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Experimental Design and ANOVA Guide

Chapter 13 discusses experimental design and analysis of variance (ANOVA), highlighting the differences between experimental and observational studies. It introduces key concepts such as completely randomized design, randomized block design, and factorial experiments, along with the hypotheses tested in ANOVA. The chapter also covers the assumptions for ANOVA, variance estimates, and provides a practical example involving the testing of different car wax types.

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0% found this document useful (0 votes)
9 views71 pages

Experimental Design and ANOVA Guide

Chapter 13 discusses experimental design and analysis of variance (ANOVA), highlighting the differences between experimental and observational studies. It introduces key concepts such as completely randomized design, randomized block design, and factorial experiments, along with the hypotheses tested in ANOVA. The chapter also covers the assumptions for ANOVA, variance estimates, and provides a practical example involving the testing of different car wax types.

Uploaded by

mervyn.wang6221
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Chapter 13

Experimental Design and Analysis of Variance


An Introduction to Experimental Design
and Analysis of Variance
Analysis of Variance and
the Completely Randomized Design
Multiple Comparison Procedures
Randomized Block Design
Factorial Experiment

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 1
or duplicated, or posted to a publicly accessible website, in whole or in part.
An Introduction to Experimental Design
and Analysis of Variance
Statistical studies can be classified as being either
experimental or observational.
In an experimental study, one or more factors are
controlled so that data can be obtained about how the
factors influence the variables of interest.
In an observational study, no attempt is made to control
the factors.
Cause-and-effect relationships are easier to establish in
experimental studies than in observational studies.
Analysis of variance (ANOVA) can be used to analyze
the data obtained from experimental or observational
studies.
© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 2
or duplicated, or posted to a publicly accessible website, in whole or in part.
An Introduction to Experimental Design
and Analysis of Variance
In this chapter three types of experimental designs are
introduced.
a completely randomized design (完全隨機設計)
a randomized block design (隨機集區設計)
a factorial experiment (因子實驗)

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 3
or duplicated, or posted to a publicly accessible website, in whole or in part.
An Introduction to Experimental Design
and Analysis of Variance
A factor is a variable that the experimenter has selected
for investigation.
A treatment is a level of a factor.
Experimental units are the objects of interest in the
experiment.
A completely randomized design is an experimental
design in which the treatments are randomly assigned
to the experimental units.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 4
or duplicated, or posted to a publicly accessible website, in whole or in part.
Analysis of Variance: A Conceptual Overview

Analysis of Variance (ANOVA) can be used to test


for the equality of three or more population means.

Data obtained from observational or experimental


studies can be used for the analysis.

We want to use the sample results to test the


following hypotheses:
H0: µ1 = µ2 = µ3 = . . . = µk

Ha: Not all population means are equal

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 5
or duplicated, or posted to a publicly accessible website, in whole or in part.
Analysis of Variance: A Conceptual Overview

H0: µ1 = µ2 = µ3 = . . . = µk

Ha: Not all population means are equal

If H0 is rejected, we cannot conclude that all


population means are different.

Rejecting H0 means that at least two population


means have different values.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 6
or duplicated, or posted to a publicly accessible website, in whole or in part.
Analysis of Variance: A Conceptual Overview

Assumptions for Analysis of Variance

For each population, the response (dependent)


variable is normally distributed.

The variance of the response variable, denoted σ 2,


is the same for all of the populations.

The observations must be independent.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 7
or duplicated, or posted to a publicly accessible website, in whole or in part.
Analysis of Variance: A Conceptual Overview

Sampling Distribution of x Given H0 is True

Sample means are close


together because there is only
one sampling distribution
when H0 is true.
σ2
σ = 2
x
n

x2 µ x1 x3

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 8
or duplicated, or posted to a publicly accessible website, in whole or in part.
Analysis of Variance: A Conceptual Overview

Sampling Distribution of x Given H0 is False

Sample means come from


different sampling
distributions
and are not as close together
when H0 is false.

x3 µ3 x1 µ1 µ2 x2

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 9
or duplicated, or posted to a publicly accessible website, in whole or in part.
Analysis of Variance and
the Completely Randomized Design
Between-Treatments Estimate of Population Variance
Within-Treatments Estimate of Population Variance
Comparing the Variance Estimates: The F Test
ANOVA Table

