Experiments, 2nd ed. John Wiley & Sons, Inc., New York, New York, 1984 (3] Neter, J. Wasserman, W., & Kutner M.H.: Applied Linear Statistionl Models, 2nd ed Richard D. Iewia, Inc., Homewood, Illinois, 1985. 1.4 Exercises An experiment was conducted to compare the offect three different insacticides (A, B, C) on the number of seedlings, of a particular variety of string bean, that emerged per subplot. Four different plots (in torms of moisture content, fertility, ete) of Uke same size were prepared, with, each plot divided into three subplots of the same size. A suitable distance was maintained he- tween the subplots within a plot, Each subplot was planted with 100 seeds and then maintained under the insecticide randomly assigned to it 1, Identify the experimental units, the treatments and the response of variable of interest in. the experiment 2. What was the blocking factor in the experiment and why? 3, Let Py; (= 1,2,8,4, 7 = 1,2,8) be the j#4 subplot ia the #! plot, og. Pie is subplot 2 in plot 1. Show the layout of the design of the experiment. Use the following sets of random numnbers to randomise your experiment: (2) 1,3}, {2,3,1}, (1,2,3} and {3,2,1). How ‘many timos wae the basic oxpotiment replicated? 4. ‘The data collected from the experiment. are given in the table below. (a) Ignore the Plots and run a one-way analysis of variance (ANOVA) to compare the three insecticides. (>) Run a twe-way ANOVA, with Plot as 0 second factor, to compare the three insec- ticides, (c) Which of the two estimates of the experimental error in (a) and (6) is larger end why? Hint: Refer to modules STD104 and STD204 for one-way and two-way ANOVA. Plot. Insecticide “T_2__3 a a 85496560 Bo Bt OTS 94 93 cs) 72 8 aUnit 2 Completely Randomised Designs il What this Unit is About In this unit: we discuss the design and the analysis of an experiment, for comparing two or more treatment or facior level means when * the experimental unile are identical with respect to their characteristics that can affect the response of interest; * there are no extemal variables that cam affect the response of interest; * the inferences about the treatments are to pertain to the set of treatments included ia the experiment a9 well a whon the inforences aro to be extanded to the population fom ‘where the set of treatments were randomly selected Under these conditions the simplest deaiga for the experiment is a completely randomised design (CRD), Furthermore, the conditions prescribe the following two types of one-way anal- ysis of variance (ANOVA) models for the data: Fixed effects model: a model that is used when the inferences about the treatments are to pertain to the set of treatments included in the experiment. Random effects model: a model that is used when inferences about the treatments are to ‘be extended to the population from where the sat of treatments were randomly selected By the end of this unit you should be able to * describe a CRD and state the conditions under which it is used; * state the advantages and the disadvantages of using a CRD; * identify the appropriate model (fixed effects or random effects) for a given CRD experiment; * analyse a CRD experiment and draw appropriate conclusions. 2.2 Completely Randomised Designs 2.2.1 Description In a CRD the experimental unite are assigned to the treatments completely at random. Com- plete randomisation ensures that every unit has an equal chance to be assigned any one of the treatments. ‘The valuc of complete randomisation is ingurence against subjective and system: atic biases a8 wat mentioned in section 1.2.1 of Unit 1. With m= ir experimental units and t treatments, complete randomisation is performed as follows: * Number the n experimental units with numbers from J to * Number a slips of paper with numbers from 1 to m. 10% Aftor misting the slips of paper thoroughly, the frst + numbers drawa blindly from the hat or other container are units assigned to the frst treatment, the second r numbers are units assigned to the second Lreabiaent, et We use a CRD when hoth the experimental units and experimental conditions are uniform. That ig, when the experimental units arc identical with reapect to their chacecteristics that can affect the response and there are no external variables associated with the experimental setting that ean also affect the response (see section 1.2.3 of Unit 1). The design may at times be used with hoterogencous unite if analysis of covariance (to be discussed in alater unit of this module) is used to reduce the experimental eror. 2.2.2 Advantages and Disadvantages A CRD has the following advantages: 1. The design can be used with any number of treatments, 2. The number of experimental units (eample sizes) can be varied from treatment to tzeat- ‘ment without complicating the analysis of the experiment, This might be desirable when comparisons between certain treatments are to be more precise than others. ‘The statistical analysis of the exporiment {one-way ANOVA) is oasy oven when (2) sample sizes are unequal; (b) there are missing observations; (c) a treatment is deopred, ‘The major disadvantage of a CRD is that the design can only be used with homogeneous experimental units which may be difficult to obtain for a large number of treatments. Use of heterogeneous experimental units leads to inflated