Design of experiment

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1. All the students of this batch are requested to keep a copy of
the main class note in order to check for any discrepancy

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2. And for outsiders of the batch if you find any mistake re-
garding anything in this notes, then before taking screen shot
and making fun of that, report to me directly cause always
remember you are reading this as your note is not worthwhile
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3. Bhagwan ko mante ho? bhagwan ko lund farak nehi padta!So
point number 2 is invalid..
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1. What is meant by design of experiment? Explain the terms
Experiment, Treatment, Experimental unit, and experimental
error.

• Designing an experiment means deciding how the observations or

measurements should be taken to answer a particular question in a
valid, efficient and economical way. Essentially in design of exper-
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iment, the procedure of data collection needs to be planned. The

planning should done in such a way that the outcome should not
represent a distorted version of original scenario. A proper design
of experiment ensures a logical and unbiased conclusion about the
matter under study.
• Experiment An experiment is a way to collect information regard-
ing a specific objective. For example an experiment can be conducted
to judge which medication is actually useful for reducing blood pres-
sure. Such an experiment is called clinical trial.
• Treatment The procedure or objects which are compared through
an experiment is called a treatment. Different fertilizers in agrarian
sector can be considered as a treatment.

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 • Experimental error: A fundamental phenomenon in replicated
experiment is that the outcome from experimental units should very,
even if the same treatment is applied. This variation is caused by a
combination of systematic effect and a random effect. This random
part of variation is called experimental error.

2. What are the three basic principles of experiment? Explain

in brief ?

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• The three basic principles of design of experiments are:
(i) Randomisation (ii) Replication (iii) Local control.
• Randomisation: Whenever treatments are allotted to several ex-

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perimental units, randomization is applied in order to prevent favour-
ing or disfavouring any particular treatment. Applying randomisa-
tion ensures that each and every treatment has an equal probability
of getting allocated to experimental units. Thus randomization leads
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to an unbiased estimation of the treatment difference. In design of
experiment, mostly agrarian fields are used as experimental unit and
these plots are in general correlated in terms of soil fertility. Since the
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statistical analysis of design of experiment is carried out by analysis
of variance, an assumption violation may happen as the responses
would be correlated. Randomization is also another way to get rid
of this correlation.
• Replication: The second essential feature of an experiment is repli-
cation. Replication leads to a more reliable estimate of treatment ef-
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fect rather than single observation. Let a process is repeated r times.

Let the outcomes are X1 X2 . . . Xr each having variance σ 2 . Hence
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the variance of X̄ will be σr . Thus replication leads to diminutions
of experimental error, where the treatments are allotted to plots
randomly. A very large number of replications is obviously mean-
ing less. The number of replications in a particular case depends on
variability of material, cost of taking observations etc.
• Local control: Local control is a way to reduce experimental error
along with replication. In the simple case, the experimental units are
divided to blocks or groups in such a way that within block variation
is less. The variation within block is eliminated from error. Thus pre-
cision is enhanced. Alternatively error can also be controlled by the

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 usage of confounded designs where the number of treatment com-
bination is very large. The use of auxiliary information in analysis
covariance is also useful to reduce error.

3. How do the size and shape of plots and blocks affect the re-
sult of a field experiment?
or,
Starting from Fairfield-Smiths’ variance law, discuss why a
fixed experimental area, it is better to have smaller plot

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rather than a large one.
Fairfield-Smith showed empirically that for an experimental design,
Vx = Vx1b where Vx is the variance of experimental per unit area for

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plots of area x, b is soil characteristic measure of correlation among
plots. Here b = 1 means adjacent plots are not correlated and b = 0
means they are perfectly correlated for b = 1, Vx = Vx1 i.e. as x increases
the precision of the experiment increases.
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On the other hand for b = 0, Vx ∼ V1 i.e., Vx is a constant irrespective
of the plot size log Vx = log V1 − b log x.
Obviously for 0 < b < 1 as x increases log Vx decreases i.e., precision
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of the experiment increases. Thus enhanced plot size ensures higher
precision.
If the total experimental area remains fixed, then an increase in the
plot size will decrease the no. of plots. The size and shape of a block
will ordinarily be determined by the size and shape of plots and no. of
plots in a block.
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4. Write a short note on uniformity trials.

In agricultural experiment involving various seeds and cultivation pro-
cess, it is necessary to have a prior idea about the soil condition. It is
important to know whether the fertility is homogeneous or it changes in
a systematic pattern. This information can be obtained by uniformity
trials.
This is done by growing a particular crop with uniform cultivation
technique over different plots. After the harvesting process, one can
get clear idea about the fertility condition of the soil, as there is no
variability present to influence the field, except for varying soil condi-
tion.

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 5. Define treatment contrast and elementary treatment con-
trast. Show that every treatment contrast can be written as
a linear combination of elementary treatment contrast.
Let t1 , t2 . . . tn be n treatments.
n
X
(i) The linear combination of t1 , t2 , . . . , tn is diti, said to be a
i=1
n
X
treatment contrast if di = 0.
i=1

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(ii) The contrast having structure, ti − tj , i 6= j is called elementary
contrast.

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Next, we consider the elementary contrast

(t2 − t1 ), (t3 − t2 ) . . . (tn − tn−1 )

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The linear combination of elementary treatment contrast is given by

C1 (t2 − t1 ) + C2 (t3 − t2 ) + · · · + Cn (tn − tn−1 )

⇒ − C1 t1 + t2 (C1 − C2 ) + t3 (C2 − C3 ) + . . .
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+ tn−1 (Cn−2 − Cn−1 ) + Cn−1 tn
n
X
⇒ diti
i=1 
d1 = −C1 



d2 = C1 − C2



 n
X
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d3 = C2 − C3 di = 0

 i=1
dn−1 = Cn=2 − Cn−1 




d =C
n n−1


6. Consider a two way layout fixed effects model. Find the cor-
relation coefficient between (α1 − α2 ) and (β1 − 2β2 + β3 ).
→ Consider the two way fixed effects model,

yij = µ + αi + βj + eij i = 1(1)p ȳi0 = µ + αi + ēi0

→
j = 1(1)q ȳoj = µ + βj + ēoj

We know,
α̂i = ȳi0 − ȳ00 , β̂j = ȳoj − ȳ00

4
  
cov α̂1 − α̂2 , βˆ1 − 2β̂2 + β̂3
= cov (ȳ10 − ȳ20 , ȳ01 − 2ȳ02 + ȳ03 )
= cov (α1 − α2 + ē10 − ē20 , β1 − 2β2 + β3 + ē01 − 2ē02 + ē03 )
= cov (ē10 , ē01 ) − 2 cov (ē10 , ē02 ) + cov (ē10 , ē03 )
− cov (ē20 , ē01 ) + 2 cov (ē20 , ē02 ) − cov (ē20 , ē03 )
P P  P P 
e1j ei1 e2j ei2
 j i  j i
= cov  ,  − 2 cov  ,
 
q p q p


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P  P 
eij e2j
P P
ei3 eij
j i j i
+ cov  ,  − cov  ,
   
q p q p


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P  P 
e2j e2j
P P
ei2 ei3
j i j i
+ 2 cov  ,  − cov  ,
   
q p q p

N =
σ 2 2σ 2 σ 2 σ 2 2σ 2 σ 2
pq
−
pq
+
pq
−
pq
+
pq
−
pq
=0
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7. Define orthogonal contrast and give example.
Two observational contrast say
u
X u
X
L1 = c1 yi = c0 y and L2 = di yi = d0 y
i=1 i=1
e ee

are said to be orthogonal if

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u
X
0
cd= ci di = 0.
i=1
ee

When there are more than two contrasts, they are said to be mutually
orthogonal, if they are orthogonal parities.
e.g.: There are four observations y1 , y2 , y3 , y4 we can write the following
mutually orthogonal contrast:
(i) y1 + y2 − y3 − y4 (ii) y1 − y2 − y3 + y4
7. Obtain the maximum number of mutually orthogonal con-
trasts.
or,

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 Given a set of n values y1 , y2 , . . . , yn . The maximum member of
mutual orthogonal contrasts among them is (n − 1).

We consider m mutually orthogonal contrast as,

Li = c0i y where c0i = (ci1 , ci2 , . . . , cin ) and y 0 = (y1 , . . . , yn ).
We consider one more contrast L = c0 y where, c0 = (c1 , c2 , . . . , cn ) with
e e e
10 c = 0.. e e
Now L can be orthogonal to each L1 , L2 , . . . , Lm if,
ee

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c01 c = 0
e. e
..
c0m c = 0

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e0 e
1c=0
ee
 
c01
N  e. 
 . 
 . 
Then,   c = 0, c 6= 0, i.e. pm×1×n c = 0
c0  e e e e
 m e e
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e
1
e
⇒ Rank (P ) < n i.e. Rank (P ) ≤ n − 1 i.e. atmost (n-1) of (L1 , L2 , .., Lm )
are mutually independent. Hence, the maximum member of orthogonal con-
trast is (n − 1).

