ANOVA

Tm tt
Tip theo hi quy tuyn tnh
nguyenkinh@ytecongcong.com
CP NHT! Chnh sa mt s t do
Ngy 29 thng 1 nm 2013
Mc lc
1 Gii thiu 3
1.1 ANOVA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 ANOVA v hi quy tuyn tnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2 ANOVA 1 nhn t 4
2.1 t-test 2 mu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2 ANOVA: Gi thuyt v xc nh m hnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.3 c lng LS(ML) cho tham s v phn d . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.4 SSTO,SSTR,SSE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.4.1 Khai trin tng bnh phng lch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.4.2 Ngu nhin ha thng k F . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
3 Phn tch nh hng nhn t 7
3.1 Minh ha trung bnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.2 c lng v kim nh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.2.1 Trung bnh mt nhm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.2.2 Khc bit trung bnh 2 nhm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3.2.3 Khc bit i lp gia cc nhm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3.2.4 Kt hp tuyn tnh gia cc nhm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
3.3 Qui trnh so snh ng thi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
3.3.1 Phng php Tukey . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
3.3.2 Phng php Sheff . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.3.3 Phng php Bonferroni . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
4 Chn on v hiu chnh 12
4.1 La chn m hnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
4.2 Phn tch phn d . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
4.3 Cc kim nh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
4.3.1 Kim nh khng hng nh phng sai . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
4.3.2 Kim nh gi tr ngoi lai . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
4.3.3 Kim nh phn phi bnh thng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
4.4 Cc phng php hiu chnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
4.4.1 Bnh phng ti thiu hiu chnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
4.4.2 Bin i Y . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
4.4.3 Kim nh F phi tham s xp hng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
4.4.4 nh hng khi m hnh sai lch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
5 Sa i m hnh v cch tip cn hi quy 16
5.1 M hnh nh hng nhn t . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
5.1.1 Trung bnh khng hiu chnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
5.1.2 Trung bnh hiu chnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
5.2 M hnh trung bnh khi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
6 ANOVA hai chiu - c mu bng nhau 19
6.1 ANOVA 2 nhn t . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
6.2 ngha cc yu t trong m hnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
6.2.1 nh hng chnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
6.2.2 nh hng cng thm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1
6.2.3 nh hng tng tc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
6.3 Xc nh m hnh ANOVA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
6.3.1 Phng php c lng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
6.3.2 SSTO, SSTR, SSE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
6.3.3 Kim nh F . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
6.3.4 Chin lc phn tch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
6.4 Phn tch nh hng nhn t khng c tng tc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
6.4.1 So snh ng thi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
6.5 Phn tch nh hng nhn t khi c tng tc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
7 ANOVA hai chiu - c mu khng bng nhau 27
7.1 M hnh nh hng nhn t . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
7.2 Kim nh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2
Chng 1
Gii thiu
1.1 ANOVA
ANalysis Of VAriance
So snh u ra trong nhiu hn 2 dn s
Bin s u ra nh lng
C th mt hoc nhiu nhn t l bin phn loi 2 nhm hoc nhiu hn
K hiu:
Bin s s u ra Y = Y
ij
, cho o lng th j ca i
i = 1, 2, ..., r hay c r nhm, hay r treatment, hay r dn s
j = 1, 2, ..., n
i
hay n
i
i tng trong nhm th i
r

i=1
n
i
= n
T
= Tng c mu
Lu lun cho cc ti liu khc, k hiu phn phi, vd t(1 , ...) dng ni vn tt cho so snh vi
phn v 1 ca phn phi tng ng
1.2 ANOVA v hi quy tuyn tnh
Tng t hi quy tuyn tnh
s dng cc bin s tin on d on u ra Y
bin s u ra l nh lng
La chn gia ANOVA v hi quy tuyn tnh (kt qu ging nhau)
bin s tin on ca ANOVA ch l nh tnh
hi quy tuyn tnh c th phn tch cc bin s nh tnh bng cch to cc bin gi
bin s nh lng c th phn nhm phn tch ANOVA
ANOVA n gin tnh ton
3
Chng 2
ANOVA 1 nhn t
2.1 t-test 2 mu
Trng hp c bit ca ANOVA khi nhn t ch c 2 nhm
H
0
: F = G (phn phi 2 nhm nh nhau)
Vi gi nh v tham s ca 2 dn s (c lp, phn phi bnh thng, phng sai bng nhau), gi thuyt tr
thnh
1
=
2
T
1
=

Y

X |
2

1
|
_
S
2
P
(
1
n
1
+
1
n
2
)
t(n
1
+n
2
2) lu vi H
0
,
2

1
= 0 trong cng thc
Pooled variance S
2
P
=

n
1
i=1
(X
i

X)
2
+

n
2
i=1
(Y
i

Y )
2
n
1
+n
2
2
2.2 ANOVA: Gi thuyt v xc nh m hnh
C s
Vi 3 nhm tr ln
H
0
: F
1
= F
2
= ... = F
r
H
a
: t nht 1 F
i
khc bit
Vi gi thuyt:
phn phi xc sut mi nhm l phn phi bnh thng
phn phi xc sut mi nhm c phng sai bng nhau
Bin s u ra mi nhm nhn t l c lp
H
0
:
1
=
2
= ... =
r
Phn tch vi 2 bc
Xc nh s khc bit gia cc nhm
Nu c, s khc bit l bao nhiu v cho bit iu g
M hnh trung bnh khi
Cell means model
M hnh ANOVA c lp nh sau
Y
ij
=
i
+
i
j vi e
ij
N(0,
2
)
E[Y
ij
] =
i
V [Y
ij
] =
2
Y
ij
phn phi bnh thng

