Beruflich Dokumente
Kultur Dokumente
Factorial Experiment
Completely Randomized Design
SS
df
MS
SSA
a-1
MSA
MSA/MSError
SSB
b-1
MSB
MSB/MSError
SSC
c-1
MSC
MSC/MSError
AB
SSAB
(a - 1)(b - 1)
MSAB
MSAB/MSError
AC
SSAC
(a - 1)(c - 1)
MSAC
MSAC/MSError
BC
SSBC
(b - 1)(c - 1)
MSBC
MSBC/MSError
ABC
SSABC
(a - 1)(b - 1)(c - 1)
MSABC
MSABC/MSError
p -value
SS A nbc nbc yi y
i 1
2
i
i 1
i 1
2
ij
i 1 j 1
SS ABC n ikj2
i 1
a
b
y j y k y i
i 1 j 1 k 1
Finally
SS Error yijkl yijk
a
i 1 j 1 k 1 l 1
mean effect
i j k
main effects
ij ik jk
ijk
2 factor interactions
3 factor interaction
ijk/
random error
SS
df
MS
SSA
a-1
MSA
MSA/MSError
SSB
b-1
MSB
MSB/MSError
SSC
c-1
MSC
MSC/MSError
AB
SSAB
(a - 1)(b - 1)
MSAB
MSAB/MSError
AC
SSAC
(a - 1)(c - 1)
MSAC
MSAC/MSError
BC
SSBC
(b - 1)(c - 1)
MSBC
MSBC/MSError
ABC
SSABC
(a - 1)(b - 1)(c - 1)
MSABC
MSABC/MSError
p -value
Examples
Using SPSS
Example
In this example we are examining the effect of
thelevelofproteinA(HighorLow)and
thesourceofproteinB(Beef,Cereal,or
Pork) on weight gains(grams)inrats.
Thek=6dietsarethe6=32LevelSource
combinations
1. HighBeef
2. HighCereal
3. HighPork
4. LowBeef
5. LowCereal
6. LowPork
Table
Gainsinweight(grams)forratsundersixdiets
differinginlevelofprotein(HighorLow)ands
ourceofprotein(Beef,Cereal,orPork)
Level
ofProtein HighProtein
Lowprotein
Source
ofProtein Beef Cereal Pork Beef Cereal Pork
Diet
1
2
3
4
5
6
73
98
94
90 107
49
102
74
79
76
95
82
118
56
96
90
97
73
104 111
98
64
80
86
81
95 102
86
98
81
107
88 102
51
74
97
100
82 108
72
74 106
87
77
91
90
67
70
117
86 120
95
89
61
111
92 105
78
58
82
Mean
100.0 85.9 99.5 79.2 83.9 78.7
Std.Dev. 15.14 15.02 10.92 13.89 15.71 16.55
The Output
Tests of Between-Subjects Effects
Dependent Variable: WTGN
Type III
Sum of
Source
Squares
Corrected Model
4612.933 a
Intercept
463233.1
SOURCE
266.533
LEVEL
3168.267
SOURCE * LEVEL 1178.133
Error
11586.000
Total
479432.0
Corrected Total
16198.933
df
5
1
2
1
2
54
60
59
Mean
Square
922.587
463233.1
133.267
3168.267
589.067
214.556
F
4.300
2159.036
.621
14.767
2.746
Sig.
.002
.000
.541
.000
.073
1) FilmThickness(1or2mils)
2) Dryingconditions(RegularorSpecial)
3) Lengthofwash(10,30,40or60Minutes),and
4) Temperatureofwash(92Cor100C)
Twoobservationsoffilmluster(Y)aretaken
foreachtreatmentcombination
Thedataistabulatedbelow:
Regular
Dry
Minutes 92C
1milThickness
20
3.4 3.4
30
4.1 4.1
40
4.9 4.2
60
5.0 4.9
2milThickness
20
5.5 3.7
30
5.7 6.1
40
5.5 5.6
60
7.2 6.0
100C
92C
SpecialDry
100C
19.6
17.5
17.6
20.9
14.5
17.0
15.2
17.1
2.1
4.0
5.1
8.3
3.8
4.6
3.3
4.3
17.2
13.5
16.0
17.5
13.4
14.3
17.8
13.9
26.6
31.6
30.5
31.4
29.5
30.2
30.2
29.6
4.5
5.9
5.5
8.0
4.5
5.9
5.8
9.9
25.6
29.2
32.6
33.5
22.5
29.8
27.4
29.5
The output
31
1
1
1
3
1
1
3
3
3
1
1
1
3
3
Mean
Square
211.226
12586.035
5039.225
5.700
23.428
844.629
15.504
1.052
3.297
2.141
511.325
1.410
.150
5.214
3.840
F
76.814
4577.000
1832.550
2.073
8.520
307.155
5.638
.383
1.199
.778
185.947
.513
.055
1.896
1.396
Sig.
