Chapter 3

Experiments with Single Factor

ANOVA
Studies based on two or more samples:
Randomized designs involving one factor
at a (a > 2) levels/treatments with (n)
replicates at each.

Objective:
Comparing (a) treatment averages.
Results of (a x n) = N runs
Run
Treatment 1 2 …. n

1 y11 y12 ….. y1n

2 y21 y22 ….. y2n

.. .. .. …..

a ya1 ya2 ….. yan

y = the jth observation under treatment i.

ij
Approaches:

• A t-test on all possible pairs of

treatment averages [C2a]!!

• The Analysis of Variance (ANOVA)

The ANOVA Assumptions

1. Observed values of the response yij can

be represented by the linear model (the
means model):-
y ij = µi +εij

Or in terms of the effects model by:

yij = µ + τ i + ε ij
where,
µ is the grand average common to all
observations.
µ i the average of the ith treatment.
τ i
the effect of the ith treatment.

ε ij
random variables representing
experimental errors.
2. The experimental errors ε ij are normally
and independently distributed,
NID (0, σ 2)
3. The error variance σ 2 is constant.
The ANOVA Proposition
The total variability in the responses can
be decomposed into:
• Variability between treatment averages
and the grand average (SSTreatment ).
• Variability of individual observations
within each treatment and the treatment
average (SSError ).
 Run
Treatment 1 2 …. n Average

Between Treatments
Within Treatment
1 y11 y12 ….. y1n y1.
2 y21 y22 ….. y2n y2.
.. .. .. .. ..
.. .. .. .. ..
a ya1 ya2 ….. yan ya.

Grand Average y..

In terms of the Sum of Squares:

SS TOTAL = SS Treatment + SS Error

( between ) ( within )

The corresponding decomposition of the

number of degrees of freedom is:

(N-1) = (a-1) + (N-a)

Notation:
yi . The total under the ith treatment
yi . Average under the ith treatment
y.. Grand total of all observations
y.. Grand average of all observations
In terms of averages:
a n
SS Total = ∑∑( yij − y.. ) 2

1 1

a
SSTreatment = n∑ ( yi. − y.. ) 2

SS Error = SSTotal − SSTreatment

In terms of totals:

a n 2
2 y..
SS Total = ∑∑ yij −
1 1 N
1 ay 2

SS = ∑y − 2 ..

n N
Treatment i.
1

a y y 2 2

=∑ − i. ..

1
n ∑n i i
Statistical Analysis
Testing the hypothesis that all treatments
have no effect, against the alternative that
at least one treatment has a significant
effect.
i.e.,
H0: τ i = 0 Vs. H1: at least one τ i

≠0
The test statistic:
SSTreatment
(a − 1) MSTreatment
F0 = =
SS Error MS Error
( N − a)

At any given significance level α ,

Reject H0 if F0 > Fα (a-1),(N-a)

The ANOVA Table:

Source SS df MS F0

Treatment SSTreat (a-1) MSTreat

Error SSError (N-a) MSError

Total SSTotal (N-1)

Example (3.1, p70):
The effect of changing the radio-
frequency (RF) setting on the etch rate is
being investigated. A completely
randomized experiment with four levels of
RF power and five replicates resulted in
the following data:
RF Power Observation
(W) 1 2 3 4 5 Total
160 575 542 530 539 570 2756
180 565 593 590 579 610 2937
200 600 651 610 637 629 3127
220 725 700 715 685 710 3535
y.. 12355
 a n 2
y
SSTotal = ∑∑ yij
2
− = 72209 .75
..

1 1 N
1 a 2 y..2
SSTreatment = ∑ yi . − = 66870.55
n 1 N

SS Error = 72209 .75 − 66870 .55

= 5339 .20
The ANOVA Table:

Source SS df MS F0
Treatment 66870.55 3 22290.18 66.8

Error 5339.20 16 333.70

Total 72209.75 19
 At α = 5%,

F0.05,3,16 = 3.24

Thus, reject the null and conclude that

the RF power setting significantly
affects the mean etch rate.
Model Adequacy Checking
To detect violations of the basic assumptions
of the ANOVA procedure, we need to
examine the residuals or, the difference
between the observed value within a
treatment and the treatment average:

eij = yij − yi.

