STATISTICS 402B Spring 2016 Homework Set#4 Solution 1. ANOVA Table Source of Variation d.f. SS MS F p − value Catalyst 4 141.44 35.36 11.309 .0005 Batch 4 15.44 3.86 Day 4 12.24 3.06 Error 12 37.52 3.1267 Total 24 206.64 F -statistic=11.309, p-value=.0005 Since p-value < .05, reject H0 : τ1 = . . . = τ5 = 0 vs. at least one τi 6= 0 at α = .05, where τi , i = 1, . . . = 5 are catalyst effects. H1 : Arrange the sample means in increasing order of magnitude. The underscoring procedure gives (from JMP): Catalyst Means E D B 3.2 3.4 5.6 ——————— A 8.4 C 8.8 —————Conclusions: • Catalysts E, D, and B provide the fastest reaction times that are not significantly different from each other. • Catalysts A and C have reaction times that are significantly slower that E, D and B and are not significantly different from each other 2. (a) The sum of squares for factor A is 0.165. (b) The number of degrees of freedom for factor A is 2. (c) The number of degrees of freedom for factor B is 1. (d) The mean square for error is 1.667. (e) The p-value (or its upper bound) for the intercation test is (.05, .1). (f) The engineers used 3 levels of factor A in the experiment. (g) The engineers used 2 levels of factor B in the experiment. (h) There are 2 replicates in this experiment. (i) Would you conclude that effect of factor B depends on the level of factor A?(yes/no) N0. (j) Give a reason for your answer in the above question: p-value for interaction>.05. (k) An estimate of the standard deviation of the response variable is 1.29. 1 3. (a) . Method 1 2 3 µ.j. 0.5 0.3630 0.4940 0.5630 0.4733 Dosage 1.0 1.5 0.4820 0.5835 0.5465 0.5840 0.6095 0.6315 0.5460 0.5997 2.0 0.6410 0.6660 0.7230 0.6767 µi.. 0.517375 0.572625 0.631750 (b) ANOVA Table Source of Variation d.f. SS MS F p − value Method 2 0.05234658 0.026173 11.7019 .0015 Dosage 3 0.13270183 0.044234 19.7767 < .0001 Method*Dosage 6 0.01529742 0.002550 1.1399 0.3971 Error 12 0.02684000 0.002237 Total 23 0.22718583 (c) The graph does indicate that most of the time the differences in dosage effects are not affected by the method, except for Method 1, the means appear to be higher than expected for dosage 1.5 mg. and 2.0 mg., if there was no interaction. However, since the interaction is not significant, we elect to consider the main effects of Dosage and Method to be independent. (d) The Method means are 0.63175 0.572625 0.517375. The LSD (letters or underscoring) procedure and the 95% confidence intervals both confirm that all pairs of differences are significantly different from zero at the 5% level. This implies that the three Method means (effects) are different from each other, with Method 1 mean being the smallest For the Dosage means, the underscoring procedure gives (from JMP): Dosage Means .5 .4733 1 1.5 2 .5460 .5997 .6767 ——————(e) The four levels of Dosage are equally spaced. Thus we can use the contrast −3 − 1 + 1 + 3 to test whether there is a linear relationship between the levels of Dosage and the Dosage means 0.4733 0.5460 0.5997 0.6767. Using the contrast method for Dosage in JMP (sse the JMP otput) we have the t-statistic is 7.979 with a very small p-value. Thus we see that there is a linear relationship as hypothesized. √ p (f) (0.363 − 0.494) ± t.25,12 · .002237 2/2 = −.131 ± 2.179 · 0.04729 = (−.234, .0279) (g) See attached JMP output for the plots. 