8. What is completely randomised design? Give the layout and

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analysis of CRD.
In a completely randomised design (CRD). The notion of randomisation
and replication is employed.
Suppose there are t treatments and ith treatment is replicated ri times. i.e.,
it can look upon as a similar setup like ANOVA one may fixed effect model,
where a single factor has t− levels and each level consists of ri observations.
Xt
Let ri = n, i.e., there are total n plots (experimental unit).
i=1
Layout: The term layout refers to the placement of treatments to the
experimental unit according to the condition of design.
Here n plots are randomly subdivided into t parts, where jth part contains
rj plots. The first treatment in allotted to first set of r1 plots, the second

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treatments to the r2 plots and so on. In this way arrangement of n plots into
n!
groups of r1 , r2 , . . . , rt plots is carried out such that all the r1 !...r t!
arrange-
ments have equal chance of occurrence. The technique of local control is not
used here.
Analysis: Here we consider the following model

yij = µ + αi + eij , i = 1(1)t

j = 1(1)rt

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yij = observation corresponding to jth replication of ith treatment
µ = general effect
αi = additional effect due to ith treatment

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eij = random error

t
X
We assume, (i) eij ∼ N 0, σ 2 (ii)


ri αi = 0
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The least square estimates are
i=1

µ̂ = ȳ00
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α̂i = ȳi0 − ȳ00
It can be shown that MST = Mean square due to treatment
t
1 X
E(M ST ) = σe2 + ri τi2 MSE = Mean square error
t−1
i=1
E(M SE) = σe2
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The null hypothesis is given by

H0 : αi = 0 ∀ i vs H1 : at least one inequality

M ST
under H0 , ∼ Ft−1,n−t .
M SE
We reject H0 at level α if F > Fα;t−1,n−t
ANOVA table:

Source df SS MS F
Treatment t−1 SST MST
Error n−t SSE MSE F = M ST /M SE
Total n−1 TSS

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Inference: Observed F > Fα;t−1,n−t we reject hypothesis of equal effects. If
the observed F is significantly larger than Fαit−1,n−t , the treatment effects
ti’s are not equal. In such cases, it becomes necessary to estimate and test
individual treatment contrasts.
Xt
An unbiased estimate of the contrast Li αi is
i=1
t
X t
X t
X t
X
Li α̂i = Li (ȳi0 − ȳ00 ) = Li ȳi0 where Li = 0
i=1 i=1 i=1 i=1

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Note that
t t t
! ! !
X X X
var Li α̂i = var Li (ȳi0 − ȳ00 ) = var Li ȳi0

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i=1 i=1 i=1
t
X σ2
= L2i e
ri
N i=1

in fact
t t t
!
X X X L2
Li α̂i ∼ N Li αi , σe2 i
ri
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i=1 i=1 i=1
ri
t X
X
(yij − ȳi0 )2
SSE i=1 j=1
and = ∼ χ2n−t , independently.
σe2 σe2
Hence,
t
X t
X
Li ȳi0 − Li αi
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i=1 i=1
v ∼ tn−t
t
L2i
u
u X
tM SE
ri
i=1
t
X
we reject H0 : Li αi = c if
i
 

 t
X



 L i ȳi0 − c 

v i
 
!  > t α2 ;n−t at level α.

u t
u X L  2
i
M SE
t
ri 
 

i

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 A pairwise comparison H0i αi = αi0 can be done by the statistic
ȳi0 − ȳi0 0
s   ∼ tn−k under H0 .
1 1
2M SE +
ri ri0

A 100(1−α) % confidence interval on the difference of two treatment effects

α̂i − α̂i0 would be
 s  
1 1

A
ȳi0 − ȳi0 0 − t α2 ;n−t 2 × M SE + ,
 r1 ri0 
 
 s   
1 1 
 
ȳi0 − ȳi0 0 + t 2 ;n−t 2 × M SE +

α

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ri ri

The common critical difference (CCD) for testing H0i : γi = γi0 of the
difference of estimates α̂i − α̂i0 = ȳi0 − ȳi0 0 is
N s
t α2 ;n−t 2 × M SE

1
+
1


ri ri
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Advantages and disadvantages:
The main advantages of CRD are

(i) it is easy to layout the design

(ii) The design allows for the maximum number of df in the error sum of
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squares (SSE) and as a result the estimate σ̂e = MSE becomes reliable
and sensitive.

The chief disadvantages of the design is that it is usually suited only for
small numbers of treatments and for homogeneous experimental material.
When large number of treatments are included, a large number of experi-
mental material may be used. This generally increases variation among the
treatments.
What is randomised block design? Give the layout and complete
analysis of RBD.
One problem of completely randomised design is that it does not take in
account the notion like soil fertility. Thus when experimental units are not

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homogeneous, CRD should not be used. The simplest design which enables
us to take care of variability among unit is randomised block design.
Suppose there are t treatments and each treatment is replicated equal
number of times say r, i.e., there are n = rt plots (experimental unit) and
the fertility of the plots is not homogeneous.
Primarily in an RBD design, the plots are divided in r blocks, where the
variation within block is controlled. Each block consists same number of plots
and that number is equal to total number of treatments. The treatments are
allocated in the blocks in such a way that each treatment appears exactly

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once in the block.
Layout: Let there are 5 treatments A, B, C, D, E and each are replicated
four times. The whole experimental area is divided in four homogeneous

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strata. Then treatments are allocated at random to the plots in a block. A
particular layout may be as follows,
Block
N I A E B D C
II E D C B A
III C B A E D
IV A D E C B
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Analysis: The data collected from experiments with randomised block
design is essentially a two-way classification data which has two factors (block
and treatments). There are rt cells in the two way table with one observation
in each cell. Let yij be the observation from the ith treatment in the jth
block.
The model is given by yij = µ + γi + bj + eij , i = 1(1)t and j = 1(1)r.
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µ = general effect
γi = additional effect due to ith treatment
βj = additional effect due to jth block
eij = random error.
Assumption:
t r
iid
X X
(i) γi = 0 (ii) bj = 0 (iii) eij ∼ N (0, σe2 ).
i=1 j=1
Here we want to test
H0i : γi = 0 vs H11 : at least one inequality in H1i
Here we do not test for block effects and blocks are constructed in such a

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way that within block no variation is present but between the blocks sub-
stantial variation is present. Hence by default blocks have significant impact
to response.
The least square estimates are given by
µ̂ = ȳ00
γ̂i = ȳi0 − ȳ00 MST = Mean square due to treatment
β̂j = ȳ0j − ȳ00 MSB = Mean square due to block
It can be shown that

A
t
1 X 2
E(M ST ) = σe2 + bj
t−1
i=1
r

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1 X
E(MSB) = σe2 + b2j
r−1
j=1

N E(M SE) = σe2

M ST
Under H01 , ∼ Ft−1,(r−1)(t−1)
M SE
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MSB
Under H02 , ∼ Fr−1 , (t − 1)(r − 1)
M SE
ANOVA table:

Source ∂f SS MS F
Treatment (t − 1) SST M ST
F = M ST /M SE
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Block (r − 1) SSB M SE
Error (t − 1)(r − 1) SSE M SE
F = M ST /M SE
Total rt − 1

Inference: If observed F > F α; t−1, (r−1)(t−1) we reject null hypothesis

H0 at level α. If F is significant we can conclude that the treatment effects
are different. Otherwise a paired comparison test is performed
!
t
For pairwise comparison we have distinct pair of treatments. For
2
comparing we test,

Hoij : γi = γj vs Hij : γi 6= γi

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 !
t
have we will test hypothesis.
2
Note that

γ̂i = ȳi0 − ȳ00

γ̂j = ȳj0 − ȳ00
γ̂i − γ̂j = ȳi0 − ȳj0 = (γi − γj ) + (ei0 − ēj0 )
2σe2
 
γ̂i − γ̂j ∼ N γi − γj ,
r

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(γ̂i − γ̂j ) − (γi − γj )
⇒ r ∼ N (0, 1)
σe2
2
r

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since σ is unknown, σ is estimated by
SSE
σ̂ 2 = Mean square error = , here ∂f = (r − 1)(t − 1)
df
N
Now under H0ij
γ̂i − γ̂j SSE
∼ N (0, 1) and ∼ χ2(r−1)(t−1)
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2
r
2σe2 σ e
r
Now
γ̂i − γ̂j
r
2σe2
r γ̂i − γ̂j
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r ∼ t(r−1)(t−1) ⇒ r ∼ t(r−1)(t−1)
SSE 2M SE
(r − 1)(t − 1)
σe2 r
We reject H0i at level α if
r
α 2M SE
|γ̂i − γ̂j | > t ; (t − 1)(r − 1)
2 r
This is common critical difference.
A 100(1−α) % confidence interval on the difference of two treatment effects
γ̂i − γ̂j would be
" r r #
2M SE 2M SE
γ̂i − γ̂j − t α2 (t−1)(r−1) , γ̂i − γ̂j + t α2 (t−1)(r−1) ×
r r

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 Q. Show that in RBD block contrast is orthogonal to treatment
contrast.
RBD model is given by yij = µ + αi + βj + eij i = 1(1)t
j = 1(1)r
α1 = additional effect due to ith treatment
βj = additional effect due to jth block.
Treatment contrast is given by
t t

A
X X
ci αi where ci = 0
i=1 i=1

Block contrast is given by

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r
X r
X
dj βj , dj = 0
N j=1 j=1

Now
 
t
X r
X
cov  ci αi , dj βj 
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i=1 j=1
 
Xt r
X
= cov  ci (ȳi0 − ȳ00 ), dj (ȳ0j − ȳ00 )
i=1 j=1
 

 t t r r
X X 
X X 
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= cov 
 ci ȳi0 − ȳ00 ci , dj ȳ0j − ȳ00 dj 
 i=1 i=1 j=1 j=1 
| {z } | {z }
0 0
 
X t r
X t
XX r
= cov  ci ȳi0 , dj ȳ0j  = ci dj cov(ȳi0 , ȳ0j )
i=1 j=1 i=1 j=1

X r
t X t X
X r
= ci dj cov (ȳi0 , ȳ0j ) = ci dj cov (αi + ēi0 , βj + ē0j )
i=1 j=1 i=1 j=1
t X
r t r
X σ2 X X
= ci dj cov (ēi0 , ē0j ) = ci dj = 0
rt
i=1 j=1 i=1 j=1

Hence RBD block contrast is orthogonal to treatment contrast.

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 Q. Obtain efficiency of RBD over CRD.
Consider an experimental design with t treatments which replicates r times
each. The total no. of plots is rt. Let error mean square of RBD is SE2 and

error mean square of CRD is SE 2 .

0

The efficiency of RBD over CRD is given by

2
SE 0
E= 2
SE

The best way to compare two designs will be uniformity trials.

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If uniformity trial is applied to RBD then all the rt plots being treated by
the same treatment. Thus there will be no variation due to treatment. Hence
the treatment df will be added to error df, i.e., error df under uniformity

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trial = (r − 1)(t − 1) + (t − 1) = (t − 1)r.
2.
Error sum of square under uniformity trial = r(t − 1)SE
It the same uniformity trial applied on CRD on the same rt plots, then
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there will be no effect due to block.
Hence for CRD df will be r(t − 1) + (r − 1) = rt − 1
Error mean sum of square
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r(t − 1)SE2 + (r − 1)S 2
2 B
SE 0 =
(rt − 1)
2
SB = sum of squares due to block.

