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ANOVA TABLE

Factorial Experiment
Completely Randomized Design

Anova table for the 3 factor Experiment


Source

SS

df

MS

SSA

a-1

MSA

MSA/MSError

SSB

b-1

MSB

MSB/MSError

SSC

c-1

MSC

MSC/MSError

AB

SSAB

(a - 1)(b - 1)

MSAB

MSAB/MSError

AC

SSAC

(a - 1)(c - 1)

MSAC

MSAC/MSError

BC

SSBC

(b - 1)(c - 1)

MSBC

MSBC/MSError

ABC

SSABC

(a - 1)(b - 1)(c - 1)

MSABC

MSABC/MSError

p -value

Sum of squares entries


a

SS A nbc nbc yi y
i 1

2
i

i 1

Similar expressions for SSB , and SSC.


SS AB nc nc yij yi y j y
a

i 1

2
ij

i 1 j 1

Similar expressions for SSBC , and SSAC.

Sum of squares entries


a

SS ABC n ikj2
i 1
a
b

n yijk yij yik y jk yi


c

y j y k y i

i 1 j 1 k 1

Finally
SS Error yijkl yijk
a

i 1 j 1 k 1 l 1

The statistical model for the 3 factor Experiment


yijk/

mean effect

i j k
main effects

ij ik jk

ijk

2 factor interactions

3 factor interaction

ijk/
random error

Anova table for the 3 factor Experiment


Source

SS

df

MS

SSA

a-1

MSA

MSA/MSError

SSB

b-1

MSB

MSB/MSError

SSC

c-1

MSC

MSC/MSError

AB

SSAB

(a - 1)(b - 1)

MSAB

MSAB/MSError

AC

SSAC

(a - 1)(c - 1)

MSAC

MSAC/MSError

BC

SSBC

(b - 1)(c - 1)

MSBC

MSBC/MSError

ABC

SSABC

(a - 1)(b - 1)(c - 1)

MSABC

MSABC/MSError

p -value

The testing in factorial experiments


1. Test first the higher order interactions.
2. If an interaction is present there is no need
to test lower order interactions or main
effects involving those factors. All factors
in the interaction affect the response and
they interact
3. The testing continues with lower order
interactions and main effects for factors
which have not yet been determined to
affect the response.

Examples
Using SPSS

Example
In this example we are examining the effect of
thelevelofproteinA(HighorLow)and
thesourceofproteinB(Beef,Cereal,or
Pork) on weight gains(grams)inrats.

We have n = 10 test animals randomly


assigned to k = 6 diets

Thek=6dietsarethe6=32LevelSource
combinations
1. HighBeef
2. HighCereal
3. HighPork
4. LowBeef
5. LowCereal
6. LowPork

Table
Gainsinweight(grams)forratsundersixdiets
differinginlevelofprotein(HighorLow)ands
ourceofprotein(Beef,Cereal,orPork)
Level
ofProtein HighProtein
Lowprotein
Source
ofProtein Beef Cereal Pork Beef Cereal Pork
Diet
1
2
3
4
5
6
73
98
94
90 107
49
102
74
79
76
95
82
118
56
96
90
97
73
104 111
98
64
80
86
81
95 102
86
98
81
107
88 102
51
74
97
100
82 108
72
74 106
87
77
91
90
67
70
117
86 120
95
89
61
111
92 105
78
58
82
Mean
100.0 85.9 99.5 79.2 83.9 78.7
Std.Dev. 15.14 15.02 10.92 13.89 15.71 16.55

The data as it appears in SPSS

To perform ANOVA select Analyze->General Linear


Model-> Univariate

The following dialog box appears

Select the dependent variable and the fixed factors

Press OK to perform the Analysis

The Output
Tests of Between-Subjects Effects
Dependent Variable: WTGN
Type III
Sum of
Source
Squares
Corrected Model
4612.933 a
Intercept
463233.1
SOURCE
266.533
LEVEL
3168.267
SOURCE * LEVEL 1178.133
Error
11586.000
Total
479432.0
Corrected Total
16198.933

df
5
1
2
1
2
54
60
59

Mean
Square
922.587
463233.1
133.267
3168.267
589.067
214.556

a. R Squared = .285 (Adjusted R Squared = .219)