estimates of the experimental ecror, maklag it more difficult to dotect differoncse among tho treatment means (sce exercise 4 in section 1-4 of Unit 1) Exoreise 2.1 Suppore that you want to compare the effects of three types of fertiliser (X, ¥, Z) on the yreld of a certain variety of maize. Furthermore, suppose that 9 plois of the same size axe available for the experiment. (a) List at least two charocteristics of the plots that can affect the response of interest. (b) List at least tuo environmental fociors that can affect the response of interest (c) List at least fino management practices that can affect the responce of interest besides the ‘method and the level of application of the fertilisers. (A) Tn view of your enswers to (a)— (2), under what conditions would a CRD design be eppro~ priate jor the experiment? 9 2.3 Analysis of the CRD Experiment We review the analysis of a CRD experiment which was discussed in SMA2105 (Statistics 1) ‘Table 21 displays the layout of the dota from a CRD experiment with ¢ treatments and + ‘experimental units per treatment. ‘The symbols in the table have the following meanings: Vj is the j* response to the * treatment; n—— *¥,< yaad % AY, are the i* treatment total and mean, respectively; = % |) =~ (treatments); j= 1,..,7— (replications); ir = (experimental units) Table 2.1 Layout of the symbolic data from a CRD caperiment, We shall use the data in the example that follows to illustrate the analysis of a CRD experiment. Example 2.1 A CRD caperiment was conducted to compare the mileage (km) per litre obtained by competing brands of petrol. Fifteen identical cars were randomly assigned to brands I, 11 and [1/, with each brand assigned five cars. ‘The cors were operated under the same conditions and tie distance traveled by each car per litre of the assigned brand of petrol recorded. ‘The ‘results are displayed in table 2.9. Analyse the data and draw appropriate conclusions, ¢ Table 2.2 Mileage (km) per litre for 8 brands of petrol - I, IT & Lil. Replication Brod i234 ‘otal_Mean T 0s BO M0 60 90 715 i413 Tl US 130 150 170 15 680 - 136 Hr 0 15 165 155 0 65 BT 2.3.1 Anelysis of Variance Models We use cither the fixed effects model (model I) or the random effeets model (model 11) for analysing a CRD experiment. Both models have the form: mbes = bey ey where: * Yij is the j** response to the ** treatment; * iris tue overall population mean; nis the #* treatment effects * = +7 is the # treatment mean; 2* the js are random ctrors which are assumed to be independent and normally distributed with mean 0 aad variance o*; 1—f(treatments); Linn pfeplisations); te = yHespesimental units) Model (2.1) decomposes each measurement into three components. For example, in table 2.2, the mileage per litre of the 2” car ossigned brand Z/ petrol (Ys = 10.5) decomposes into a constant (1), the brand 1/ effect on mileage (r2) and the random error associated with the 2° cat (¢23). That ia, 10.5 =p 74 ees We distingnish betwoen models [and TL Model I is model 2.1 but with the rf ragarded as fixe! real constants satisfying the cox straint, Sona Under this model the estimates of the i** treatment or factor level mean (js) and the overall mean (j) are =} Dy aeace=ty =i byw, respectively. It follows that the obvious estimate of the é** treatment effect, 7 ¥-¥.. Our objective is to determine whether or not the ¢ treatment means are equal. That is, we wish to test the hypotheses: Heim =p ps versus Hy: not all wis are equal, or, equivalently, Hyin= n=. 0 versus Hq: not all the rs are equal to zero at the @ level of significance. Furthermore, if treatment meaus are not all equal, we wish to determine which treatment, means ate different. ‘We use model T to analyse a CRD experiment when the conclusions of the experiment are to pertain to the particular set of the ¢ treatments included in the experiment. The conclusions can aot be extended to aity other treatments that were not included in the experiment. ‘Model II is model (2.1) but with the * r[s random variables which are independent. and normally distributed with meen snd variance 3 * dijo and the 2fs assumed to be independent random variables, ‘The model II assumptions imply that the treatment means (jy = yw +7) are random ‘atiables which are independent and normally distributed with mean yx and variance a? Our objective isto test the hypotheses Hy :02 = 0 versus Hy :02 >0, aor, equivalently, Hy: the treatments or factor levels have identical effects Hg: the treatments or factor levels have different effects ot the a level of significance. Furthermore, if ¢2 > 0, then we want to estimate it ‘We use model II to analyse a CRD experiment when the sct of the t treatments included in the experiment are a random sample from a large population of treatments. Im this case the conclusions of the experiment can be extended to alll the treatments in the population, Example 2.2 Refer to exercise 2.1. If your conclusions are to pertain to the three types of fertilisers (X, Y, BZ), then medel I is the relevant one. However, if the thsee types of fertiliser are a rundom sample from ¢ large population (3 out of 25, say) and your interest is in comparing the fertilisers in this large population, then mode! II és the relevent one. © We discuss the procedure for testing the hypotheses about the treatment effects