Table of residuals for the example
residuals (eij )

RF (W) yi. 1 2 3 4 5
160 551.2 23.8 -9.2 -21.2 -12.2 18.8
180 587.4 -22.4 5.6 2.6 -8.4 22.6
200 625.4 -25.4 25.6 -15.4 11.6 3.6
220 707.0 18.0 -7.0 8.0 -22.0 3.0

y.. = 617.75
 The Normality
GN-EXPERT Plot
Assumption
Normal Plot of Residuals
Rate

99
Probability
95
Probability

90

80
70
%%

50
Normal

30
20
Normal

10
5

Residuals
-25.4 -12.65 0.1 12.85 25.6

Residual
Outlier t-Plot of Residuals
3.62
Externally Studentized Residuals

1.81

0.00

-1.81

-3.62

1 4 7 10 13 16 19

Run Number
 Plot of Residuals Vs. Fitted Values
DESIGN-EXPERT Plot
Etch Rate
Residuals vs. Predicted
25.6

12.85
Residuals
Residuals

0.1

-12.65

-25.4

551.20 590.15 629.10 668.05 707.00

Predicted
Predicted
value
Plot of Residuals Vs. Run Order

25.6

12.85
Residuals

0.1

-12.65

-25.4

1 4 7 10 13 16 19

Run Number
 Plot of Residuals Vs. Factor Levels
DESIGN-EXPERT Plot
Etch Rate
Residuals vs. A
25.6

12.85
Residuals
Residuals

0.1

-12.65

-25.4

1 2 3 4

Factor
A
Level
Positive results could:

• Contribute to basic knowledge

• Suggest closer control over the
variables in future studies
• Result in the inclusion of new factors
in future experiments.
Estimation of Model Parameters:

Point estimates of the model parameters

are given by:

µ
ˆ = y..
τˆi = yi. − y..
Example:
For the RF power example, obtain estimates
of the model parameters.
µˆ = y.. = 617.75
τˆ1 = 551.20 − 617.75 = −66.55
τˆ2 = 587.40 − 617.75 = − 30.35
τˆ3 = 625.40 − 617.75 = 7.65
τˆ4 = 707.00 − 617.75 = 89.25
Confidence Intervals
A 100(1-α )% confidence interval
for estimating the ith treatment mean
is given by:

MSError
µ i ∈ yi ± tα 2( N − a )
n
Example:
For the RF power example, construct a 95%
confidence interval on the average etch rate
at 220 W of RF power.
333.70
µ 4 ∈ 707.00 ± t0.025(16)
5
689.68 < µ 4 < 724.32
P.S. The interval does not include the value
of the grand average 617.75.
Simultaneous Estimation
100(1-α )% confidence intervals for the
estimation of r treatment averages are given
by the Bonferroni intervals:

MSError
µ i ∈ yi ± tα 2r ( N −a)
n
Example:
For the RF power example, construct a 90%
confidence interval for estimating the mean
of treatments 3 and 4 simultaneously.

333 .70
µ3 ∈ 625 .4 ± t0.025 ,16
5
333 .70
µ4 ∈ 707 .0 ± t0.025 ,16
5
Graphical Comparison of Means

A dot diagram of the treatment averages

and a sketch of the t-distribution with end
points at:
MS Error
µ0 ± 3
n

Where µ 0 is an arbitrary average.

Example:
Dot diagram of the RF power example:

1 2 3 4
yi
500 550 600 650 700 750
By inspection of the diagram, we can
conclude:
• The four averages could not be
obtained from the same distribution.
• Treatment 4 yields the highest average
etch rate.
• Treatment 1 yields the lowest average
etch rate.
 Comparing Pairs of means:
Fisher’s Test
The least significant differences (LSD)
between pairs of treatment averages is given
by:
2 MSE
t , for n = cost.
α 2( N − a ) n
Or,
t MSE ( 1 + 1 ) , for n ≠ n
α 2( N − a ) n n i j
i j
Example:
Fisher’s test for the RF power data, at
α =0.05:
2(333.70)
LSD = t = 24.49
(0.025,16) 5

See page 94 for calculated differences:

All pairs of averages are significantly
different.
 The LSD Plot:
A plot of the treatment averages and their least
significant differences
DESIGN-EXPERT Plot (LSD):
One Factor Plot
Etch Rate 725

X = A: A

676.25
Etch Rate
Etch Rate

627.5

578.75

530 RF Power
160 180 200 220

A: A