F
4.300
2159.036
.621
14.767
2.746

Sig.
.002
.000
.541
.000
.073

Example Four factor experiment


FourfactorsarestudiedfortheireffectonY(lusterofpaintfilm).The
fourfactorsare:

1) FilmThickness(1or2mils)
2) Dryingconditions(RegularorSpecial)
3) Lengthofwash(10,30,40or60Minutes),and
4) Temperatureofwash(92Cor100C)

Twoobservationsoffilmluster(Y)aretaken
foreachtreatmentcombination

Thedataistabulatedbelow:
Regular
Dry
Minutes 92C
1milThickness
20
3.4 3.4
30
4.1 4.1
40
4.9 4.2
60
5.0 4.9
2milThickness
20
5.5 3.7
30
5.7 6.1
40
5.5 5.6
60
7.2 6.0

100C

92C

SpecialDry
100C

19.6
17.5
17.6
20.9

14.5
17.0
15.2
17.1

2.1
4.0
5.1
8.3

3.8
4.6
3.3
4.3

17.2
13.5
16.0
17.5

13.4
14.3
17.8
13.9

26.6
31.6
30.5
31.4

29.5
30.2
30.2
29.6

4.5
5.9
5.5
8.0

4.5
5.9
5.8
9.9

25.6
29.2
32.6
33.5

22.5
29.8
27.4
29.5

The Data as it appears in SPSS

The dialog box for performing ANOVA

The output

Tests of Between-Subjects Effects

Dependent Variable: LUSTRE


Type III
Sum of
Source
Squares
Corrected Model
6548.020 a
Intercept
12586.035
TEMP
5039.225
COND
5.700
LENGTH
70.285
THICK
844.629
TEMP * COND
15.504
TEMP * LENGTH
3.155
COND * LENGTH
9.890
TEMP * COND * LENGTH
6.422
TEMP * THICK
511.325
COND * THICK
1.410
TEMP * COND * THICK
.150
LENGTH * THICK
15.642
TEMP * LENGTH * THICK
11.520
COND * LENGTH *
7.320
THICK
TEMP * COND * LENGTH
5.840
* THICK
Error
87.995
Total
19222.050
Corrected Total
6636.015

31
1
1
1
3
1
1
3
3
3
1
1
1
3
3

Mean
Square
211.226
12586.035
5039.225
5.700
23.428
844.629
15.504
1.052
3.297
2.141
511.325
1.410
.150
5.214
3.840

F
76.814
4577.000
1832.550
2.073
8.520
307.155
5.638
.383
1.199
.778
185.947
.513
.055
1.896
1.396

Sig.
.000
.000
.000
.160
.000
.000
.024
.766
.326
.515
.000
.479
.817
.150
.262

2.440

.887

.458

1.947

.708

.554

32
64
63

2.750

df

a. R Squared = .987 (Adjusted R Squared = .974)

Random Effects and Fixed


Effects Factors

So far the factors that we have considered are


fixed effects factors
This is the case if the levels of the factor are a
fixed set of levels and the conclusions of any
analysis is in relationship to these levels.
If the levels have been selected at random
from a population of levels the factor is called
a random effects factor
The conclusions of the analysis will be
directed at the population of levels and not
only the levels selected for the experiment

Example - Fixed Effects


Source of Protein, Level of Protein, Weight Gain
Dependent
Weight Gain

Independent
Source of Protein,
Beef
Cereal
Pork

Level of Protein,
High
Low

Example - Random Effects


In this Example a Taxi company is interested in
comparing the effects of three brands of tires (A, B and
C) on mileage (mpg). Mileage will also be effected by
driver. The company selects b = 4 drivers at random
from its collection of drivers. Each driver has n = 3
opportunities to use each brand of tire in which mileage
is measured.
Dependent
Mileage

