Experimental Design Terminology

 An Experimental Unit is the entity on which

measurement or an observation is made. For
example, subjects are experimental units in most
studies.
 Homogeneous Experimental Units: Units that are
as uniform as possible on all characteristics that
could affect the response.
 A Block is a group of homogeneous experimental
units.
 A Replication is the repetition of an entire
experiment or portion of an experiment under two or
more sets of conditions.
 A Factor is a controllable independent variable that
is thought to influence the response.
Experimental Design Terminology
 Factors can be fixed or random
 Fixed -- the factor can take on a discrete
number of values and these are the only
values of interest.
 Random -- the factor can take on a wide
range of values and one wants to
generalize from specific values to all
possible values.
 Each specific value of a factor is
called a level.
Experimental Design Terminology
 A covariate is an independent variable not
manipulated by the experimenter but still affecting the
response.
 Effect is the change in the average response between
two factor levels.
 Interaction is the joint factor effects in which the
effect of each factor depends on the level of the other
factors.
 A Design (layout) of the experiment includes the
choice of factors and factor-levels, number of
replications, blocking, randomization, and the
assignment of factor –level combination to
experimental units.
Experimental Design Terminology
 Sum of Squares (SS): Let x1, …, xn be n observations.
The sum of squares of these n observations can be
written as x12 + x22 +…. xn2. In notations, ∑xi2. In a
corrected
n form this sum of squares can be written as
∑ i
( x
i =1
− x ) 2
.
 Degrees of freedom (df): Number of quantities of the
form – Number of restrictions. For example, in the
following SS, we need n nquantities of the form xi − x .
There is one constraint ∑ ( xi − x ) = 0. So the df for this SS
is n – 1. i =1

 Mean Sum of Squares (MSS): The SS divided by it’s

df.
Experimental Design Terminology
 The analysis of variance (ANOVA) is a technique of
decomposing the total variability of a response variable
into:
 Variability due to the experimental factor(s) and…
 Variability due to error (i.e., factors that are not
accounted for in the experimental design).
 The basic purpose of ANOVA is to test the equality of
several means.
 A fixed effect model includes only fixed factors in the
model.
 A random effect model includes only random factors
in the model.
 A mixed effect model includes both fixed and random
factors in the model.
One-way analysis of Variance
 One factor of k levels or groups. E.g., 3 treatment groups
in a drug study.
 The main objective is to examine the equality of means of
different groups.
 Total variation of observations (SST) can be split in two
components: variation between groups (SSG) and
variation within groups (SSE).
 Variation between groups is due to the difference in
different groups. E.g. different treatment groups or
different doses of the same treatment.
 Variation within groups is the inherent variation among
the observations within each group.
 Completely randomized design (CRD) is an example of
one-way analysis of variance.
One-way analysis of variance
Consider a layout of a study with 16 subjects
that intended to compare 4 treatment groups
(G1-G4). Each group contains four subjects.
S1 S2 S3 S4
G1 Y11 Y12 Y13 Y14
G2 Y21 Y22 Y23 Y24
G3 Y31 Y32 Y33 Y34
G4 Y41 Y42 Y43 Y44
One-way analysis of Variance
 Model:
yij = µ + α i + eij
where, yij is the ith observation of jth group,
α i is the effect of ith group,
µ is the general mean and eij is the error.

 Assumptions:
 Observations yij are independent.
 eij are normally distributed with mean zero and
constant standard deviation.
One-way analysis of Variance
 Hypothesis:
Ho: Means of all groups are equal.
Ha: At least one of them is not equal to other.
 Analysis of variance (ANOVA) Table for one
way classified data
Sources of Sum of df Mean Sum F-Ratio
Variation Squares of Squares
Group SSG k-1 MSG= F=
SSG/k-1 MSG/MSE
Error SSE n-k MSE=
SSE/n-k
Total SST n-1
Multiple comparisons
 If the F test is significant in ANOVA
table, then we intend to find the pairs of
groups are significantly different.
Following are the commonly used
procedures:
 Fisher’s Least Significant Difference (LSD)
 Tukey’s method
 Bonferroni’s method
 Scheffe’s method
One-way ANOVA - Demo
 MS Excel:
 Put response data (hgt) for each groups (grp) in
side by side columns (see next slides)
 Select Tools/Data Analysis and select Anova:
Single Factor from the Analysis Tools list. Click
OK.
 Select Input Range (for our example a1: c21), mark
on Group by columns and again mark labels in first
row.
 Select output range and then click on ok.
One-way ANOVA MS-Excel Data
Layout

grp1 grp2
52.50647 47.
43.14426 43.
55.91853 40.
One-way ANOVA MS-Excel output:
height on treatment groups