under both models I and IL Sums of squares ‘The sneasurements (¥jj2) from 2 CRD experiment vary in magnitude, We measure this vari. bility (called the total variability) in the measurements using the total sum of squares which is given by he r : , se -yye 2 lye S570 = ¥0iy-¥) Dow Be Note that if the treatment effects (r/s) are equal and ifthe random errors (¢;8) ate all equal to zero, then the measurements (¥/;8) are identical. In this case SSTO = 0, otherwise, SSTO > 0 ‘We attribute the total variability in the measurements to differences in the tzealment effects (is) (if any) and to the random errors (¢,s). Consequently wwe decsmpose SSTO into the following compononts: * the treatment sum of squares - which measure the variability in the measurements that is due to differences in the treatment effects; * the orror sum of squares - which the measure the variability in the measurements that is due to she random errors. ‘The decomposition of $STO is done as follows: 8870 = 2M -¥? Y)+Qe- Fy)? yee “ye ES By Q. ao =S5E 2LyE, a u_ SST and SSB in equation (2.2) are the treatment sum of squares and the ersor sum of squares, respectively. SST simplifies te ssr= Si -¥)" =e = which is the form that we use for computing SST’. Equation (2.2) suggests thst we obtain SSE by subtraction after computing SSTO and SST, ic. SSB = SSTO — 3ST. Exorcise 2.2 Refer to example 2.1. Verify that SSTO = 02.93, $$Brand = 6.43 and SSE 85.80. 0 Degrees of freedom ‘ach sum of squanes is associated with some degrees of freedom (df). The df for the sura af squares are independent pieoss of information that are used in its calculation, For example, we note that SSTO is calculated from tr deviations Yj; — ¥, which sum to zero, ic., Yew-7)=0 a ‘This means that the tr deviations are not independent since one deviation is completely do- termined by the other tr — 1 deviations. It is for this reason that we say SSTO has ir — 1 at associsted with il. This i to say SSTO is calculated from tr—1 independent pieces of infer mation. Similarly, SST has t —1 af associated with it since it is calculated from t deviations ¥,—Y_ which som io zero. The df associated with SST and SSB add up to the df associated with SSTO, Therefore, we get the df asseciated with SSE by subtraction, ic., the of of SSE (@-)-(t-)=ur-. Exercise 2.3 Refer to exemple 2.1. What are the degroes of freedom for SSTO, SST and SSB 6 Mean sums of squares ‘The moan sum of equares js the eum of aquaree divided by the correeponding df. For example, the treatment mean sum of squares and the error mean sum of squares are given by L SST and MSE = SSE, ey seepectively. Exercise 2.4 Refer to erample 2.1. Verify that MST = 3.22 and MSE = 7.19.0 Hypotheses testing Under oth models I and II, MSP is an unbiased estimate of the experimeatal error (0),Model I: Under model I, MST is an unl sad estimate of BUMST) =o? + Consider testing the hypotheses He pi = pa == pe Nerous Hy + aot all py ate equal, or, equivalently, Hein =n =.= 7 =0 versus Ma: not all y= 0 at the a lovel of significance. We note that if H, is trus, MST and MSE are both unbiased estimates of #?. However, if Hg is true MSW is still an unbissed estimate of o?, Dut, MST is an unbiased estimate of eerie ‘This suggests using the ratio usr Pai 23) as a test statistic for the hypotheses. We expect the value of J to be equal to 1 if Hy ie cue and to be large if Fa is true. How large is large? IC Hp is true, shen F is @ random variable with an F distribution with —1 numerator df and t(r— 1) denominator df. (The aumerator df and the denominaior df for the J distribution are these for MST and MS, respectively.) Therefore, the decision rule for | the testing problem is to reject #, in favor of Ha when I” > F, ._) - the eritical value objoined from the F’— talles. ‘Model Il: Under model II MST is an unbiased cotimate of EIMST) = 0? + rod Recall that the hypotheses to be tasted under this model are: Hy:c2=0 versie Hy: 62 > 0, cr, equivalently, Ho: she treatment or factor levels have identical effects He: the treatment factor levels have different effects at the a level of significance. If Hf» is true, MSE and MST’ ate both nbiased estimates of o?, and if Ho is true MSE is still an unbiased estimate 0°, but, MST is an unbiased estimate of o? re? > 07. It follows that the toot statistic for this testing problem ie also F given by equation (2.3). Why? Again the decision rule is to reject H in favor of Ha when F > Fs ee ay Rejecting H, under model Il means o? > 0 ab the @ level of significance ‘The next question is about the magnitude of o?. This is an estimation problem. We estimate o2 15 follows: ‘That BUMS =o? and E[MST] =o? + ro? 164 = Leiwsn)— xpuse), ‘Therefore, the mest obvious estimate of e? is implies that ax(0, (MST — MSE)) since MST and MSE are estimates of E[MST] and E[MSE], respectively. Exercise 2.5 Refer to example 2.1. The brands differed torough the percentage of kachasu adéed te pure petrel. Suppose thet the 2 percentages of kachasu added to pure pelvol were randomly chosen from the interval (0:50). (a) Whick of the two models (I and LI) is appropriate for the experiment? Give reasons for your answer. (b) Toot the relevant hypothaces at the 0.08 level of significance. (©) Suppose thai model IT is appropriate for the experiment. Is it necessary to estimate the variance (02) of the