Analysis of Variance: Randomized Blocks

Farrokh Alemi Ph.D. Kashif Haqqi M.D.

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Additional Reading
• For additional reading see Chapter 13 in Michael R. Middleton’s Data Analysis Using Excel, Duxbury Thompson Publishers, 2000. • Example described in this lecture is based in part on Chapter 14, Sections 3 through 5 of Keller and Warrack’s Statistics for Management and Economics. Fifth Edition, Duxbury Thompson Learning Publisher, 2000. • Read any introductory statistics book about Analysis of Variance
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Which Approach Is Appropriate When?
• Analysis of Variance described here expands single factor ANOVA to multiple factors and analysis of more than 2 matched groups of populations. • Choosing the right method for the data is the key statistical expertise that you need to have. • You might want to review a decision tool that we have organized for you to help you in choosing the right statistical method.
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Do I Need to Know the Formulas? • You do not need to know exact formulas. Go to Table of Content . • You do need to know where they are in your reference book. • You do need to understand the concept behind them and the general statistical concepts imbedded in the use of the formulas. You must be able to do it on a computer using Excel or other software. • You do not need to be able to do Analysis of Variance by hand.

Table of Content • • • • • • • • Objectives Randomized Block Design Repeated Measure Design Sources of Variance Test Statistic An Example Assumptions Results of ANOVA • Understanding Blocking • ANOVA with replication • Factorial Experimental Design • An Example • How to Analyze Data From Factorial Designs? • Take Home Lesson Go to Table of Content .

Go to Table of Content . • To use Excel to do Analysis of Variance.Objectives • To learn the assumptions and the interpretation of Analysis of Variance for randomized block design. • To learn assumptions and the interpretation of Analysis of Variance for multifactor models.

• We have seen in paired matched studies how making sure that the same or similar subjects receive the treatments reduces variations and allows more informative tests.Single and Multiple Factors • The ANOVA we discussed so far applies to one single factor (one quantitative response variable). • We now extend the ANOVA model described earlier to situations where more than 2 populations are matched or in our new terminology to situations were there is “randomized block designs”. Go to Table of Content .

Randomized Block Design • If the subjects who receive a particular treatment are the same. then we have a randomized block design. • A block design removes differences among the experimental subjects within a particular treatment and therefore reduces the variations in response variable. if different treatment is provides to patients in low. Go to Table of Content . or essentially the same. • For example. medium and high severity then severity is used to create a block design.

Go to Table of Content . surveying same patients at monthly intervals is a repeated measure design. • The same patients receive different treatment. • For example.Repeated Measure Design • Is a special form of randomized block design when the same subjects receive different treatments. • Repeated measures reduces variation due to differences of subjects across treatment programs.

SST – Sum of square of errors.e. SSE – Sum of square of blocks. SSB SS(Total) = SST + SSB + SSE Go to Table of Content . the difference between each observation and the grand mean) into three sources: – Sum of square treatment.Sources of Variance In randomized block design we partition the total variation in the data (i.

SST SSB SSE Sum across treatments of (b * squared difference of mean of treatments and grand mean) Sum across block of (k * squared difference of mean of blocks and the grand mean) SS(total)-SST-SSB k-1 b-1 n-k-b-1 b is number of blocks.Calculation of Sources of Variance Formula Degrees of freedom n-1 SS(total) Sum across all observations of square of the difference between observations and the grand mean. k is number of treatments. n is number of observations Go to Table of Content .

n is number of observations Go to Table of Content .Calculation of Mean Sources of Variance Formula Degrees of freedom k-1 MSS SST/k-1 MSB MSE SSB/b-1 SSE/(n-k-b-1) b-1 n-k-b-1 b is number of blocks. k is number of treatments.

Test Statistic • Test statistic for treatment is MST/MSE distributed as an F distribution with k-1 and n-k-b-1 degrees of freedom. • Test statistics for effect of blocks is MSB/MSE distributed as an F distribution with b-1 and n-k-b-1 degrees of freedom. Go to Table of Content .

• Sample of data are shown or download full data. • Did patients’ daily living activity change over time? Patient 1 2 3 4 196 197 198 199 200 Month 1 65 90 30 72 75 90 67 60 80 Month 2 40 85 30 52 58 67 25 48 95 Month 7 110 100 70 94 69 84 31 83 120 Go to Table of Content . • Each month we recorded their daily living activity score (measured on an interval scale).An Example in Health Care • 200 Patients at a Nursing home were followed for seven months.

Displaying the data We need to see if the apparent changes in some months are real or due to random chance Daily Living Activity Score 100 80 60 40 20 0 Month Month Month Month Month Month Month 1 2 3 4 5 6 7 Go to Table of Content .

• The experimental plan is randomized block design. • Treatment are the months. • We use two factor ANOVA without replication. Go to Table of Content . (“With replication” is used when measures are repeated for different levels of the same factor).Components of ANOVA • Response variable is daily living activity score.

What Are the Null Hypotheses? Means for each patients are the same and means for all 7 months are equal: 1=2=3=4=5= 6=7 Go to Table of Content .

What Are the Alternative Hypotheses? At least two months have different means. At least two patients have different means. Go to Table of Content .

• The variance of the samples are equal. • The experimental plan is a blocked randomized design.Assumptions • The variable of interest is quantitative. • The problem is to compare 2 or more means. Go to Table of Content . • Treatment observations are distributed according to a Normal distribution.