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 10
or duplicated, or posted to a publicly accessible website, in whole or in part.
Between-Treatments Estimate
of Population Variance σ 2
The estimate of σ 2 based on the variation of the
sample means is called the mean square due to
treatments (處理間均方) and is denoted by MSTR.
k

∑ j j
n (
j =1
x − x ) 2

MSTR =
k−1

Numerator is called
Denominator is the
the sum of squares due
degrees of freedom
to treatments (SSTR, 處
associated with SSTR
理間平方和)
File: Chemitech
© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 11
or duplicated, or posted to a publicly accessible website, in whole or in part.
Within-Treatments Estimate
of Population Variance σ 2
The estimate of σ 2 based on the variation of the
sample observations within each sample is called the
mean square error (誤差均方) and is denoted by MSE.

∑ j j
( n
j =1
− 1) s 2

MSE =
nT − k

Denominator is the Numerator is called


degrees of freedom the sum of squares
associated with SSE due to error (SSE, 誤
差平方和)
© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 12
or duplicated, or posted to a publicly accessible website, in whole or in part.
Comparing the Variance Estimates: The F Test

If the null hypothesis is true and the ANOVA


assumptions are valid, the sampling distribution of
MSTR/MSE is an F distribution with MSTR d.f.
equal to k - 1 and MSE d.f. equal to nT - k.
If the means of the k populations are not equal, the
value of MSTR/MSE will be inflated because MSTR
overestimates σ 2.
Hence, we will reject H0 if the resulting value of
MSTR/MSE appears to be too large to have been
selected at random from the appropriate F
distribution.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 13
or duplicated, or posted to a publicly accessible website, in whole or in part.
Comparing the Variance Estimates: The F Test

Sampling Distribution of MSTR/MSE

Sampling Distribution
of MSTR/MSE

Reject H0
Do Not Reject H0 α
MSTR/MSE

Critical Value

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 14
or duplicated, or posted to a publicly accessible website, in whole or in part.
ANOVA Table
for a Completely Randomized Design

Source of Sum of Degrees of Mean p-


Variation Squares Freedom Square F Value
SSTR MSTR
Treatments SSTR k-1 MSTR =
k -1 MSE
SSE
Error SSE nT - k MSE =
nT -k
Total SST nT - 1
SST’s degrees of freedom
SST (總平方和) is
(d.f.) are partitioned into
partitioned
into SSTR and SSE. SSTR’s d.f. and SSE’s d.f.
© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 15
or duplicated, or posted to a publicly accessible website, in whole or in part.
ANOVA Table
for a Completely Randomized Design
SST divided by its degrees of freedom nT – 1 is the
overall sample variance (總樣本變異) that would be
obtained if we treated the entire set of observations
as one data set.
With the entire data set as one sample, the formula
for computing the total sum of squares, SST, is:
k nj

SST= ∑∑ ij = SSTR + SSE


( x −
=j 1=i 1
x ) 2

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 16
or duplicated, or posted to a publicly accessible website, in whole or in part.
ANOVA Table
for a Completely Randomized Design

ANOVA can be viewed as the process of partitioning


the total sum of squares and the degrees of freedom
into their corresponding sources: treatments and error.

Dividing the sum of squares by the appropriate


degrees of freedom provides the variance estimates
and the F value used to test the hypothesis of equal
population means.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 17
or duplicated, or posted to a publicly accessible website, in whole or in part.
Test for the Equality of k Population Means

Hypotheses

H0: µ1 = µ2 = µ3 = . . . = µk
Ha: Not all population means are equal

Test Statistic

F = MSTR/MSE

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 18
or duplicated, or posted to a publicly accessible website, in whole or in part.
Test for the Equality of k Population Means

Rejection Rule
p-value Approach: Reject H0 if p-value < α

Critical Value Approach: Reject H0 if F > Fα

where the value of Fα is based on an


F distribution with k - 1 numerator d.f.
and nT - k denominator d.f.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 19
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
A Completely Randomized Design
Example: AutoShine, Inc.
AutoShine, Inc. is considering marketing a long-
lasting car wax. Three different waxes (Type 1, Type 2,
and Type 3) have been developed.
In order to test the durability of these waxes, 5 new
cars were waxed with Type 1, 5 with Type 2, and 5
with Type 3. Each car was then repeatedly run
through an automatic carwash until the wax coating
showed signs of deterioration.

