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Factorial Experiment
Completely Randomized Design
Anova table for the 3 factor Experiment
Source SS df MS F p -value
A SSA a-1 MSA MSA/MSError
i 1
y j yk yi
i 1 j 1 k 1
2
Finally
i 1 j 1 k 1 l 1
The statistical model for the 3 factor Experiment
yijk/ i j k
mean effect main effects
Source SS df MS F p -value
A SSA a-1 MSA MSA/MSError
i 1
i
j 1
j
i 1
ij
j 1
ij 0
The Model for the case when factor B is a random
effects factor
yijk i j ij ijk
where , 1, 2, 3, are fixed unknown constants
And ijk is random, normally distributed with mean 0 and
variance s2.
j is normal with mean 0 and variance s B2
and
()ij is normal with mean 0 and variance s AB
2
Note: a
i 1
i 0
Source SS df MS
A SSA a -1 SSA/(a – 1)
B SSA b-1 SSB/(a – 1)
AB SSAB (a -1)(b -1) SSAB/(a – 1) (a – 1)
Source SS df MS EMS F
nb a 2
a 1
A SSA a -1 MSA s 2
i MSA/MSError
i 1
na b 2
b 1
B SSA b-1 MSB s 2
j MSB/MSError
j 1
a b
AB SSAB (a -1)(b -1) MSAB s
2 n
ij2 MSAB/MSError
a 1b 1 i 1 j 1
Error SSError ab(n – 1) MSError s2
Source SS df MS EMS F
nb a 2
a 1
A SSA a -1 MSA s ns
2 2
AB i MSA/MSAB
i 1
i
2
s 2
by i 1
a 1
A
2
ij
s AB
2
by i 1
a 1 b 1
Example: 3 factors A, B, C – all are random effects
Source EMS F
A s 2 ns ABC
2
ncs AB
2
nbs AC
2
nbcs A2
B s 2 ns ABC
2
ncs AB
2
nas BC
2
nacs B2
C s 2 ns ABC
2
nas BC
2
nbs AC
2
nabs C2
AB s 2 ns ABC
2
ncs AB
2
MS AB MS ABC
AC s 2 ns ABC
2
nbs AC
2
MS AC MS ABC
BC s 2 ns ABC
2
nas BC
2
MS BC MS ABC
ABC s 2 ns ABC
2
MS ABC MSError
Error s2
Example: 3 factors A fixed, B, C random
Source EMS F
a
A s ns
2 2
ABC ncs 2
AB nbs 2
AC nbc i2 a 1
i 1
B s nas
2 2
BC nacs B2 MS B MS BC
C s 2 nas BC
2
nabs C2 MSC MS BC
AB s 2 ns ABC
2
ncs AB
2
MS AB MS ABC
AC s 2 ns ABC
2
nbs AC
2
MS AC MS ABC
BC s 2 nas BC
2
MSBC MSError
ABC s 2 ns ABC
2
MS ABC MSError
Error s2
Example: 3 factors A , B fixed, C random
Source EMS F
a
A s nbs
2 2
AC nbc i2 a 1 MS A MS AC
i 1
a
s nas
2 2
nac j2 b 1 MS B MS BC
B BC
i 1
AC s 2 nbs AC
2
MS AC MSError
BC s 2 nas BC
2
MSBC MSError
ABC s 2 ns ABC
2
MS ABC MSError
Error s2
Example: 3 factors A , B and C fixed
Source EMS F
a
A s nbc i2
2
a 1 MS A MS Error
i 1
a
B s nac j2
2
b 1 MS B MS Error
i 1
c
BC s 2 na ij b 1 c 1
2
MSBC MSError
j 1 k 1
a b c
ABC s 2 n ijk a 1b 1 c 1
2
MS ABC MSError
i 1 j 1 k 1
Error s2
Example - Random Effects
In this Example a Taxi company is interested in
comparing the effects of three brands of tires (A, B and
C) on mileage (mpg). Mileage will also be effected by
driver. The company selects at random b = 4 drivers at
random from its collection of drivers. Each driver has n
= 3 opportunities to use each brand of tire in which
mileage is measured.
Dependent
– Mileage
Independent
– Tire brand (A, B, C),
• Fixed Effect Factor
– Driver (1, 2, 3, 4),
• Random Effects factor
The Data
Driver Tire Mileage Driver Tire Mileage
1 A 39.6 3 A 33.9
1 A 38.6 3 A 43.2
1 A 41.9 3 A 41.3
1 B 18.1 3 B 17.8
1 B 20.4 3 B 21.3
1 B 19 3 B 22.3
1 C 31.1 3 C 31.3
1 C 29.8 3 C 28.7
1 C 26.6 3 C 29.7
2 A 38.1 4 A 36.9
2 A 35.4 4 A 30.3
2 A 38.8 4 A 35
2 B 18.2 4 B 17.8
2 B 14 4 B 21.2
2 B 15.6 4 B 24.3
2 C 30.2 4 C 27.4
2 C 27.9 4 C 26.6
2 C 27.2 4 C 21
Asking SPSS to perform Univariate ANOVA
Select the dependent variable, fixed factors, random factors
The Output
The divisor for both the fixed and the random main effect is 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
Crossed and Nested Factors
The factors A, B are called crossed if every level
of A appears with every level of B in the
treatment combinations.
Levels of B
Levels
of A
Factor B is said to be nested within factor A if the
levels of B differ for each level of A.
Levels of A
Levels of B
Example: A company has a = 4 plants for
producing paper. Each plant has 6 machines for
producing the paper. The company is interested
in how paper strength (Y) differs from plant to
plant and from machine to machine within plant
Plants
Machines
Machines (B) are nested within plants (A)
yijk i j i ijk
overall mean effect of factor A effect of B within A random error
The ANOVA table
Source SS df MS F p - value
Plant 1 2
machine 1 2 3 4 5 6 7 8 9 10 11 12
98.7 59.2 84.1 72.3 83.5 60.6 33.6 44.8 58.9 63.9 63.7 48.1
93.1 87.8 86.3 110.3 89.3 84.8 48.2 57.3 51.6 62.3 54.6 50.6
100.0 84.1 83.4 81.6 86.1 83.6 68.9 66.5 45.2 61.1 55.3 39.9
Plant 3 4
machine 13 14 15 16 17 18 19 20 21 22 23 24
83.6 76.1 64.2 69.2 77.4 61.0 64.2 35.5 46.9 37.0 43.8 30.0
84.6 55.4 58.4 86.7 63.3 81.3 50.3 30.8 43.1 47.8 62.4 43.0
90.6 92.3 75.4 60.8 76.6 73.8 32.1 36.3 40.8 41.0 60.8 56.9
Anova Table Treating Factors (Plant, Machine) as
crossed
100
80
Paper Strength
Plant 1
Plant 2
60
Plant 3
40 Plant 5
20
0
0 1 2 3 4 5 6 7
Machine