_____________________________ Randomized Block Design _____________________________ 1. Experimental Units (Subjects) Are Assigned Randomly to Treatments 2. Uses Blocking Variable Besides Independent (Treatment) Variable Permits Better Assessment of Treatment 3. Analyzed by Randomized Block F Test _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ ANOVA - 1 _____________ _____________________________ Randomized Block Design Example Factor (Diskette Brand) Level 2 Level 3 Factor Level 1 Levels (Treatments) IBM Stores Experimental Units _____________________________ _____________________________ Stores Stores Blocking Variable (Store) NEC FUJI Dependent Variable $ 6 $ 4 $ 2 Store 1 $ 11 $ 7 $ 3 Store 2 (Price) $ 15 $ 11 $ 7 Store 3 $ 24 $ 22 $ 20 Store 4 ANOVA - 2 _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________ Randomized Block F Test _____________________________ _____________________________ 1. Tests the Equality of 2 or More (p) Population Means When Blocking Variable Used _____________________________ 2. More Efficient Analysis Than One-Way ANOVA _____________________________ Error Variation Is Reduced 3. Used to Analyze Randomized Block Designs ANOVA - 3 _____________________________ _____________________________ _____________________________ _____________________________ _____________ Randomized Block F Test Assumptions Populations are Normally Distributed _____________________________ 2. Homogeneity of Variance _____________________________ Populations have Equal Variances 3. Independence of Errors _____________________________ _____________________________ 1. Normality _____________________________ _____________________________ Independent Random Samples are Drawn _____________________________ 4. No Interaction Between Blocks & Treatments _____________________________ ANOVA - 4 _____________ _____________________________ Randomized Block F Test Hypotheses H0: µ1 = µ2 =... = µp All Population Means are Equal No Treatment Effect At Least 1 Population Mean is Different Treatment Effect µ1 ≠ µ2 ≠ ... ≠ µp Is Wrong _____________________________ f(X) _____________________________ µ 1 = µ2 = µ3 Ha: Not All µj Are Equal _____________________________ X _____________________________ _____________________________ f(X) µ1 = µ2 µ3 ANOVA - 5 X _____________________________ _____________________________ _____________ Randomized Block F Test Basic Idea 1. SS(Total) & SST Are Same As Completely Randomized Design 2. Error Variation (SSE) Is Different Blocking Effect (SSB) Comes Out of Error Variation (SSE) Reducing Error, SSE In Completely Randomized Design, Error Variation Includes Blocking Effect 3. By Reducing Error, F May Increase ANOVA - 6 _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________ _____________________________ Randomized Block F Test Total Variation Partitioning _____________________________ _____________________________ Total Total Variation Variation _____________________________ SS(Total) _____________________________ Variation VariationDue Dueto to Treatment Treatment SST _____________________________ Variation VariationDue Dueto to Blocking Blocking Variation VariationDue Dueto to Random RandomSampling Sampling SSB SSE _____________________________ _____________________________ ANOVA - 7 _____________ Randomized Block F Test Summary Table Source of Variation Degrees of Freedom Sum of Squares Mean Square (Variance) F Among Treatments p-1 SST MST MST MSE b-1 SSE n - p - b +1 SSB MSB MSB MSE SSE MSE Among Blocks Error Total n- 1 SS(Total) _____________________________ _____________________________ _____________________________ _____________________________ Same as Completely Randomized Design ANOVA - 8 _____________________________ _____________________________ _____________________________ _____________________________ _____________ _____________________________ Formula _____________________________ _____________________________ Sum of squares between Treatments(SST): p SST = j =1 b ⋅ ( x j − x ) ∑ 2 Sum of squares for Blocks (SSB): p SSB = ANOVA - 9 p ⋅ (x i =1 ∑ i − x) 2 _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________ _____________________________ Formula _____________________________ _____________________________ Sum of squares Total (SS(Total)): b _____________________________ p SS (Total ) = ∑∑ ( x ij − x ) 2 _____________________________ i =1 j =1 _____________________________ Sum of squares of sampling error: SSE = SS(Total) - SST - SSB _____________________________ _____________________________ ANOVA - 10 _____________ _____________________________ Randomized Block F Test Critical Value _____________________________ _____________________________ Degrees of Freedom Are (p -1) & (n (n - b - p + 1) _____________________________ Reject H0 α Do Not Reject H0 0 Fα,( p−1, n - b - p + 1) _____________________________ F Always One-Tail! © 1984-1994 T/Maker Co. ANOVA - 11 _____________________________ _____________________________ _____________________________ _____________ Randomized Block F Test Thinking Challenge You’re a market research analyst. Using the computer, is there a difference in mean diskette price at 4 stores (.05)? Store 1 2 3 4 ANOVA - 12 IBM NEC 6 4 11 7 15 11 24 22 FUJI 2 3 7 20 _____________________________ _____________________________ _____________________________ FUJI NEC IBM _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________ ... toner was low. Only a portion of output printed. Source of Variation Degrees of Freedom Sum of Squares Mean Square (Variance) F Among Blocks 3 _____________________________ _____________________________ _____________________________ 72 Among Treatments _____________________________ _____________________________ 186 _____________________________ Error Total _____________________________ 638 _____________________________ ANOVA - 13 _____________ Randomized Block F Test Solution* Source of Variation