File: CH13_Ex
© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 20
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
A Completely Randomized Design
Example: AutoShine, Inc.
The number of times each car went through the
carwash before its wax deteriorated is shown on the
next slide. AutoShine, Inc. must decide which wax
to market. Are the three waxes equally effective?

Factor :
Treatments :
Experimental units :
Response variable :

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 21
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
A Completely Randomized Design

Wax Wax Wax


Observation Type 1 Type 2 Type 3
1 27 33 29
2 30 28 28
3 29 31 30
4 28 30 32
5 31 30 31

Sample Mean 29.0 30.4 30.0


Sample Variance 2.5 3.3 2.5

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 23
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
A Completely Randomized Design
Hypotheses
H0: µ1 = µ2 = µ3
Ha: Not all the means are equal
where:
µ1 = mean number of washes using Type 1 wax
µ2 = mean number of washes using Type 2 wax
µ3 = mean number of washes using Type 3 wax

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 24
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
A Completely Randomized Design
Mean Square Between Treatments
Because the sample sizes are all equal:
x = ( x1 + x2 + x3 ) /3 = (29 + 30.4 + 30)/3 = 29.8

SSTR = 5(29–29.8)2 + 5(30.4–29.8)2 + 5(30–29.8)2 = 5.2


MSTR = 5.2/(3 - 1) = 2.6
Mean Square Error
SSE = 4(2.5) + 4(3.3) + 4(2.5) = 33.2
MSE = 33.2/(15 - 3) = 2.77

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 25
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
A Completely Randomized Design
Rejection Rule
p-Value Approach: Reject H0 if p-value < .05
Critical Value Approach: Reject H0 if F > 3.89

where F.05 = 3.89 is based on an F distribution


with 2 numerator degrees of freedom and 12
denominator degrees of freedom

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 26
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
A Completely Randomized Design
Test Statistic
F = MSTR/MSE = 2.60/2.77 = .939
Conclusion
The p-value is greater than .10, where F = 2.81.
(Excel provides a p-value of .42.)
Therefore, we cannot reject H0.

There is insufficient evidence to conclude that


the mean number of washes for the three wax
types are not all the same.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 27
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
A Completely Randomized Design
ANOVA Table

Source of Sum of Degrees of Mean


Variation Squares Freedom Squares F p-Value

Treatments 5.2 2 2.60 .939 .42


Error 33.2 12 2.77

Total 38.4 14

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 28
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
An Observational Study
Example: Reed Manufacturing
Janet Reed would like to know if there is any
significant difference in the mean number of hours
worked per week for the department managers at her
three manufacturing plants (in Buffalo, Pittsburgh,
and Detroit).
An F test will be conducted using α = .05.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 29
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
An Observational Study
Example: Reed Manufacturing
A simple random sample of five managers from
each of the three plants was taken and the number of
hours worked by each manager in the previous week
is shown on the next slide.

Factor :
Treatments :
Experimental units :
Response variable :

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 30
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
An Observational Study

Plant 1 Plant 2 Plant 3


Observation Buffalo Pittsburgh Detroit
1 48 73 51
2 54 63 63
3 57 66 61
4 54 64 54
5 62 74 56
Sample Mean 55 68 57
Sample Variance 26.0 26.5 24.5

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 32
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
An Observational Study
p -Value and Critical Value Approaches

1. Develop the hypotheses.


H0: µ 1 = µ 2 = µ 3
Ha: Not all the means are equal
where:
µ1 = mean number of hours worked per
week by the managers at Plant 1
µ2 = mean number of hours worked per
week by the managers at Plant 2
µ3 = mean number of hours worked per
week by the managers at Plant 3
© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 33
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
An Observational Study
p -Value and Critical Value Approaches

2. Specify the level of significance. α = .05

3. Compute the value of the test statistic.


Mean Square Due to Treatments
(Sample sizes are all equal.)
x = (55 + 68 + 57)/3 = 60
SSTR = 5(55 - 60)2 + 5(68 - 60)2 + 5(57 - 60)2 = 490
MSTR = 490/(3 - 1) = 245

