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Analysis of Variance
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10.1 Basic Concepts of Experimental
Design
Objective: To compare and estimate the effect of
different treatments on the response variable.
Example 10.1 The Gasoline Mileage Case
Does gasoline mileage vary with gasoline type?
Type A Type B Type C
xA1=34.0 xB1=35.3 xC1=33.3
xA2=35.0 xB2=36.5 xC2=34.0
xA3=34.3 xB3=36.4 xC3=34.7
xA4=35.5 xB4=37.0 xC4=33.0
xA5=35.8 xB5=37.6 xC5=34.9
H0: µ1 = µ2 = … = µp
Ha: At least two of the
µ1, µ2,…,µp differ
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Partitioning the Total Variability in the
Response
Test Statistic:
MST SST/(p - 1)
F= =
MSE SSE/(n - p)
Reject H0 if
F > Fα or
p-value < α
Fα is based on p-1 numerator and n-p denominator
degrees of freedom.
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The One-Way Analysis of Variance
Table
Degrees Sum of Mean F
Source of Freedom Squares Squares Statistic
Treatments p-1 SST MST = SST F = MST
p-1 MSE
Error n-p SSE MSE = SSE
n-p
Total n-1 SSTO
1 1
(34.92 − 36.56) ± 2.179 0.669 + = −1.64 ± 1.127
5 5
= [-2.7671, - 0.513]
Groups Count Average Variance MSE
Type A 5 34.92 0.587 0.669
Type B 5 36.56 0.723 n-p
Type C 5 33.98 0.697 12
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Pairwise Comparisons, Simultaneous
Intervals
Tukey simultaneous 100(1 - α)% confidence interval for µi - µh
qα is the upper α percentage point of the
MSE studentized range for p and (n-p) from
(x i − x h ) ± qα Table A.9.
m m denotes common sample size.
Example 10.6 The Gasoline Mileage Case (A vs B, α = 0.05)
0.669
(34.92 − 36.56) ± 3.77 = −1.64 ± 1.379
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= [−3.019, − 0.261] (A v B)
Groups Count Average Variance MSE [−0.439, 2.319] (A v C)
Type A 5 34.92 0.587 0.669
Type B 5 36.56 0.723 n-p
Type C 5 33.98 0.697 12 [ 1.201, 3.959] (B v C)
0.669
36.56 ± 2.179 = 36.56 ± 0.797 = [35.763, 37.357]
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10.3 The Randomized Block Design
A randomized block design compares p treatments (for example,
production methods) on each of b blocks (or experimental units; for
example, machine operators.) A generalization of the paired difference
design, this design controls for variability in experimental units by
comparing each treatment on the same (not independent) experimental
units.
Blocks
1 2 3… b
1
2 xij = response from
. treatment i and
.
.
block j
p
Example 10.7
The Defective Cardboard Box Case
Block
Treatment Machine Operator
Prod Meth 1 2 3 Trt Mean
1 9 10 12 10.3333
2 8 11 12 10.3333
3 3 5 7 5.0000
4 4 5 5 4.6667
Blk Mean 6.00 7.75 9.00 7.5833
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The ANOVA Table, Randomized
Blocks
Test Statistic:
MST SST/(p - 1)
F= =
MSE SSE/[(p - 1)(b - 1)]
Reject H0 if
F > Fα or
p-value < α
Fα is based on p-1 numerator and (p-1)(b-1) denominator
degrees of freedom.
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F Test for Block Effects
Test Statistic:
MSB SSB/(b-1)
F= =
MSE SSE/[(p-1)(b-1)]
Reject H0 if
F > Fα or
p-value < α
Fα is based on b-1 numerator and (p-1)(b-1) denominator
degrees of freedom.
Block
Treatment Machine Operator
Prod Meth 1 2 3 Trt Mean
s = MSE
1 9 10 12 10.3333 = 0.639 = 0.7994
2 8 11 12 10.3333
3 3 5 7 5.0000
4 4 5 5 4.6667
Blk Mean 6.00 7.75 9.00 7.5833 Data Summary
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Estimation of Treatment Differences
Under Randomized Blocks, Individual
Intervals
Individual 100(1 - α)% confidence interval for µi•• - µh••
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10.4 Two-Way Analysis of Variance
A two factor factorial design compares the mean response for a levels
of factor 1 (for example, display height) and each of b levels of factor 2
( for example, display width.) A treatment is a combination of a level of
factor 1 and a level of factor 2.
Factor 2
1 2 3… b
1
2 xijk = response for the
. kth experimental unit (k=1,…,m)
. assigned to the
. ith level of Factor 1 and the
a jth level of Factor 2
Width
Height Reg Wide Mean
Bottom 58.2 55.7
53.7 52.5
55.8 58.9
Mean 55.9 55.7 55.8
Middle 73.0 76.2
78.1 78.4
75.4 82.1
Mean 75.5 78.9 77.2
Top 52.4 54.0
49.7 52.1
50.9 49.9
Mean 51.0 52.0 51.5
Mean 60.8 62.2 61.5
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Example: Graphical Analysis of Bakery
Demand
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Two-Way ANOVA Table
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F Tests for Treatment Effects
Test Statistics:
Main Effects
MS(1) SS(1)/(a - 1) Fα is based on a-1 and ab(m-1)
F(1) = =
MSE SSE/[(ab(m - 1)] degrees of freedom.
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Estimation of Treatment Differences
Under Two-Way ANOVA, Factor 2
Summary
•For more than two means comparison we use
ANOVA technique
•One way ANOVA is used when there is one
group variable
•Two way ANOVA is used when there are two
group variables
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