Nested ANOVA: Example

3 cages
4 mosquitoes within each cage
2 independent measurements per mosquito
Cage I
1

Cage II

58.5 77.8 84.0 70.1

59.5 80.9 83.6 68.3

Cage III
4

69.8 56.0 50.7 63.8

69.8 54.5 49.3 65.8

56.6 77.8 69.9 62.1

57.5 79.2 69.2 64.5

Nested ANOVA: models

Yijk = + i + ij + ijk
= overall mean
i = effect for ith cage
ij = effect for jth mosquito within ith cage
ijk = random error

Random effects model

i Normal(0, A2 )

Mixed effects model

i fixed;

i = 0

ij Normal(0, B2 |A)

ij Normal(0, B2 |A)

ijk Normal(0, 2)

ijk Normal(0, 2)

The model

40

50

60

70

80

90

40

50

60

Cages

30

20

10

10

20

30

30

20

10

Individuals

30

20

10

70

80

90

100

Cages

10

20

30

10

20

30

Individuals

10

20

30

30

20

Residuals

10

Residuals

Example: sample means

Cage I
1

ij
Y
i
Y

Y

Cage II
4

Cage III
4

58.5 77.8 84.0 70.1

59.5 80.9 83.6 68.3

69.8 56.0 50.7 63.8

69.8 54.5 49.3 65.8

56.6 77.8 69.9 62.1

57.5 79.2 69.2 64.5

59.00

69.80

57.05

79.35

83.80

72.84

69.20

55.25

50.00

59.96
66.63

64.80

78.50

69.55

67.10

63.30

Calculations (equal sample sizes)

Source

Sum of squares

among groups

SSamong = bn

subgroups within groups

SSsubgr = n

within subgroups

SSwithin =

TOTAL

PPP
i

df

P
2
i (Yi Y )

PP
2
i
j (Yij Yi )

PPP
i

k (Yijk

k (Yijk

ij)2
Y

)2
Y

a1

a (b 1)

a b (n 1)

abn1

ANOVA table
SS

df

MS

expected MS

SSamong

a1

SSamong
a1

MSamong
MSsubgr

2 + n B2 |A + n b A2

SSsubgr

a (b 1)

SSsubgr
a(b 1)

MSsubgr
MSwithin

2 + n B2 |A

SSwithin

a b (n 1)

SSwithin
ab(n 1)

SStotal

abn1

Example
source

df

SS

MS

P-value

among groups

665.68

332.84

1.74

0.23

among subgroups within groups

1720.68

191.19

146.88

< 0.001

within subgroups

12

15.62

1.30

TOTAL

23

2401.97

aov.out <- aov(length cage / individual, data=mosq)

summary(aov.out)

Variance components
Within subgroups (error; between measurements on each female)
s2 = MSwithin = 1.30

s=

1.30 = 1.14

Among subgroups within groups (among females within cages)

s2B|A =

MSsubgr MSwithin 191.19 1.30

=
= 94.94
n
2

sB|A =

94.94 = 9.74

17.71 = 4.21

Among groups (among cages)

s2A =

MSamong MSsubgr 332.84 191.19

=
= 17.71
nb
8

sA =

Variance components (2)

s2 + s2B|A + s2A = 1.30 + 94.94 + 17.71 = 113.95.

represents

1.30
= 1.1%
113.95

s2B|A represents

94.94
= 83.3%
113.95

s2A

17.71
= 15.6%
113.95

s2

represents

Note:
var(Y) = 2 + B2 |A + A2
var(Y | A) = 2 + B2 |A
var(Y | A, B) = 2

Mosquito averages
I-1

I-2

I-3

I-4

II-1

II-2

II-3

II-4

III-1 III-2 III-3 III-4

58.5 77.8 84.0 70.1

69.8 56.0 50.7 63.8

56.6 77.8 69.9 62.1

59.5 80.9 83.6 68.3

69.8 54.5 49.3 65.8

57.5 79.2 69.2 64.5

ave 59.0 79.4 83.8 69.2

69.8 55.2 50.0 64.8

57.0 78.5 69.6 63.3

ANOVA table
source

df

SS

MS

between

332.8

166.4

within

860.3

95.6

F P-value
1.74

0.23

aov.out <- aov(avelen cage, data=mosq2)

summary(aov.out)

