Two-Way Classification

Analysis of variance can be used to test for the effects of the two factors
(Varieties of wheat, Varieties of fertilizer), in the response variable of
interest (production of wheat per acre), With the two factors, we can test
two sets of hypothesis with the same data at the same time.
Consider the following data on the amount of time (in minutes) it took a
certain person to drive to work, Monday to Friday, along four different routes:
Route 1
22
26
25
25
31
Route 2
25
27
28
26
29
Route 3
26
29
33
30
33
Route 4
26
28
27
30
30
The means of these four samples are 25.8, 27.0, 30.2, and 28.2 and since the
difference among them are fairly large; it would seem reasonable to conclude
that there are some real differences in the true average time it takes the person
to drive to work along the four different routes.
This does not follow, however, from a one-way analysis of variance. We get
Cal F = 2.80, and since this does not exceed F 0.05(3,16)= 3.24, the null
hypothesis cannot be rejected.
Here there are not only considerable difference among the four means, but
also large difference among the values within the samples. In the first sample
they range from 22 to 31, in the second sample from 25 to 29, in the third
sample from 26 to 33 and in the fourth sample from 26 to 30. Not only that,
but in each sample the first value is the smallest and the last value is the
largest. The latter suggests that the variation within the samples may well be
due to difference in driving condition on the different day of week.
In this case the total variation of the data is portioned into three components
attributes, to treatments (in our example, the four routes), the extraneous
factor (in our example, driving condition of the different days of the week)
and experimental error, or chance.
Here the different days of the week are refered to as blocks. In general, blocks
are the level at which we hold an extraneous factor fixed, so that we can
measure its contribution to the total variation of the data.
1

If each treatment appears the same number of times in each block (in our
example, each route is used once each day of the week), we say that the
design of the experiment is a Complete Block Design.
Furthermore, if the treatments are distributed at random within each block (in
our example we would randomly distributed the four routes among the four
Monday, the four Tuesdays, etc.), we say that the design of the experiment is
Randomized Block Design.
The General Scheme for a Two-way Classification
Suppose that the experimenter has available measurements pertaining to k
treatments distributed over n blocks.
Letting y ij , denotes the observation pertaining to the ith treatment and the jth
block,

yi

the mean of the n observation for the ith treatment,

of the k observation for the jth block, and

mean) of all kn observations.

..

the mean

is the overall mean (grand

The general scheme for a Two-way classification is as follows:

BLOCKs

Bj

y1 j

Mean

B1

B2

y11

y12

y 21

y 22

y2 j

y 2n

:
Treatment
i

y 2.

y i1

y i2

y ij

y in

yi

:
Treatment
k

y k1

yk2

y kj

y kn

yk

Treatment
1
Treatment
2

Bn

y1n

y 1.

Means

y.1

y2

. ..

yn y

This kind of arrangement is also called a randomized-block design, provided

the treatments are allocated at random within each block.
Note that when a dot is used in place of a subscript, this means that the mean
is obtained by summing over that subscript.
Model equation for the randomized block design

Y ij i j ij for i 1,2,.., k ; j 1,2,.., n

Where, is the grand mean, i is the effect of the ith treatment such that
k
i
i 1

0 ,

is the effect of the jth block such that

n
j
j 1

0 and ij are

independent, normally distributed random variables with zero means and the
common variance 2 .
The null hypothesis we shall want to test in two way ANOVA are the
treatments effects are all equal to zero and that the block effects are all equal
to zero,

H 0 : 1 2 .... k 0 Against H 1 : i 0for at least one value of i

H 0 : 1 2 .... n 0 Against H 1 : j 0for at least one value of j
Identity for Two-way analysis of variance

..

k n
y ij y
i 1 j 1

. y. y.. n y . y..

k n
y ij y i
i 1 j 1

i 1

The left-hand side of the identity of theorem as the Total Sum of Squares
(SST) and the terms on the right-hand side are: the first term of the expression
as the Error Sum of Squares (SSE), the second term of the expression of the
right-hand side is the Treatment Sum of Squares SS(Tr), the third term of
the expression of the right-hand side is the Block Sum of Squares (SSB)
Thus, we have SST = SSE + SS(Tr) + SSB

k n

SST y ij C
i 1 j 1
k

T i2.

SS (Tr ) i 1 C
n
n

SSB

T .2j

j 1

In these formula

..

(row sum),
and

..
2

C where, C, called the correction term, is given by C T

kn

Ti

is the sum of the n observation for the ith treatment

is the sum of the k observation for the jth block (column sum)

is the grand total of all kn observations.