2 Two-Way Factorial (Method X Dosage) : Side-Effects Experiment Dosage Least Squares Means Table Level Analysis of Variance Source DF Model Error C. Total 11 12 23 Effect Tests Source Sum of Squares 0.20034583 0.02684000 0.22718583 Nparm DF 2 3 6 2 3 6 Method Dosage Dosage*Method Mean Square F Ratio 0.018213 0.002237 8.1430 Prob > F 0.0005* Sum of Squares 0.05234658 0.13270183 0.01529742 F Ratio 11.7019 19.7767 1.1399 Effect Details Method Least Squares Means Table Level Least Sq Mean 0.51737500 0.57262500 0.63175000 1 2 3 Std Error Mean 0.01672075 0.01672075 0.01672075 0.517375 0.572625 0.631750 LSMeans Differences Student's t α= 0.050 t= LSMean[i] By LSMean[j] Mean[i]-Mean[j] Std Err Dif Lower CL Dif Upper CL Dif 1 1 0 0 0 0 0.05525 0.02365 0.00373 0.10677 0.11438 0.02365 0.06285 0.1659 2 3 Level 3 2 1 2.17881 A B C 2 3 Least Sq Mean 0.47333333 0.54600000 0.59966667 0.67666667 0.5 1 1.5 2 Std Error Mean 0.01930745 0.01930745 0.01930745 0.01930745 0.473333 0.546000 0.599667 0.676667 LSMeans Differences Student's t α= 0.050 t= 2.17881 LSMean[i] By LSMean[j] 0.5 1 Prob Mean[i]-Mean[j] >F Std Err Dif Lower CL Dif 0.0015* Upper CL Dif <.0001* 0.5 0 -0.0727 0.3971 0 0.0273 0 -0.1322 0 -0.0132 1 0.07267 0 0.0273 0 0.01317 0 0.13216 0 1.5 0.12633 0.05367 0.0273 0.0273 0.06684 -0.0058 0.18583 0.11316 2 0.20333 0.13067 0.0273 0.0273 0.14384 0.07117 0.26283 0.19016 1.5 2 -0.1263 0.0273 -0.1858 -0.0668 -0.0537 0.0273 -0.1132 0.00583 0 0 0 0 0.077 0.0273 0.01751 0.13649 -0.2033 0.0273 -0.2628 -0.1438 -0.1307 0.0273 -0.1902 -0.0712 -0.077 0.0273 -0.1365 -0.0175 0 0 0 0 Level -0.0553 0.02365 -0.1068 -0.0037 0 0 0 0 0.05913 0.02365 0.0076 0.11065 -0.1144 0.02365 -0.1659 -0.0629 -0.0591 0.02365 -0.1106 -0.0076 0 0 0 0 2 1.5 1 0.5 A B B Least Sq Mean 0.67666667 0.59966667 0.54600000 0.47333333 C Levels not connected by same letter are significantly different. Contrast Test Detail Least Sq Mean 0.63175000 0.57262500 0.51737500 Levels not connected by same letter are significantly different. 0.5 1 1.5 2 Estimate Std Error t Ratio Prob>|t| SS SS 0.132 -0.75 -0.25 0.25 0.75 0.1659 0.0216 7.6862 5.7e-6 0.1321 NumDF 1 DenDF 12 F Ratio 59.0772 Prob > F <.0001* Dosage*Method Least Squares Means Table Level 0.5,1 0.5,2 0.5,3 1,1 1,2 1,3 1.5,1 1.5,2 1.5,3 2,1 2,2 2,3 Least Sq Mean 0.36300000 0.49400000 0.56300000 0.48200000 0.54650000 0.60950000 0.58350000 0.58400000 0.63150000 0.64100000 0.66600000 0.72300000 Residual Distribution Std Error 0.03344149 0.03344149 0.03344149 0.03344149 0.03344149 0.03344149 0.03344149 0.03344149 0.03344149 0.03344149 0.03344149 0.03344149 Residual Amount vs. Method 0.075 0.06 -1.64 -1.28 0.0 0.67 1.28 0.02 0 -0.02 -0.04 -0.06 0.04 0.1 0.25 0.4 0.55 0.7 0.82 0.92 Normal Quantile Plot Residual Amount vs. Dosage 0.050 0.025 0.025 0.000 0.000 -0.025 -0.025 -0.050 -0.050 1 2 Method 3 Residual by Predicted Plot 1.64 0.04 0.075 0.050 -0.075 -0.67 -0.075 0.5 1 Dosage 1.5 2