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 34
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
An Observational Study
p -Value and Critical Value Approaches

3. Compute the value of the test statistic.

Mean Square Due to Error


SSE = 4(26.0) + 4(26.5) + 4(24.5) = 308
MSE = 308/(15 - 3) = 25.667
F = MSTR/MSE = 245/25.667 = 9.55

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 35
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
An Observational Study
ANOVA Table

Source of Sum of Degrees of Mean


Variation Squares Freedom Square F p-Value
Treatment 490 2 245 9.55 .0033
Error 308 12 25.667

Total 798 14

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 36
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
An Observational Study
p –Value Approach

4. Compute the p –value.

With 2 numerator d.f. and 12 denominator d.f.,


the p-value is .01 for F = 6.93. Therefore, the
p-value is less than .01 for F = 9.55.

5. Determine whether to reject H0.


The p-value < .05, so we reject H0.
We have sufficient evidence to conclude that the
mean number of hours worked per week by
department managers is not the same at all 3 plant.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 37
or duplicated, or posted to a publicly accessible website, in whole or in part.
Testing for the Equality of k Population Means:
An Observational Study
Critical Value Approach
4. Determine the critical value and rejection rule.
Based on an F distribution with 2 numerator
d.f. and 12 denominator d.f., F.05 = 3.89.
Reject H0 if F > 3.89
5. Determine whether to reject H0.
Because F = 9.55 > 3.89, we reject H0.
We have sufficient evidence to conclude that the
mean number of hours worked per week by
department managers is not the same at all 3 plant.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 38
or duplicated, or posted to a publicly accessible website, in whole or in part.
Case Problem: Wentworth Medical Center

Florida, New York, North Carolina三個地區65歲以上老


人的憂鬱程度測試結果,值愈大表示愈憂鬱
“Medical1”檔案為65歲以上長者的測試結果;
“Medical2”檔案為65歲以上患有慢性病長者的測試結果

1. 三個地區65歲以上長者的憂鬱程度是否有異?
2. 三個地區65歲以上患有慢性病長者的憂鬱程度是否有
異?

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 39
or duplicated, or posted to a publicly accessible website, in whole or in part.
Multiple Comparison Procedures

Suppose that analysis of variance has provided


statistical evidence to reject the null hypothesis of
equal population means.
Fisher’s least significant difference (LSD, 最低顯著差
異) procedure can be used to determine where the
differences occur.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 40
or duplicated, or posted to a publicly accessible website, in whole or in part.
Fisher’s LSD Procedure

Hypotheses
H 0 : µi = µ j
H a : µi ≠ µ j

Test Statistic
xi − x j
t=
MSE( 1 + 1 )
ni nj

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 41
or duplicated, or posted to a publicly accessible website, in whole or in part.
Fisher’s LSD Procedure

Rejection Rule
p-value Approach:
Reject H0 if p-value < α

Critical Value Approach:

Reject H0 if t < -ta/2 or t ≥ ta/2

where the value of ta/2 is based on a


t distribution with nT - k degrees of freedom.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 42
or duplicated, or posted to a publicly accessible website, in whole or in part.
Fisher’s LSD Procedure_ _
Based on the Test Statistic xi - xj
Hypotheses
H 0 : µi = µ j
H a : µi ≠ µ j

Test Statistic xi − x j

Rejection Rule
Reject H0 if xi − x j ≥ LSD

where
=LSD tα /2 MSE( 1 + 1 )
ni nj

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 43
or duplicated, or posted to a publicly accessible website, in whole or in part.
Fisher’s LSD Procedure
Based on the Test Statistic xi - xj
Example: Reed Manufacturing
Recall that Janet Reed wants to know if there is any
significant difference in the mean number of hours
worked per week for the department managers at her
three manufacturing plants.
Analysis of variance has provided statistical
evidence to reject the null hypothesis of equal
population means. Fisher’s least significant difference
(LSD) procedure can be used to determine where the
differences occur.

