Hierarchical (nested) ANOVA

Hierarchical ANOVA

Hierarchical (nested) ANOVA

In some two-factor experiments the level of
one factor , say B, is not cross or cross
classified with the other factor, say A, but is
NESTED with it.
The levels of B are different for different
levels of A.
For example: 2 Areas (Study vs Control)
4 sites per area, each with 5 replicates.
There is no link from any sites on one area to any sites
on another area.

Hierarchical ANOVA

That is, there are 8 sites, not 2.

Study Area (A)
S1(A) S2(A) S3(A)
X
X
X
X
X

X
X
X
X
X

X
X
X
X
X

Control Area (B)

S4(A)
X
X
X
X
X

S5(B) S6(B)
X
X
X
X
X

X
X
X
X
X

S7(B)
X
X
X
X
X

S8(B)
X
X
X
X
X

X = replications
Number of sites (S)/replications need not be equal with each sites.

Analysis is carried out using a nested ANOVA not a

two-way ANOVA.

Hierarchical ANOVA

A Nested design is not the same as a twoway ANOVA which is represented by:
A1

A2

A3

B1

XXXXX

XXXXX

XXXXX

B2

XXXXX

XXXXX

XXXXX

B3

XXXXX

XXXXX

XXXXX

Nested, or hierarchical designs are very common in

environmental effects monitoring studies. There
are several Study and several Control Areas.

Hierarchical ANOVA

Objectives

The nested design allows us to test two things:

(1) difference between Study and Control
areas, and (2) the variability of the sites within
areas.
If we fail to find a significant variability among the
sites within areas, then a significant difference
between areas would suggest that there is an
environmental impact.
In other words, the variability is due to differences
between areas and not to variability among the
sites.

Hierarchical ANOVA

In this kind of situation, however, it is highly

likely that we will find variability among the
sites.
Even if it should be significant, however, we
can still test to see whether the difference
between the areas is significantly larger than
the variability among the sites with areas.

Hierarchical ANOVA

Statistical Model
Yijk = + i + (i)j + (ij)k

i indexes A (often called the major factor)

(i)j indexes B within A (B is often called the
minor factor)
(ij)k indexes replication
i = 1, 2, , M
j = 1, 2, , m
k = 1, 2, , n

Hierarchical ANOVA

Model (continue)

Yijk Y Yi .. Y Yij. Yi .. Yijk Yij .

and

ijk

Y
2

i ..

Y
2

ijk

Yij .

ij .

Yi ..

Hierarchical ANOVA

Model (continue)
Or,
TSS = SSA + SS(A)B+ SSWerror
M

m.n Yi .. Y n
2

i 1

i 1

Y
m

j 1

ij . Yi ..
2

i 1

Degrees of freedom:
M.m.n -1 = (M-1) + M(m-1) + Mm(n-1)

Y
m

j 1

k 1

ijk

Yij .

Hierarchical ANOVA

Example

M=3, m=4, n=3; 3 Areas, 4 sites within each area, 3

replications per site, total of (M.m.n = 36) data points
M1

M2

M3

Areas

10

10

12

13

11

13

10

13

14

10

14

10

12

14

11

10

10

13

10

12

11

16

12

11

10

10

12

11

11

13

13

10.75

10.0
10.25

11 12

10.0

Yi..

Sites
Repl.

Yij.

Hierarchical ANOVA

Example (continue)
SSA = 4 x 3 [(10.75-10.25)2 + (10.0-10.25)2 + (10.0-10.25)2]
= 12 (0.25 + 0.0625 + 0.625) = 4.5

SS(A)B = 3 [(11-10.75)2 + (10-10.75)2 + (10-10.75)2 + (12-10.75)2 +

(11-10)2 + (11-10)2 + (9-10)2 + (9-10)2 +
(13-10)2 + (13-10)2 + (7-10)2 + (7-10)2]
= 3 (42.75) = 128.25
TSS = 240.75
SSWerror= 108.0

Hierarchical ANOVA

ANOVA Table for Example

Nested ANOVA: Observations versus Area, Sites

Source
DF SS( )
Area
2
4.50
Sites (A)B 9 128.25
Error
24 108.00
Total
35 240.75

MS( ) F
P
2.25 0.158 0.856
14.25 3.167 0.012**
4.50

What are the proper ratios?

E(MSA) = 2 + V(A)B + VA
E(MS(A)B)= 2 + V(A)B
E(MSWerror) = 2

= MSA/MS(A)B

= MS(A)B/MSWerror

Hierarchical ANOVA

Summary

Nested designs are very common in

environmental monitoring
It is a refinement of the one-way ANOVA
All assumptions of ANOVA hold: normality of
residuals, constant variance, etc.
Can be easily computed using SAS, MINITAB,
etc.
Need to be careful about the proper ratio of the
Mean squares.
Always use graphical methods e.g. boxplots and
normal plots as visual aids to aid analysis.

Hierarchical ANOVA

Sample
Hierarchical
(nested)
ANOVA

Length
58.5
59.5
77.8
80.9
84.0
83.6
70.1
68.3
69.8
69.8
56.0
54.5
50.7
49.3
63.8
65.8
56.6
57.5
77.8
79.2
69.9
69.2
62.1
64.5

mosquito cage
1
1
2
2
3
3
4
4
1
1
2
2
3
3
4
4
1
1
2
2
3
3
4
4

1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
3
3
3
3
3
3
3
3

Hierarchical ANOVA

Length = 0 + cage cage

+ mosquito(cage) mosquito (cage)
+ error
df?

Hierarchical ANOVA
data anova6;
input length
58.5
59.5
77.8
80.9
84.0
83.6
70.1
68.3
69.8
69.8
56.0
54.5
50.7
49.3
63.8
65.8
56.6
57.5
77.8
79.2
69.9
69.2
62.1
64.5

1
1
2
2
3
3
4
4
1
1
2
2
3
3
4
4
1
1
2
2
3
3
4
4

1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
3
3
3
3
3
3
3
3

mosquito

cage;cards;

proc glm data=anova6;

class cage mosquito;
model length = cage mosquito(cage);
test h=cage e=mosquito(cage);
output out = out1 r=res p=pred;
proc print data=out1;var res pred;
proc plot data = out1;plot res*pred;
proc univariate data=out1 normal plot;var res;
run;

Hierarchical ANOVA

Class

Levels

Values

mosquito

1234

cage

123

Number of observations

24

Hierarchical ANOVA

Source

DF

Sum of
Squares

Mean Square

F Value

Pr > F

Model
11
Error
12
Corrected Total 23

2386.353333
15.620000
2401.973333

216.941212
1.301667

166.66

<.0001

Source

Type I SS

Mean Square

F Value

Pr > F

665.675833
1720.677500

332.837917
191.186389

255.70
146.88

<.0001
<.0001

DF

cage
2
mosquito(cage) 9

Tests of Hypotheses Using the MS for mosquito(cage) as an Error Term

Source
cage

DF
2

Type I SS
665.675833

Mean Square
332.837917

F Value
1.74

Pr > F
0.2295

res1

Hierarchical ANOVA

res

res

Hierarchical ANOVA

pred

Hierarchical ANOVA

Tests for Normality

Test

--Statistic---

-----p Value------

Shapiro-Wilk
Kolmogorov-Smirnov
Cramer-von Mises
Anderson-Darling

W 0.978828
D 0.093842
W-Sq 0.038078
A-Sq 0.22057

Pr < W 0.8733
Pr > D >0.1500
Pr > W-Sq >0.2500
Pr > A-Sq >0.2500

Hierarchical ANOVA

Two way
ANOVA vs.
nested
ANOVA