Hence,
r(t − 1)SE2 + (r − 1)S 2
B
E=
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2
(rt − 1)SE
Note that E ≥ 1 implies that SB2 > S 2 i.e. RBD exhibits improvement over
E
CRD only if the block variation is larger than the overall error.
Q. What is Latin square design? Why is it called an incomplete
design/layout? Give a complete analysis of LSD.
In randomised block design, the whole experimental area is divided into
relatively homogeneous groups. But it may happen that the field exhibit
fertility in strips. i.e., alternatively high fertility and low fertility zone arises.
RBD will be effective if the blocks are parallel with the strips. But otherwise
RBD will result in inefficiency. As a remedy to it grouping can be done in
two ways both row wise and column wise as variation can be present in both
the ways. Such a design is called Latin square design.

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 In this design, the number of treatments is equal to the no. of replication
of each treatment.

Let m be the no. of replication as well as number of treatments. The total

number of experimental units is m2 .

This m2 units are arranged in m rows and m columns and these m treat-
ments allocated to this m2 plots at random in such a manner that each
treatment occurs once and only once in each row and each column.

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The example of 4 × 4 LSD is given by

D C B A

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C B A D
B A D C
A D C B
N
LSD is essentially three way incomplete layout. Here variation is achieved
by row, column and treatment and each of the factors have m levels. So for
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a complete three way layout, there should be m3 observations. But Instead
of m3 observations, LSD contains m2 observations. Hence LSD is regarded
as an incomplete layout.

Analysis of LSD:

Let, yijk : be the response corresponding ith row, jth column and kth
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treatment.

The model is given by yijk = µ + αi + βj + γk + eijk ; (i, j, k) ∈ S where S

consists of m2 values.

Where µ = general effect

αi = additional effect due to ith row.
βj = additional effect due to jth column.
γk = additional effect due to kth treatment.
eijk = random error.

Estimation of model parameter:

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 The residual sum of squares is given by
X
E= (yijk − µ − αi − βj − γk )2
(i,j,k)∈S
∂E X
⇒ (yijk − µ − αi − βj − γk )(−1) = 0
∂µ
(i,j,k)∈S
1 X
⇒ µ̂ = yijk = ȳ000
m2
(i,j,k)∈S

hence, µ̂ = ȳ000

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∂E X
=0⇒ (yijk − µ − αi − βj − γk ) = 0
∂αi ∗ (j,k)∈S
1

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X
⇒α̂i = yijk − µ
m
(j,k)∈S ∗

N ⇒α̂i = ȳi00 − ȳ000

similarly for β̂j = ȳ0j0 − ȳ000

γ̂k = ȳ00k − ȳ000
In the model
RA
yijk = ȳ000 + (ȳ0j0 − ȳ000 ) + (ȳ00k − ȳ000 ) + (ȳi00 − ȳ000 )
+ (yijk − ȳi00 − ȳ0j0 − ȳ00k + 2ȳ000 )

Total sum of squares:

XXX
T SS = (yijk − ȳ000 )2
TA

(i,j,k)∈S
XXX
= (ȳi00 − ȳ000 ) + (ȳ0j0 − ȳ000 ) + (ȳ00k − ȳ000 )
(i,j,k)∈S 2
+ (yijk − ȳi00 − ȳ0j0 − ȳ00k + 2ȳ000 )
X X X
=m (ȳi00 − ȳ000 )2 + m (ȳ0j0 − ȳ000 )2 + m (ȳ00k − ȳ000 )2
i j k
XXX
2
+ (yijk − ȳ0j0 − ȳ0j0 − ȳ00k + 2ȳ000 )
(i,j,k)∈S

= SSR + SSC + SST + SSE

↓ ↓ ↓ ↓
SS due SS due SS due to SS due
to row to column treatment to error

16
 Here want to test whether there are any effect of row, column or treatment
on the yield (observations) i.e., we want to test
H01 : αi = 0 ∀ i vs H11 : at least one inequality
H02 : βj = 0 ∀ j vs H12 : at least one inequality
H03 : γk = 0 ∀ i vs H13 : at least one inequality.
The df of TSS is (m2 − 1)
The ∂f of SSR/SSC/SST is (m − 1)
Degress of freedom of SSE is given by (m2 −1)−3(m−1) = (m−1)(m−2).

A
Now it can be shown that
m X 2
E(M SR) = σ 2 + αi
m−1

G
i
m X 2
E(M SC) = σ 2 + βj
m−1
j
m X 2
E(M ST ) = σ 2 + γk
N E(M SE) = σ 2
m−1
k
RA
M SR
Now under H01 , ∼ F(m−1),(m−1)(m−2)
M SE
M SC
under H02 , ∼ F(m−1),(m−1)(m−2)
M SE
M ST
under H03 , ∼ F(m−1),(m−1)(m−2) .
M SE
ANOVA Table
TA

Source ∂f SS MS F
Row (m − 1) SSR M SR
Column (m − 1) SSC M SC
F(m−1),(m−1)(m−2)
Treatment (m − 1) SST M ST
Error (m − 1)(m − 2) SSE M SE
Total (m2 − 1) T SS

Q. What is standard LSD? How many different LSD’s can be gen-

erated from a standard LSD by permuting its rows and columns.
Where are two LSD’s said to be orthogonal? Give an example of
two mutually orthogonal LSD’s.

17
 An mxm Latin square design with m treatments A, B, . . . is said to be in
its standard form if in the first row and first column, the letters are arranged
in natural order. Then for m = 4 we have

A B C D
B C D A
← example of standard latin square design
C D A B
D A B C

A
From a standard m × m LSD, we can obtain m! × (m − 1)! different LSD’s
by permuting all the columns and (m − 1) rows except the for the first row.
The m × m Latin square design is said to be orthogonal if these latin

G
squares are superimposed each of the m2 letters occur once and only once.
Example of orthogonal latin square design is given by

A B C A B C AA BB CC
N B
C
C
A
A
B
C
B
A
C
B
A
BC
CB
CA
AC
AB
AB
RA
I II
C B A B C A CB BC AA
B A C A B C BA AB CC
A C B C A B AC CA BB
III IV
TA

Here I and II are mutually orthogonal latin squares. III and IV are also
example of mutually orthogonal latin squares.
Q. Obtain the efficiency of LSD relative to RBD

(i) Considering rows of LSD as blocks of RBD

(ii) Considering columns of LSD as blocks of RBD

Let SE2 be the error mean sum of square of RBD and S 2 is the error
0 E0
mean square of LSD
Then efficiency of LSD relative to RBD is given by
2
SE 0
E1 = 2
SE

18
we apply uniformity trial to LSD which consists in using the same treatment
to all m2 units. Thus there will be no treatment variation. Thus treatment
degrees of freedom will be added to the error df.
Thus error df=(m − 1)(m − 2) + (m − 1) = (m − 1)2 .

(i) Error sum of square under uniformity level = (m − 1)2 SE

2

Since the same experiment is conducted in RBD, with rows of LSD as

blocks, here will be no column wise variation. So the degrees of freedom
due to column and column SS will be added to error df and error SS

A
respectively.
So the error df will be = (m − 1)2 + (m − 1) = m(m − 1)

G
Error SS = (m − 1)SC2 + (m − 1)2 SE
2

Error mean squares for RBD (with rows as blocks) is given by,
N 2 =
SE 0
(m − 1)SC2 + (m − 1)2 SE
m(m − 1)
2
= C
S 2 + (m − 1)SE

Thus efficiency of LSD relative to RBD,

m
2
RA
2 2 + S2  2 2 
SE 0 (m − 1)SE C SC − SE 1
2 = 2 = 1 + 2
SE mSE m SE

Now, E ≥ 1 if SC2 ≥ SE
2

2 2 + S2
SE 0 (m − 1)SE R
(ii) 2 = 2 ,
SE mSE
TA

2 = sum of square due to rows of LSD. [Similar approach like

where SR
< i >]

Q. Obtain the efficiency of LSD over CRD

Let SE 2 is the mean sum square for a completely randomized design. At
0

first uniformity trial is applied to a latin square design having m treatments.

Thus the treatment df is being added to the error df and it becomes (m −
1)(m − 2) + (m − 1) = (m − 1)2 . In order to visualize an LSD as a CRD the
row and column effects are nullified. Hence the df and SS of row and column
will be added treatment df and SS respectively.
The error df will be=(m − 1)2 + (m − 1) + (m − 1) = m2 − 1
The error SS will be= (m − 1)2 SE 2 + (m − 1)S 2 + (m − 1)S 2
R R

19
 Therefore, error SS of CRD will be given by

2 (m − 1)2 SE
2 + (m − 1)S 2 + (m − 1)S 2
C R
SE 0 =
(m2 − 1)
2 + S2 + S2


(m − 1)SE C R
=
(m + 1)

A
The efficiency of LSD relative to CRD is given by

G
2 + S2 + S2
2


SE 0 (m − 1)SE C R
2 = 2
SE (m + 1)SE
N
2 = sum of square due to rows of LSD
SR

SC2 = sum of square due to columns of LSD.