File: CH13_Ex
© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 44
or duplicated, or posted to a publicly accessible website, in whole or in part.
Fisher’s LSD Procedure
Based on the Test Statistic xi - xj

For α = .05 and nT - k = 15 – 3 = 12


degrees of freedom, t.025 = 2.179

=LSD tα /2 MSE( 1 + 1 )
ni nj

= =
LSD 2.179 25.667( 1 + 1 ) 6.98
5 5

MSE value was


computed earlier

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 45
or duplicated, or posted to a publicly accessible website, in whole or in part.
Fisher’s LSD Procedure
Based on the Test Statistic xi - xj
LSD for Plants 1 and 2
Hypotheses (A) H 0 : µ1 = µ 2
H a : µ1 ≠ µ 2
Rejection Rule
Reject H0 if x1 − x2 ≥ 6.98
Test Statistic
x1 − x2 = |55 − 68| = 13
Conclusion
The mean number of hours worked at Plant 1 is
not equal to the mean number worked at Plant 2.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 46
or duplicated, or posted to a publicly accessible website, in whole or in part.
Fisher’s LSD Procedure
Based on the Test Statistic xi - xj
LSD for Plants 1 and 3
Hypotheses (B) H 0 : µ1 = µ 3
H a : µ1 ≠ µ 3
Rejection Rule
Reject H0 if x1 − x3 ≥ 6.98
Test Statistic
x1 − x3 = |55 − 57| = 2
Conclusion
There is no significant difference between the mean
number of hours worked at Plant 1 and the mean
number of hours worked at Plant 3.
© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 47
or duplicated, or posted to a publicly accessible website, in whole or in part.
Fisher’s LSD Procedure
Based on the Test Statistic xi - xj
LSD for Plants 2 and 3
Hypotheses (C) H 0 : µ2 = µ3
H a : µ2 ≠ µ3
Rejection Rule
Reject H0 if x2 − x3 ≥ 6.98
Test Statistic
x2 − x3 = |68 − 57| = 11
Conclusion
The mean number of hours worked at Plant 2 is
not equal to the mean number worked at Plant 3.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 48
or duplicated, or posted to a publicly accessible website, in whole or in part.
Type I Error Rates

The comparison-wise Type I error rate (比較的型Ⅰ誤差


率) α indicates the level of significance associated with
a single pairwise comparison.
The experiment-wise Type I error rate (實驗的型Ⅰ誤差
率) αEW is the probability of making a Type I error on at
least one of the k pairwise comparisons (至少有一次犯型
Ⅰ誤差的機率).
αEW = 1 – (1 – α)k

The experiment-wise Type I error rate gets larger for


problems with more populations.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 49
or duplicated, or posted to a publicly accessible website, in whole or in part.
Exercise: Ethical Value

The data are from an experiment designed to


investigate the perception of corporate ethical values
among individuals specializing in marketing (higher
scores indicate higher ethical values).
1. Use α = .05 to test for significant differences in
perception among the three groups.
2. If there are differences in the perceptions for
marketing managers, marketing research specialists,
and advertising specialists. Use the procedures in
this section to determine where the differences
occur. Use α = .05.

File: CH13_Ex
© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 50
or duplicated, or posted to a publicly accessible website, in whole or in part.
Randomized Block Design

Experimental units are the objects of interest in the


experiment.
A completely randomized design is an experimental
design in which the treatments are randomly assigned
to the experimental units.
If the experimental units are heterogeneous, blocking
can be used to form homogeneous groups, resulting in a
randomized block design.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 52
or duplicated, or posted to a publicly accessible website, in whole or in part.
Randomized Block Design

ANOVA Procedure
For a randomized block design the sum of squares
total (SST) is partitioned into three groups: sum of
squares due to treatments, sum of squares due to
blocks, and sum of squares due to error.

SST = SSTR + SSBL + SSE

The total degrees of freedom, nT - 1, are partitioned


such that k - 1 degrees of freedom go to treatments,
b - 1 go to blocks, and (k - 1)(b - 1) go to the error term.