Ignoring cages
I-1

I-2

I-3

I-4

II-1

II-2

II-3

II-4

III-1 III-2 III-3 III-4

58.5 77.8 84.0 70.1

69.8 56.0 50.7 63.8

56.6 77.8 69.9 62.1

59.5 80.9 83.6 68.3

69.8 54.5 49.3 65.8

57.5 79.2 69.2 64.5

ANOVA table
source

df

SS

MS

P-value

between

11

2386.4

216.9

166.7

< 0.001

within

12

15.6

1.3

mosq$ind2 <- factor(paste(mosq$cage,mosq$individual, sep=":"))

aov.out <- aov(length ind2, data=mosq)
summary(aov.out)

Ignoring individual mosquitoes

ANOVA table

Cage I Cage II Cage III

58.5

69.8

56.6

59.5

69.8

57.5

77.8

56.0

77.8

80.9

54.5

79.2

84.0

50.7

69.9

83.6

49.3

69.2

70.1

63.8

62.1

68.3

65.8

64.5

source

df

between

within

SS

MS

F P-value

665.7 332.8 4.03

21 1736.3

0.033

86.7

This is wrong!

aov.out <- aov(length cage, data=mosq)

summary(aov.out)

Example: mixed effects

Jar
Strain Jar

means

LDD

27.000

27.750

26.625

33.375

38.125

31.250

27.500

26.625

28.500

31.750

31.750

35.250

OL

NH

RKS

Strain

Jar

means

Strain

Strain Jar

means

LC

28.500

26.875

27.000

29.500

30.375

28.250

30.125

29.625

31.750

27.875

25.625

27.500

27.125
RH
34.250
NKS
27.452
BS
32.917

means

27.458

29.375

30.500

37.000

Results
source

df

SS

MS

P-value

1323.42

189.06

8.47

< 0.001

16

357.25

22.33

0.80

0.68

168

4663.25

27.76

among strains
among jars within strains
within jars

Note: 8 strains; 3 jars per strain; 8 flies per jar

The expected mean squares are

n B2 |A

2 + n B2 |A
2

2
+ nb
a1

Higher-level nested ANOVA models

You can have as many levels as you like. For example, here is a
three-level nested mixed ANOVA model:
Yijkl = + i + Bij + Cijk + ijkl

Assumptions:

Bij N(0,B2 |A),

Cijk N(0,C2 |B),

ijkl N(0, 2).

Calculations
Source

Sum of squares

among groups

SSamong = b c n

among subgroups

SSsubgr = c n

among subsubgroups

SSsubsubgr = n

within subsubgroups

SSsubsubgr =

df

P
2
i (Yi Y )

a1

PP
2
i
j (Yij Yi )

PPP
2
i
j
k (Yijk Yij )

PPP P
i

l (Yijkl

ijk)2
Y

a (b 1)
a b (c 1)
a b c (n 1)

ANOVA table
SS

MS
bcn

SSamong

SSsubgr

SSsubsubgr

SSwithin

cn

Y)
2
a1
a (Y A

P P
a

Y
)2
A
a(b 1)
b (YB

P P P

Y
)2
B
ab(c 1)

c (Y C

P P P P
a

n (Y

abc(n 1)

MSamong
MSsubgr

expected MS

nC2 B

ncB2 A

+ ncb

MSsubgr
MSsubsubgr

2 + nC2 B + ncB2 A

MSsubsubgr
MSwithin

2 + nC2 B

)2
Y
C

2
a1

Unequal sample size

It is best to design your experiments such that you have equal
sample sizes in each cell. However, once in a while this is not
possible.
In the case of unequal sample sizes, the calculations become really painful (though the R function aov() does all of the calculations
for you).
Even worse, the F tests for the upper levels in the ANOVA table no
longer have a clear null distribution.
Well ignore the details...seek advice if you are in such a situation.