.000
.000
.000
.160
.000
.000
.024
.766
.326
.515
.000
.479
.817
.150
.262
2.440
.887
.458
1.947
.708
.554
32
64
63
2.750
df
Independent
Source of Protein,
Beef
Cereal
Pork
Level of Protein,
High
Low
Independent
Tire brand (A, B, C),
Fixed Effect Factor
yijk i j ij ijk
where , 1, 2, 3, 1, 2, ()11 , ()21 , ()31 ,
()12 , ()22 , ()32 , are fixed unknown constants
And ijk is random, normally distributed with mean 0
and variance 2.
Note:
a
i 1
j 1
i 1
ij
ij 0
j 1
yijk i j ij ijk
i 1
yijk i j ij ijk
Source
A
SS
SSA
df
a -1
MS
SSA/(a 1)
SSA
b-1
SSB/(a 1)
AB
SSAB
(a -1)(b -1)
SSAB/(a 1) (a 1)
Error
SSError
ab(n 1)
SSError/ab(n 1)
The Anova table for the two factor model (A, B fixed)
yijk i j ij ijk
Source
SS
df
MS
EMS
SSA
a -1
MSA
nb a 2
i
a 1
i 1
MSA/MSError
SSA
b-1
MSB
AB
SSAB
(a -1)(b -1)
MSAB
Error
SSError
ab(n 1)
MSError
na b 2
j
b 1
j 1
a
b
n
ij2
a 1 b 1 i 1 j 1
2
MSB/MSError
MSAB/MSError
yijk i j ij ijk
Source
SS
df
MS
SSA
a -1
MSA
SSA
b-1
MSB
AB
SSAB
(a -1)(b -1)
MSAB
Error
SSError
ab(n 1)
MSError
EMS
n
2
2
AB
nb a 2
i
a 1
i 1
2 na B2
2
2 n AB
F
MSA/MSAB
MSB/MSError
MSAB/MSError
1.
2
A
by
i 1
a 1
a
2
AB
by
2
i
i 1
2
ij
a 1 b 1
EMS
2
2
2
2 n ABC
nc AB
nb AC
nbc A2
2
2
2
2 n ABC
nc AB
na BC
nac B2
2
2
2
2 n ABC
na BC
nb AC
nab C2
2
2
2 n ABC
nc AB
MS AB MS ABC
2
2
2 n ABC
nb AC
MS AC MS ABC
2
2
2 n ABC
na BC
MS BC MS ABC
2
2 n ABC
MS ABC MS Error
EMS
n
2
2
ABC
nc
2
AB
nb
na
2
2
BC
2
AC
F
a
nbc i2
i 1
nac B2
a 1
MS B MS BC
2
2 na BC
nab C2
MSC MS BC
2
2
2 n ABC
nc AB
MS AB MS ABC
2
2
2 n ABC
nb AC
MS AC MS ABC
2
2 na BC
MS BC MS Error
2
2 n ABC
MS ABC MS Error
EMS
nb
2
AC
nbc i2
a 1
MS A MS AC
na
2
BC
nac j2
b 1
MS B MS BC
i 1
a
i 1
2 nab C2
n
2
2
ABC
nc ij
2
i 1 j 1
MSC MS Error
a 1 b 1
MS AB MS ABC
2
2 nb AC
MS AC MS Error
2
2 na BC
MS BC MS Error
2
2 n ABC
MS ABC MS Error
EMS
a
nbc i2
a 1
MS A MS Error
nac j2
b 1
MS B MS Error
2 nbc k2
c 1
MSC MS Error
i 1
a
i 1
c
k 1
nc ij
2
a 1 b 1
i 1 j 1
a
c
2 nb ij
a 1 c 1
i 1 k 1
b
c
2 na ij
a
j 1 k 1
c
2 n ijk
i 1 j 1 k 1
MS AB MS Error
MS AC MS Error
b 1 c 1
MS BC MS Error
a 1 b 1 c 1
MS ABC MS Error
Independent
Tire brand (A, B, C),
Fixed Effect Factor
The Data
Driver
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
Tire
A
A
A
B
B
B
C
C
C
A
A
A
B
B
B
C
C
C
Mileage
39.6
38.6
41.9
18.1
20.4
19
31.1
29.8
26.6
38.1
35.4
38.8
18.2
14
15.6
30.2
27.9