Error Sum of Square, SSE, is then obtained by: SSE = SST- SS(Tr) SSB
The test statistic is given by
The null hypothesis that the treatments effects are all equal to zero can be
rejected at the given level of significance if
FTr

SS(Tr)/ (k-1 )
MS(Tr)

SSE /( k 1)(n 1)
MSE

F Tr F , with (k-1) and (k-1)(n-1) df

The null hypothesis that the block effects are all equal to zero can be rejected
at the given level of significance if
SSB/(n-1 )
MSB
FB

SSE /( k 1)(n 1) MSE

F B F , with (n-1) and (k-1)(n-1) df
To simplify the calculation of the various sums of squares, we usually use the
following computing formulas:
The result obtained in analyzing the total sum of squares into its components
are summarized by means of the following kind of Analysis of Variance
Table:
Source of
Degrees of
Sum of
Mean Square
F
Variation
Freedom
Square
4

SS (Tr )
k 1
SSB
= n 1

Treatments

(k-1)

SS(Tr)

MS(Tr) =

Blocks

(n-1)

SSB

MSB

Error

(k-1)(n-1)

SSE

Total

(nk-1)

SST

MS (Tr )
MSE
MSB
F
MSE

SSE

MSE = (k 1)(n 1)

Example:
Consider the following data on the amount of time (in minutes) it took a
certain person to drive to work, Monday to Friday, along four different routes:
Route 1
22
26
25
25
31
Route 2
25
27
28
26
29
Route 3
26
29
33
30
33
Route 4
26
28
27
30
30
Test at the 0.05 level of significance whether the differences among the means
of whiteness reading are significant.
Block Block Block Block Block Treatment
1
2
3
4
5
(Row) Total
Route 1
22 26 25 25 31
129
Route 2
25 27 28 26 29
135
Route 3
26 29 33 30 33
151
Route 4
26 28 27 30 30
141
Block (column) Total 99 110 113 111 123
556
From the table above

. . . .
. . . . .
..

T 1 129,T 2 135,T 3 151,T 4 141,

T 1 99,T 2 110,T 3 113,T 4 111,T 5 123,
T 556
k n 2
1
SST y ij C 15610
(556) 2 153.2
20
i 1 j 1
k
T i2.
1
1
SS (Tr ) i 1
C (129) 2 (135) 2 (151) 2 (141) 2
(556) 2 52.8
n
5
20
n
T .2j
1
1
j 1
SSB
C (99) 2 (110 ) 2 (113) 2 (111) 2 (123) 2
(556) 2
k
4
20
73.2

Hence, SSE 153.2-52.8-73.2 27.2

ANOVA TABLE:
Source of
Degrees of
Variation
Freedom
Treatments (k-1)
= (4-1)
=3
Blocks

Error

Total

Sum of
Square
SS(Tr)=52.
8

(n-1)
=(5-1)
=4

SSB=73.2

(k-1)(n-1)
= (4-1)(51)
= 3*4
= 12

SSE=27.2

(nk-1)
=(5*4-1)

SST=153.2

Mean Square
SS (Tr )

MS(Tr) = k 1
=52.8/3
=17.6
SSB
MSB = n 1
=73.2/4
= 18.3
MSE =
SSE
( k 1)( n 1)

=27.2/12
=2.27

F
F

MS (Tr )
MSE

=17.6/2.27
=7.75
F

MSB
MSE

=18.3/2.27
= 8.06

=19
Since Cal FTr>Tab F, that is 7.75 > 3.49 and
Cal FB>Tab F, that is 8.06 > 3.26,
Hence, Both null hypotheses must be rejected.

In Agricultural experiments the agronomist tries to classify the plots into

replications in such a way that the soil fertility and growing conditions are as
uniform as possible within any replication. In this process he utilize any
knowledge that he has about fertility gradients, drainage, liability to attack by
pests etc. One guiding principle is that, in general, plots that are closer
together tend to give similar yields. Replications are therefore usually
compact areas of land. Within each replication one plot is assigned to each
treatment at random. This experimental plan is called randomized blocks, the
replication being a block of land. Two criteria of classification are treatments
and replications.
Latin Squares Design
In agricultural field experiments, there is frequently a gradient in fertility
running parallel to one of the sides of the field. Sometimes, gradients run
parallel to both side some times in a new field, it is not known in which
direction the predominant gradient may run. A useful plan for such situation is
the Latin Square