Anova: Single F

SUMMARY
One-way ANOVA - Demo
 SPSS:
 Select Analyze > Compare Means > One –
Way ANOVA
 Select variables as Dependent List: response
(hgt), and Factor: Group (grp) and then make
selections as follows-click on Post Hoc and
select Multiple comparisons (LSD, Tukey,
Bonferroni, or Scheffe), click options and
select Homogeneity of variance test, click
continue and then Ok.
One-way ANOVA SPSS output:
height on treatment groups

ANOVA

hgt
One-way ANOVA R output: height
on treatment groups
>grp<- as.factor(grp)
> summary(aov(hgt~grp))
Df Sum Sq Mean Sq F value Pr(>F)
grp 2 19.16 9.58 0.2803 0.7566
Residuals 57 1947.55 34.17
Analysis of variance of factorial
experiment (Two or more factors)
 Factorial experiment: The effects of the
two or more factors including their
interactions are investigated
simultaneously. For example, consider
two factors A and B. Then total variation
of the response will be split into
variation for A, variation for B, variation
for their interaction AB, and variation
due to error.
Analysis of variance of factorial
experiment (Two or more factors)
 Model with two factors (A, B) and their
interactions:
yijk = µ + α i + β j + (α β) ij + eijk
µ is the general mean
αi is the effect of ith level of the factor A
β j is the effect of jth level of the factor B
(αβ)ij is the interaction effect of ith level A and jth level of B
eijk is the error
 Assumptions: The same as in One-way ANOVA.
Analysis of variance of factorial
experiment (Two or more factors)
 Null Hypotheses:
 Hoa: Means of all groups of the factor A
are equal.
 Hob: Means of all groups of the factor B
are equal.
 Hoab:(αβ)ij = 0, i. e. two factors A and B
are independent
Analysis of variance of factorial
experiment (Two or more factors)
 ANOVA for two factors A and B with their
interaction AB.
Two-factor with replication - Demo
 MS Excel:
 Put response data for two factors like in a lay out like in
the next page.
 Select Tools/Data Analysis and select Anova: Two
Factor with replication from the Analysis Tools list.
Click OK.
 Select Input Range and input the rows per sample:
Number of replications (excel needs equal replications
for every levels). Replication is 2 for the data in the next
page.
 Select output range and then click on ok.
Two-factor ANOVA MS-Excel Data
Layout:

shade1
shade1
shade1
Two-factor ANOVA MS-Excel
output: height on treatment group,
shades, and their interaction

Anova: Two-Factor W

SUMMARYgrp1
shade1
Count 1
Two-factor ANOVA - Demo
 SPSS:
 Select Analyze > General Linear Model > Univariate
 Make selection of variables e.g. Dependent
varaiable: response (hgt), and Fixed Factor: grp and
shades.
 Make other selections as follows-click on Post Hoc
and select Multiple comparisons (LSD, Tukey,
Bonferroni, or Scheffe), click options and select
Homogeneity of variance test, click continue and
then Ok.
Two-factor ANOVA SPSS output:
height on treatment group, shades,
and their interaction

Between-Subjects

grp 1
Two-factor ANOVA R output: height
on treatment group, shades, and
their interaction
> grp<- as.factor(grp)
> shades<-as.factor(shades)
> summary(aov(hgt~grp+shades+grp*shades))
Df Sum Sq Mean Sq F value Pr(>F)
grp 2 19.16 9.58 0.2703 0.7642
shades 1 14.76 14.76 0.4165 0.5214
grp:shades 2 18.96 9.48 0.2674 0.7663
Residuals 54 1913.83 35.44