27.2
Driver
3
3
3
3
3
3
3
3
3
4
4
4
4
4
4
4
4
4
Tire
A
A
A
B
B
B
C
C
C
A
A
A
B
B
B
C
C
C
Mileage
33.9
43.2
41.3
17.8
21.3
22.3
31.3
28.7
29.7
36.9
30.3
35
17.8
21.2
24.3
27.4
26.6
21
The Output
Tests of Between-Subjects Effects
Dependent Variable: MILEAGE
Source
Intercept
TIRE
DRIVER
TIRE * DRIVER
Hypothesis
Error
Hypothesis
Error
Hypothesis
Error
Hypothesis
Error
Type III
Sum of
Squares
28928.340
68.290
2072.931
87.129
68.290
87.129
87.129
170.940
df
1
3
2
6
3
6
6
24
Mean
Square
28928.340
22.763a
1036.465
14.522b
22.763
14.522b
14.522
7.123c
F
1270.836
Sig.
.000
71.374
.000
1.568
.292
2.039
.099
a. MS(DRIVER)
b. MS(TIRE * DRIVER)
c. MS(Error)
The divisor for both the fixed and the random main effect is MSAB
This is contrary to the advice of some texts
yijk i j ij ijk
Source
SS
df
MS
EMS
SSA
a -1
MSA
SSA
b-1
MSB
2 na B2
MSB/MSError
AB
SSAB
(a -1)(b -1)
MSAB
2
2 n AB
MSAB/MSError
Error
SSError
ab(n 1)
MSError
2
2 n AB
nb a 2
i
a 1
i 1
F
MSA/MSAB
yijk i j ij ijk
Source
SS
df
MS
EMS
SSA
a -1
MSA
SSA
b-1
MSB
2
2 n AB
na B2
MSB/MSAB
AB
SSAB
(a -1)(b -1)
MSAB
2
2 n AB
MSAB/MSError
Error
SSError
ab(n 1)
MSError
2
2 n AB
nb a 2
i
a 1
i 1
F
MSA/MSAB
Note: In this case the divisor for testing the main effects of A is
MSAB . This is the approach used by SPSS.
References Searle Linear Models John Wiley, 1964
Levels
of A
Levels of A
Levels of B
Machines
overall mean
effect of factor A
j i
effect of B within A
ijk
random error
SS
df
MS
SSA
a-1
MSA
MSA/MSError
B(A)
SSB(A)
a(b 1)
MSB(A)
MSB(A) /MSError
Error
SSError
ab(n 1)
MSError
p - value
The Data
Plant
machine
Plant
machine
1
1
2
3
4
5
98.7 59.2 84.1 72.3 83.5
93.1 87.8 86.3 110.3 89.3
100.0 84.1 83.4 81.6 86.1
3
13
14
15
16
17
83.6 76.1 64.2 69.2 77.4
84.6 55.4 58.4 86.7 63.3
90.6 92.3 75.4 60.8 76.6
2
6
7
60.6 33.6
84.8 48.2
83.6 68.9
8
44.8
57.3
66.5
9
58.9
51.6
45.2
10
63.9
62.3
61.1
11
63.7
54.6
55.3
12
48.1
50.6
39.9
22
37.0
47.8
41.0
23
43.8
62.4
60.8
24
30.0
43.0
56.9
4
18
19
61.0 64.2
81.3 50.3
73.8 32.1
20
35.5
30.8
36.3
21
46.9
43.1
40.8
df
23
1
3
5
15
48
72
71
Mean
Square
914.394
298531.4
6058.254
247.676
107.862
114.697
F
7.972
2602.776
52.820
2.159
.940
Sig.
.000
.000
.000
.074
.528
Sum of Squares
18174.76119
2856.303672
5505.469467
df
Mean Square
F
3
6058.253731 52.819506
20
142.8151836 1.2451488
48
114.6972806
p - value
0.00000
0.26171