ST 524 NCSU - Fall 2008 Mean Separation Procedures 1. Estimating and comparing means: LSMEANS, CONTRAST, ESTIMATE 2. Multiple comparisons procedures and multiple tests about means For data from experiments with unstructured treatments: variety trials, insecticide screening trials. When treatments have structure, analysis should be done accordingly. o Quantitative treatments: Increasing dosages of a quantitative factor: row spacing, concentration of a pesticide, times of application, temperatures. Analyze “dose-response” relationship. Fit “meaningful mathematical” equation, if suitable. o Factorial Experiments: Study interaction of factors. Do not use a multiple comparison procedure in the complete set of means, treatment combination means. Compare main effect means if interaction effect is not significant, may use mean separation procedures. If interaction present, compare one factor levels within each level of other factor (or factor combination). o Contrasts and pre-planned comparisons Use set of meaningful orthogonal contrasts to partition Treatment Sum of Squares into (t-1) 1-df contrasts that may respond to specific research questions. Overall F-test need not to be significant when testing pre-planned comparisons. Relevance of contrasts to research objectives is more important than orthogonality. For a two sample mean comparison test: H o : 1 2 0 vs H1 : 1 2 0 o Type I Error rate : risk of rejecting a true null hypothesis o Type II error rate : risk of not rejecting a false null hypothesis. Multiple comparisons among the set of treatment means. o Set of p treatment means: p – 1 available comparisons o Pairwise comparisons: p p 1 2 o C : Comparison-wise error rate : P(Difference is significant/Ho is true), proportion of differences erroneously considered significant. Thursday October 16, 2008 “… a hodgepodge treatment set often suggests that the experimental objectives were not well thought out.” (Swallow, 1984) 1 ST 524 NCSU - Fall 2008 Mean Separation Procedures o E : Experiment-wise error rate: proportion of experiments in which one or more differences are considered significant when in reality they are not Probability of wrongly finding at least one difference to be significant increases as the number of means increases. different. o For independent (orthogonal) pairwise test. Suppose the experiment has four treatments, with 3 independent comparisons (n = 4), If C = 0.05, then E 1 1 C = 1- 0.953 n Power to detect real differences decreases as the number of means increases, If E = 0.05, then C 1 1 E 1n = 0.1426. 1 0.951/ 3 0.0170 . Control Type I Error rates because of multiple testing: strategies to control the family-wise error rate (significance level ). o Liberal test: High sensitivity (low or high power) and high o Conservative test: low sensitivity (high or low power) and low Fisher’s protected Least Significant Difference (Fisher’s LSD) o Comparison-wise error rate: P(Difference is significant/Ho is true), proportion of differences erroneously considered significant. Tukey’s Honestly Significant Difference (Tukey’s HSD) o Experiment-wise error rate: proportion of experiments in which one or more differences are considered significant when in reality they are not different. Student-Newman-Keuls (SNK) o For adjacent ranked means: comparison-wise error rate (LSD) o For greatest apart ranked means: experiment-wise error rate (TUKEY HSD) Waller and Duncan Bayes LSD (Waller-Duncan) o Does not use significance level to determine the test statistic. o Significance level is related to k, a factor that measures the ratio of the cost of a Type I Error with respect to the cost of a Type II Error. o Considers homogeneity of variances: for lower F, Waller-Duncan is like an experiment-wise test (conservative, smaller differences, if any present). Larger F (>4) Waller-Duncan is like comparison-wise test (liberal, Anova indicates a greater likelihood of real differences). o Power does not depend on number of means being compared. Sidak test : for E = 0.05, use C = 1 – (1-0.05)1/3 = 0.0170 Bonferroni test: for E = 0.05, use C = 0.05/3 = 0.016 Thursday October 16, 2008 “… a hodgepodge treatment set often suggests that the experimental objectives were not well thought out.” (Swallow, 1984) 2 ST 524 NCSU - Fall 2008 Mean Separation Procedures Pairwise comparisons (LSMEANS/DIFF, ESTIMATE) Family-wise Type I Error rates control: LSMEANS/ADJUST= Carmer, S.G. and M.R. Swanson. "An Evaluation of Ten Pairwise Multiple Comparison Procedures by Monte Carlo Methods." Journal of American Statistical Association 68:6674. 1983. Thursday October 16, 2008 “… a hodgepodge treatment set often suggests that the experimental objectives were not well thought out.” (Swallow, 1984) 3