Independent
Tire brand (A, B, C),
Fixed Effect Factor

Driver (1, 2, 3, 4),


Random Effects factor

The Model for the fixed effects experiment

yijk i j ij ijk
where , 1, 2, 3, 1, 2, ()11 , ()21 , ()31 ,
()12 , ()22 , ()32 , are fixed unknown constants
And ijk is random, normally distributed with mean 0
and variance 2.
Note:
a


i 1

j 1

i 1

ij

ij 0
j 1

The Model for the case when factor B is a random


effects factor

yijk i j ij ijk

where , 1, 2, 3, are fixed unknown constants


And ijk is random, normally distributed with mean 0 and variance
2.
j is normal with mean 0 and variance B2
and
2
()ij is normal with mean 0 and variance AB
a
Note:

i 1

This model is called a variance components model

The Anova table for the two factor model

yijk i j ij ijk

Source
A

SS
SSA

df
a -1

MS
SSA/(a 1)

SSA

b-1

SSB/(a 1)

AB

SSAB

(a -1)(b -1)

SSAB/(a 1) (a 1)

Error

SSError

ab(n 1)

SSError/ab(n 1)

The Anova table for the two factor model (A, B fixed)

yijk i j ij ijk
Source

SS

df

MS

EMS

SSA

a -1

MSA

nb a 2

i
a 1
i 1

MSA/MSError

SSA

b-1

MSB

AB

SSAB

(a -1)(b -1)

MSAB

Error

SSError

ab(n 1)

MSError

na b 2
j
b 1
j 1

a
b
n
ij2

a 1 b 1 i 1 j 1
2

EMS = Expected Mean Square

MSB/MSError
MSAB/MSError

The Anova table for the two factor model


(A fixed, B - random)

yijk i j ij ijk
Source

SS

df

MS

SSA

a -1

MSA

SSA

b-1

MSB

AB

SSAB

(a -1)(b -1)

MSAB

Error

SSError

ab(n 1)

MSError

EMS
n
2

2
AB

nb a 2

i
a 1
i 1

2 na B2
2
2 n AB

Note: The divisor for testing the main effects


of A is no longer MSError but MSAB.

F
MSA/MSAB
MSB/MSError
MSAB/MSError

Rules for determining Expected


Mean Squares (EMS) in an Anova
Table
Both fixed and random effects
Formulated by Schultz[1]

1.

Schultz E. F., Jr. Rules of Thumb for Determining


Expectations of Mean Squares in Analysis of
Variance,Biometrics, Vol 11, 1955, 123-48.

1. The EMS for Error is 2.


2. The EMS for each ANOVA term contains
two or more terms the first of which is 2.
3. All other terms in each EMS contain both
coefficients and subscripts (the total number
of letters being one more than the number of
factors) (if number of factors is k = 3, then
the number of letters is 4)
4. The subscript of 2 in the last term of each
EMS is the same as the treatment
designation.

5. The subscripts of all 2 other than the first contain


the treatment designation. These are written with
the combination involving the most letters written
first and ending with the treatment designation.
6. When a capital letter is omitted from a subscript ,
the corresponding small letter appears in the
coefficient.
7. For each EMS in the table ignore the letter or letters
that designate the effect. If any of the remaining
letters designate a fixed effect, delete that term from
the EMS.

8. Replace 2 whose subscripts are composed entirely


of fixed effects by the appropriate sum.
a

2
A

by

i 1

a 1
a

2
AB
by

2
i


i 1

2
ij

a 1 b 1

Example: 3 factors A, B, C all are random effects


Source
A
B
C
AB
AC
BC
ABC
Error

EMS

2
2
2
2 n ABC
nc AB
nb AC
nbc A2
2
2
2
2 n ABC
nc AB
na BC
nac B2
2
2
2
2 n ABC
na BC
nb AC
nab C2
2
2
2 n ABC
nc AB

