Experimental Design: Exam II (2019)

Name: Student id#: Department:

1. (25 points) For each of the following statements, answer true (T) or false (F):

(a) ( ) In PROC GLM, the estimation of variance components via the RANDOM
statement uses the maximum likelihood method.
(b) ( ) PROC MIXED is better than PROC GLM for handling missing values.
(c) ( ) Even though we use different kinds of constraints ( ai=1 τi = 0 or τa = 0)
P
in ANOVA models, test results for H0 : τ1 = · · · = τa = 0 are same.
(d) ( ) When the interaction of the two factors is not significant in two-factor
factorial design, the optimal level of the treatment combination is same to that
of ‘one-factor-a-time design’.
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(e) ( ) In one-way ANOVA model, yij = µ + τi + ij , where i=1 τi = 0 and
iid 2
ij ∼ N (0, σ ), we do not need normality to estimate parameters of µ and τi .
(f) ( ) Rules for expected mean squares (EMS) work well in BIBD or Latin square
design.
(g) ( ) In 22 factorial design, sum of square for the contrast of each factor effect is
equivalent to sum of square for the factor effect.
(h) ( ) Satterthwaite’s approximation has test statistic which follow a exact F
distribution.
(i) ( ) Welch’s t test is used to compare two means from normal distributions with
same variances.
(j) ( ) BIBD is a statistical model which has orthogonal design matrix of treat-
ments and blocks.
(k) ( ) The estimated variance components using the option ‘method=type1’ in
‘PROC mixed’ are same those using the option ‘method=reml’.
(l) ( ) In SAS, both PROC GLM and PROC ANOVA can be used to analyze data
for BIBD.

2. (25 points) A horticulturist was interested in the phosphorus content in the leaves of
a particular variety of apple tree. Five leaves from each of three randomly selected
trees were measured for phosphorus content. The data from this study are as follows:

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 Tree Phosphorus Content Sum Mean
1 .35 .40 .58 .50 .47 2.30 0.46
2 .65 .70 .90 .84 .79 3.88 0.78
3 .60 .80 .75 .73 .66 3.54 0.71
Total 9.72 0.65

Of central interest in this study was the tree-to-tree variability in phosphorous con-
tent. A partial ANOVA Table for these data is as follow:

Source of Sum of d.f.

Mean F
Variation Squares Squares
Treatment(Trees) 0.277 −− −− −−
Error −− −− −−
Total 0.374 −−

(a) Fill in the ANOVA Table.

(b) State the hypothesis being tested by the F test in this table. Should the
hypothesis be rejected? Why, or why not?
(c) Obtain point estimates of the within-tree and between-tree components of vari-
ance from these data.
(d) A 95% confidence interval for θ = στ2 /σ 2 is (0.466, 133.57). Obtain a point
estimate and a 95% confidence interval for the intraclass correlation coefficient.

3. (25 points) The effect of a new cholesterol reducing diet was studied in four groups
of subjects: young males, young females, old males and old females. The response
measured was the percentage reduction in cholesterol level after six months on the
diet. The following data are the total responses in four groups with sample sizes in
parentheses.

Gender
Age group male female total
young 154 (7) 168 (7) 322
old 84 (7) 112 (7) 196
total 238 280 518

(a) Write a model that expresses the responses in terms of the factorial effects of
age and gender. Explain all terms in your model.
(b) Setup a contrast between sample means that is suitable for estimating the
interaction between age and gender.

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 (c) Analysis of variance of the data yielded 230.61 as the error sum of squares.
Test the significance of the contrast in Part (b) and write your conclusions.

4. (25 points) An experiment was conducted to compare 6 batches of auto body side
panels in terms of deviations from nominal position (y). The engineer samples 2
“groups” of body panels from each batch (that is, the 2 “groups” for batch 1 differ
from those from batch 2, etc..., implying “groups“ are nested under batches). Each
“group” has 3 individual body panels selected and measured (replicates) for y. Note
that these are a random sample of batches (random effects), and the “groups” used
are a sample from a larger population of “groups” (random effects).

Model: yijk = µ + τi + βj(i) + ijk , for i = 1, · · · , 6; j = 1, 2; k = 1, 2, 3,

τi ∼ N (0, σα2 ), βj(i) ∼ N (0, σβ2 ), ijk ∼ N (0, σ 2 ).

(a) The 6 batch mean y−values are given below. Compute the overall mean, and
obtain the sum of squares for batches:

ȳ1· = 4.00, ȳ2· = 2.02, ȳ3· = −4.57, ȳ4· = −1.12, ȳ5· = 4.05, ȳ6· = −1.10.

(b) Complete the following partial ANOVA table:

Source df SS MS F F(0.05)
Batch
Group(Batch) 62.5
Error 438.57
Total
(c) Using ‘rules for expected mean squares’, find expectations of mean squares.
(d) Give unbiased estimates of each of the variance components:

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σ̂Batch = σ̂Group(Batch )2 = σ̂ 2 =
(e) Present null hypotheses, F −tests, and critical values.