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HW 2 due today at 5pm on CCLE!

HW 3 will be posted later today.

Next week you will have your first mini-

assignment for the group project (submit on
CCLE).
The Islands
The Islands
 Chapter 4
Experiments with More than One Factor

Part 3
Latin Squares Design - Review
Latin Squares design deals with the case
where there are two nuisance factors to control.
It is often used when subject-to-subject
variability is large.
Restriction: both nuisance factors and
treatment must have the same number of
levels.
Only one observation per combination.
 Latin Squares Model

yijk = + i + j + k + ijk

nuisance (rows)

nuisance (columns)
treatment
 Latin Squares
The formula for sum of squares:
SST = SSRows + SSColumns + SSTreatments + SSE
Degrees of freedom:
SST = p2-1
SSRows = p-1
SSColumns = p-1
SSTreatments = p-1
SSE = (p-2)(p-1)
 Latin Squares
The appropriate statistic for testing for no differences in
treatment means is
MSTreatments
F0 =
MSE

which is distributed as F , p1,( p2)( p1) under the null

hypothesis.
We may also test for no row effect (ratio of MSRows to
MSE) and no column effect (ratio of MSColumns to MSE).
However, since the rows and columns represent
restrictions on randomization, these tests may not be
appropriate.
ANOVA for Latin Squares
 Latin Squares Example
Consider an experiment for testing the abrasion resistance
of rubber-covered fabric in a Martindale wear tester
(machine for testing fabric). There are four types of material
denoted by A-D. The response is the loss in weight in 0.1
milligrams (mg) over a standard period of time. There are
four positions on the tester so that four samples can be
tested at a time, where past experience indicates that there
are slight differences between the four positions. Each time
the tester was used, the setup could be a bit different; that
is, there might be a systematic difference from application
to application. Therefore application should be treated as
a blocking variable. The experiment was designed to
remove the variation due to position and application.
 Latin Squares Example
The wear experiment used a Latin square
design which has two blocking factors:
application and position.
Each blocking factor has 4 levels which makes
the design a 4x4 Latin square.
 Latin Squares Example
The design used in this experiment is the following:

The weight loss data is shown in the following table:

Latin Squares Example
Applica'on Posi'on Loss Treatment
1 1 235 C
1 2 236 D
1 3 218 B
1 4 268 A
2 1 251 A
2 2 241 B
2 3 227 D
2 4 229 C
3 1 234 D
3 2 273 C
3 3 274 A
3 4 226 B
4 1 195 B
4 2 270 A
4 3 230 C
4 4 225 D
 Latin Squares Example
Treatment Totals (y.j.)
A 1063
B 880
C 967
D 922
p 2 2
1 y 1 3832
SSTreatments = y.2j. ... = (10632 + 880 2 + 9672 + 922 2 ) = 4622
p i=1 N 4 16
p 2 2
1 y 1 3832
SSApplication( Rows) = yi..2 ... = ( 9572 + 9482 +10072 + 920 2 ) = 986
p i=1 N 4 16
p 2 2
1 y 1 3832
SSPosition(Columns) = y..k2 ... = ( 9152 +1020 2 + 949 2 + 9482 ) = 1468
p i=1 N 4 16
y...2 3832 2
SST = y = ( 235 + 236 +... + 230 + 225 )
2
2
ijk
2 2 2
= 7444
i j k N 16
SSE = SST - SSRows - SSColumns - SSTreatments = 7444 - 986 - 1468 - 4622= 368
 Latin Squares Example
Treatment Totals (y.j.)
A 1063
B 880
C 967
D 922

SSTreatments 4622
MSTreatments = = = 1541
p 1 4 1
SSRows 986
MSRows = = = 329
p 1 4 1
SSColumns 1468
MSColumns = = = 489
p 1 4 1
SSE 368
MSE = = = 61
( p 2) ( p 1) ( 4 2) ( 4 1)
 Latin Squares Example
Treatment Totals (y.j.)
A 1063
B 880
C 967
D 922