RA
Q. Show that for Latin square design treatment contrast is orthog-
onal with row contrast

We consider a latin square design having m treatments. The model is given

by,
yijk = µ + αi + βj + γk + eijk i = 1(1)m, j = 1(1)m, k = 1(1)m
TA

αi = additional effect due to ith treatment

βj = additional effect due to jth row
γk = additional effect due to kth column

m
X Pm
The treatment contrast is given by ci αi , where i=1 ci =0
i=1
m
X Pm
The row effect contrast = dj βj , where j=1 dj =0
j=1

20
 We are required to show treatment contrast is orthogonal to row contrast.

 
m
X m
X
∴ cov  ci α̂i , dj β̂j 
i=1 j=1
 
X X X X
= cov  ci ȳi00 − ȳ000 ci , dj ȳ0j0 − ȳ000 dj 
i i j j
 
X X

A
= cov  ci ȳi00 , dj ȳ0j0 
i j
 
X X
= cov  ci (µ + αi + ēi00 ), dj (µ + βj + ē0j0 )

G
i j
XX
= ci dj cov (ēi00 , ē0j0 )
N i j
P P 
eijk
PP
eijk
XX j k i k
= ci dj cov  ,
 
m m

i j
RA
XX 1
= ci dj mσ 2
m2
i j
σ2 XX
= ci dj = 0
m
i j

i.e. Row contrast is orthogonal to treatment contrast. In similar way we can

TA

prove that treatment contrast is orthogonal with column contrast.

Q. Give an example of 6 × 6 Latin square design
In this design, the number of treatment is equal to the number of repli-
cations of each treatment. Let 6 be the no. of replication as well as no. of
treatments. The total number of experimental unit is → 62 = 36.
This 36 elements are arranged in 6 rows and 6 columns. Then this 6 treat-
ments are allocated to this 36 plots at random in such a number that each
treatment occurs once and only once in each row and each column.
Let the 6 treatments are, A, B, C, D, E, F, G. Therefore, the 6 × 6 Latin
square design is given by,

21
 A B C D E F
B C D E F A
C D E F A B
D E F A B C
E F A B C D
F A B C D E
Q. What is average variance of elementary treatment contrasts.
For a completely randomized design with v treatments and repli-

A
cation numbers r1 , r2 , .., rv , find the average variance of all the
elementary treatment contrasts. Find r1 , r2 , .., rv so that the aver-
age variance is minimum subject to vi=1 ri = n
P

G
• Let t1 , t2 , . . . , tn be n treatment effects and t̂i be the estimated effect of t!
i.
n
Now (ti − tj ) is called an elementary treatment contrast and we have
N
elementary contrasts. Then variance of particular treatment contrast in
given by V (ti − tj ).
2
RA
So, the average variance is given by

1 XX
avg.var = ! V (ti − tj )
n i<j
2

• Then linear model of CRD is given by

TA

yij = µ + γi + eij , i = 1(1)ri

j = 1(1)v
v
X
Now γ̂i = ȳi0 − ȳ00 here we assume that γi = 0
i=1
Now γ̂i = (µ + γi + ēi0 ) − (µ + ē00 ) = γi + ēi0 − ē00 .
Therefore,

V (γ̂i − ŷj ) = V [(γi − γj ) + (ēi0 − ēj0 )] = V (ēi0 − ēj0 )

 
2 1 1
= V (ēi0 ) + V (ēj0 ) = σ +
ri rj

22
here we have v treatments.
 
1 XX 1 1
avg var = ! σ2 +
v ri rj
i<j
2
 
2σ 2 XX 1 XX 1
=  + 
2v(v − 1) ri rj
i6=j i6=j
 
v v
σ2 X 1 X 1

A
= (v − 1) + (v − 1) 
v(v − 1) ri rj
i=1 j=1
v
2σ 2 X 1
=

G
v ri
i=1

v v
2σ 2 X 1 X
Next we need to minimise
N subject to the restriction, ri = n.
v ri
i=1 i=1
Now define,
v v
!
2σ 2 X 1
RA
X
g(r1 , r2 , . . . , rv ) = +λ ri − n =0
v ri
i=1 i=1

Now

2σ 2 2σ 2
 
∂g 1
=0⇒ − 2 +λ=0⇒ λ= 2
∂ri v ri vri
√
TA

2σ 2 2σ
⇒ ri2 = ⇒ ri = √
vλ vλ

Now √
v √
X 2σ √ σ
ri = n ⇒ v × √ = n ⇒ λ = 2v
vλ n
i=1
√
2σ n n
i.e., ri = √ · √ = ∀i
v 2vσ v
i.e., For equal member of replication to each treatment variance is min-
imised.

Q. Derive Average variance in RBD:

23
The RBD model is given by
yij = µ + γi + βj + eij , i = 1(1)t, j = 1(1)r

The elementary treatment contrast is γi − γj , i 6= j

Now γ̂i = ȳi0 − ȳ00
t
X
Here we assume that γi = 0.
i=1

γ̂i = (µ + γi + ēi0 ) − (µ + ē00 ) = γi + ēi0 − ē00

A
Therefore,
v(γ̂i − γ̂j ) = v [(γi − γj ) + (ēi0 − ēj0 )] = v(ēi0 − ēj0 )

G
= v(ēi0 ) + v(ēj0 ) [cov(ēi0 , ēj0 ) = 0]
2σ 2
=
N r
Therefore average variance is given by
!
1 XX 1 2σ 2 n 2σ 2
= ! v(γ̂i − γ̂j ) = ! × =
n n r 2 r
RA
i<j
2 2

Q. Obtain the average variance for LSD

The model is given by,
yijk = µ + αi + βj + γk + eijk i = 1(1)m
j = 1(1)m
TA

k = 1(1)m
γk = additional effect due to kth treatment
γ̂k = ȳ00k − ȳ000
m
X
Here we assume that γk = 0
k=1

γ̂k = (µ + γk + ē00k ) − (µ + ē000 ) = γk + ē00k − ē000

Therefore,
v(γ̂k − γ̂k0 ) = v ((γk − γk0 ) + (ē00k − ē00k0 )) = (ē00k − ē00k0 )
2σ 2
= v(ē00k ) + v(ē00k0 ) =
m

24
 2
Therefore average variance is = 2 σm .
Q. Analyse an RBD design with one missing observation. Also
obtain the corresponding average variance.

• We consider a randomized block design with t treatments and r blocks.

The response corresponding to

Block/Treatment 1 2 3 ... i ... t Total

A
1 y11 y21 y31 . . . yi1 ... yt2 0
T01
2 y12 y22 y32 . . . yi2 ... yt2 T020

.. .. .. .. ..

G
3 . . . . .
j y1j y2j ... ... yij = x ... ytj T0j + x
.. .. .. .. ..
N . . . . .
r yir y2r ... ... yir ... ytr 0
T0r
Total 0
Ti0 0
T20 ... 0
Ti0+x ... 0
Tt0 T00+x = G
RA
Ti0 0 = Sum of total observation corresponding to the treatments not con-
taining the missing observation. i0 = 1, 2, . . . , i − 1, i + 1, . . . , t
T0j 0 = Sum of total observation corresponding to the blocks, not contain-
ing the missing observation j 0 = 1, 2, . . . , j − 1, j + 1, . . . , r
Ti0 = Sum of known observation corresponding to the the ith treatment
TA

T0j = Sum of known observation corresponding to the jth

yij = x = missing observation
T00 = Sum of total known observations

The model is given by yij = µ + τi + βj + eij i = 1(1)t, j = 1(1)r.

τi =Additional effect due to ith treatment

The model corresponding to the known observations is given by

yi0 j 0 = µ + τi0 + βj 0 + ei0 j 0 , i0 = 1, 2, . . . , i − 1, i + 1, . . . , t

j 0 = 1, 2, . . . , j − 1, j + 1, . . . , r

25
Estimation of the missing value
X (T00 + x)2
Total SS = yi20 j 0 + x2 −
tr
(i0 ,j 0 )6=(i,j)

1X 2 (Ti0 + x)2 (T00+x )2

SS due to treatment = Ti0 0 + −
r 0 r tr
i 6=i
1X 2 (T0j+x )2 (T00+x )2
SS due to block = T0j 0 + −
t 0 t tr
j 6=j

A
(T00+x )2
 
Here correction factor (CF) =
tr

G
The error SS is given by

SSE = T SS − SST − SSB

 
)2 )2 )2
=
N X

(i0 ,j 0 )6=(i,j)

yi20 j 0 + x2 −
(T00+x
rt

−
1X
r
i0 6=i
Ti20 0 +
(Ti0+x
r
−
(T00+x 
rt

(T )2 2
1 X 0j+x (T )
00+x 
RA
2
− T0j 0 + −
t 0
t rt
j6=j

(Ti0+x )2 (T0j+x )2 (T00+x )2

= x2 − − + + (terms independent of x)
r t rt

We obtain x as
d
TA

SSE(x) = 0
dx
2(Ti0+x ) 2(T0j+x ) 2(T00+x )
⇒ 2x − − + =0
r t rt
⇒ xrt − tTi0 − xt − T0j r − xr + T00 + x = 0
⇒ x(rt − t − r + 1) = tTi0 + rT0j − T00
tTi0 + rT0j − T00
⇒x=
(t − 1)(r − 1)

Thus we have obtain the missing observation as x̂.