ij
c lp vi nhau, tng t y
ij
4
Phn bit m hnh ANOVA I v II
ANOVA I hay m hnh fixed effects: cc nhm nhn t c chn theo ch ch, khng phi l mu t 1 dn
s, khng suy din cho dn s
ANOVA II hay m hnh randome effects: cc nhm nhn t c chn mu t 1 dn s, nhm suy din cho dn
s
2.3 c lng LS(ML) cho tham s v phn d
Phng php bnh phng ti thiu least square (LS) v ti a xc sut maximum likelihood (ML) c dng
c lng tham s
i
LS: c lng
i
qua tm cc tiu ca i lng biu din qua tng bnh phng lch t m hnh
Q =

j
(Y
ij

i
)
2
=

j
(Y
1j

1
)
2
+

j
(Y
2j

2
)
2
+ +

j
(Y
rj

r
)
2
tm cc tiu ca tt c cc tng
i
=

Y
i
ML: c lng
i
qua tm cc i ca hm log-likelihood tnh c t d kin. Tng t trong hi quy tuyn
tnh. Ch khc vng tr y l
i
thay v
0
+
1
X
i
Phn d
ij
= Y
ij

i
= Y
ij


Y
i.
cho bit lch ca Y
ij
so vi trung bnh c lng ca phn nhm.
c lng phng sai s
2
i
=

j
(Y
ij


Y
i.
)
2
n
i
1
2.4 SSTO,SSTR,SSE
2.4.1 Khai trin tng bnh phng lch
Tng t hi quy, khai trin tng bin thin SSTO ra thnh cc cu phn pht hin cc ngun bin thin v
nh gi vai tr ca mi phn.
Vi

Y
..
l trung bnh mu, v

Y
i.
l trung bnh phn nhm th i, ta c
Y
ij


Y
..
= [

Y
i.

Y
..
] + [Y
ij


Y
i.
] hay
Tng bin thin = Bin thin ca trung bnh phn nhm quanh trung bnh mu + Bin thin Y quanh
trung bnh phn nhm
Tng t hi quy tuyn tnh, bnh phng hai v v ly tng

j
(Y
ij


Y
..
)
2
=

j
(

Y
i.

Y
..
)
2
+

j
(Y
ij


Y
i.
)
2
+ 0

j
(Y
ij


Y
..
)
2
. .
SSTO:Tng bnh phng lch
=

i
n
i
(

Y
i.

Y
..
)
2
. .
SSTR: Tng bnh phng treatment
+

j
(Y
ij


Y
i.
)
2
. .
SSE: Tng bnh phng sai s
Vi t do ln lt l n
T
1, r 1, n
T
r
Vng tr trung bnh bnh phng
nh li mean squares l ly tng bnh phng chia cho t do
E(MSE) =
2
Vi trung bnh mi nhm hiu chnh cho c mu l
.
=

n
i

i
n
T
E(MSTR) =
2
+

n
i
(
i

.
)
r 1
Lu :
MSE l c lng t khng sai lch ca phng sai sai s d trung bnh cc phn nhm c bng nhau hay
khng bin thin trong mi phn nhm khng b nh hng bi trung bnh c c lng ca mi nhm
5
Thng k F
T MSE ta thy nu trung bnh cc nhm bng nhau, hay H
0
ng, th
.
=
i
E(MSE) = E(MSTR)
H
a
ng E(MSE) < E(MSTR)
Nh li vng tr l i lng khng bit m ch c lng qua c lng t, vd MSE v E(MSE)
F =
MSTR
MSE
F
1,r1,n
T
r
2.4.2 Ngu nhin ha thng k F
Randomization F test
Kim nh khng gi nh v phn phi ca sai s
Ngu nhin ha c lng phn phi chnh xc ca s thng k
Tnh thng k F
obs
t d kin c c
Coi tng s i tng l mt dn s gii hn
nu phn nhm ngu nhin li vo cc phn nhm th phn phi khng i
Nu khng c nh hng ca nhm, qu trnh ngu nhin s tng t
phn n
T
i tng ngu nhin thnh r nhm (nh cng thc phn hoch partition =
n
T
!
n
1
!...n
r
!
)
Lp li qu trnh vi s ln ln (hay tt c cch xy ra ca kt cuc) B
tnh thng k F* cho tng ln ta s mt mu cc gi tr, hay phn phi ri rc ca F*
Xc nh p value da trn phn phi F

V d p = P(F

F
obs
)
Lu
Phn phi F

l phn phi ri rc nn cn xc nh r khi tnh p-value l P(F

F
obs
) hay P(F

> F
obs
)
6
Chng 3
Phn tch nh hng nhn t
Analysis of Factor Level effects
F-test cho bit c trung bnh
i
no khc bit hay khng nhng khng cho bit ca nhm no, v khc bit bao
nhiu
3.1 Minh ha trung bnh
Biu tuyn line plot v cc trung bnh cc nhm y
i
trn 1 ng thng
Biu thanh th hin ln khc bit gia cc nhm
nh hng chnh Main effect plot v phn tn ca cc trung bnh th hin xu hng (s dng vi bin
nh lng). Gi l nh hng chnh v trong m hnh ANOVA, nh hng chnh l do cc phn nhm.
3.2 c lng v kim nh
Cc yu t quan tm
Trung bnh mt phn nhm
i
Khc bit gia 2 nhm
Khc bit i lp gia cc nhm
Kt hp tuyn tnh gia trung bnh cc nhm
3.2.1 Trung bnh mt nhm
c lng t ca trung bnh nhm i
i
=

Y
i.
c
trung bnh E(

Y
i.
) =
i
phng sai V (

Y
i.
) =

2
n
i
(nh m hnh gm hng s cng sai s c phng sai
2
)
c lng phng sai s
2
(

Y
i.
) =
MSE
n
i

Y
i.

i
s(

Y
i.
)
t
n
T
r
7
Khong tin cy

Y
i.
t
1/2,n
T
r
s(

Y
i.
)
Kim nh t

Y
i.
c
s(

Y
i.
)
3.2.2 Khc bit trung bnh 2 nhm
Khc bit gia 2 nhm (pairwise) D =
i

c lng cho D:

D =

Y
i.