Degrees of Freedom Sum of Squares Mean Square (Variance) F 3-1=2 Among Treatments 72 36 27 Among Blocks 4-1=3 558 186 139.5 Error 12-3-4+1 =6 8 1.33 Total 12- 1 = 11 638 _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ ANOVA - 14 _____________ Randomized Block F Test Solution* H0: µ1 = µ2 = µ3 Ha: Not All Equal α = .05 ν1 = 2 ν2 = 6 Critical Value(s): α = .05 0 ANOVA - 15 5.14 F Test Statistic: F= MST 36 = = 27 MSE 1.33 _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ Decision: Reject at α = .05 Conclusion: There Is Evidence Mean Prices Are Different _____________________________ _____________________________ _____________________________ _____________ Factorial Design 1. Experimental Units (Subjects) Are Assigned Randomly to Treatments Subjects are Assumed Homogeneous 2. Two or More Factors or Independent Variables Each Has 2 or More Treatments (Levels) 3. Analyzed by Two-Way ANOVA _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ ANOVA - 16 _____________ Factorial Design Example Factor 2 (Training Method) Factor Level 1 Level 2 Level 3 Levels (High) Factor 1 11 hr.(Motivation) Level 2 27 hr./ (Low) 29 hr./ Level 1 19 hr. - 22 hr.17 hr.- 31 hr.25 hr./ 31 hr./ 30 hr./ 49 hr./ 20 hr. Treatment ANOVA - 17 _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________ Advantages of Factorial Designs 1. Saves Time & Effort e.g., Could Use Separate Completely Randomized Designs for Each Variable 2. Controls Confounding Effects by Putting Other Variables into Model 3. Can Explore Interaction Between Variables ANOVA - 18 _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________ _____________________________ Two-Way ANOVA _____________________________ _____________________________ 1. Tests the Equality of 2 or More Population Means When Several Independent Variables Are Used _____________________________ 2. Same Results as Separate One-Way ANOVA on Each Variable No Interaction Can Be Tested 3. Used to Analyze Factorial Designs _____________________________ _____________________________ _____________________________ _____________________________ ANOVA - 19 _____________ Two-Way ANOVA Assumptions Populations are Normally Distributed _____________________________ 2. Homogeneity of Variance _____________________________ Populations have Equal Variances 3. Independence of Errors _____________________________ _____________________________ 1. Normality _____________________________ Independent Random Samples are Drawn _____________________________ _____________________________ _____________________________ ANOVA - 20 _____________ _____________________________ Two-Way ANOVA Data Table Factor A 1 X111 1 X112 X211 2 X212 : : Xa11 a Xa12 ANOVA - 21 Factor B 2 ... X121 ... X122 ... X221 ... X222 ... : : Xa21 ... Xa22 ... _____________________________ _____________________________ b X1b1 X1b2 X2b1 X2b2 : Xab1 Xab2 Observation k Xijk Level i Level j Factor Factor A B _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________ _____________________________ Two-Way ANOVA Null Hypotheses _____________________________ 1. No Difference in Means Due to Factor A _____________________________ H0: µ1.. = µ2.. =... = µa.. 2. No Difference in Means Due to Factor B H0: µ.1. = µ.2. =... = µ.b. _____________________________ _____________________________ 3. No Interaction of Factors A & B _____________________________ H0: ABij = 0 _____________________________ _____________________________ ANOVA - 22 _____________ Two-Way ANOVA Total Variation Partitioning _____________________________ _____________________________ _____________________________ Total Total Variation Variation _____________________________ SS(Total) Variation VariationDue Dueto to Treatment TreatmentAA Variation VariationDue Dueto to Treatment TreatmentBB _____________________________ SSB _____________________________ Variation Variation Due Due to to Interaction Interaction Variation VariationDue Dueto to Random RandomSampling Sampling _____________________________ SS(AB) SSE _____________________________ SSA ANOVA - 23 _____________ Two-Way ANOVA Summary Table Source of Degrees of Sum of Variation Freedom Squares Mean Square F _____________________________ _____________________________ _____________________________ A (Row) a-1 SS(A) MS(A) MS(A) MSE _____________________________ B (Column) b-1 SS(B) MS(B) MS(B) MSE _____________________________ SS(AB) MS(AB) MS(AB) MSE _____________________________ AB (a-1)(b-1) (Interaction) Error n - ab SSE Total n-1 SS(Total) ANOVA - 24 MSE Same as Other Designs _____________________________ _____________________________ _____________ _____________________________ Interaction _____________________________ 1. Occurs When Effects of One Factor Vary According to Levels of Other Factor 2. When Significant, Interpretation of Main Effects (A & B) Is Complicated 3. Can Be Detected In Data Table, Pattern of Cell Means in One Row Differs From Another Row In Graph of Cell Means, Lines Cross ANOVA - 25 _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________ _____________________________ Graphs of Interaction _____________________________ Effects of Motivation (High or Low) & Training Method (A, B, C) on Mean Learning Time Interaction Average Response No Interaction High Average Response High Low A B C Low A B C _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ _____________________________ ANOVA - 26 _____________ Conclusion 1. Described Analysis of Variance (ANOVA) _____________________________ _____________________________ _____________________________ 2. Explained the Rationale of ANOVA _____________________________ 3. Compared Experimental Designs _____________________________ 4. Tested the Equality of 2 or More Means ANOVA - 27 Completely Randomized Design Randomized Block Design Factorial Design _____________________________ _____________________________ _____________________________ _____________