brand effects? Give reasons for your answer. If 59, estimate 93 and interpret it > ‘We conclude this section by summarising the results of the section in the ANOVA table below. Table 2.3 ANOVA table for o CRD experiment. Source of Variation SS df MS Treatment SST t- 7 pe aoe Error SSB et) MSE = 5 a 2.3.2 Pairwise Comparisons of Treatment Means ‘We compare paits of treatment means if the ANOVA under model T concludes that at least ywo treatment means are different ai the a level of significance. We perform pairwise comparisons of the treatment means in order to determine which means are different. ‘The comparisons are performed at the same level of significance as the ANOVA. There are maay methods of making such coraparizons. We presen’ one of the simplest of the metheds whick io ealled the least significant difference (LSD) metinod. ‘The hypotheses to be tested ave Hes pe = py versus He ez pe for alli ei at the a level ef significance. ‘The hypotheses are tested using the # — test whose test statistic, is givea by ¥ © RMSE] Ww‘The test stabistic tas a Student t distribution with #(r—1) degress of freedom under M7, and the model I assumptions holding. We declare means yy and ji sigaificantly diferent a ihe a level of significance if ot, equivalently if [i —Yu] a82 /ATSET hoy VEMSE| ‘s called the least significant difference. ‘The LSD procedure simply compares the obwerved alsolutedifereace botmoen cach pair of averages to the comrespouding LSD. ifs ~ Ys | > ESD, then conclade that the factor level means pz and jy differ at the a level of siuiftacce The quantity ISD = Exercise 2.6 Refer to example 2.1. Suppose that model I is appropriate for the experiment. 18 i necessary to perform pairwise comparisons of the brand means? Give reasons for your answer. If so, use the L8D method 10 perform all pairwise comparisons of the bund means Which is the best brond of petrol? 2.4 Summary 1. A CRD és the simplest statistical design that you should use oaly if you have homogencous experimental units. Ie can be used with heterogenzous experimental units only if the characteristics by which the units differ are ta be used os covariates in the analysis of she experiment, 2. The model for a CRD experiment is Yysptntos where: * Yj is the measurement on the j"* response to the #** treatment; * j1is the overall population mean; my is the i treatment effec My = +7 is the #* treatment mean; * the eis are the random errors which are independent and ncrmally dictibuted with ean 0 and variance o® 3, Use the fixed effects model {model I} for modeling a CRD experiment in which the treat ment coraparisons ate to pertain to the sot of treatments included in the experiment. ‘The random effecis model (model 11) is used when the treatment comparisons ars to be extended to the population from where the treatments were randomly selected. 4. The key formulze in this unit follow. SSTO = SST SSE SSTO-SST ~ t{r—1) of 13Source of Variation SS df MS e Fea REE GL ee ‘Treatmont SST MST. ron 5. The exxinates of , wi, 7, 0%, of are ¥., 7% -¥,, MSB, max(0, “sr —m90)), respecs!ly. 6. ‘The LE.> for pairwise comparisons of the ts is 1s = 10h? /IMSETr Referers 2s [lJ Ott, L.: .n Introduction to Statistical Methais and Data Analysis, Srd od. PWS-KENT, Beso», “Tassachusetis, 1988. [2] Montge:- :y, D. ©. : Design and Analysis of Experimenis, 2nd ed. John Wiley & Sons, Yne., 1. York, New York, 1984. [8] Neter, !. Wasserman, W., & Kutnar M. H.: Applied Linoar Statistical Models, 2nd ed. Richas.. ). Irwin, Inc., Homewood, Illinois, 1985. 2.5 Ex: -cises 1. Refers -xample 2.1. You are to repeat the experiment bus with § Mazda 823's, 5 Toyota Camzy + and § Mercedes Bent’s, Would a CRD etill be appropriate for the experiment? Give i2s.ons for your answer. 2. Ain ex: {ment was conducted to compare the aumber of major defectives observed along each c* ve production lines in which changes were being instituted. Production wae monit:."1 continuously during the period of changes, and the number of major defectives ‘was rei led per day for each line. These data are shown bere. Production line 12 3-2 5 wae oO 44 41 82 43 52 32 38 45 30 41 36 32 10 32 35 51_56 68 55 58 (@) Writs down the fixed effects model for the data. ()) Peuem au ANOVA of these data and draw conclusions. Use a= 0.05. 19(c) I it necessary to perform =I! sairwise comparisons of the production line means? Give reasons for your ans A horticalturist used a CRD to ivs-stigate the phosphorous content of tree leaves form 3 different varieties (1,2,3) of apple :--es. Random saraples of 5 leaves of each variety were analysed for phosphorous conten’. .-2 ANOVA of the data was performed. (a) Complete the incomplete AY:°"/A. table below. (B) Are the moan phosphorous 1.0 equal for the three varieties? Use the 0.05 level of significance. Sourve cf Variotion SS df MSP oy 5 wt A textile manufacturing company «aves a fabric on a large aumber of looms. The comn- any is interested in loom-to-loors “riability in tonsile streagth. To investigate this poe. sibility, a mauufacturing engineer .