• The Problem is comparison of seven means.Verifying Assumptions • Response variable is quantitative. Go to Table of Content . • Assumption of blocked sample design is appropriate as repeated measures are used. – Same subjects are rated across the seven months.

Verifying Assumptions (Continued) • Samples have Normal distribution. Month one data is shown. Other months were also Normal but not displayed. Histogram for Month 1 50 Frequency 40 30 20 10 0 0 19 37 56 75 94 2 11 M or e Bin Go to Table of Content .

Verifying Assumptions (Continued) Equality of variances will be examined after the ANOVA is done. Go to Table of Content .

data analysis. ANOVA without replication.Excel Setup For ANOVA • Prepare data so that columns correspond to treatment and rows to blocks. Go to Table of Content . • Select tools. • Include as input the column corresponding to blocks and all treatment columns.

8095 365.85714 75.14286 80 72.28571 71.2857 230.57143 Variance 677. • First 10 patients are shown in this slide.619 523.4762 281.57143 71.4762 310.3333 269.14286 37.4762 321.5714 163. • Means differ but are differences significant.9524 Go to Table of Content . SUMMARY 1 2 3 4 5 6 7 8 9 10 Count 7 7 7 7 7 7 7 7 7 7 Sum 430 638 265 527 501 498 440 652 560 508 Average 61.85714 93.42857 91.8095 326. • There are 7 observations per patient over the 7 months.14286 62.Results of ANOVA • First part shows averages and variances for each block (in this case patients).

375 13559 67.795 14123 70. SUMMARY Month 1 Month 2 Month 3 Month 4 Month 5 Month 6 Month 7 Count 200 200 200 200 200 200 200 Sum Average 13825 69.7065 483.595 14075 70.125 13919 69.6128 Go to Table of Content . • Means differ but are differences significant. • Assumption of equal variances are met as variances are in the same range.615 15104 75.1718 506.6227 481.9742 502.52 16347 81.Results of ANOVA (Continued) • Next.2758 540.735 Variance 462. treatment data are described.7455 484.

1 Total 717633. sum of square table is shown. • Rows correspond to patients.955 1194 401. • Note mean sum of square is calculated by dividing sum of squares by degrees of freedom.Result of ANOVA (Continued) • Next.73 Error 479125.5 df MS 199 1054.445 6 4778. • Note total variation = SST+SSB+SSE. Source of Variation SS Rows 209834.2773 1399 Go to Table of Content .6 Columns 28673. columns to months.

6 and larger than the critical value.627722 1.90936 5. reject the hypothesis of same means across the months.Result of ANOVA (Continued) • Test statistic for rows is 2. Probability of observing this high an F value is 0.04E-23 1. ANOVA Source of Variation F P-value F crit Rows 2. • Similarly.106162 Go to Table of Content . • Reject the hypothesis that patients had same means.14E-13 2.187531 Columns 11.

You can see this in the formula for total sum of square = SST+SSB+SSE • In the absence of blocking SSB will be added to SSE Go to Table of Content .Understanding Blocking • Blocking is the extension of matched pair design to more than 2 populations • Blocking reduces variation and improves our ability to detect differences in treatment.

• How would we use ANOVA for these circumstances? Go to Table of Content .ANOVA with replication • It is possible to have multiple blocks. • For each possible block and treatment combination there may be multiple observations (replicated measures).

• The most optimal design is a factorial experimental design (typically analyzed using ANOVA with replication or multiple regression).Factorial Experimental Design • In designing data collection it is important to create as much efficiency as possible. Go to Table of Content .

How to Create Factorial Designs? • For each factor (or block). take two levels the maximum and the minimum. Go to Table of Content . For a four factor model this leads to 2 to power of 4 possible combinations or 16 combinations. possible combinations. • Measure the response variable for all possible combinations with replication. this will lead to two to the power of 3. • Examine all possible combinations of the factors. or 8. For a 3 factor model.

• The combination was created by repeating every 4 cases for factor one.A Factorial Design for 3 Factors • Note there are eight unique cases. No case has the same level of the three factors. every 2 cases for factor two and every case for factor three. Factor 1 Minimum Minimum Minimum Minimum Maximum Maximum Maximum Maximum Factor 2 Minimum Minimum Maximum Maximum Minimum Minimum Maximum Maximum Factor 3 Response Minimum Maximum Minimum Maximum Minimum Maximum Minimum Maximum Go to Table of Content .

travel time and bed side manner.An Example In Health Care • Three factors are assumed to affect consumer satisfaction: waiting time. Satisfaction Bed side ratings of n manner patients Poor Good Poor Good Poor Good Poor Good Waiting time Short Short Short Short Long Long Long Long Travel time Short Short Long Long Short Short Long Long Go to Table of Content . Design an experiment to understand the relative influence of the three factors.

more generalized approach. is to analyze the data using Multiple regression. if for each combination of factors there are repeated measures. An easier. • Excel provides a method for analyzing 2 factors with all levels of the factors specified. This is a limited method of analysis. A concept we introduce later.How to Analyze Data From Factorial Designs? • Data can be analyzed using ANOVA with replications. Go to Table of Content .

Go to Table of Content . • An optimal design is factorial experimental design. • An effective approach is block randomized design (an extension of matched pair t-test). In these circumstances we use two factor ANOVA without replication. In these circumstances an ANOVA with replication is appropriate.Take Home Lesson • Experimental design affects the method of the analysis.

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