j = 1, . . . , b (blocks) 2 In this design it is necessary to adjust the treatment means to allow for the fact that not every treatment occurs in each block. n(k−1) a−1 no. of treatments no. of blocks block size (no. of exp. units or runs per block), k < a no. of replications of each treatment no. of times each pair of treatments appear together in the same block i = 1, . . . , a(treatments) 2 yij = μ + τi + βj + ij , ij ∼ N (0, σ ) iid Stat 402 (Spring 2016): Slide Set 7 N = an = bk=total number of observations. Also λ = a b k n λ Model Last update: February 26, 2016 Stat402 (Spring 2016) Slide set 7 = Qi Bi Ti b 2 i=1 j=1 (yij − ȳ.. ) b k j=1(ȳ.j − ȳ..)2 a = yi. = Total for treatment i b = j=1 nij yij ; nij = 1 if trt i appears in block j; nij = 0, otherwise = sum of block totals of blocks containing treatment i = Ti − (1/k)Bi SSBlocks = SST Balanced Incomplete Block Design (BIBD) Cont’d SSE = SST − SST rt(adj.) − SSBlks ȳi(adjusted) = τ̂i + ȳ..=Adjusted Treatment Mean a SST rt(adjusted) = k i=1 Q2i /aλ 3 Stat 402 (Spring 2016): Slide Set 7 1 Recall that in a RCBD, every treatment must appear once in each block; i.e, block size must equal a, the number of treatments. Sometimes this is not possible because limitations on the availability of enough material, people, time etc. in a block to accomodate all a treatments. For example, in the vascular graft experiment, a batch may not have enough raw material for testing 4 extrusion pressures as required by the RCBD that was used. In another experiment where runs performed in a day formed a block (i.e, Day is blocking factor) it may not possible to run a complete set of the treatments in a day because of insufficient time. A balanced incomplete block design allows the block size k to be smaller that a (i.e k < a as long as every pair of treatments appear together the same number of times in the experiment. Estimate of τi = τ̂i = KQi/aλ=Adjusted Treatment effect • • • • • Stat 402 (Spring 2016): Slide Set 7 Balanced Incomplete Block Design (BIBD) Stat 402 (Spring 2016): Slide Set 7 = SSBlk CF = Stat 402 (Spring 2016): Slide Set 7 Blocks 1 2 3 4 73 74 − 71 − 75 67 72 73 75 68 − 76 − 72 75 221 224 207 218 yi. 218 214 216 222 870 2212 +2072 +2242 +2182 3 4 SST rt(Adj) = k i=1 Q2i /λa = 2[(−3)2 + (−2.33)2 + (−1.33)2 + (6.66)2]/2(4) = 22.75 6 − 63075 = 55.0 i.e.,(−0.25 ± (2.571)(0.7) or (−2.05, 1.55) (71.375 − 71.625) ± t.025,5 · √ 0.65 (2)(3) (2)(4) Thus reject H0 : τ1 = τ2 = τ3 = τ4 at α = .05 as p-value¡.05. A 95% CI for τ1 − τ2 is: SV d.f. SS M S F p-value Catalyst(adj. 3 22.75 7.58 11.66 .0107 Batch 3 55 Error 5 3.25 0.65 Total 11 81.0 7 Stat 402 (Spring 2016): Slide Set 7 Stat 402 (Spring 2016): Slide Set 7 ANOVA Table (extracted from Montgomery: Table 4.24) 5 The experimenter is comparing time of reaction yij for a chemical process under 4 different types of catalysts. It is planned to use batches of raw materials as blocks; however, a batch of raw materials only large enough to do 3 runs. Thus they used a BIBD with a = 4 b = 4 k = 3 n = 3 λ = 2 N = 12 as above. 1 2 3 4 y.j Catalyst Example: (Catalyst Experiment: Table 4.22) Computations for the BIBD 4 = 63075 = 63156 − 63075 = 81.0 =1a ci Qi )2 i a 2 i=1 ci λa Treatment i Ti BI Qi τ̂i ȳi(adj) 1 218 (221 + 224 + 218) = 663 −3 −1.125 71.375 2 214 (207 + 224 + 218) = 649 −2.33 −0.875 71.625 3 216 (221 + 207 + 224) = 652 −1.33 −0.5 72.0 4 222 (221 + 207 + 218) = 646 +6.66 2.5 75.0 = = CF SST k( 8702 12 4 4 2 i=1 j=1 yij − 4 yij2 j=1 k − CF SSc = A single degree of freedom sum of to test a contrast of treatment squares a effects equal to zero is (i.e. H0 : i=1 ciτi = 0) Note that τ̂p − τ̂q is identical to ȳp(adj.) − ȳq(adj.) (τ̂p − τ̂q ) ∓ tα/2,ν sE 2k/aλ SS MS F SST rt(adj.) M ST rt(adj.) M ST rt(adj.)/M SE SSBlk SSE M SE = (s2E ) SST A 100(1 − α)% CI for τp − τq is SV DF T rt(adj.) a−1 Blks b−1 Error N −a−b+1 T otal N −1 ANOVA Table