Y
i

.
trung bnh E(

D) =
i

phng sai V ar(

D) =
2
(

Y
i.
) +
2
(

Y
i

.
) =
2
_
1
n
i
+
1
n
i

_
do

Y
i.
,

Y
i

.
c lp
s
2
(

D) = MSE
_
1
n
i
+
1
n
i

_
C phn phi bnh thng do l kt hp tuyn tnh ca cc bin s c lp phn phi bnh thng

D D
s(

D)
t
n
T
r
KTC

D t
1/2,n
T
r
s(

D)
Kim nh H
0
:
i
=
i
vi t

D
s(

D)
3.2.3 Khc bit i lp gia cc nhm
contrast of levels factor
So snh 2 hoc nhiu nhm vi L l kt hp tuyn tnh vi
L =
r

i=1
c
i

i
,
r

i=1
c
i
= 0
Minh ha
L =
1

2
vi c ln lt l 1,-1
L =

1
+
2
2


4
+
4
2
vi c ln lt l 1/2,1/2 v -1/2,-1/2
L =

1
+
2
2


3
+
4
2
vi c ln lt l 1/2,1/2 v -1/2,-1/2
L =
1

1
+
2
+
3
+
4
4
vi c ln lt l 3/4,-1/4, -1/4,-1/4
Cc c lng

L =
r

i=1
c
i

Y
i.

2
(

L) =
2
r

i=1
c
2
i
n
i
s
2
(

L) = MSE
r

i=1
c
2
i
n
i
KTC

L t
1/2,n
T
r
s(

L)
Kim nh H
0
: L = 0
t

L
s(

L)
8
3.2.4 Kt hp tuyn tnh gia cc nhm
Kt hp tuyn tnh vi
L =
r

i=1
c
i

i
Khng c iu kin cho c
i
c lng v kim nh tng t khc bit i lp
V d L = .35
1
+.28
2
+.12
3
+.25
4
3.3 Qui trnh so snh ng thi
Multiple comparisons
Suy din ng thi
Simultaneous inference Cc cch c lng ni trn c 2 gii hn
Xc sut sai lm loi I chung: nh trong phn tch hi quy, h s tin cy 1 ch p dng cho tng kim
nh ring l ch khng phi cho ton b cc kim nh chung trong qui trnh
Mc tin cy ca tng kim nh cn gim
hay p-value ca tng kim nh cn hiu chnh khi so snh vi gi tr
Thm d d kin - data snooping: qu trnh nghin cu nhng khc bit c gi t m t d kin. H
s tin cy 1 ch ph hp nu kim nh khng do d kin gi .
V d tin hnh kim nh gia nhm c trung bnh cao nht v nhm thp nht s cho mc tin cy cao
hn bnh thng.
Cn kim nh tt c tng cp khc bit vi la chn ph hp
3.3.1 Phng php Tukey
p dng khi so snh tt c cc cp H
0
:
i
=
i

Khi c mu bng nhau, h mc ngha thng k l

Khi c mu bng nhau, h mc ngha thng k s nh hn
Da trn Phn b Phm vi Studentized - studentized range distribution
Cho r i tng t Y
1
, ..., Y
r
c trung bnh l v phng sai
2
v c lng phng sai l s
2
da trn
t do
Phm vi ca dy d kin w = max(Y
i
) min(Y
i
)
Phm vi c studentized q(r, ) =
w
s
vi phn phi c theo bng B.9 Kutner et al.
c lng KTC
Tng t so snh hai nhm vi D =
i

i
vi s
2
(

D) = MSE(
1
n
i
+
1
n
i

)
KTC khc bit

D Ts(

D)
KTC cho trung bnh nhm

Y
i.
=
1
2
Ts(

D)
Vi T =
1

2
q(1 ; r, n
T
r)
Kim nh H
0
: D = 0
|q

| =

2

D
s(

D)
q
1;r;n
T
r
Khi c mu cc nhm khng bng nhau cn tnh phng sai cho tng nhm, cn c gi l phng php
Kramer-Tukey
9
C th v trung bnh v KTC nh gi, c s khc bit nu KTC 2 trung bnh khng giao nhau
3.3.2 Phng php Sheff
S dng khi quan tm n so snh tt c cc khc bit i lp gia cc nhm.
Cc c lng t, phng sai tng t trong so snh khc bit i lp gia cc nhm
c lng phng sai s
2
(

L) = MSE
c
2
i
n
i
Sheff S
2
= (r 1)F
1;r1,n
T
r
KTC

L Ss(

L)
Kim nh H
0
: L = 0
F

L
2
(r 1)s
2
(

L)
F(1 ; r 1, n
T
r)
C th s dng cho mc ch thm d d kin
Lu : tnh KTC ca

L nu khng cha 0 th kim nh F khng c ngha
So snh Tukey v Sheff
Nu ch so snh tng cp, nn s dng Tukey v cho KTC hp hn
F-test trong Sheff nu c ngha thng k th s c t nht mt so snh i lp c ngha thng k. Tuy nhin
c th khng phi l so snh c ng dng c.
3.3.3 Phng php Bonferroni
S dng c cho so snh tng cp, i lp, lin quan tuyn tnh, c mu cc nhm c bng nhau hay khng do.
So tng cp v i lp l trng hp c bit ca lin quan tuyn tnh
Vi s ln so snh g, vi h s tin cy chung l 1
B = t
1/2g,n
T
r
KTC