Now we want to test the following hypothesis that whether the treatment
has any significant impact to the response or not, H0 : τi = 0∀i vs. H1 :
at least one inequality in H0 . For this purpose we plug in the estimated

26
 missing value to the data and re analyse the data using same RBD tech-
nique and calculate sum square due to treatment i.e. SST and sum square
due to error SSE

Now total df here is = (rt − 1 − 1)

df due to treatment = (t − 1)
df due to block = (r − 1)

A
df due to error = (t − 1)(r − 1) − 1

Under H0
M ST

G
F =
M SE
follows approximately Ft−1,(t−1)(r−1)−1 .
N
We reject H0 at level α if, F > Fα;(t−1),(t−1)(r−1)−1 .
ANOVA Table

Source df SS MS F
RA
Treatment (t − 1) SST M ST
M ST
Block (r − 1) SSB M SB F =
M SE
Error (t − 1)(r − 1) − 1 SSE M SE
Total (rt − 2) T SS

Ti0 +x̂
• The estimate of missing ith treatment is τˆi =
TA

r .
Now,

1 tTi0 + rT0j − T00

v(τˆi ) = var( [Ti0 + ])
r (t − 1)(r − 1)
1 t2 v(Ti0 ) + r2 v(T0j ) + v(T00 ) t
= 2 [v(Ti0 + 2 2
+2 v(Ti0 )
r (r − 1) (t − 1) (t − 1)(r − 1)
r cov(Ti0 , T00 ) cov(Ti0 , T0j )
+2 cov(Ti0 , T0j ) − 2 + 2rt
(t − 1)(r − 1) (t − 1)(r − 1) (t − 1)(r − 1)
cov(Ti0 , T00 ) cov(T0j , T00 )
− 2t − 2r ]
(t − 1)(r − 1) (t − 1)(r − 1)
σ2
 
t
= 1+
r (t − 1)(r − 1)

27
 as

var(Ti0 ) = (r − 1)σ 2
var(T0j ) = (t − 1)σe2
var(Ti0 , T0j ) = 0
cov(Ti0 , T0j ) = 0
cov(Ti0 , T00 ) = (r − 1)σ 2
cov(T0j , T00 ) = (t − 1)σ 2

A
var (τ̂i − τ̂i0 ) ∀ i 6= i0

G
σ2 σ2
 
t
= 1+ +
r (t − 1)(r − 1) r
2
 
N σ t
= 2+
r (t − 1)(r − 1)

Corresponding to one missing responses, there are (t-1) elementary treat-

ment contrasts. For the treatments having no missing responses v(τ̂i0 −
RA
2σ 2
τj ) = ∀ i0 , j 6= i [i.e., same as simple RBD]. Corresponding to
r !
t−1
non missing responses there are elementary treatment contrasts.
2
Hence average variance is given by
!
σ2 t − 1 2σ 2
 
TA

t
(t − 1) 2+ +
r (t − 1)(r − 1) 2 r
avg var = !
t−1
(t − 1) +
2

Q. Analyse LSD for one missing observation. Also obtain the cor-
responding average variance.
We are conducting Latin square design for m treatments in m2 plots. Let
yield from ith row and jth column receiving kth treatment is missing.
The LSD model is given by

yijk = µ + ri + cj + τk + eijk , (i, j, k) ∈ S

28
where S contains m2 points where, i, j, k = 1(1)m. where,
τk =Additional effect due to k th treatment
We define the following
Ti0 00 = Total of observations containing ith row, not containing the missing
observation.
i0 = 1, 2, . . . , i − 1, i + 1, . . . , m.
T0j 0 0 = Total of observations containing jth row, not containing the missing
observation.

A
j 0 = 1, 2, . . . , j − 1, j + 1, . . . , m.
T00k0 = Total observations containing kth treatment, not containing the
missing observation.

G
k 0 = 1, 2, . . . , k − 1, k + 1, . . . , m.
T000 = Total of all known (m2 − 1) observations.
Ti00 = Total of known (m − 1) observation of the row containing missing
N observation.
T0j0 = Total of known (m − 1) observations of the column containing miss-
ing observations.
RA
T00k = Total of known (m − 1) observations of the treatments containing
missing observation.
yijk = x = missing observation.
Now, total sum of square
X (T000 + x)2
T SS = yi20 j 0 k0 + x2 −
m2
(i0 ,j 0 ,k0 )6=(i,j,k)
TA

Total sum of square due to row

1 X 2 (Ti00 + x)2 (T000 + x)2
SSR = Ti0 00 + −
m 0 m m2
i 6=i

Total sum of square due to column

1 X 2 (T0j0 + x)2 (T000 + x)2
SSC = T0j 0 0 + −
m 0 m m2
j 6=j

Total sum of square due to treatment

1 X 2 (T00k + x)2 (T000 + x)2
SST = T00k0 + −
m 0 m m2
k 6=k

29
 Now,

SSE = T SS − SST − SSR − SSC

2(T000 + x)2 (Ti00 + x)2 (T0j0 + x)2 (T00k + x)
= x2 + − − −
m2 m m m
+ [forms independent of x]

x is estimated such that SSE is minimised, i.e.,

A
SSE(x) = 0
∂x
4(T000 + x) 2(Ti00 + x) 2(T0j0 + x) 2(T00k + x)
⇒ 2x + − − −
m2 m m m
2T000 2x 2Ti00 2x 2T0j0 2x 2T00k 2x

G
⇒ x+ 2
+ 2− − − − − − =0
 m m  m m m m m m
2 3 Ti00 + T0j0 + T00k 2T000
⇒ x 1+ 2 − − − =0
N m m m m2
m(Ti00 + T0j0 + T00k ) − 2T000
⇒ x=
(m − 1)(m − 2)

Thus we have obtained the missing observation as x̂. Now we want to test
RA
the hypothesis whether the treatment is significant or not i.e. τk = 0∀k vs.
H1 : at least one inequality in H0 .
For this purpose we obtain, we plug in the estimated missing value x̂ in
the data and calculate the treatment sum of square SST and error sum of
square SSE.
TA

Now total df is = (m2 − 1 − 1)

df due to treatment/block/row = (m − 1)
df due to error = (m − 1)(m − 2) − 1
Under H0 ,
M ST
F =
M SE
follows approximately F(m−1),(m−1)(m−2)−1 we reject H0 at level α if

F > Fα;(m−1),(m−1)(m−2)−1

Average variance of treatment difference with one observation

missing: (for LSD)

30
 The estimate of the missing treatment mean is

T00k + x̂
τ̂k =
m

m(Ti00 + T0j0 + T00k ) − 2T000

where x̂ = .
(m − 1)(m − 2)
Therefore,

A
1
τ̂k = (T00k + x̂)
m 
1 m(Ti00 + T0j0 + T00k ) − 2T000
= T00k +
m (m − 1)(m − 2)

G

1 m m
= Ti00 + T0j0
m (m − 1)(m − 2) (m − 1)(m − 2)
  
m 2T000
+ 1+ T00k −

=
N 1
(m − 1)(m − 2)

m(m − 1)(m − 2)

(m − 1)(m − 2)
mTi00 + mT0j0 + (m2 − 3m + 2 + m)T00k − 2T000


1
RA
mTi00 + mT0j0 + (m2 − 2m + 2)T00k − 2T000
 
=
m(m − 1)(m − 2)

Therefore,

1
V (τ̂k ) =
m2 (m − 1)2 (m − 2)2
TA


m2 V (Ti00 ) + m2 V (T0j0 ) + (m2 − 2m + 2)2 V (T00k )

+ 4V (T000 ) + 2m2 cov(Ti00 , T0j0 ) + 2m(m2 − 2m + 2) cov(Ti00 , T00k )

+ 2m(m2 − 2m + 2) cov(T00k , T0j0 ) − 4m cov(Ti00 , T000 )

2
− 4m cov(T0j0 , T000 ) − 4(m − 2m + 2) cov(T00k , T000 )

Note that
V (Ti00 ) = V (T0j0 ) = V (T00k ) = (m − 1)σ 2
cov(Ti00 , T0j0 ) = cov(T0j0 , T00k ) = cov(Ti00 , T00k ) = 0
cov(Ti00 , T000 ) cov(T0j0 , T000 ) = cov(T00k , T000 ) = (m − 1)σ 2

31
 Therefore,
1
V (τ̂k ) = [m2 (m − 1)σ 2 + m2 (m − 1)σ 2
m2 (m − 1)2 (m − 2)2
+ (m − 1)(m2 − 2m + 2)2 σ 2 + 4(m2 − 1)σ 2
− 4m(m − 1)σ 2 − 4m(m − 1)σ 2 − 4(m2 − 2m + 2)(m − 1)σ 2 ]
σ 2 m {(m − 1)(m − 2) + m} σ2 m2
   
= 2 = 2 m+
m (m − 1)(m − 2) m (m − 1)(m − 2)

Now,

A
V (τ̂k − τ̄k0 ) = V (τ̂k ) + V (τ̂k0 )
σ2 m2 σ2
 

G
= 2 m+ +
m (m − 1)(m − 2) m
σ2
 
1 1
= σ2 + +
N m (m − 1)(m − 2) m
 
2 1
= σ2 +
m (m − 1)(m − 2)

We have (m − 1) such treatment differences corresponding to the treatment

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containing the missing responses. Again,

2σ 2 0
V (τ̂k0 − τ̂j ) = , k 6= j same as simple LSD
m
We have (m−1)(m−2) treatment differences corresponding to the treatments
having no missing responses. Therefore, average variance is given by
TA

!
m−1 2σ 2
 
2 2 1
(m − 1)σ + +
m (m − 1)(m − 2) 2 m
= !
m−1
(m − 1) +
2

32
Factorial design

A
What is factorial experiment? In what respect it differs from a
single factor experiment?
Experiments, where the effects of more than one factor each at 2 level or

G
more are considered together are called factorial experiment. On the other
hand, an experiment which is carried out with one factor at varying levels,
is called a simple experiment or single factor experiment.
N
Factorial experiment is not a scheme of design like CRD, RBD, LSD.
Rather any of there designs can be carried out by factorial experiment.
We illustrate the scenario with an example. Let us suppose that a disease
RA
has 2 specified treatments say A and B. The treatment A has 2 different
doses and treatment B has also 2 different doses. The experimenter may
be interested to check the effect of individual treatment levels, as well as
combination of different dose levels. Factorial experiment takes into account
such cases. But the simple experiment only points out effect of the treatment
as a whole.
TA

If a factorial experiment consists of n factors each with 2 levels. Then such

a design is called 2n -experiments.
With reference to a 22 factorial experiment with factors A and
B. Define main effect A, main effect B and interaction effect AB.
Let us consider 2 factors A and B each have 2 levels. The presence of lower
case letters (a, b) indicates the factors A and B are in their second level
(higher level) and absence of the lower case letters indicates that the factors
are in higher level
Thus in a 22 experiment, there will be 4 treatment combinations we denote
the treatments by the following

1. (1): Both factors are in lower level

33
2. a: A in higher level and factor B at lower level

3. b: B in higher level and factor A at lower level

4. ab: Both factors are in higher level

We denote [a] for total of all observation receiving the treatment combi-
nation ’a’ and (a) represent the corresponding mean.
A and B denotes respectively main effect due to factor A and B. The main
effect due to A is derived as a contrast of the four treatment combination as

A
follows,
A = 12 {(ab) − (b) + (a) − 1} = 21 (a − 1)(b + 1)

