Stats 845 Lecture 11

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Stats 845 Lecture 11

© All Rights Reserved

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Factorial Experiment

Completely Randomized Design

Anova table for the 3 factor Experiment

Source SS df MS F p -value

A SSA a-1 MSA MSA/MSError

Sum of squares entries

a a

SS A nbc ̂ nbc yi y

2 2

i

i 1 i 1

a a b

2 2

ij

i 1 i 1 j 1

Sum of squares entries

a

SS ABC n ikj

2

i 1

a b c

y j yk yi

i 1 j 1 k 1

2

Finally

a b c n

2

i 1 j 1 k 1 l 1

The statistical model for the 3 factor Experiment

yijk/ i j k

mean effect main effects

2 factor interactions 3 factor interaction random error

Anova table for the 3 factor Experiment

Source SS df MS F p -value

A SSA a-1 MSA MSA/MSError

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.

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

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

()12 , ()22 , ()32 , are fixed unknown constants

And ijk is random, normally distributed with mean 0

and variance s2.

Note:

a n a b

i 1

i

j 1

j

i 1

ij

j 1

ij 0

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 s2.

j is normal with mean 0 and variance s B2

and

()ij is normal with mean 0 and variance s AB

2

Note: a

i 1

i 0

The Anova table for the two factor model

Source SS df MS

A SSA a -1 SSA/(a – 1)

B SSA b-1 SSB/(a – 1)

AB SSAB (a -1)(b -1) SSAB/(a – 1) (a – 1)

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

Source SS df MS EMS F

nb a 2

a 1

A SSA a -1 MSA s 2

i MSA/MSError

i 1

na b 2

b 1

B SSA b-1 MSB s 2

j MSB/MSError

j 1

a b

AB SSAB (a -1)(b -1) MSAB s

2 n

ij2 MSAB/MSError

a 1b 1 i 1 j 1

Error SSError ab(n – 1) MSError s2

The Anova table for the two factor model

(A – fixed, B - random)

yijk i j ij ijk

Source SS df MS EMS F

nb a 2

a 1

A SSA a -1 MSA s ns

2 2

AB i MSA/MSAB

i 1

2 MSAB/MSError

of A is no longer MSError but MSAB.

Rules for determining Expected

Mean Squares (EMS) in an Anova

Table

Both fixed and random effects

Formulated by Schultz[1]

Expectations of Mean Squares in Analysis of

Variance,”Biometrics, Vol 11, 1955, 123-48.

1. The EMS for Error is s2.

2. The EMS for each ANOVA term contains two

or more terms the first of which is s2.

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 s2 in the last term of each

EMS is the same as the treatment

designation.

5. The subscripts of all s2 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 s2 whose subscripts are composed

entirely of fixed effects by the appropriate sum.

i

2

s 2

by i 1

a 1

A

2

ij

s AB

2

by i 1

a 1 b 1

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

Source EMS F

A s 2 ns ABC

2

ncs AB

2

nbs AC

2

nbcs A2

B s 2 ns ABC

2

ncs AB

2

nas BC

2

nacs B2

C s 2 ns ABC

2

nas BC

2

nbs AC

2

nabs C2

AB s 2 ns ABC

2

ncs AB

2

MS AB MS ABC

AC s 2 ns ABC

2

nbs AC

2

MS AC MS ABC

BC s 2 ns ABC

2

nas BC

2

MS BC MS ABC

ABC s 2 ns ABC

2

MS ABC MSError

Error s2

Example: 3 factors A fixed, B, C random

Source EMS F

a

A s ns

2 2

ABC ncs 2

AB nbs 2

AC nbc i2 a 1

i 1

B s nas

2 2

BC nacs B2 MS B MS BC

C s 2 nas BC

2

nabs C2 MSC MS BC

AB s 2 ns ABC

2

ncs AB

2

MS AB MS ABC

AC s 2 ns ABC

2

nbs AC

2

MS AC MS ABC

BC s 2 nas BC

2

MSBC MSError

ABC s 2 ns ABC

2

MS ABC MSError

Error s2

Example: 3 factors A , B fixed, C random

Source EMS F

a

A s nbs

2 2

AC nbc i2 a 1 MS A MS AC

i 1

a

s nas

2 2

nac j2 b 1 MS B MS BC

B BC

i 1

a b

s ns nc ij a 1b 1

2 2 2

AB ABC MS AB MS ABC

i 1 j 1

AC s 2 nbs AC

2

MS AC MSError

BC s 2 nas BC

2

MSBC MSError

ABC s 2 ns ABC

2

MS ABC MSError

Error s2

Example: 3 factors A , B and C fixed

Source EMS F

a

A s nbc i2

2

a 1 MS A MS Error

i 1

a

B s nac j2

2

b 1 MS B MS Error

i 1

c

k 1

a b

s nc ij a 1b 1

2 2

AB MS AB MSError

i 1 j 1

a c

s 2 nb ij a 1 c 1

2

AC i 1 k 1

MS AC MSError

b c

BC s 2 na ij b 1 c 1

2

MSBC MSError

j 1 k 1

a b c

ABC s 2 n ijk a 1b 1 c 1

2

MS ABC MSError

i 1 j 1 k 1

Error s2

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 Tire Mileage Driver Tire Mileage