L Bs(

L)
t nht (1-/2g) % khi lp li cc th nghim, c g KTC u ng
Kim nh H
0
: L = 0
|t

| =

L
s(

L)
t
1/2g;n
T
r
Khng nht thit mi kim nh ring l ca h s tin cy chung 1 phi l 1 /g, ty thuc vo so snh
no i hi cao hn c th dng cc h s khc nhau vi iu kin
1
+
2
+... +
g
=
10
So snh Bonferroni vi Tukey v Sheff
Do c th c qu nhiu kt hp tuyn tnh gia cc nhm c th xy ra, Bonferroni c th a n hiu chnh
qu mc dn n tt c u khng c ngha thng k.
Nu mun so snh tt c cc cp, Tukey cho KTC hp hn, nu khng xt tt c th s dng Bonferroni.
Nu s trng hp so snh i lp t hn hoc bng s nhm, dng Bonferroni thay v Sheff
Ba phng php u c lng dng c lng nhn t SE, v ch khc nhau nhn t.
C th tnh c 3 v chn phng php c nhn t nh nht
11
Chng 4
Chn on v hiu chnh
4.1 La chn m hnh
Cn la chn m hnh trc khi c th tin hnh cc bc c lng v suy din
Tng t hi quy, m hnh ANOVA ph hp hay khng ph thuc
phng sai sai s hng nh
sai s l c lp
nh hng ca cc gi tr ngoi lai
thiu bin s quan trng trong m hnh
sai s khng phn phi bnh thng
4.2 Phn tch phn d
Phn d trong ANOVA
Phn d trong m hnh ANOVA l e
ij
= Y
ij


Y
ij
Cc phng php bin i phn d trong hi quy vn p dng y
Phn d Semistudentized e

ij
=
e
ij

MSE
Phn d Studentized r
ij
=
e
ij
s(e
ij
)
vi
s(e
ij
) =
_
MSE(n
i
1)
n
i
Phn d b loi Studentized t
ij
= e
ij

_
n
T
r 1
SSE
_
1
1
n
i
_
e
2
ij
Trong cng thc trn, nu cc nhm c mu bng nhau, phn d Studentized Semistudentized do 1
1
n
i
1
vi c mu khng qu nh

1
n
i
c gi l leverage ca sai s e
ij
, cho bit vai tr ca i tng y
ij
trong khi phn tch phn d
Nu n
i
ln, y
ij
t quan trng trong c lng
i
leverage nh v phn d r
ij
tng ng nh hn do s(e
ij
) ln hn. V ngc li nu c mu nhm ln
Biu phn d
V phn d vi gi tr khp

Y
ij
: pht hin khng hng nh phng sai v gi tr ngoi lai.
Dng phn d studentized nu c mu cc nhm khc bit ln
Cc biu khc nh biu im (dot plot), NPP, biu theo thi gian, hnh hp,...
12
Tt c cc dng biu cn cho thy phn d chun ha cho dng
phn phi i xng quanh 0,
phn d cc nhm khng lch qu nhiu.
khng c s ph thuc theo th t, thi gian.
4.3 Cc kim nh
4.3.1 Kim nh khng hng nh phng sai
Kim nh Hartley: i hi c mu bng nhau v sai s phn phi bnh thng
Vi r nhm c mu bng nhau, nhm i c phng sai l
i
v c lng phng sai mu l s
2
i
vi t do
mi nhm l df
Kim nh H
0
:
2
1
=
2
2
= ... =
2
r
, H
a
t nht mt
2
i
khc bit
Thng k H

=
max(s
2
i
)
min(s
2
i
)
H(1 ; r; df) Phn phi thng k H, Bng B.10 Kutner et al
Vi ANOVA 1 nhn t n
i
n, ta c df = n 1 v phng sai c lng
s
2
i
=
n

j=1
(Y
ij


Y
i.
)
2
n 1
=
n

j=1
e
2
ij
n 1
Brown-Forsythe: khng nh hng bi phn phi khng bnh thng v khng cn c mu bng nhau
Kim nh gi thuyt nh Hartley
Da trn lch tuyt i vi trung v ca nhm d
ij
= |Y
ij


Y
i
|
Trung bnh lch ca mi nhm

d
i.
=

j
d
ij
n
i
Trung bnh lch ca nghin cu

d
i..
=

d
ij
n
T
MSE =

(d
ij


d
i.
)
2
n
T
r
MSTR =

n
i
(

d
i.

d
i..
)
2
r 1
Thng k F

BF
=
MSTR
MSE
F
1,r1,n
T
r
4.3.2 Kim nh gi tr ngoi lai
So snh phn d vi phn phi theo gi nh m hnh
So vi gi tr t
1/(2n
T
),n
T
r1
4.3.3 Kim nh phn phi bnh thng
So snh tn s quan st vi vng tr di phn phi bnh thng
Shapiro-Wilk
Kolmogorov-Smirnov
4.4 Cc phng php hiu chnh
Tng t hi quy, hiu chnh nhm cc mc ch:
hiu chnh ci thin c lng cho m hnh
bin i Y v lp li qu trnh c lng
s dng cc kim nh phi tham s suy din
13
C th
Vi phng sai khng hng nh: phng php c lng WLS- hiu chnh bnh phng ti thiu weighted
least square
sai s khng phn phi bnh thng: xem xt bin i Y
sai lch qu ln: s dng phng php phi tham s
4.4.1 Bnh phng ti thiu hiu chnh
weighted least square
Hiu chnh bng cch lp m hnh vi Y
ij
c hiu chnh vi trng s t l theo phng sai
2
i
hiu chnh do i tng th j trong nhm i w
ij
=
1
s
2
i
p dng cch kim nh tuyn tnh tng qut vi m hnh y v m hnh rt gn
M hnh y Y
ij
=
1
X
ij1
+
2
X
ij2
+... +
r
X
ijr
vi X
1
= 1 nu thuc nhm 1, vv...
M hnh rt gn Y
ij
=
c
X
ij
+
ij
, X
ij
1 vi
c
l trung bnh chung
Thng k F