~\-cts four looms at random and makes four strengths determinations on fabric samples <; con at random from each loom. ‘Then the engiacer performs an ANOVA of the tensil: : rengths. (a) Complete the incomplete ANS" A table below, (b) What should the engineer co: de? Use the 0.05 level of significance. (c) Find a reasonable estimate of Source c! ‘atiation SS df MSF.the reduction of ts estimate ofthe experinestl nee (MSE) Eom to is sxover fo thio question is the subject of this unit. For now, note tat 4b x ‘That i, the Wwo-way ANOVA seduced the experimental exer by removing the vasition due to plot cifrnces (93 = 388) fr he vation de tothe experimental exon (S68 = 10) 3.2.1 Description We construct a randomised block design (RBD) as follows: Binstly, the excerimental units are sorted into groups (called bloekss) within each pf which the experimental units are relatively homogeneous (identical/uniforin) with respect, to one ot ‘more chesostorsis ofthe init that may infuence the response of inet Secondly, complete randomisation is then done independently within each black as you did ‘in exercise 1.5 in section 1.2.3 of Unit 1. In exorcise 1.5 (in acclion 1.9.8 of Unit 1), the brood of the steer affecis growth and therefore should be used ae a blocking facior. ‘The layout of the experiment is displayed jm the table below: Block (Breed) | ‘Treatment (Diet) —Kkikander Mabon) | a Sears Ai,Aa_ Steers Mz, We } B Stowe Aiydy” Stee May My Stee unt Stee ey a Set 1 usd 2 | i ‘We can also ust a RBD when there are some exiernal variables that may influence the response of interest. Consider tie design of the experiment in exercise 1.2 in section 1.2.1 of Unit 1. ‘While the plots vithia station may be uniform, the environmental and manegement conditions ‘which aifcc: yield can vary from station to station. This means that the station should be 1usel asa blocking factor and compieie rancomisation should be doue independently within cach research station. Exorcice 3.1 Refer lo erereise 1.2 in section 1.9.1 of Unit 1. Display the loyoxt of the. RBD esperiment os was done in the above table. Use the following sets of random) numbers to rundomise the experiment: Set} = {T, 1;3,4,8,9,0,5, 2}; Set 2 = {8,4,6,251,9,7,5,3}; Set 3 = {1,2,9,3,5, | Blocking allows'us to remove the variation due to the differences among the blocks from the experimental error. The end restit is that the conclusions from the experiment Hecome more precise than when we do not block the experiment, Complete randomisstioa within each block coffers insurance against subjective and systematic biases thereby making the condusions from ‘the experiment more accurate. jie! A-RBD in which each [reatment appears in each block is called a randomised complete block design (RCD). If each treatment appears once in each block, then each Hock may be LUtought of se « replication of the basic experiment. ‘Phe basic experiment can also e replicated srhin each bod j 23 Qen lagb- Rose3.2.2 Advantages and Disadvantages A RED has the following odvanteges: + 1. If blocking is effective, then the RBD can provide substantially more precise conclusions than © ORD thet uses the same experimental units. 2. Tt con be used with any number of treatments, blocks and replications within each blbck. 3. In the design, different treatmeals need not be assigned the eame mummber of. coin al units hen. 4. The statistical analysis of the experiment (two-way ANOVA) is, relatively easy even an eatize treatment or block is dropped. | 5, The design allows vasieble experimental units to be used without sacrificing the preci ‘of the conclusions. This has the effoct.of widening the range of validity of the conclusiona of the experiment. | ‘The major disadvantages of a RBD are the following | 1, "The statistical analysis of the experiment (two-way ANOYA) is complicated if the some missing observations with blocks. lace 2. "The degrees of freedom for the experimental error (MSE) are lost, to blocking (es ‘ach block). The consequence of this is that ifblocking is aot effective then the este of the experimental error i inflated. Why? 4, The moidel for the RED experiment is more coraplicated thon that fbr e CRD eaperimat, and requires more assumptions. For example, zssurmptions about the block effscts and the joint offects of the blocks ane the treatinents have to be mude, | ‘You will be able to appreciate these advantages and disadvantages of a RRD, and potas realise other edvantages and disadvantages of the design by she end of this unis Example 3.1 Consider an experiment to compare the offetts of analysts on the DNA concen! tration of plague in 18-io-20-yecr-old females, ‘Three female subjects (eges 18-20) wore chosen for the siely. Bach subject was allowed to maintain her usual diet, supplemented with 90 mip of suorese per day. No toothbreshing or mouthuashing was allowed during the study. At the’ nd of the week, plaque was scraped from the entire dentition of each subject and divided into three semples. Three analysts were chosen, end exch given an unmarked sample of plague from cach Of the suet and esd te nalyre them for DNA content In thie experiment, * the Analysts ave the factor levels of the factor Analyst; * ie DNA concentration of plague inherently varies from subject to subject, henee the oe ects are the blocks; © the experimental units are the samples of plaque from the subjecte; | © if both the analysts ond the subjects are chosen ai random from their respective popula- ions, then random effects model is appropriate for the RBD ezperiment, ofheruiise, ifthe conclusions are to pertain tothe apse thre auclysts and thre subjets, then the fed effects model is the appropriate one for the experiment. ¢ 4 iExercise 3.2 An exgeriment is to be conducted to compare the mileage (ken) per litre obtamec by competing trends of petrol (I, II, ITT). Three new Mazda 523's, 5 mew Toyota Camry": and 9 now Nisson Sentra's are availa jor experimentation. During the experiment the cars tuill be operated under le same conditions in order to eliminate the effects of external variables | | ' i of the distance traveled per litre of the assigned brand of petrol. (a) What are the experimental units in the proposed experiment? (b) Which of the CRD and RBD is appropriate for the experiment? Gite secsons for yi (c) In case your answer to (8) ie RBD, what is the Blocking factor? 