Chapter 3

Experiments with Single Factor

ANOVA
Studies based on two or more samples:
Randomized designs involving one factor
at a (a > 2) levels/treatments with (n)
replicates at each.

Objective:
Comparing (a) treatment averages.
Results of (a x n) = N runs
Run
Treatment 1 2 …. n

1 y11 y12 ….. y1n

2 y21 y22 ….. y2n

.. .. .. …..

a ya1 ya2 ….. yan

y ij = the jth observation under treatment i.

Approaches:

1. A t-test on all possible pairs of

treatment averages [C2a]!!

2. The Analysis of Variance

(ANOVA)
The ANOVA Assumptions

1. Observed values of the response yij can

be represented by the linear model (the
means model):-
y ij   i   ij

Or in terms of the effects model by:

yij     i   ij
where,
 is the grand average common to all
observations.
i the average of the ith treatment.
i the effect of the ith treatment.

ij random variables representing

experimental errors.
2. The experimental errors ij are normally
and independently distributed,
NID (0, 2)
3. The error variance 2 is constant.
The ANOVA Proposition
The total variability in the responses can
be decomposed into:
• Variability between treatment averages
and the grand average.
• Variability of individual observations
within each treatment and the treatment
average.
In terms of the Sum of Squares:

SSTOTAL  SSTreatment  SS Error

The corresponding decomposition of the

number of degrees of freedom is:

(N-1) = (a-1) + (N-a)

 Run
Treatment 1 2 …. n Average

Between Treatments
Within Treatment
1 y11 y12 ….. y1n y1.
2 y21 y22 ….. y2n y2.
.. .. .. .. ..
.. .. .. .. ..
a ya1 ya2 ….. yan ya.

Grand Average y..

Notation:
yi . The total under the ith treatment
yi . Average under the ith treatment
y.. Grand total of all observations
y.. Grand average of all observations
 a n
SSTotal   ( yij  y.. ) 2

1 1

a
SSTreatment  n ( yi.  y.. ) 2

SS Error  SSTotal  SSTreatment

In terms of individual observations:

a n 2
2 y..
SSTotal    yij 
1 1 N

a 2
1 y
SSTreatment   yi . 
2 ..
n 1 N
Statistical Analysis
Testing the hypothesis that all treatment
averages are the same, against the
alternative that at least one treatment has
a different average.
i.e.,
H0: i = 0 Vs. H1: at least one i 0
The test statistic:
SSTreatment
(a  1) MSTreatment
F0  
SS Error MS Error
( N  a)

At any given significance level ,

Reject H0 if F0 > F (a-1),(N-a)

The ANOVA Table:

Source SS df MS F0

Treatment SSTreat (a-1) MSTreat

Error SSError (N-a) MSError

Total SSTotal (N-1)

Example (3.1, p70):
The tensile strength of a new synthetic
fiber is being studied. Test specimens at
five levels of cotton weight percentage are
prepared and tested. The following data
have been collected:
Cotton Observation
Weight % 1 2 3 4 5 Total
15 7 7 15 11 9 49
20 12 17 12 18 18 77
25 14 18 18 19 19 88
30 19 25 22 19 23 108
35 7 10 11 15 11 54

y.. = 376
 a n 2
y
SSTotal   yij
2
  636.96
..

1 1 N
a 2
1 y
SSTreatment   yi . 
2
 475.76
..
n 1 N

SS Error  636.96  475.76  161.20

The ANOVA Table:

Source SS df MS F0

Treatment 475.76 4 118.94 14.76

Error 161.2 20 8.06

Total 636.96 24
 At = 5%,

F0.05, 4, 20  2.87

Thus, reject the null and conclude

that at least one of the treatment
averages is significantly different.
Model Adequacy Checking
To detect violations of the basic assumptions
of the ANOVA procedure, we need to
examine the residuals or, the difference
between the observed value within a
treatment and the treatment average:

eij  yij  yi.