=
SSE
w
(r) SSE
w
(f)
r 1

SSE
w
(f)
n
T
r
4.4.2 Bin i Y
Khi m hnh cho thy va khng hng nh phng sai va khng phn phi bnh thng
Mt s hng dn c bn (da trn khai trin dy Taylor cho phng sai Y):
phng sai sai s t l vi trung bnh phn nhm
i.
Y

Y
Y

Y +

Y + 1
lch sai s t l vi trung bnh phn nhm
i.
Y

= logY
lch sai s t l vi bnh phng trung bnh phn nhm
2
i.
Y

=
1
Y
Y l bin s t l hay phng sai ph thuc vo trung bnh (phn phi B(n,p)):
Y

= 2arcsin

Y
phng php hi quy logistic
Bin i Box-Cox tng t hi quy tuyn tnh
hiu chnh phng sai sai s khng hng nh v sai s khng phn phi bnh thng
bin i m Y

vi mi lp m hnh v tnh SSE

cho SSE m hnh nh nht l bin i ph hp
Sau khi bin i, cn lp li chn on m hnh
4.4.3 Kim nh F phi tham s xp hng
Nonparametric rank F test
Kim nh F khng gi nh phn phi bnh thng ca sai s, ch cn phn phi l lin tc
Da trn phng php xp hng
Xp hng tng dn t 1 n n
T
Gi R
ij
l hng ca Y
ij
Nu trng hng (ties rank), dng hng trung bnh
14
Tin hnh kim nh F trn hng
Hng trung bnh nhm

R
i.
=

j
R
ij
n
i
Hng trung bnh mu

R
i..
=

R
ij
n
T
=
n
T
+ 1
2
MSE =

(R
ij


R
i.
)
2
n
T
r
MSTR =

n
i
(

R
i.

R
i..
)
2
r 1
Kim nh F

R
=
MSTR
MSE
F
1,r1,n
T
r
4.4.4 nh hng khi m hnh sai lch
Khng phn phi bnh thng
khng nh hng nhiu nu khng lch qu ln
nhn Kurtosis nh hng nhiu hn lch ca phn phi Skewness
c lng trung bnh khng sai lch
Sai lm loi I ca F-test b nh hng nh ( c th ln hn so vi mc la chn)
bin i Y, F-test phi tham s hoc m hnh tuyn tnh tng qut GLM generalized linear model
phng sai sai s khng hng nh
khng nh hng nhiu ln kt qu F-test nu c mu cc nhm xp x nhau
c mu bng nhau dng WLS, dng GLM
sai s khng c lp
nh hng rt ln ln m hnh
thng kh hiu chnh nn cn trnh t khu thit k (chng 27 Kuter et al )
dng m hnh theo thi gian time series model
gi tr ngoi lai : dng cc c lng robust, loi i tng
15
Chng 5
Sa i m hnh v cch tip cn hi quy
3 cch biu din m hnh ANOVA
M hnh nh hng nhn t khng hiu chnh trung bnh - factor effect model with unweighted mean
Y
ij
=
.
+
i
+
ij
vi
.
l trung bnh nhm
M hnh nh hng nhn t hiu chnh trung bnh
Y
ij
=
.
+
i
+
ij
vi
.
l trung bnh nhm c hiu chnh vi trng s
M hnh trung bnh khi - cell means model
Y
ij
=
i
+
ij
Cch biu din dng tuyn tnh ch thay i nh ngha cc tham s, khng nh hng n suy din
5.1 M hnh nh hng nhn t
Cng thc
nh hng ca nhn t c phn tch thnh
i

.
+ (
i

.
)
. .

i
m hnh c vit thnh Y
ij
=
.
+
i
+
ij

i
l nh hng ca nhm th i - ith factor level effect/ith treatment effect

ij
N(0,
2
)
Ty vo nh ngha trung bnh
.
ta s c m hnh hiu chnh hay khng hiu chnh trung bnh
5.1.1 Trung bnh khng hiu chnh

.
=

r
i=1

i
r
= trung bnh cc nhm
hay
r

i=1

i
= 0
do

i
=

(
i

.
) =

i
r
.
Vi m hnh Y
ij
=
.
+
i
+
ij
, ta cn c lng
.
v
1
, ...,
r1

r
=
1

2
...
r1
m hnh c vit di dng tuyn tnh v ma trn
Y
ij
=
.
+
1
X
ij,1
+
2
X
ij,2
+... +
r1
X
ij,r1
+
ij
Vi X
ij,1
l gi tr ca bin s X
1
ca i tng th j trong nhm i v tng t cho n bin s X
r1
X
ij,1
=
_
_
_
1 nu i tng thuc nhm 1
1 nu i tng thuc nhm r
0 khc
.
.
.
16
X
ij,r1
=
_
_
_
1 nu i tng thuc nhm r-1
1 nu i tng thuc nhm r
0 khc
c lng

.
:
.
=

r
i=1

Y
i.
r
c lng
i
:
i
=

Y
i.