0 \ 3.3 Analysis of the RBD Experiment ' | Consider the symbolic data in table 3.1. The data is from a RBD experiment with b blocks, 4 tretmeats and { experimental mito per blade ‘The symbols in the table have the falling poae * Vig is the response to the i treatment in the j** block; 9 Y= 0 ¥y, Ye = DoYy and ¥. = OC Yas ae the # srentment total, 3 block = Hits al and the overall total, reupectivel 1y,, Y= bey aed = yao the tnt nd, aden aa fe Seka eat a(ieatments); j i A fabio pacman). TY i Table 3.1 hayout of the symbolic data for ¢ RAD experiment. ‘We shall use the following example lo illustrate the analysis of a RBD experiment. Block / ‘Vroatnieat I 2 Total Moan | de cae wh fe } 2 Yn Yan Yon Ya, ¥; } i | * t t Ya Yes Yo % | Tol Yi; Yo. YY, | Mean ¥y % ¥y v i i | Reieile $2 Ril ermelie 9 A AID sepeinennrillh ope df corue's Meeliee felon Gar Gordie le le the Fels blew eared Anal pt Be date end aro enelvting 26 iType of Car Brand of petrol Mazda Camry Sentra Totel_Mean a 106 120 ILO 6 112 90 15.0 18.0 96.0 18.0 : 13.0 424 tht 120 174 3.3.1 Analysis of Variance Models i Both the fixed effects model (model 1) and the random effects medel (model [1) for the data in table $.1 have the forma: = erat ates | = bes = mt +es G1) where: * jis the overall population mean; * nis the (* treatment effect, j * By is the j** block effect; * s+ 7 is the # treatment mean; | the ¢{;5 are random errors are assumed to be independeat and normally distributed with, mean Q and variance o?; | 0, or, equivalently, Hg the treatment effects are no: identical ab the @ level of significance. If we reject Ho, we estimate o? We may also want to test the following hypotheses about the effectiveness of blocking | | 1 the weabment eects ae identical | | | y+ Blocking was not elective versus Hy: Blocking was effective or, equivalently, 1 Hy: 8 ‘We use model If when the set of treatments and the set of the blocks used in tho RED oxperiment are random samples from their respective troatment end block populations, and the conehisions of the experiment are to be extended to these populations. O venous Hy: of > 0 i We discuss hypotheses teaing under models I and Il ; i 28 i 1i i | ‘We masure the total vasisbity in the observations (Fj) ung the total sum of salts given by Sums of squares ne A $870 = 1) (Wy ~¥.)? We postition SSTO into the following thies componente: ' i * the treatment sum of squares (S57) which measure the viability inthe resjoaes that is due to treatment dferences; | * the block sum of squares (SSIé) which measure the|vatiability in the responses that is due to biock differences; | i * the error sum of squares (SSE) which measure the variability in the respouses that i dive to random eres ‘The decomposition of SSTO is done as follows: 5 oe : ) Sawn 2d —F)+ 5-H) + fated = 1-7) HYe-¥ , "ED Ko- Fy 4 PF ‘The computational formulae for SST, $SBIt and SSB follow. gst = ooh. -%)? pee sg oo1, L SSBIk = Pere SSB = SSTO-SsT—S3BIk Remark 3.2 Let SSModel = SSBlk+SST. $SMedel is the model sum of squares which ‘measure the veriation in the responses due to both the treatment and the block efec!s. © Exercise 9.3 Refer to example 9.2. Verify thot SSTO = 49.34, SSBrand 28.20, $$Modei = 42.0 and SSE =7.35. ¢ 19.80, SSCar = Degrees of frosdom { We can use the sence anguments that me used in section 23.1 of Unit 2 te show that * SSTO is associated with it ~ 1 degrees of freedorn (4f); * SST is associated with ¢—1 df, ¥ SSBlk is amociated with 1 df * SSE is associated with (6—1)(¢ 1) af. 9 ‘|Remark 3.3 The of for SSMedel are equal to the sum of the df for SST ond SSBlk, ile, the df re equal to1+b—2, 0 Exercise 34 Refer to czample 9.2. What ave the degrees of freedom associated with for SST SSModel, S$Brand, S8Car and SSE? > Mean cums of squares We abtaia the model sum af squares (MSMode!), the treatment mean sum of squat (AEST), the blocke mean sum of squares (14S2Uh) and the error mean sum of squares (4038) by dividing the sum of squates by their corresponding degrees of freedom as was dene in coction 2.8.1 of Unit 2 Exercise 3.5 Refer to example 3.2. Caloulete MSModel, MSBrand, MSCor and MSE 0 Hypotheses testing Under both models I and Il, M'S¥ is an unbiased estimate of the experimental error ( BIMSE| Model I: Under this model MSBtk and MST are unbiased estimates of 2 L 2 f+ bos 1 respectively. Furthermore, it is then egy to show that MSA quel is an unbiased estimate of 2+ oee i ga" | ‘The fist test that we always conduct i that for checking whether or not the variaHon in the reepoacer that is due to both ihe treatment and the block effects is