Chapter III

Analysis of Variance

Facilitator: KHLOEUN Reaksa

Content
 Introduction (An example)
 Data for one factorial experiment
 The model for the data
 Decomposition of total sum of square
Introduction -An example
An engineer is interested in investigating the relationship between the
RF power setting and the etch rate. She considers RF power rate as
factor and etch rate as response variable. The experiment conducts
with 4 levels of the factor and 5 replications.
Introduction -An example(Cont’d)
To examine experimental data, graphical method is performed
Analysis of Variance
 Data for one factor experiment
Treatment
(Level) Observation (j)
Totals Averages
1 1 2 J n
2
Analysis of Variance (Cont’d)
•

𝑛:𝑟𝑒𝑝𝑙𝑖𝑐𝑎𝑡𝑖𝑜𝑛𝑜𝑓 𝑡h𝑒 𝑒𝑥𝑝𝑒𝑟𝑖𝑚𝑒𝑛𝑡

𝑁 =𝑎𝑛 −𝑡𝑜𝑡𝑎𝑙𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑏𝑠𝑒𝑟𝑣𝑎𝑡𝑖𝑜𝑛𝑠
𝑦 𝑖𝑗 : 𝑡h𝑒 𝑖𝑗𝑡h 𝑜𝑏𝑠𝑒𝑟𝑣𝑎𝑡𝑖𝑜𝑛
𝑦 𝑖 . :𝑡𝑜𝑡𝑎𝑙 𝑜𝑏𝑠𝑒𝑟𝑣𝑎𝑡𝑖𝑜𝑛𝑢𝑛𝑑𝑒𝑟 𝑖 𝑡h 𝑡𝑟𝑒𝑎𝑡𝑚𝑒𝑛𝑡

𝑦 𝑖 . :𝑎𝑣𝑒𝑟𝑎𝑔𝑒 𝑜𝑏𝑠𝑒𝑟𝑣𝑎𝑡𝑖𝑜𝑛 𝑢𝑛𝑑𝑒𝑟 𝑖𝑡h 𝑡𝑟𝑒𝑎𝑡𝑚𝑒𝑛𝑡

𝑦 .. :𝑔𝑟𝑎𝑛𝑑 𝑡𝑜𝑡𝑎𝑙 𝑜𝑓 𝑎𝑙𝑙𝑜𝑏𝑠𝑒𝑟𝑣𝑎𝑡𝑖𝑜𝑛𝑠

𝑦 .. :𝑔𝑟𝑎𝑛𝑑 𝑎𝑣𝑒𝑟𝑎𝑔𝑒 𝑜𝑓 𝑎𝑙𝑙 𝑜𝑏𝑠𝑒𝑟𝑣𝑎𝑡𝑖𝑜𝑛𝑠
Analysis of Variance (Cont’d)
 The model for the data

Means model

𝑦 𝑖𝑗 :𝑟𝑒𝑠𝑝𝑜𝑛𝑠𝑒 𝑓𝑜𝑟 𝑗 𝑡h 𝑜𝑏𝑠𝑒𝑟𝑣𝑎𝑡𝑖𝑜𝑛 𝑤h𝑒𝑛𝑒𝑥𝑝𝑒𝑟𝑖𝑚𝑒𝑛𝑡 𝑑𝑜𝑛𝑒 𝑓𝑜𝑟 𝑖 𝑡h 𝑡𝑟𝑒𝑎𝑡𝑚𝑒𝑛𝑡 𝑙𝑒𝑣𝑒𝑙

𝜇𝑖 :𝑚𝑒𝑎𝑛𝑜𝑓 𝑖𝑡h 𝑡𝑟𝑒𝑎𝑡𝑚𝑒𝑛𝑡 𝑙𝑒𝑣𝑒𝑙
𝜀𝑖𝑗 :𝑟𝑎𝑛𝑑𝑜𝑚 𝑒𝑟𝑟𝑜𝑟
Analysis of Variance (Cont’d)
 The model for the data

But

Effects model

𝜇:  overall  mean  or  grand  mean

𝜏 𝑖 : 𝑓𝑎𝑐𝑡𝑜𝑟 𝑒𝑓𝑓𝑒𝑐𝑡 𝑜𝑟 𝑡𝑟𝑒𝑎𝑡𝑚𝑒𝑛𝑡 𝑒𝑓𝑓𝑒𝑐𝑡 𝑖 𝑡h
Analysis of Variance (Cont’d)
 Fixed effect model
𝑦
𝜇𝑖
𝜇2 𝜇𝑎
𝜏2 𝜏𝑖 𝜏𝑎
But 𝜇
𝜏1
𝜇1

1 2 i ……… a
Analysis of Variance (Cont’d)
Decomposition of total sum of square
 Total sum of square is used to measure total variability

 ANOVA partitioning
but
 Example

𝑎
𝑆𝑆 𝑡𝑟𝑒𝑎𝑡𝑚𝑒𝑛𝑡 =𝑛 ∑ ( 𝑦 𝑖 . − 𝑦 ..) =5 ×[ (551.2 − 617.75 ) + ( 587.4 −617 .75 ) +⋯+ (707 −617 .75 ) ]
2 2 2 2

𝑖=1
¿ 66870.55
𝑎 𝑛
𝑆𝑆 𝐸 =∑ ∑ ( 𝑦 𝑖𝑗 − 𝑦 𝑖. ) =¿ ( 575 −551.2 ) + ( 542 −551.2 ) +⋯ + ( 710 −707 ) =5339.2 ¿
2 2 2 2

𝑖=1 𝑗=1
Analysis of Variance (Cont’d)
Degrees of freedom
 Degrees of freedom for

 Degrees of freedom for

 Degrees of freedom for

Analysis of Variance (Cont’d)
Mean square error Mean square treatment

( 𝑴𝑺 𝒕𝒓𝒆𝒂𝒕𝒎𝒆𝒏𝒕 )

𝑴𝑺 𝑬
Analysis of Variance (Cont’d)
Table of ANOVA for single factor

The factor is significance on the response

variable
Example

𝒚 ..
Hypothesis testing
𝐻 0 :𝜇1 =𝜇2 =𝜇 3=𝜇 4
𝐻 1 : 𝜇1 ≠ 𝜇 2 ≠ 𝜇 3 ≠ 𝜇 4
Answer

𝐹 0=66.8> 𝐹 0.05,3,16 =3.24

They reject and conclude that the treatment means are difference. So, RF power setting
significantly affects the mean etch rate
Analysis of Variance (Cont’d)
Estimation of the Model Parameters
 The Estimator for parameters in single factor model

o Overall mean or grand mean

o Treatment effect
Analysis of Variance (Cont’d)
Estimation of the Model Parameters
• Mean of the treatment

• The point estimator of

• 100(1 − 𝛼) percent confidence interval on the treatment mean

Example
Determine the estimate of overall mean and treatment effect

𝒚 ..
Example (Cont’d)
Determine 95 percent confidence interval on the mean of treatment 4

𝑦 𝑖 . −𝑡 𝛼/ 2, 𝑁 − 𝑎
√ 𝑀𝑆 𝐸
𝑛 √
≤ 𝜇𝑖 ≤ 𝑦 𝑖.+𝑡 𝛼 /2, 𝑁 −𝑎
𝑀𝑆 𝐸
𝑛
707−2.12
333.7
5 √
≤𝜇 4 ≤ 707+2.12
333.7
5
689.68 ≤ 𝜇 4 ≤724.32
√
End