.
Kim nh H
0
:
1
=
2
= ... =
r1
= 0 hay nh hng ca cc nhm l nh nhau
kim nh tuyn tnh tng qut vi
m hnh rt gn Y
ij
=
.
+
ij
F

=
MSR
MSE
F
1,r1,n
T
r
5.1.2 Trung bnh hiu chnh
p dng khi c mu cc nhm l khc nhau hay mi nhm trong thc t c vai tr quan trng khc nhau
Trung bnh c hiu chnh vi trng s t l vi c mu w
i
=
n
i
n
T

.
=

r
i
w
i

r
i
n
i
n
T

i
Ta thy

r
i
w
i
= 1
v

r
i
w
i

i
= 0

r
=
n
1
n
r

n
2
n
r

2
...
n
r1
n
r

r1
M hnh y tng t trung bnh khng hiu chnh, khc nh sau
X
ij,1
=
_

_
1 nu i tng thuc nhm 1
n
i
n
r
nu i tng thuc nhm r
0 khc
.
.
.
X
ij,r1
=
_

_
1 nu i tng thuc nhm r-1

n
r1
n
r
nu i tng thuc nhm r
0 khc
c lng

.
:
.
=

r
i
n
i
n
T

Y
i.
=

Y
i..

i
:
i
=

Y
i.

.
Kim nh H
0
:
1
=
2
= ... =
r1
= 0 hay nh hng ca cc nhm l nh nhau
Kim nh tng t trung bnh khng hiu chnh
5.2 M hnh trung bnh khi
Cell means model gp t u, m hnh c vit nh sau
Y
ij
=
i
+
ij
Dng tuyn tnh Y
ij
=
1
X
ij,1
+
2
X
ij,2
+... +
r
X
ij,r
+
ij
khng c im chn
X
ij,1
=
_
1 nu i tng thuc nhm 1
0 khc
.
.
.
X
ij,r
=
_
1 nu i tng thuc nhm r
0 khc
17
c lng
i
=

Y
.
Kim nh H
0
:
1
=
2
= ... =
r
(khng kim nh =0)
phng php kim nh tuyn tnh tng qut vi m hnh rt gn
Y
ij
=
c
+
ij
vi
c
l trung bnh chung khi H
0
ng
F =
MSR
MSE
F
1,r1,n
T
r
18
Chng 6
ANOVA hai chiu - c mu bng nhau
two-way balanced ANOVA design: nghin cu nh hng ca 2 hay nhiu nhn t khc nhau vi c mu mi nhm
nh nhau
6.1 ANOVA 2 nhn t
Mc ch
phn tch nh hng ca tng nhn t
phn bit nh hng ca nhn t (nh hng chnh -main effects) vi tng tc ca cc nhn t
Cn phn tch ng thi cc nhn t trnh sai lch
K hiu
Minh ha vi 2 nhn t
Nhn t A, c a nhm, i = 1, ..., a
Nhn t B, c b nhm, j = 1, ..., b
6.2 ngha cc yu t trong m hnh
Gi nh bit trung bnh dn s ca mi nhm v trung bnh mi nhm c vai tr quan trng nh nhau khi tnh trung
bnh ca cc nhm.
Cc trung bnh
Trung bnh treatment Mi kt hp gia cc nhm ca 2 nhn t A, B c mt treatment vi trung bnh

ij
Trung bnh nhm ca nhn t
Trung bnh ca nhm th j ca nhn t B
.j
=

a
1

ij
a
Trung bnh ca nhm th i ca nhn t A
i.
=

b
1

ij
b
Trung bnh chung

..
=

j

ij
ab
=

a
i

i.
a
=

b
i

.j
b
19
6.2.1 nh hng chnh
main effects cho bit nhm nhn t lch bao nhiu so vi trung bnh chung
nh hng ca nhn t A
i
=
i.

..
nh hng ca nhn t B
j
=
.j

..

i
=

j
= 0
6.2.2 nh hng cng thm
additive effects
Khi c th vit trung bnh treatment dng

ij
=
..
+
1
+
1
=
i.
+
.j

..
=
i

j
+
ij

i

j
, i = i

, j = j

C ngha l nh hng ca mi nhn t khng ph thuc vo nhn t khc

c th phn tch c lp v m t nh hng ch qua nh hng chnh
Biu tng tc - interaction plot
2 biu cho thy nh hng ca 1 nhn t v nh hng ca c 2 nhn t nhng khng tng tc
Cc thng tin nhn dng nh hng cng thm khc
Khc bit trung bnh cho bt c 2 nhm no trong nhn t B l nh nhau cho mi nhm nhn t A, v
ngc li vd khc bit gia nhm young v middle trong nam v n l nh nhau
Biu tng tc hin th ng song song
6.2.3 nh hng tng tc
Khi c mt
ij
=
..
+
i
+
j
20
S khc bit trn l nh hng tng tc - interaction - ca nhm i ca nhn t A vi nhm j ca nhn t B
()
ij
=
ij
(
..
+
i
+
j
)
=
ij

i.

.j
+
..

i
()
ij
=

j
()
ij
= 0
Biu tng tc khng c dng song song, 1 tng tc nhiu v 1 t
6.3 Xc nh m hnh ANOVA
nh ngha m hnh
K hiu
Vi n i tng, n
T
= abn
Gi Y
ijk
, k = 1, ..., n vi k ch 1 i tng ca mt treatment ij
M hnh trung bnh khi
Y
ijk
=
ij
+
ijk
N(0,
2
)
E(Y
ijk
) =
ij

2
(Y
ijk
) =
2
(
ijk
) =
2
Y
ijk
N(
ij
,
2
)
M hnh nh hng nhn t
T cng thc v nh hng tng tc

ij
=
..
+
i
+
i
+ ()
ij
m hnh Y
ijk
=
..
+
i
+
i
+ ()
ij
+
ijk
Y
ijk
N[
..
+
i
+
i
+ ()
ij
,
2
]
6.3.1 Phng php c lng
K hiu
Tng cc i tng cho treatment ij Y
ij.
=
n

k=1
Y
ijk
vi trung bnh

Y
ij.
=
Y
ij.
n
Tng tt c i tng ca nhm th i Y
i..
=
b

j
n

k
Y
ijk
v trung bnh l

Y
i..
=
Y
i..
nb
Tng tt c i tng ca nhm th j Y
.j.
=
a

i
n

k
Y
ijk
v trung bnh l

Y
.j.
=
Y
.j.
na
21
Tng tt c i tng Y
...
=
a

i
b

j
n

k
Y
ijk
v trung bnh chung l

Y
...
=
Y
...
nab
c lng LS vi
Q =

k
(Y
ijk

i
j)
2
vi m hnh trung bnh khi
=

k
(Y
ijk

..

i
()
ij
)
2
vi m hnh nh hng nhn t

ij
=

Y
ij.
gi tr khp - fitted value

Y
ijk
=

Y
ij.
phn d e
ijk
= Y
ijk

Y
ij.
Cc tham s

..
=

Y
...

i
=

Y
i..

