Analysis of Variance

The Analysis Of Variance

Model for data:

yij = +
i

i=1,2,...,a
ij
j=1,2,...,n

where yij is ijth observation, iis the me an of the ith factor level of treatment,
and ij is a random error.
An alternative way to write model:
i =+i

i=1,2,...,a

so that equation above becomes

yij =+ +
i

ij

i=1,2,...,a

j=1,2,...,n

Analysis Of The Fixed Effect Model

H 0 : 1= 2= ...= a= 0
H1 : i 0

Table 3.3 shows the analysis of variance (ANOVA) table for the single-factor,
fixed effect model.
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Example: The Plasma Etching Experiment

Estimation Of The Model Parameter

Estimators for the parameters in the single-factor model:
yij =+ i + ij
Treatments effect are given by:

=y
..

The mean of the ith treatment is:

i =+i

A confidence interval estimate of ith treatment mean may be easily determined.

Therefore, a 100(1-) percent interval on the ith treatment mean is,

2MSE
yi./2,N-
-t y + t
i
N

i.

/2,N-

2MSE
N

Unbalanced Data
In some single-factor experiments, the design is unbalanced
because the number of observations taken within each
treatment may be different. There is slight modification must
be made in the sum of squares formula for analysis of variance.
Let n i observations be taken under treatment i (i=1,2,...,a)
and N= i=1 n i . The manual computional formulas for SST and
a

SSTreatments become:
y..2
SST = i=1 j=1 y N
a

ni

2
ij

and
yi.2 y..2
SSTreatments = i=1
ni N
a

No other changes are required in the analysis of variance.

Model Adequacy Checking

Model:

yij = + i + ij

The errors are normally independently distributed with mean zero and constant but
unknown variance. However, this assumptions will usually not hold exactly. Violations
of the basic assumptions and model adequacy can be easily be investigated by the
examination of residuals.
We define the residual for observation j in treatment i as:
e=
yij y ij
ij
where y ij is an estimate of the corresponding observation yij
obtained as follows:
+ i
y =
ij

=y .. + (y i . y .. )
= y i.
Examination of the residuals should be an automatic part of any analysis of variance.
If the model is adequate, the residuals should be structureless: that is, they should
contain no obvious pattern.

The Normality Assumptions

The normal probability plot
The general impression from
examining this display is that the
error distribution approximately
normal. The tendency of the plot to
bend down slightly on the left side
and upward slightly on the right
side implies that the tail of the error
distribution are somewhat thinner
than would be anticipated in a
normal distribution; that is, the
largest are not quite as large (in
absolute value) as expected. This
plot is not grossly nonnormal.
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Plot of Residuals Versus Fitted Values

Figure 3.6 plots the residuals versus the
fitted values for the tensile strength data.
No unusual structure is apparent. If the
model is correct and the assumptions are
satisfied, the residuals should be
structureless; in particular, they should
unrelated to any other variable including
the predicted response. A simple check is
to plot the residuals versus the fitted
values. This plot should not reveal any
obvious pattern.

Figure 3.6

Contrasts
Hypothesis:
H 0: =
i
H1
:
i

j
j

Or equivalently,
H 0 = -
=0
i
j
H1 = -
i 0j
In general, a contrast is a linear combination of parameters of the form:
=

c
i

i=1

where the contrast constants c1 ,c 2 ,...,ca sum to zero; that is

c =0. Both of the above hypothesis can be expressed in terms

i=1 i

of contrasts:
a

H 0 :
=
c0i

i=1
a

H1:
0ci
i=1

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Orthogonal Contrast
Two contrasts with coefficients {ci} and {di} are orthogonal if:
a

c d
i

=0

i=1

Or, for unbalanced design, if

a

n c d
i i

=0

i=1

For a treatments, the set of a 1 orthogonal contrasts partition the sum of squares
Due to treatments into a 1 independent single-degree-of-freedom components.
Thus, tests performed on orthogonal contrasts are independent.

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Orthogonal contrast continue

There are many ways to choose the orthogonal contrast coefficients for a set
of treatment. Usually, something in the nature of the experiments should suggest
which comparison will be of interest. For example, if there are a = 3 treatments,
with treatments 1a control and treatments 2 and 3 actual levels of factor of interest
to the experimenter, appropriate orthogonal contrast might be as follows:

Note that contrast 1 with ci = -2,1,1 compares the average effect with the
control, whereas contrast 2 with di = 0,-1,1 compares the two level of the factor
of interest.
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Scheffes Method for Comparing All Contrast

In the Scheffe Method, the type 1 error is at most for any of the possible comparisons.
Supposed that a set of m contrasts in the treatment means
u =c1u 1 +c 2u 2 +...+cau a
u=1,2,...,m
of interest have been determined. The corresponding contrast inthe treatment averages,Yi.
is:
Cu =c1u Y1. +c 2u Y2. ...+cau Ya.

u=1,2,...,m

and the standard error of this contrast is:

Scu = MSE ( ciu2 n i )
a

i=1

where n i is the number of observations in the ith treatments. It can be shown that the critical
value against which c u should be compared with:
S,u =Scu

( a-1) F,a-1,N-a

If c u,u>S , the hypothesis that the contrast

u equals zero is rejected.
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Comparing Pairs of Treatment Means

1. Tukeys Test
Hypothesis testing:
H 0: =
i
H 0
: i

j
j

Studentized range statistic:

q=

Y max -Y min
MSE n

For equal sample size,

T =q (a,f) MSE n
For 100(1-)% confidence intervals:
i -
n
j Y i. -Y j.E-q (a,f) MS
For sample size not equal,
1 1
q (a,f)
MSE +
n n
2
j
i
For 100(1-)% confidence intervals:
T =

i - j Y i. -Y j. -

q (a,f)
2

1 1
MSE +
n n
j
i

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2.The Fisher LSD Method

Hypothesis Testing:
H 0: =
i
H1
:
i

j
j

Test statistic:
t0 =

yi. -y j.

1 1
MSE +
n n
j
i
Assuming a two-sided alternative, the pair of means i and j would be declared
significantly different if yi. -y
/2,N-a
j. > t

MSi (1 nj +1 n ). The quantity:

1 1
LSD=t /2,N-a MSE +
n n
j
i
is called the least significant difference. If the design n1 =n 2 =...=n a =n, and
2MSE
LSD=t /2,N-a

n
To use the Fisher LSD procedure, we simply compare the observed difference
between each pair of averages to the corresponding LSD. If yi. -y j. > LSD,
we conclude means i and j differ.

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Sample Computer Output: Minitab

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