signiicadtly larger than that due to the random orrers. The hypotheoes to be tested are: | Hi Aah | : 1 versus i | He: Some xfs or Bs are not equal to sero, or, equivalently, | Hie AU the verintion in the responses is due to the fandom errors | versus | Ha: Most of the variation in the responses is due to both the treatmeat and the block effecis | at the o level of significance. We note that if H, is true, B[MSModel] = E[MSE), otler- wise, B[MSiodel] > BMS], Therefore, a reasonable test statistic for the hypotheses MSModel———lltt— ‘hich has an J distribution with (43-2 numerator degrees of freedom and ((—1)(6—1) denominator degrecs of fteedom if H, is true. We mject Hy in favor of Hl. if P > Fa jeony- te ealtead eal We at ypothcn abn he reatinent and th lek elects ony th above et eee 4, (Al the vanaton in tbe sponte dhe tote nace ay eee ae ceed. Tans Be Hosp = Me versus He: not all yy, are equal, | or, equivalently, Byinamsn | Q versus Hq not all niequald | at the a level of significance, The teat statistic for the hypotheses is usr 4 MSE | (98) vyhich has on F distribution with #—1 numerator degres of freedom and (1! 1)(b—1) denominator degrees of freedom if H, is true. Note that under H, the value of 7 is expected to be equal to 1 and under i: the value is expectod te be large. Why? Therefore, we rect Hi, in favor of He when F > F4_yyq_\~ the critical value Next we consider tasting the hypotheses are about the effectiveness of HePking, ic, whether or not blocking indeed increased the precision of the experiment. Te test ie Conducted to deiecrine whether or not fuiure similar experiments should He blocked Recall that the hypotheses are: fo* Blocking was not eflective, ie, = Bp = R Hq i Blocking was effective, ie., not all 2 ‘The test statistic for the hypotheses is i Bal has oa F distiibution with 6— 1 mmerator degrees of freedom and (1 1)(0— 1) denominator dagroo of freedom if HZ, is true. We conclude that blocking wab afective, 24 the @ level of significance, fF > FE, (ayy. ~ te eiicl value | 1 Model Ui: Under this model MS Blk and MSI are unbiased estimates of otto and o? + bo, | respectively. urthermone, MSMedel i 0 unbiased etimate of / FH eta Deh +a) ‘The fist test that we aliays conduct is that for checking whether or not the vaciation in the responses that is due to both the irectment and the block eftacto ie wien ficanly larger than that due to the random errors as was the case fot model L. The hypotheses be tested are: 7 | = =0 versus ily Bither 6? >0 or 6g > O.0r 02 > O.and of] > 0 Bei ‘The test statistic for the hypotheses is given by (3.2). Why? The decision rulels to reject Hin favor of Ha iF > Fesx-n(e-ayo-0) 31We test bypotheses about the treatment and block effects only if Hf, (above) is rejecthd as was the case for model I, Consider testing the hypotheces: Hy:02 =O veroue H,:02>0, or, equivalently, ys the weet ie ae et sy the tent oe eed tthe a level of significance. ‘The test satisic for this testing is given by (22). Why? We reject H, in favor of Hy if F > Fe. (ey if ‘The test statistic and the decisioa rule for the test of the effectiveness of blocking un. ‘model TI are also the samme as those undor the fixed effects model (sce formula (3.4). i 4410} implies that | Remark 3.4 Thot E[MST] =o? 4-bo? and B[MSBI] 2 UstsB14| — 02) | FlBIMST) — 0°) end of i | This meane ifs conclude that @? > 0 ond o} > 0, then we con estimate of and c8 by max(0, (MST ~MSZ)} and max{o, d(usa - mse), | respectively. © Prerctee $.6 Refer to expe 99. dooms that made If eproprit or the exper (2) Perform an ANOVA on the data and draw conciusions, Use a = 0.05 \ i (b) Bstimate the variance components if appropriate. 3.3.2 Pairwise the Treatment Means | Pairwise comparisons of the treaiment means aro done oaly if the ANOVA test! under tte fabd sffects model concludes stat some factor level means are differnt. The comparisore are done inorder to determine which means are differeut. The hypotheses to be tested are Hy: oi = pe versus Ha: yg, % wy, for alli #7’ at the e level of significance, Note thai the comparisons are done using the same level Significance as that used in the ANOVA. If we choose to uee the least significant difference sucthod for méking the comparisons, then the least significant diférence is Poy V SER ‘The means ju, and iy. are declared significantly different if [R.-%|> 280. | Exercise 3.7 Refer to exemple 3.2. Assume that model fis appropriate for the experiment Is it necessary to perform poirwise comparisons of the brand means? If so, use the LSD meliod to compare the means. 0. t | 2this cetion we Bncss the 2 ef the RED over Te ae teraction effects, Whee Se rnagnizade Of He wren gm block to bik, hen Fe ne ge that vareson joint effects ‘of the blocks and the treatments | Speaides the indivi a en eins the bless 220 reatcoents OT action effects. ‘The presence of the block bY ‘greasment 10 ‘estimate of the ‘experimental error f not ‘accounted for. 7 ostemppening the treaeacot DEAN} enaitive 10 teotee ean acrounk for ane Yeti So ON responses that = Sa We at pach treatment io selene? Ot east two experi eee eee emoases or eekTen # Yj is tae response to the th yyeatment > the #” blod ith treatments teeotinent im ET rig = Y Yunis te te ef att the reopens 1 Fe ‘ofall the responses I tbe experiments st J. = EY tthe mnie eae fox thet treatments isthe sample rea te j®* Blocks 1 ewer dy the sample amen sor te th wentment mE lock ee P Mya ae ncaa fora the s=DOTEES = the experiments dpghte tees = 3.4.1 Recognition of Interactions We can check for the prosence of the Block BY coatment inloraction ‘using the followiPe ue alent methods interaction® (@) 1% 8 4¥5.