1 A 39.6 3 A 33.9

1 A 38.6 3 A 43.2

1 A 41.9 3 A 41.3

1 B 18.1 3 B 17.8

1 B 20.4 3 B 21.3

1 B 19 3 B 22.3

1 C 31.1 3 C 31.3

1 C 29.8 3 C 28.7

1 C 26.6 3 C 29.7

2 A 38.1 4 A 36.9

2 A 35.4 4 A 30.3

2 A 38.8 4 A 35

2 B 18.2 4 B 17.8

2 B 14 4 B 21.2

2 B 15.6 4 B 24.3

2 C 30.2 4 C 27.4

2 C 27.9 4 C 26.6

2 C 27.2 4 C 21

Asking SPSS to perform Univariate ANOVA

Select the dependent variable, fixed factors, random factors

The Output

Type III

Sum of Mean

Source Squares df Square F Sig.

Intercept Hypothesis 28928.340 1 28928.340 1270.836 .000

Error 68.290 3 22.763a

TIRE Hypothesis 2072.931 2 1036.465 71.374 .000

Error 87.129 6 14.522b

DRIVER Hypothesis 68.290 3 22.763 1.568 .292

Error 87.129 6 14.522b

TIRE * DRIVER Hypothesis 87.129 6 14.522 2.039 .099

Error 170.940 24 7.123 c

a. MS(DRIVER)

b. MS(TIRE * DRIVER)

c. MS(Error)

The divisor for both the fixed and the random main effect is MSAB

The Anova table for the two factor model

(A – fixed, B - random)

yijk i j ij ijk

Source SS df MS EMS F

nb a 2

a 1

A SSA a -1 MSA s 2 ns AB

2

i MSA/MSAB

i 1

2

MSAB/MSError

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 F

nb a 2

a 1

A SSA a -1 MSA s 2 ns AB

2

i MSA/MSAB

i 1

2

nas B2 MSB/MSAB

2

MSAB/MSError

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)

nested within A.

yijk i j i ijk

overall mean effect of factor A effect of B within A random error

The ANOVA table

Source SS df MS F 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 1 2

machine 1 2 3 4 5 6 7 8 9 10 11 12

98.7 59.2 84.1 72.3 83.5 60.6 33.6 44.8 58.9 63.9 63.7 48.1

93.1 87.8 86.3 110.3 89.3 84.8 48.2 57.3 51.6 62.3 54.6 50.6

100.0 84.1 83.4 81.6 86.1 83.6 68.9 66.5 45.2 61.1 55.3 39.9

Plant 3 4

machine 13 14 15 16 17 18 19 20 21 22 23 24

83.6 76.1 64.2 69.2 77.4 61.0 64.2 35.5 46.9 37.0 43.8 30.0

84.6 55.4 58.4 86.7 63.3 81.3 50.3 30.8 43.1 47.8 62.4 43.0

90.6 92.3 75.4 60.8 76.6 73.8 32.1 36.3 40.8 41.0 60.8 56.9

Anova Table Treating Factors (Plant, Machine) as

crossed

Type III

Sum of Mean

Source Squares df Square F Sig.

Corrected Model 21031.065 a 23 914.394 7.972 .000

Intercept 298531.4 1 298531.4 2602.776 .000

PLANT 18174.761 3 6058.254 52.820 .000

MACHINE 1238.379 5 247.676 2.159 .074

PLANT * MACHINE 1617.925 15 107.862 .940 .528

Error 5505.469 48 114.697

Total 325067.9 72

Corrected Total 26536.534 71

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

Anova Table: Two factor experiment B(machine)

nested in A (plant)

Plant 18174.76119 3 6058.253731 52.819506 0.00000

Machine(Plant) 2856.303672 20 142.8151836 1.2451488 0.26171

Error 5505.469467 48 114.6972806

Graph

120

100

80

Paper Strength

Plant 1

Plant 2

60

Plant 3

40 Plant 5

20

0

0 1 2 3 4 5 6 7

Machine

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