Similarly, the main effect of factor B is

G
1
B= 2 {(ab) − (a) + (b) − 1} = 12 (b − 1)(a + 1)

AB is called the interaction effect effect of factor A and B. This is given

by,
N AB = 21 {(ab) − (a) − (b) + 1} = 12 (a − 1)(b − 1)
RA
Remark:
Sign table
(1) (a) (b) (ab) divisor (plus)
M + + + + 4
A − + − + 2
B − − + + 2
TA

AB + − − + 2
[X] = Total effect due to the factorial effect X=A,B,AB
[x] = Total yield due to a treatment combination x=(1),a,b,ab
Define the terms main effect and interaction effect in relation 23
experiment. Give a detailed analysis of 23 experiment conducted
in RBD.
Let us suppose experiment with 3 factors A, B, C. Each having 2 levels,
higher level and lower level (say).
The presence of the lower case letters (a, b, c) indicates the presence of
higher level of A, B, C. The absence indicates the presence of lower level of
A, B, C we define in the following

34
 Higher level Lower level
1 — A, B, C
a A B, C
b B A, C
c C A, B
ab A, B C
bc B, C A
ac C, A B

A
abc A, B, C —
[x] and (x) respectively denotes the total and mean response obtained using
the treatment combination ’x’. A, B, C denote the main effect based on the

G
eight treatment combinations and AB, BC, AC, ABC denote the interaction
effect based on the different treatment combination.
We define the following sign table
N (1) (a) (b) (c) (ab) (bc) (ca) (abc) Division
M + + + + + + + + 8
A − + − − + − + + 4
RA
B − − + − + + − + 4
C − − − + − + + + 4 For
AB + − − + + − − + 4
BC + + − − − + − + 4
AC + − − − − + + 4
TA

ABC − + + + − − − + 4
example, the main effect due to A is given by,
1
A= 4 {(abc) + (ab) − (bc) + (ca) + (a) − (b) − (c) − 1}
1
= 4 (a − 1)(b − 1)(c − 1)

Similarly, B = 14 (a − 1)(b − 1)(c + 1)

and C = 14 (a + 1)(b + 1)(c − 1)

1
AB = 4 {(abc) + (ab) − (bc) − (ac) − (a) − (b) + (c) + 1}
1
= 4 (a − 1)(b − 1)(c + 1)

35
 Analysis: We conduct this factorial experiment in RBD. With r (blocks)
i.e., each of this 8 treatment combination is replicated r times.
[X]2
The SS due to factorial effect X is outlined as SSA = 8r .
here total df= (8r − 1)
For each of the treatment combination A, B, C, AB, BC,AC, ABC each
has df= 1.
df due to block is = (r − 1), i.e., error df will be = (8r − 1) − (r − 1) − 7 =
7r − 7 = 7(r − 1),

A
Here we test 7 hypothesis regarding 7 different factorial effects as follows,

H0X : Factorial effect X is present vs H1X : Factorial effect X is not present.

G
Now the test statistic for testing the significance of any factorial effect is
given by
MSX
N FX =
M SE
∼ F1,7(r−1)

We reject the null hypothesis H0x at level α if

RA
F > Fα;1,7(r−1)

ANOVA Table
Source ∂f SS MS F
Block (r − 1) SS (Blocks) MS (Blocks) -
A 1 [A]2 /8r MSA MSA/MSE
TA

B 1 [B]2 /8r MSB MSB/MSE

C 1 [C]2 /8r MSC MSC/MSE
AB 1 [AB]2 /8r MS (AB) MS (AB)/MSE
BC 1 [BC]2 /8r MS (BC) MS (BC)/MSE
CA 1 [CA]2 /8r MS (CA) MS (CA)/MSE
ABC 1 [ABC]2 /8r MS (ABC)
MS(ABC)/MSE
Error 7(r − 1) SSE MSE
Total 8r − 1 TSS
Describe Yate’s method of determining factorial effect total in
23 experiment. How can you use factorial total to calculate sum of
square due to main effect and interaction effect.

36
 We can consider a 23 experiment with main effects A, B, C each having
2 levels. The presence at lower case letters indicates the higher level of the
effects and the absence indicates the lower level. We have total 23 = 8
treatment given as follows.

Lower level Higher level

1 A, B, C —
a B, C A
b A, C B

A
c A, C C
ab C A, B
bc A B, C

G
ac B C, A
abc — A, B, C
N
The Yate’s algorithm for determining the factorial effect total is given as
follows.
RA
(i) In the first column we write down the treatment combination in lexi-
cographic ordering i.e. (1),a,b,ab,c,ac,bc,abc

(ii) Against each treatment combination we write down the corresponding

yield from all the replicates.
TA

(iii) The entries in the third column can be split in two halves. The first
half is obtained by writing down in order the pairwise sum and next
half is obtained by writing in the same order the pairwise differences.
This how the second column is obtained.

(iv) The column 4 is obtained by the same process applied in column 3.

(v) The column 5 is obtained by the same process applied on column 4. This
column yields like factorial effect total of the corresponding treatment.

37
 Treatment Total yield Column Column Column Factorial
Combination from all 3 4 5 effect total
replicate
1 [1] = u1 [1] + [a] = u1 u1 + u2 = v1 v1 + v2 = w1 G
a [a] = u2 [b] + [ab] = u2 u3 + u4 = v2 v3 + v4 = w2 [A]
b [b] = u3 [c] + [ac] = u3 u5 + u6 = v3 v5 + v6 = w3 [B] Once
ab [ab] = u4 [bc] + [abc] = u4 u6 + u8 = v4 v7 + v8 = w4 [AB]
c [c] = u5 −[1] + [a] = u5 u2 + u1 = v5 v2 − v1 = w5 [C]

A
ac [ac] = u6 −[b] + [ab] = u6 u4 + u3 = v6 v4 − v3 = w6 [AC]
bc [bc] = u7 −[c] + [ac] = u7 u6 + u5 = v7 v6 − v5 = w7 [BC]
abc [abc] = −[bc] + [abc] = u8 u8 + u7 = v8 v8 − v7 = w8 [ABC]

G
the factorial effect total of X is obtained as [X], then sum square due to X
2
is obtained as [X]
23 r
N
What is meant by confounding in factorial experiment? Why
is confounding used even at the cost of loss of information on the
RA
confounded effects? Explain the term “complete confounding” and
“partial confounding”.

Confounding: In factorial experiments if the number of factors is in-

creased, then naturally total number of treatment combination would in-
crease. For experiments over 10−12 treatments, latin square design becomes
impractical.
TA

Also with the increasing number of treatment combinations, construction

of randomised block design often become difficult. To solve this problem, a
complete block is divided into a number of incomplete blocks. (i.e., blocks
of equal size containing only a portion of the available treatment combina-
tions). After division of the block, unimportant treatments are deliberately
entangled with the incomplete block differences. This process is called con-
founding. The effects of the factors which are mixed up with the block
effects is called the confounded up with the block effects is called the con-
founded effect and can not be estimated randomly.

Example: We consider a 23 experiment with treatment combinations

1, a, b, ab, c, ac, bc, abc. The main effects are A, B and C and the interaction

38
ABC is given by

1
ABC = 4 [(abc) − (bc) − (ac) + (c) − (ab) + (b) + (a) − (1)]
1
= 4 [(abc) + (a) + (b) + (c) − (ab) − (bc) − (ca) − (1)]

We have total 8 treatments in a single block. The block is divided in two

blocks of sizes 4. The first block contains the treatments having + sign

A
and the second block contains the treatments having − sign in the above
expression.

Note that the interaction ABC can be written as the difference between

G
the below stated block
Block I Block II
N a
b
c
1
ab
ac
RA
abc bc

Thus interaction is expressed as a block difference. Hence ABC is con-

founded.

Complete confounding: If a treatment combination is of little or no

interest, then this effect can be confounded with the incomplete block differ-
ence in all the replicates. Then such a confounded design is called complete
TA

confounding.

Partial confounding: If an effect is confounded with incomplete block

design in one or some replicates, another effect is confounded in some other
replicates and so on, then those effects are partially confounded with in-
complete block differences. This implies that one particular effect can be
confounded in one replicate, but the same effect can be unconfounded in
other replicates. Such a confounded design is called partially confounded
design.

Let us suppose a 23 experiment is perform with two replicates. Where two

replicate contains two incomplete blocks each. In Block I AB is confounded
and in Block II ABC is confounded in two different replicates.

39
 Replication 1: Block I Block II
1 a
ab b AB is confounded
c bc
abc ac

Replication 2: Block I Block II

a 1

A
b ab ABC is confounded
c bc
abc ca

G
What is meant by balanced partially confounded design?

In a partially confounded design if all the effects of a certain order are

N
confounded in equal number of replicates. Then design is called balanced
partially confounded design.

We consider a 23 experiment having 3 replicates. The two factor interac-

RA
tions are AB, BC, CA.

Let AB, BC, AC which are first order interaction(two factor interactions)
are confounded in 6 replications as follows.

6 replications
TA

I II III IV V VI
Note that each of the first order inter-
AB BC BC AB AC AC
actions are confounded twice. Hence this design is a balanced partially con-
founded design.

Problems on confounding
Hey hey. What are you expecting is it a fuckin textbook ?? Go and study
through class notes. And outsiders, sadly you need to ask your friends to get
these problems.

Q.For a 23 experiment main effects are orthogonal with interac-

tion effect.