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 53
or duplicated, or posted to a publicly accessible website, in whole or in part.
Randomized Block Design

ANOVA Table

Source of Sum of Degrees of Mean p-


Variation Squares Freedom Square F Value
SSTR MSTR
Treatments SSTR k-1 MSTR =
k -1 MSE
SSBL
Blocks SSBL b-1 MSBL =
b -1
SSE
Error SSE (k – 1)(b – 1) MSE =
(k − 1)(b − 1)

Total SST nT - 1

© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 54
or duplicated, or posted to a publicly accessible website, in whole or in part.
Randomized Block Design

Example: Crescent Oil Co.


Crescent Oil has developed three new blends of
gasoline and must decide which blend or blends to
produce and distribute. A study of the miles per
gallon ratings of the three blends is being conducted
to determine if the mean ratings are the same for the
three blends.

File: CH13_Ex
© 2014 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide 55
or duplicated, or posted to a publicly accessible website, in whole or in part.
Randomized Block Design

Example: Crescent Oil Co.


Five automobiles have been tested using each of
the three gasoline blends and the miles per gallon
ratings are shown on the next slide.

Factor :
Treatments :
Blocks :
Response variable :

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Slide 56
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Randomized Block Design

Type of Gasoline (Treatment)


Automobile Block
(Block) Blend X Blend Y Blend Z Means
1 31 30 30 30.333
2 30 29 29 29.333
3 29 29 28 28.667
4 33 31 29 31.000
5 26 25 26 25.667
Treatment 29.8 28.8 28.4 29
Means

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Randomized Block Design

SST = (31 - 29)2 + (30 - 29)2 +…+ (26 - 29)2] = 62


Mean Square Due to Treatments
The overall sample mean is 29. Thus,
SSTR = 5[(29.8 - 29)2 + (28.8 - 29)2 + (28.4 - 29)2] = 5.2
MSTR = 5.2/(3 - 1) = 2.6
Mean Square Due to Blocks
SSBL = 3[(30.333 - 29)2 + . . . + (25.667 - 29)2] = 51.33
MSBL = 51.33/(5 - 1) = 12.8
Mean Square Due to Error
SSE = 62 - 5.2 - 51.33 = 5.47
MSE = 5.47/[(3 - 1)(5 - 1)] = .68
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or duplicated, or posted to a publicly accessible website, in whole or in part.
Randomized Block Design

ANOVA Table

Source of Sum of Degrees of Mean


Variation Squares Freedom Square F p-Value

Treatments 5.20 2 2.60 3.82 .07


Blocks 51.33 4 12.80
Error 5.47 8 .68

Total 62.00 14

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Slide 60
or duplicated, or posted to a publicly accessible website, in whole or in part.
Randomized Block Design

Rejection Rule
p-Value Approach: Reject H0 if p-value < .05
Critical Value Approach: Reject H0 if F > 4.46
For α = .05, F.05 = 4.46
(2 d.f. numerator and 8 d.f. denominator)

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Randomized Block Design

Test Statistic
F = MSTR/MSE = 2.6/.68 = 3.82
Conclusion
The p-value is greater than .05 (where F = 4.46)
and less than .10 (where F = 3.11). (Excel provides
a p-value of .07). Therefore, we cannot reject H0.
There is insufficient evidence to conclude that
the miles per gallon ratings differ for the three
gasoline blends.

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or duplicated, or posted to a publicly accessible website, in whole or in part.
Exercise: SAT

The Scholastic Aptitude Test (SAT) contains three parts:


critical reading, mathematics, and writing. Each part is
scored on an 800-point scale. Information on test scores
for the 2009 version of the SAT is available at the
College Board website.
1. Using a .05 level of significance, do students perform
differently on the three portions of the SAT?
2. Which portion of the test seems to give the students
the most trouble? Explain.

File: SATScores
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Slide 63
or duplicated, or posted to a publicly accessible website, in whole or in part.
Factorial Experiment

In some experiments we want to draw conclusions


about more than one variable or factor.
Factorial experiments and their corresponding ANOVA
computations are valuable designs when simultaneous
conclusions about two or more factors are required.

The term factorial is used because the experimental


conditions include all possible combinations of the
factors.

For example, for a levels of factor A and b levels of


factor B, the experiment will involve collecting data on
ab treatment combinations.