MSTreatments 1541
F0 = = = 25.26
MSE 61 > qf(1-0.05, df1=3, df2=6)
4.757063
F , p1,( p2)( p1) = F0.05,41,(42)(41) = F0.05,3,6 = 4.76

We reject the null hypothesis because

F0=25.26 > F,p-1,(p-2)(p-1)=4.76. Hence we conclude the
material affects the loss in weight.
 Latin Squares Example
> model2=aov(Loss~Treatment
+factor(Application)+factor(Position),data=wear)
> summary(model2)
 Latin Squares Example
Residual Plots: There is nothing too unusual about
the residual plots shown below.
Normal Q-Q Plot
0.15

6
0.10

4
Sample Quantiles
model1$residuals

0.05

2
0
0.00

-2
-0.05

-4
-6
-0.10

9.2 9.4 9.6 9.8 10.0 10.2 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5

model1$fitted.values Theoretical Quantiles

 Multiple Comparisons
At level , the Tukey multiple comparisons method
identifies treatments i and j as different if
1
tij > q p,( p1)( p2),
2
The simultaneous confidence intervals for j - i
based on the Tukey method are
1
y.. j y..i q p,( p1)( p2),
p
for all i and j pairs.
 Multiple Comparisons
Since we the ANOVA test showed that the means are
different, we can continue to compute multiple
comparisons using the Tukey method with significance
level 0.05.
1
tij > q p,( p1)( p2),
2

y.. j y..i
tij =
1 1
+
p p
 Multiple Comparisons
Since we the ANOVA test showed that the means are
different, we can continue to compute multiple
comparisons using the Tukey method with significance
level 0.05.
1
tij > q p,( p1)( p2),
2

= MSE = 61.3 = 7.83

y.. B y.. A 220 265.75
A vs B : t AB = = = 8.25
1 1 1 1
+ 7.83 +
p p 4 4
 Multiple Comparisons
Since we the ANOVA test showed that the means are
different, we can continue to compute multiple
comparisons using the Tukey method with significance
level 0.05. 1
tij > q p,( p1)( p2),
2

1 1 1 > qtukey(1-0.05,4,6)
q p,( p1)( p2), = q4,6,0.05 = (4.90) = 3.46 4.895599
2 2 2

4 pairs are significantly different at 5% level.

(A vs B), (A vs C), (A vs D), (B vs C)
Graeco-Latin Square Design
Consider a p x p Latin square and
superimpose on it a second p x p Latin
square in which the treatments are denoted
by Latin letters.
Each pair of letters appears only once.
 Graeco-Latin Square Design
Can be used to block in three directions
The design allows investigation of four factors
(rows, columns, Latin letters, and Greek letters),
each at p levels in only p2 runs.
Graeco-Latin Square Model
ANOVA for Graeco-Latin Square
 Graeco-Latin Square Example
Rocket propellant problem: Suppose that an
experimenter is studying the effects of five different
formulations of a rocket propellant used in aircrew
escape systems on the observed burning rate
(more details on page 158).
Nuisance factors: batches of raw material (rows),
operators (columns), test assemblies (Greek letters)
Treatment: formulation (Latin letters)
5 x 5 Graeco-Latin square design
Graeco-Latin Square Example
 Graeco-Latin Square Example
The SSBatches, SSOperators, and SSFormulations will be
the same for a Latin square design without the
nuisance factor, test assemblies.
 Graeco-Latin Square Example
The p-value (0.0033) is less than 0.05 so we can reject
the null hypothesis and conclude the treatment means
are different.
Also, we can look at the F-value. F0 =10 > Fp-1,(p-3)(p-1)
=F5-1,(5-3)(5-1) =3.84 hence we reject the null hypothesis.
> qf(1-0.05, df1=4, df2=8)
[1] 3.837853
 Graeco-Latin Square Example
If we did the same experiment without the nuisance factor, test
assemblies, we would have more variability due to that factor.
However, since we have now removed the variability it has
decreased the experimental error. But, we have also reduced the
error degrees of freedom from 12 to 8. Thus, our estimate of error
has fewer degrees of freedom and the test may be less sensitive.