Table of residuals for the example
residuals (eij)

% Cotton yi. 1 2 3 4 5
15 9.8 -2.8 -2.8 5.2 1.2 -0.8
20 15.4 -3.4 1.6 -3.4 2.6 3.6
25 17.6 -3.6 0.4 0.4 1.4 1.4
30 21.6 -2.6 3.4 0.4 -2.6 1.4
35 10.8 -3.8 -0.8 0.2 4.2 0.2

y.. =15.04
The Normality Assumption
Normal % Probability

Residual
-3.8 -1.55 0.7 2.95 5.2
Plot of Residuals Vs. Other Variables

Residual Plot
6
4
residual

2
0
-2
-4
-6
0 5 10 15 20 25
observation
OTHER IMPORTANT RESIDUAL
PLOTS
Example:
For the cotton percentage example, obtain
estimates of the model parameters.
ˆ  y..  15.04
ˆ1  9.8  15.04  5.24
ˆ2  15.4  15.04  0.36
ˆ3  17.6  15.04  2.56
ˆ4  21.6  15.04  6.56
ˆ5  10.8  15.04  4.24
Confidence Intervals
A 100(1-)% confidence interval for estimating
the ith treatment mean is given by:
MSError
i  yi.  t  2( N a )
n

A 100(1-)% confidence interval for estimating

the interval difference in any two treatments (i, j)
mean is given by:
2MS E 2MS E
yi.  y j .  t , N a
 i   j  yi.  y j .  t , N  a
2 n 2 n
Example:
For the cotton percentage example, construct
a 95% confidence interval on the average
strength at 30% cotton.
8.06
 4  21.6  t0.025( 20)
5
18.95   4  24.25
P.S. The interval does not include the value
of the grand average 15.04.
Example:
For the cotton percentage example, construct
a 90% confidence interval for estimating the
mean of treatments 3 and 4 simultaneously.

8.06
3 17.6  t0.05, 20
5

8.06
 4  21.6  t0.05, 20
5
Comparing Pairs of means:
Fisher’s Test
The least significant differences (LSD)
between pairs of treatment (i,j) averages is
given by:
1 1
LSD  t  2( N  a ) MSE (  ) , for n i  n j
ni n j
2MSE
LSD  t  2( N  a ) , for n i  n j
n

If |yi.-yj.| >LSD, then i ≠ j

Example:
Fisher’s test for the cotton percentage
data, at =0.05:
2(8.06)
LSD  t  3.75
(0.025,20) 5

All pairs of averages are significantly

different except for treatments (2,3) and
(1,5).
|y1-y2| = |9.8-15.4| = 5.6 >LSD, then 1 ≠ 2

|y1-y3| = |9.8-17.6| = 7.8 >LSD, then 1 ≠ 3

|y1-y4| = |9.8-21.6| = 11.8 >LSD, then 1 ≠ 4

|y1-y5| = |9.8-10.8| = 1 < LSD, then 1 = 5

|y2-y3| = |15.4-17.6| = 2.2 < LSD, then 2 = 3

|y2-y4| = |15.4-21.6| = 6.2 >LSD, then 2 ≠ 4

|y2-y5| = |15.4-10.8| = 4.6 >LSD, then 2 ≠ 5

|y3-y4| = |17.6-21.6| = 4 >LSD, then 3 ≠ 4

|y3-y5| = |17.6-10.8| = 6.8 >LSD, then 3 ≠ 5

|y4-y5| = |21.6-10.8| = 10.8 >LSD, then 4 ≠ 5

 The LSD Plot:
A plot of the treatment averages and their least
significant differences (LSD):
Means and 95.0 Percent LSD Intervals
25
22
19
Mean

16
13
10
7
L1 L2 L3 L4 L5

For Unbalanced Designs a

1

i 1 ni  j
LSD j  t MSE ( 1  ),
 2( N  a ) n a 1
j