MS AB MS ABC

2
2
2 n ABC
nb AC

MS AC MS ABC

2
2
2 n ABC
na BC

MS BC MS ABC

2
2 n ABC

MS ABC MS Error

Example: 3 factors A fixed, B, C random


Source
A
B
C
AB
AC
BC
ABC
Error

EMS
n
2

2
ABC

nc

2
AB

nb

na
2

2
BC

2
AC

F
a

nbc i2
i 1

nac B2

a 1
MS B MS BC

2
2 na BC
nab C2

MSC MS BC

2
2
2 n ABC
nc AB

MS AB MS ABC

2
2
2 n ABC
nb AC

MS AC MS ABC

2
2 na BC

MS BC MS Error

2
2 n ABC

MS ABC MS Error

Example: 3 factors A , B fixed, C random


Source
A
B
C
AB
AC
BC
ABC
Error

EMS

nb

2
AC

nbc i2

a 1

MS A MS AC

na

2
BC

nac j2

b 1

MS B MS BC

i 1
a

i 1

2 nab C2
n
2

2
ABC

nc ij
2

i 1 j 1

MSC MS Error

a 1 b 1

MS AB MS ABC

2
2 nb AC

MS AC MS Error

2
2 na BC

MS BC MS Error

2
2 n ABC

MS ABC MS Error

Example: 3 factors A , B and C fixed


Source
A
B
C
AB
AC
BC
ABC
Error

EMS
a

nbc i2

a 1

MS A MS Error

nac j2

b 1

MS B MS Error

2 nbc k2

c 1

MSC MS Error

i 1
a

i 1
c

k 1

nc ij
2

a 1 b 1

i 1 j 1
a
c

2 nb ij

a 1 c 1

i 1 k 1
b
c

2 na ij
a

j 1 k 1
c

2 n ijk
i 1 j 1 k 1

MS AB MS Error
MS AC MS Error

b 1 c 1

MS BC MS Error

a 1 b 1 c 1

MS ABC MS Error

Example - Random Effects


In this Example a Taxi company is interested in
comparing the effects of three brands of tires (A, B and
C) on mileage (mpg). Mileage will also be effected by
driver. The company selects at random b = 4 drivers at
random from its collection of drivers. Each driver has n
= 3 opportunities to use each brand of tire in which
mileage is measured.
Dependent
Mileage

Independent
Tire brand (A, B, C),
Fixed Effect Factor

Driver (1, 2, 3, 4),


Random Effects factor

The Data
Driver
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2

Tire
A
A
A
B
B
B
C
C
C
A
A
A
B
B
B
C
C
C

Mileage
39.6
38.6
41.9
18.1
20.4
19
31.1
29.8
26.6
38.1
35.4
38.8
18.2
14
15.6
30.2
27.9
27.2

Driver
3
3
3
3
3
3
3
3
3
4
4
4
4
4
4
4
4
4

Tire
A
A
A
B
B
B
C
C
C
A
A
A
B
B
B
C
C
C

Mileage
33.9
43.2
41.3
17.8
21.3
22.3
31.3
28.7
29.7
36.9
30.3
35
17.8
21.2
24.3
27.4
26.6
21

Asking SPSS to perform Univariate ANOVA

Select the dependent variable, fixed factors, random factors

The Output
Tests of Between-Subjects Effects
Dependent Variable: MILEAGE

Source
Intercept
TIRE
DRIVER
TIRE * DRIVER

Hypothesis
Error
Hypothesis
Error
Hypothesis
Error
Hypothesis
Error

Type III
Sum of
Squares
28928.340
68.290
2072.931
87.129
68.290
87.129
87.129
170.940

df
1
3
2
6
3
6
6
24

Mean
Square
28928.340
22.763a
1036.465
14.522b
22.763
14.522b
14.522
7.123c

F
1270.836

Sig.
.000

71.374

.000

1.568

.292

2.039

.099

a. MS(DRIVER)
b. MS(TIRE * DRIVER)
c. MS(Error)

The divisor for both the fixed and the random main effect is MSAB
This is contrary to the advice of some texts

The Anova table for the two factor model


(A fixed, B - random)

yijk i j ij ijk
Source

SS

df

MS

EMS

SSA

a -1

MSA

SSA

b-1

MSB

2 na B2

MSB/MSError

AB

SSAB

(a -1)(b -1)

MSAB

2
2 n AB

MSAB/MSError

Error

SSError

ab(n 1)