Y
...

i
=

Y
.j.

Y
...

()
ij
=

Y
ij.

Y
i..

Y
.j.
+

Y
...
6.3.2 SSTO, SSTR, SSE
Tng t, khai trin pht hin cc ngun bin thin khc nhau.
Y
ijk

Y
...
. .
Tng bin thin
=

Y
ij.

Y
...
. .
Bin thin trung bnh treatment quanh trung bnh chung
+

Y
ijk

Y
ij.
. .
Bin thin quanh trung bnh treatment
Vi

Y
ij.

Y
...
=

Y
i..

Y
...
. .
nh hng chnh ca nhn t A
+

Y
.j.

Y
...
. .
nh hng chnh ca nhn t B
+

Y
ij.

Y
i..

Y
.j.
+

Y
...
. .
nh hng tng tc A v B
Bnh phng v tng hai cng thc ta c (lu cc tch s u bng 0 do l tng lch khng bnh phng)

k
(Y
ijk

Y
...
)
2
. .
Tng bnh phng ton b (SSTO)
= n

j
(

Y
ij.

Y
...
)
2
. .
Tng bnh phng treatment (SSTR)
+

k
(

Y
ijk

Y
ij.
)
2
. .
Tng bnh phng sai s (SSE)
v
SSTR = nb

i
(

Y
i..

Y
...
)
2
. .
Tng bnh phng nhn t A (SSA)
+ na

j
(

Y
.j.

Y
...
)
2
. .
Tng bnh phng nhn t B (SSB)
+n

j
(

Y
ij.

Y
i..

Y
.j.
+

Y
...
)
2
. .
Tng bnh phng tng tc AB (SSAB)
22
t do v trung bnh bnh phng
Trong khai trin tng bnh phng ton b
SSTO
. .
n
T
1
= SSTR
. .
ab1
+ SSE
. .
(n1)ab
Trong khai trin tng bnh phng treatment
SSTR = SSA
. .
a1
+SSB
. .
b1
+ SSAB
. .
(a1)(b1)
Nhc li trung bnh bnh phng - mean square l c lng ca phng sai vi tng bnh phng chia cho t do
tng ng.
Bng ANOVA, ch vng tr ca trung bnh bnh phng tng ng lun l c s cho kim nh
6.3.3 Kim nh F
C th kim nh nhiu gi thuyt khc nhau
Kim nh tng tc
H
0
: ()
ij
= 0, i, j
F

=
MSAB
MSE
F
1;(a1)(b1),(n1)ab
Kim nh nh hng chnh nhn t A
H
0
:
1
=
2
= ... =
a
= 0
F

=
MSA
MSE
F
1;a1,(n1)ab
Kim nh nh hng chnh nhn t B
H
0
:
1
=
2
= ... =
b
= 0
F

=
MSB
MSE
F
1;b1,(n1)ab
Bt ng thc Kimball
Vi kim nh tng tc, nhn t A, B ln lt ti mc
1
,
2
,
3
bt ng thc Bonferroni cho
1
+
2
+
3
bt ng thc Kimball 1 (1
1
)(1
2
)(1
3
)
6.3.4 Chin lc phn tch
1. Kim tra tnh tng tc
2. Nu khng tng tc, kim tra nh hng ca A, B. Nu nh hng l ln, m t nh hng thei trung bnh
cc nhm
i.
,
.j
3. Nu c tng tc, kim tra tng tc mnh hay yu
4. Nu tng tc yu, thc hin bc 2
5. Nu tng tc mnh, xem xt vic bin i bin s c gip th lm gim tng tc, nu c thc hin bc 2
6. Vi tng tc mnh v khng th hiu chnh, phn tch nh hng 2 nhn t chung theo
ij
23
6.4 Phn tch nh hng nhn t khng c tng tc
c lng trung bnh phn nhm
Nhn t A:

i.
=

Y
i..

2
=

2
bn
c lng phng sai s
2
(

Y
i..
) =
MSE
bn
KTC

Y
i..
t
1/2;(n1)ab
s(

Y
i..
)
Vi trung bnh nhm ca nhn t B
.j
thay

Y
i..
=

Y
.j.
; bn = an
c lng khc bit i lp
Tng t trong m hnh 1 nhn t
Khc bit i lp gia cc trung bnh nhn t A
L =

c
i

i.
,

c
i
= 0

L =

c
i

Y
i..

2
(

L) =

2
bn

c
2
i
s
2
(

L) =
MSE
bn

c
2
i
KTC

L t
1/2;(n1)ab
s(

L)
Khc bit i lp gia cc trung bnh nhn t B
.j
, thay c
i
= c
j
;

Y
i..
=

Y
.j.
; bn = an
c lng kt hp tuyn tnh
tng t c lng cho khc bit i lp, ngoi tr khng cn iu kin

c
i
= 0 hoc

c
j
= 0
6.4.1 So snh ng thi
multiple comparison
Nhc li:
Tukey: khi quan tm n so snh tt c cc cp
Bonferroni: tt nht khi ch so snh 1 s cp
Sheff: khi quan tm so snh tt c cc khc bit i lp
Tukey
Cho trung bnh nhm nhn t A
D =
i.