40
 Or, For a 23 experiment, identify the orthogonal effects.

1
A= 4 [(a) + (ab) + (ac) + (abc) − (1) − (b) − (c) − (bc)]
1
B= 4 [(b) + (ab) + (bc) + (abc) − (1) − (a) − (c) − (ac)]
1
C= 4 [(c) + (bc) + (ac) + (abc) − (1) − (b) − (a) − (ab)]
1
AB = 4 [(1) + (c) + (ab) + (abc) − (a) − (b) − (bc) − (ac)]
1
AC = 4 [(1) + (b) + (ac) + (abc) − (a) − (c) − (ab) − (bc)]
1
BC = 4 [(1) + (a) + (bc) + (abc) − (b) − (c) − (ab) − (ac)]

A
1
ABC = 4 [(a) + (b) + (c) + (abc) − (1) − (ab) − (bc) − (ac)]

(1) (a) (b) (c) (ab) (bc) (ac) (abc) division

G
M + + + + + + + + 8
A − + − − + − + + 4
B − − + − + + − + 4
N C
AB
−
+
−
−
−
−
+
+
−
+
+
−
+
−
+
+
4
4
− − − −
RA
BC + + + + 4
CA + − + − − − + + 4
ABC − + + + − − − + 4

A and ABC both are treatment contrasts which can be expressed as

P8 P8
i=1 ci ti and
P i=1 di ti , where ti ’s are the treatment combinations. We may
note that, ci di = 0 as
TA

(1) + (1) + (−1) + (−1) + (−1) + (1) + (−1) + (1) = 0

Q. Define a generalised interaction effect of two factorial effect

x and y. Show that in a (23 , 22 ) experiment if any two effects are
confounded then their generalised interaction is also confounded.
We consider a (23 , 22 ) experiment i.e., we have 3 treatments, each of two
levels and 22 = 4 blocks. i.e., in each block we have two treatment combina-
tions.
Total treatment combinations are (1), a, b, c, ab, bc, ac.
Let us suppose we are confounding interaction effects AB and AC.

41
 Then the defining equations are given by

x1 + x2 = 0 mod (2) (1)

x1 + x3 = 0 mod (2) (2)

Equation (1) + (2) we get,

2x1 + x2 + x3 = 0 mod (2)

i.e.x2 + x3 = 0 mod (2)

A
i.e. From the defining equation we find that BC is confounded where, BC =
AC × AB, is the generalised interaction of AB and AC.
Q. How sum of squares calculated from factorial experiment?

G
Show that in 22 factorial experiment, sum square due to treatment
can be written as sum square of individual treatment effects with
degrees of freedom 1.
N
Let us consider n treatments t1 , t2 , .., tn each replicated r times. A treat-
ment contrast L is given by
k k
RA
X X
L= ci ti where, ci = 0
i=1 i=1

Note that
k 8
L2
X X  
2
E(L ) = c2i v(ti) = rσ 2
c2i ⇒ E P 2 = σ2
i=1 i=1
r i ci
TA

L2
Then sum of square due to the contrast L is P 2 with degrees of freedom
r ci
i
1.
In a 22 experiment we have three treatment combinations A, B, AB and
(1) is the controlled treatment.
Where [A] = [ab] − [b] + [a] − [1]
i.e., the above is contrast.
i.e., sum of square due to contrast is given by

[A]2 [A]2
SSA = = with ∂f 1.
r [12 + (−1)2 + (1)2 + (−1)2 ] r22

42
 Similarly, SS due to B is

[B]2 [AB]2
SSB = with ∂f 1; SS(AB) = with ∂f 1.
r22 r22

Again total sum of square due to treatment has df 22 − 1 = 3 and it is

written as
SST = SSA + SSB + SS(AB)
Since degrees of freedom is additive in nature SSA, SSB, SS(AB) each car-
ries df 1.

A
N G
RA
TA

43
Analysis of covariance

A
Discuss the ANCOVA technique for RBD. Also derive average

G
variance for treatment variance

We consider a RBD with r blocks and t treatments. Here we introduce a

N
single covariate, the model is given as follows.
RA
yij = µ + τi + θj + β(xij − x̄00 ) + eij i = 1(1)t
j = 1(1)r
TA

µ : general mean effect

τi : Additional effect due to ith treatment
θj : Additional effect due to jth Block
xij : covariate effect corresponding to response yij
β : Regression coefficient of linear regression equation y on x
eij : Random error.

t r
iid
X X
Assumption: τi = 0, θj = 0, eij ∼ N (0, σ 2 )
i=1 j=1

44
Estimation of model parameter:

t X
X r
E= e2ij
i=1 j=1
t r
∂E XX ∂
= [yij − µ − τi − θj − β(xij − x̄00 )]2 = 0
∂µ ∂µ
i=1 j=1
t X
X r
= (yij − µ − τi − θj − β(xij − x̄00 )) = 0

A
i=1 j=1
t X
X r t
X r
X XX
⇒ yij − nµ − r τi − t θj − β (xij − x̄00 ) = 0
i=1 j=1 i=1 j=1

G
t r
1 XX
⇒ µ̂ = yij = ȳ00
n
i=1 j=1
r
∂E
∂τi
=
N X

j=1
Xr
(yij − µ − τi − θj − β(xij − x̄00 )) = 0

r
X r
X
⇒ yij = rµ + rτi + θj + β (xij − x̄00 )
RA
j=1 j=1 j=1
r r
1X βX
⇒ τ̂i = yij − ȳ00 − xij − x̄00
r r
j=1 j=1
= (ȳi0 − ȳ00 ) − β(x̄i0 − x̄00 )

Similarly, θ̂j = (ȳij − ȳ00 ) − β(x̄0j − x̄00 ).

TA

∂E
Now, = 0.
∂β

t X
X r
E= (yij − µ̂ − τ̂i − θ̂j − β(xij − x̄00 ))2
i=1 j=1
t X
X r
⇒ [(yij − ȳ00 ) − {(ȳi0 − ȳ00 ) − β(x̄i0 − x̄00 )}
i=1 j=1

− {(ȳ0j − ȳ00 ) − β(x̄0j − x̄00 )} − β(xij − x̄00 )]2

t r
∂E ∂ XX
⇒ = [(yij − ȳi0 − ȳ0j + ȳ00 ) − β(xij − x̄i0 − x̄0j + x̄00 )]2 = 0
∂β ∂β
i=1 j=1

45
 Therefore,
t X
X r
(xij − ȳi0 − ȳ0j + ȳ00 )(xij − x̄i0 − x̄0j + x̄00 )
i=1 j=1
β̂ = t X
r
X
(xij − x̄i0 − x̄0j + x̄00 )2
i=1 j=1
Exy
=
Exx

A
Xt Xr n o2
SSE = (yij − ȳi0 − ȳ0j + ȳ00 ) − β̂(xij − x̄i0 − x̄0j + x̄00 )
i=1 j=1
t X
X r t X
X r

G
= (yij − ȳi0 − ȳ0j + ȳ00 )2 − 2β̂ (yij − ȳi0 − ȳ0j − ȳ00 )
i=1 j=1 i=1 j=1
t X
X r
N (xij − x̄i0 − x̄0j + x̄00 ) + β̂ 2 (xij − x̄i0 − x̄0j + x̄00 )2
i=1 j=1
t X
r 2
X Exy Exy
= (yij − ȳi0 − ȳ0j + ȳ00 )2 − 2 Exy +
Exx Exx
i=1 j=1
RA
t X r 2
X Exy
= (yij − ȳi0 − ȳ0j − ȳ00 )2 −
Exx
i=1 j=1
!
2
Exy 2
Exy
= SSE(RBD) − = Eyy −
Exx Exx
TA

Therefore, ESS (ANOCOVA) < SSE (RBD)

ANOCOVA controls the error of RBD
Remark: ANOCOVA is unnecessary if β = 0 i.e., covariate has no signif-
icant effect on response.
Test for covariate effect
Here we want to test H0 : β = 0 ag H1 : β 6= 0 under normality assumption,

σ2
 
β̂ ∼ N β,
Exx
!
β̂ − β p
Exx ∼ N (0, 1)
σ

46
 treatment df = (t − 1) total df = (rt − 1 − 1)
block df = (r − 1) Error df = (rt − 1) − (r − 1) − (t − 1) − 1

= (r − 1)(t − 1) − 1 [for k concomitant variable, error df = (r − 1)(t − 1) − k]

Now it can be shown that

SSE 2
∼ X(r−1)(t−1) −1
σ2

A
 
SSE/(r − 1)(t − 1) − 1
E =1
σ2

G
⇒ E(M SE) = σ 2 i.e.σ 2 can be estimated by MSE
√
(β̂ − β) Exx
i.e., p ∼ t(r−1)(t−1)−1
N SSE/(r − 1)(t − 1) − 1
√
β̂ Exx
⇒ T =√ ∼ t(r−1)(t−1)−1 , under H0
M SE
RA
We reject H0 at level α is |T | > t α2 ;(t−1)(r−1) .

Test for treatment effect

Next we want to test whether treatments are significant or not, i.e., H0 :
τi = 0 ∀ i ag H1 : τi 6= 0 at least on under H0 , ANOCOVA model becomes.
TA

yij = µ + θj + β(xij − x̄00 ) + eij

Now,

µ̂H0 = ȳ00
θ̂jH0 = (ȳ0j − ȳ00 ) − β̂(x̄0j − x̄00 )
t X
X r
(yij − ȳ0j )(xij − x̄0j )
H0
Exy
i=1 j=1
β̂H0 = t X
r
= H0
X
2
Exx
(xij − x̄0j )
i=1 j=1

47
i.e.,

t X
X r
SSEH0 = (yij − µ̂H0 − θ̂jH0 − β̂H0 (xij − x̄00 ))2
i=1 j=1
t X
X r
= ((yij − ȳ00 ) − (ȳ0j − ȳ00 ) + β̂H0 (x̄0j − x̄00 ) − β̂H0 (xij − x̄0j ))2
i=1 j=1
t X
X r h i2
= (yij − ȳ0j ) − β̂H0 (xij − x̄0j )