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Slide 64
or duplicated, or posted to a publicly accessible website, in whole or in part.
Two-Factor Factorial Experiment

ANOVA Procedure
The ANOVA procedure for the two-factor factorial
experiment is similar to the completely randomized
experiment and the randomized block experiment.
We again partition the sum of squares total (SST) into
its sources.
SST = SSA + SSB + SSAB + SSE

The total degrees of freedom, nT - 1, are partitioned


such that (a – 1) d.f go to Factor A, (b – 1) d.f go to
Factor B, (a – 1)(b – 1) d.f. go to Interaction, and
ab(r – 1) go to Error.

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Two-Factor Factorial Experiment

Source of Sum of Degrees of Mean p-


Variation Squares Freedom Square F Value
SSA MSA
Factor A SSA a-1 MSA =
a-1
MSE
SSB MSB
Factor B SSB b-1 MSB =
b -1
MSE
SSAB MSAB
Interaction SSAB (a – 1)(b – 1) MSAB =
( a − 1)(b − 1) MSE
SSE
Error SSE ab(r – 1) MSE =
ab(r − 1)

Total SST nT - 1
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Two-Factor Factorial Experiment

Step 1 Compute the total sum of squares


a b r
SST = ∑∑∑ ijk
( x −
=i 1 =j 1 =
x
k 1
) 2

Step 2 Compute the sum of squares for factor A


a
SSA = br ∑ ( xi . − x )2
i =1

Step 3 Compute the sum of squares for factor B


b
SSB = ar ∑ ( x . j − x )2
j =1

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Two-Factor Factorial Experiment

Step 4 Compute the sum of squares for interaction


a b
SSAB = r ∑∑ ( xij − xi . − x . j + x )2
=i 1 =j 1

Step 5 Compute the sum of squares due to error

SSE = SST – SSA – SSB - SSAB

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Slide 68
or duplicated, or posted to a publicly accessible website, in whole or in part.
Two-Factor Factorial Experiment

Example: State of Ohio Wage Survey


A survey was conducted of hourly wages for a
sample of workers in two industries at three locations
in Ohio. Part of the purpose of the survey was to
determine if differences exist in both industry type
and location. The sample data are shown on the next
slide.

File: CH13_Ex
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Slide 69
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Two-Factor Factorial Experiment

Example: State of Ohio Wage Survey

Industry Cincinnati Cleveland Columbus


I $12.10 $11.80 $12.90
I 11.80 11.20 12.70
I 12.10 12.00 12.20
II 12.40 12.60 13.00
II 12.50 12.00 12.10
II 12.00 12.50 12.70

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Two-Factor Factorial Experiment

Factors
Factor A: Industry Type (2 levels)
Factor B: Location (3 levels)
Replications
Each experimental condition is repeated 3 times

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Slide 71
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Two-Factor Factorial Experiment

ANOVA Table

Source of Sum of Degrees of Mean


Variation Squares Freedom Square F p-Value

Factor A .50 1 .50 4.19 .06


Factor B 1.12 2 .56 4.69 .03
Interaction .37 2 .19 1.55 .25
Error 1.43 12 .12

Total 3.42 17

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Two-Factor Factorial Experiment

Conclusions Using the Critical Value Approach


Industries: F = 4.19 < Fα = 4.75
Mean wages do not differ by industry type.
Locations: F = 4.69 > Fα = 3.89
Mean wages differ by location.
Interaction: F = 1.55 < Fα = 3.89
Interaction is not significant.

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Slide 73
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Two-Factor Factorial Experiment

Conclusions Using the p-Value Approach


Industries: p-value = .06 > α = .05
Mean wages do not differ by industry type.
Locations: p-value = .03 < α = .05
Mean wages differ by location.
Interaction: p-value = .25 > α = .05
Interaction is not significant.

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Slide 74
or duplicated, or posted to a publicly accessible website, in whole or in part.
Exercise: Amusement park

An amusement park studied methods for decreasing


the waiting time (minutes) for rides by loading and
unloading riders more efficiently. Two alternative
loading/unloading methods have been proposed. To
account for potential differences due to the type of ride
and the possible interaction between the method of
loading and unloading and the type of ride, a factorial
experiment was designed. Use the data to test for any
significant effect due to the loading and unloading
method, the type of ride, and interaction. Use α = .05.

File: CH13_Ex
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Slide 75
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