—¥.. forall and j, then there enay be no HOCK PY sreatmaentTable 9.2 Layout of the symbolic data for © BBD coperment> (b) if the differness Vis. 51 ace approxioaialy te ste pra GFT j, the: here may be no block PY ‘eeegnanent nteractlon®: _yeraus i) are almost {e) Mahe eure ofthe geark f°, mon eetecens S valle, then there may B29? tent teetment 0teracuo> ee ee soneueted to comer’ Me af toe dats 0 9) Bae eight lose of Bumians, THE ooking jactor 0 the 5 of he ole a orth ee of te inci tdual Fg eT nee er Ha ihe tee. wig lotgre in brackets, Do te Set ie od the presence of 8 SS i at eee ® ict 9: “po.t,2.2 tA 22.88 54.3 (278) J ee 54 24,95. 19.17 = Solution 3.1 We note that Ha 82H 4%-¥. Yan neat a¥s. Gye siete eee Yn = 18 Yo Hoe ‘chick indicates th absense of mnesery eC mean weight lose S versus the diets for each set- The curves: appear 10 be manatee apserce of Be 65 OY ‘fat interactions: © ee gis Trae interpretation on Ine op depends ome SE of he oop end Bs subjective. © 38a Mess weight loss 8 Diet 1 Deit 2 Figure'2.1 Graph jor checking the presence of the sez by diet interactions. 3.42 Analysis of Variance Models ‘The ANOVA mede for the symbolic data in table 9.2 has the form: Vie = BERT AA (Bley bee = big t Cj G5) where: * jis the overall population mean; * sin the @ breatment effect; * fy is the j** block effect; * (-B)is is the interaction effect of the #* treatment and the J block; * iz i the mean of the combination of the #** treatment and the j* block; * the cj4 are the random errors which are assumed to be independent and normally distributed: with mean 0 and variance 22 ‘Model I is model (3.5) but with the rs, the 6s and the (r9)f,s regarded as fixed real con stonts satisfying the constraints: Y= 8 = D6be = Dea = f Eo ‘Under this model, the i** treatment mean and the j“* block mean are w= Doty spt ond py = ay = Ht Bir 4respoctively. The estimates of jt, pis, u; and jt are Yio Ag = ¥u., 0, =¥i. and ay =F, imates of 7, A and (r3)j are -K.-¥4¥., respectively. Bie wish to test the hypotheses about the block by treatment interaction effects az well x bopotheses about the treatment efacts, ‘The hypotheses about the Elece by interaction effects te be tested are: Hp: All the (rp versus Hy: Some (r A) reatment, 8 are equal to 0 - There are no block by treatment interaction effects are not equal to 0- There are block by treatment interaction effects. Zt bypotheces about the teatmeit effects and the effectiveness of blocking ar the sue 48 those in section 3.3.1 - under model I ‘Model 11 is model (3.5) but with the *'rle random vasiables which are independent and normally disributed with meaa 0 and variance #% * Aje random vecisbles which ate independent and nosmally distributed with meaa 0 aad variance a3; * (7B){,e random variables which are ind: mean 0 and variance 2, * Gie, 715, Bjs and (rB)}s8 are independent random variables, Under this mode!, lependent and are normally distributed with, the hypotheses about the block by interaction effacts to be tested are: Hy 3a =O versus He: of >0 ng hypotheses about the treatment effects and the effectiveness f Wacicing are the same 8 those in section 3.3.1 - under model EI We perform the ANOVA of the data. Sum of squares As usual we measure the tot which is given by ssTo RT - We attribute total variability in the observations to the al variability in the cbocrvations using the total sum of squares ~ tbr ~ La. * combination of the blocks and the treatment (M ode!) afte * random errors, Consequently, we decompese SSTO into* the Model sum of squares (SSModel) - which measure the variability in the observa- tions that is due to the blocks effects, the treatment affects and the block by treatment inleraction effects; © the orror cum of the squares ($SF) - which measure the variability in the observations that is cue to the random errors. In order to do so, we regard the combinations of the treatments and the blocks os the levels of some factor called Model. For example, in table 3.2 the factor Model has tb levelo which ore {11}, (12) (08) (21), (22) (28) nD) (2p) ‘The total and the mean of the level (ij) of Model are ¥5 and Yi respectively We obtain SSModel by performing a one-way ANOVA of data with Model es the factor. This means the usual formula for the treatment sums of aquares (see oxction 23.1 of Unit 2) in a one-way ANOVA obtains 85éode =} Yy.-¥.) = LOM — BY ~ wa Sa mi ‘S82 and its dogres of freedom are oblained by subtraction, ie, SSE =SSTO - SSModel_~ (iby —1) ~ (t6—1) = t(0—-1) of Wesow how SSO decomposes into SSModel and SSB VES M-V.94 Oe - EVN -PLCE LaF" 69) Siziet EEE ey aie fats =SSModel + 2y ¥ y (23. — ¥..)¥ea — alt ee 26 3B fa)* “We attribute variability in the observations that is measured by SS Mode! to * the ueatment effects, * ‘the block effects; * the block by treatment affects. ‘Thus, we decompose S3Mouel into * the treatment sum of squares (SST) which measure the variation due to the treatment fleets; * the block sum of squares (SSBIz) which meacure the variation due to the block effects; 36