MSError

2
2 n AB

nb a 2
i
a 1
i 1

F
MSA/MSAB

Note: The divisor for testing the main effects of A is no longer


MSError but MSAB.
References Guenther, W. C. Analysis of Variance Prentice Hall, 1964

The Anova table for the two factor model


(A fixed, B - random)

yijk i j ij ijk
Source

SS

df

MS

EMS

SSA

a -1

MSA

SSA

b-1

MSB

2
2 n AB
na B2

MSB/MSAB

AB

SSAB

(a -1)(b -1)

MSAB

2
2 n AB

MSAB/MSError

Error

SSError

ab(n 1)

MSError

2
2 n AB

nb a 2
i
a 1
i 1

F
MSA/MSAB

Note: In this case the divisor for testing the main effects of A is
MSAB . This is the approach used by SPSS.
References Searle Linear Models John Wiley, 1964

Crossed and Nested Factors

The factors A, B are called crossed if every level


of A appears with every level of B in the
treatment combinations.
Levels of B

Levels
of A

Factor B is said to be nested within factor A if


the levels of B differ for each level of A.

Levels of A

Levels of B

Example: A company has a = 4 plants for


producing paper. Each plant has 6 machines for
producing the paper. The company is interested
in how paper strength (Y) differs from plant to
plant and from machine to machine within plant
Plants

Machines

Machines (B) are nested within plants (A)


The model for a two factor experiment with B
nested within A.
yijk

overall mean

effect of factor A

j i

effect of B within A

ijk
random error

The ANOVA table


Source

SS

df

MS

SSA

a-1

MSA

MSA/MSError

B(A)

SSB(A)

a(b 1)

MSB(A)

MSB(A) /MSError

Error

SSError

ab(n 1)

MSError

Note: SSB(A ) = SSB + SSAB and a(b 1) = (b 1) + (a - 1)(b 1)

p - value

Example: A company has a = 4 plants for


producing paper. Each plant has 6 machines for
producing the paper. The company is interested
in how paper strength (Y) differs from plant to
plant and from machine to machine within plant.
Also we have n = 5 measurements of paper
strength for each of the 24 machines

The Data
Plant
machine

Plant
machine

1
1
2
3
4
5
98.7 59.2 84.1 72.3 83.5
93.1 87.8 86.3 110.3 89.3
100.0 84.1 83.4 81.6 86.1
3
13
14
15
16
17
83.6 76.1 64.2 69.2 77.4
84.6 55.4 58.4 86.7 63.3
90.6 92.3 75.4 60.8 76.6

2
6
7
60.6 33.6
84.8 48.2
83.6 68.9

8
44.8
57.3
66.5

9
58.9
51.6
45.2

10
63.9
62.3
61.1

11
63.7
54.6
55.3

12
48.1
50.6
39.9

22
37.0
47.8
41.0

23
43.8
62.4
60.8

24
30.0
43.0
56.9

4
18
19
61.0 64.2
81.3 50.3
73.8 32.1

20
35.5
30.8
36.3

21
46.9
43.1
40.8

Anova Table Treating Factors (Plant, Machine) as


crossed
Tests of Between-Subjects Effects
Dependent Variable: STRENGTH
Type III
Sum of
Source
Squares
Corrected Model
21031.065 a
Intercept
298531.4
PLANT
18174.761
MACHINE
1238.379
PLANT * MACHINE 1617.925
Error
5505.469
Total
325067.9
Corrected Total
26536.534

df
23
1
3
5
15
48
72
71

Mean
Square
914.394
298531.4
6058.254
247.676
107.862
114.697

a. R Squared = .793 (Adjusted R Squared = .693)

F
7.972
2602.776
52.820
2.159
.940

Sig.
.000
.000
.000
.074
.528

Anova Table: Two factor experiment B(machine)


nested in A (plant)
Source
Plant
Machine(Plant)
Error

Sum of Squares
18174.76119
2856.303672
5505.469467

df

Mean Square
F
3
6058.253731 52.819506
20
142.8151836 1.2451488
48
114.6972806

p - value
0.00000
0.26171