A
i=1 j=1
t X
X r XX
= (yij − ȳ0j )2 − β̂H
2
0
(xij − x̄0j )2
i=1 j=1 i j

G
t X
r 2H0
X Exy
= (yij − ȳ0j )2 − H0
i=1 j=1 Exx
2H0
Exy
N H0
= Eyy − H0
Exx

df due to SSEH0 = (rt − t) − (r − 1) − 1 = r(t − 1) − 1

RA
Now,
SSEH0
∼ x2(t−1)r−1
σ2

Therefore,
TA

SSEH0 − SSE
∼ x2r(t−1)−1−(r−1)(t−1)+1
σ2
≈ x2t−1

(SSEH0 − SSE) and SSE are independent to each other,

SSEH0 − SSE
F ∼ F(t−1),(r−1)(t−1)−1
SSE

We reject H0 at level α if F > Fα;t−1,(t−1)(r−1)−1

Average variance

48
 We know τ̂i = (ȳi0 − ȳ00 ) − β̂(x̄i0 − x̄00 )
τ̂j = (ȳi0 − ȳ00 ) − β̂(x̄j0 − x̄00 )

h i
V (τ̂i − τ̂j ) = V (ŷi0 − ȳj0 ) − β̂(x̄i0 − x̄j0 )
= V (ȳi0 − ȳj0 ) + (x̄i0 − x̄j0 )2 V (β̂)
σ2
= V [(τi − τj ) + (ēi0 − ēj0 )] + (x̄i0 − x̄j0 )2

A
Exx
2σ 2 σ2
= + (x̄i0 − x̄j0 )2
r Exx

G
1 X X  2σ 2 2

2 σ
Avg var = ! + (x̄i0 − x̄j0 )
t r Exx
i<j
N 2
2σ 21 σ2 X X
= + (x̄i0 − x̄j0 )2
r t(t − 1) Exx
X XX
(x̄i0 − x̄j0 )2 = ((x̄i0 − x̄00 ) − (x̄j0 − x̄00 ))2
RA
i6=j i j
X X
=t (x̄i0 − x̄00 )2 + t · (x̄j0 − x̄00 )2
i j
2t X 2t
= r (x̄j0 − x̄00 )2 = Txx
r r
2σ 2 σ 2 Txx 2σ 2
 
Txx
Avg var = +2 = 1+
r r(t − 1) Exx r (t − 1)Exx
TA

Q. Discuss ANOCOVA technique for latin square design. Also

derive the expression of average variance for treatment difference.

We consider a Latin square design with m treatments each replicated ‘m’

times.

Here we assume that the response is linearly dependent on concomitant

variable.

49
 Model: yijk = µ + αi + βj + τk + γ(xijk − x̄000 ) + eijk

µ : general mean effect

αi : additional effect due to ith row
βj : additional effect due to jth column
τk : additional effect due to kth treatment
γ : Regression coefficient y on x

A
yijk : observation corresponding to ith row jth column and kth treatment
xijk : concomitant variable corresponding to yijk

Assumption:

(i)
NX

i
αi = 0 (ii)
X

j
βj = 0 (iii)
X

k G
τk = 0 (iv) eijk ∼ N (0, σ 2 )
RA
Estimation of the model parameter:

We estimate, µ, αi , βj , γk and γ by minimizing,

XXX
SSE = (yijk − µ − τk − αi − βj − γ(xijk − x̄000 ))2
TA

i j k
∂(SSE) X X X
= (yijk − µ − αi − βj − τk − γ(xijk − x̄000 )) = 0
∂µ
i j k

⇒ µ̂ = ȳ000
α̂i = (ȳi00 − ȳ000 ) − γ̂(x̄i00 − x̄000 )
β̂j = (ȳ0j0 − ȳ000 ) − γ̂(x̄0j0 − x̄000 )
XXX
(yijk − ȳi00 − ȳ0j0 − ȳ00k + 2ȳ000 )(xijk − x̄i00 − x̄0j0 − x̄00k +
(i,j,k)∈s
τ̂k = XXX
(xijk − x̄i00 − x̄0j0 − x̄00k + 2x̄000 )2
Exy
=
Exx

50
under ANOCOVA Model the minimum SSE is given by
XXXh i2
SSE = yijk − µ̂ − α̂i − β̂j − τ̂k − γ̂(xijk − x̄000 )
(i,j,k)∈s
XXX
= [(yijk − ȳ000 ) − {(ȳi00 − ȳ000 ) − γ(x̄i00 − x̄000 )}
(i,j,k)∈s

{(ȳ0j0 − ȳ000 ) − γ̂(x̄0j0 − x̄000 )} − {(ȳ00k − ȳ000 ) − γ̂(x̄00k − x̄000 )}

− γ̂(xijk − x̄000 )]2

A
XXX
= [(yijk − ȳi00 − ȳ00k + 2ȳ000 )
(i,j,k)∈s

− γ̂(xijk − x̄i00 − x̄0j0 − x̄00k + 2x̄000 )]2

G
XXX
= (yijk − ȳi00 − ȳ00k + 2ȳ000 )2
(i,j,k)∈s
XXX
N − γ̄ 2 (xijk − x̄i00 − x̄0j0 − x̄00k + 2x̄000 )2
(i,j,k)∈s
2
Exy 2
Exy
= Eyy − 2
Exx = Eyy −
Exx Exx
RA
Note that Eyy is the error in usual LSD. So introducing concomitant
variable is useful in error control.
Now the degrees of freedom for error

= Total ∂f − ∂f due to row −df due to column

−∂f due to treatment −df due to the single covariate
TA

= (m2 − 1) − (m − 1)(m − 1)(m − 1) − 1

= (m − 1)(m − 2) − 1

Testing: Here want to test whether all the treatment effects are same or
not.
i.e., H0 : τ1 = τ2 = · · · = τk = 0 vs H1 : inequality in H0 .
i.e., the model is reduces to yijk = µ + αi + βj + γ (xijk − x̄000 ).
The estimate obtain by minimizing
XXX
(yijk − µ − αi − βj − γ(xijk − x̄000 ))2
(i,j,k)∈s

51
 µ̂ = ȳ000
α̂i = (ȳi00 − ȳ000 ) − γ̂H0 (x̄i00 − x̄000 )
β̂j = (ȳ0j0 − ȳ000 ) − γ̂H0 (x̄0j0 − x̄000 )
XXX
(xijk − x̄i00 − x̄0j0 + x̄000 )(yijk − ȳi00 − ȳ0j0 + ȳ000 )
γ̂ = XXX
(xijk − x̄i00 − x̄0j0 + x̄000 )2
Exy (H0 )
=
Exx (H0 )
XXX
SSEH0 = [(yijk − ȳ000 ) − {(ȳi00 − ȳ000 ) − γ̂H0 (x̄i00 − x̄000 )}

A
(i,j,k)∈s

− {(ȳ0j0 − ȳ000 ) − γ̂H0 (x0j0 − x̄000 )} − γ̂H0 (xijk − x̄000 )]2

XXX
[(yijk − ȳi00 − ȳ0j0 + ȳ000 ) − γ̂(xijk − x̄i00 − x0j0 + x̄000 )]2

G
=
(i,j,k)∈s
XXX
= (yijk − ȳi00 − ȳ0j0 + ȳ000 )2
(i,j,k)∈s
N − γ̂H0
XXX

(i,j,k)∈s
(xijk − x̄i00 − x̄0j0 + x̄000 )2

2 (H )
Exy
RA
(H0 ) 0
= Eyy − (H )
Exx 0

df due to SSEH0 = (m2 − 1) − (m − 1) − (m − 1) − 1

= (m − 1)2 − 1
df (SSEH0 − SSE) is = (m − 1)2 − 1 − (m − 1)(m − 2) + 1
TA

= (m − 1)(m − 1 − m + 2) = (m − 1)

Under H0
SSEH0 − SSE SSE
∼ x2m−1 and ∼ χ2(m−1)(m−2)−1
σ2 σ2
Also (SSEH0 − SSE) is independent with SSE.
 
SSEH0 − SSE
(m − 1)
σ2
F =  ∼ F(m−1),(m−1)(m−2)−1
SSE
(m − 1)(m − 2) − 1
σ2

The large value of F implies rejection of H0 .

52
 We reject H0 if f at level α

F > Fα;(m−1),(m−1)(m−2)−1

Test for covariate effect

Here we want to there whether the effect of covariate is significant or not

H0 : γ = 0 ag H1 : γ 6= 0.

Under normality assumption,

A
σ2
 
γ̂ ∼ N γ,
Exx

Therefore, √

G
(γ̂ − γ) Exx
∼ N (0, 1)
σ
σ̂ 2 can be estimated by MSE, where,
N SSE
M SE =
(m − 1)(m − 2) − 1

The appropriate test statistic is given by

RA
√
γ̂ Exx
T =√ ∼ t(m−1)(m−2)−1 ,
M SE
under H0 .
Hence we reject H0 at level α if f

|T | > tα/2 ; (m − 1)(m − 2) − 1

TA

Average variance
Here, τ̂k = (ȳ00k − ȳ000 ) − γ̂(x̄00k − x̄000 )
and τ̂k0 = (ȳ00k0 − ȳ000 ) − γ̂(x̄00k0 − x̄000 )
Now,

τ̂k − τ̂k0 = (ȳ00k − ȳ00k0 ) − γ̂(x̄00k − x̄00k0 )

V (τ̂k − τ̂k0 ) = V (ȳ00k − ȳ00k0 ) + (x̄00k − x̄00k0 )2 V (γ̂)
σ2
= V (ȳ00k ) + V (ȳ00k0 ) + (x̄00k − x̄00k0 )
Exx
2σ 2 σ2
= + (x̄00k − x̄00k0 )2
m Exx

53
Average Variance=

1 X X  2σ 2 σ2

2
⇒ + (x̄00k − x̄00k0 )
m(m − 1) 0
m Exx
k6=k
2σ 2 σ2 XX
⇒ + (x̄00k − x̄00k0 )2 /m(m − 1)
m Exx
k6=k

Now,
XX XX
(x̄00k − x̄00k0 )2 = (x̄00k − x̄000 + x̄000 − x̄00k0 )2

A
k6=k0 k6=k0
XX XX
= (x̄00k − x̄000 )2 + (x̄00k0 − x̄000 )2

G
XX
= 2m (x̄00k − x̄000 )2

2σ 2 σ2 1 XX
(x̄00k − x̄000 )2
N
Avg variance =

=
m
2σ 2
+

1+
m
×
Exx m(m − 1)
PP
2m

(x̄00k − x̄000 )2 1


m (m − 1) Exx
RA
2σ 2
 
Txx
= 1+
m (m − 1)Exx
TA

54