D =

Y
i..

Y
i

..
s
2
(

D) =
2MSE
bn
KTC

D Ts(

D)
Vi T =
1

2
q(1 ; a, (n 1)ab)
Kim nh H
0
: D = 0
|q

| =

2

D
s(

D)
q
1;a,(n1)ab
Vi trung bnh nhm nhn t B
.j
, thay

Y
i..

Y
.j.
; bn = an; q(1 ; a, (n 1)ab) = q(1 ; b, (n 1)ab)
Tng t nh trong ANOVA 1 nhn t, q l phn phi phm vi Studentized (studentized range distribution)
24
Sheff
Nhc li nh trong c lng i lp L =

c
i

i.
,

c
i
= 0

L =

c
i

Y
i..
s
2
(

L) =
MSE
bn

c
2
i
S
2
= (a 1)F
1;a1,(n1)ab

L Ss(

L)
Kim nh H
0
: L = 0
F

L
2
(a 1)s
2
(

L)
F(1 ; a 1, (n 1)ab)
Vi trung bnh nhm ca nhn t B
.j
, thay c
i
= c
j
;

Y
i..
=

Y
.j.
; a 1 = b 1; bn = an
Bonferroni
Thay th T trong Tukey v S trong Sheff khi c lng vi
B = t
1/2g,(n1)ab
, g l s cp/s khc bit i lp/s kt hp tuyn tnh cn so snh
kim nh vi t

D
s(

D)
c lng ca c 2 nhn t
Khi c 2 nhn t u c nh hng quan trng, cn tm h s tin cy chung cho c lng
C th c lng trc tip vi Bonferroni c lng h s tin cy chung
Hoc dng kt hp vi Tukey v Sheff
KTC ca Sheff c th c iu chnh vi
S
2
= (a b 2)F
1;ab2,(n1)ab
kim nh ng thi F

L
2
(a b 2)s
2
(

L)
F(1 ; a b 2, (n 1)ab)
6.5 Phn tch nh hng nhn t khi c tng tc
Thm nh m hnh
Tng tc v khng tng tc cn c phng php phn tch khc nhau, do lc ny s khc bit gia cc nhm c
th l do cc nhm ca nhn t khc. Do vy cn phn tch trn
ij
thay v
i.
v
.j
tuy nhin vn c th so snh
trn cc nhm nhn t.
So snh ng thi nhiu cp hoc cp i lp trung bnh treatment
La chn gia Tukey, Bonferroni v Sheff tng t ni cc phn trn, cc c lng v kim nh thay i
t do.
Tukey: D =
ij

i

D =

Y
ij.

Y
i

.
s
2
(

D) =
2MSE
n
KTC

D Ts(

D)
T =
1

2
q
1;ab,(n1)ab
kim nh D = 0 : |q

| =

2

D
s(

D)
q
1;ab,(n1)ab
25
Sheff: L =

c
ij

ij
,

c
ij
= 0

L =

c
ij

Y
ij.
s
2
(

L) =
MSE
n

c
2
ij
KTC

L Ss(

L)
S
2
= (ab 1)F
1;ab1,(n1)ab
kim nh L = 0 : F

L
2
(ab 1)s
2
(

L)
F
1;ab1,(n1)ab
Bonferroni tng t cc phn trc, thay T, S vi
B = t
1/2g;(n1)ab
kim nh t

D
s(

D)
hoc t

L
s(

L)
t
1/2g;(n1)ab
26
Chng 7
ANOVA hai chiu - c mu khng bng
nhau
two-way unbalanced ANOVA design: nghin cu nh hng ca 2 hay nhiu nhn t khc nhau vi c mu mi nhm
khc nhau
L do c mu khng bng c th do
thc t s lng mt s nhm nhn t l t
mt mu (b cuc, mt du,...)
mun gim chi ph cho nhm iu tr tn km hn
hoc mun c lng chnh xc hn cho 1 nhm nht nh nn tng c mu nhm
K hiu
nh phn tch vi c mu bng nhau v
tng s i tng cho nhm i, j ca nhn t A, B ln lt l n
i.
=

j
n
ij
&n
.j
=

i
n
ij
Tng mu nghin cu n
T
=

j
n
ij
c lng trung bnh treatment nhm i ca nhn t A v j ca nhn t B lc ny s l
tng
n
ij

k=1
Y
ijk
chia c mu ca treatment

Y
ij.
=
Y
ij.
n
ij
Nhc li, m hnh ANOVA hai chiu ch l mt dng c bit ca m hnh hi quy khi cc bin s u l bin nh
tnh.
7.1 M hnh nh hng nhn t
Tng t trong chng 5, 6 Y
ijk
=
..
+
i
+
i
+ ()
ij
+
ijk
vi cc c tnh tng t cn ln lt a-1, b-1,
(a-1)(b-1) tham s c lng
i
,
j
, ()
ij
vi cc iu kin tng ng.
m hnh c vit di dng tuyn tnh Y
ijk
=
..
+
a1

i=1

i
X
A
ijk,i
+
b1

j=1

j
X
B
ijk,j
+
a1

i=1
b1

j=1
()
ij
X
A
ijk,i
X
B
ijk,j
+
ijk
V d m hnh vi nhn t A 2 nhm, nhn t B 3 nhm:
Y
ijk
=
..
+
1
X
ijk1
. .
nh hng chnh nhn t A
+
1
X
ijk2
+
2
X
ijk3
. .
nh hng chnh nhn t B
+()
11
X
ijk1
X
ijk2
+ ()
12
X
ijk1
X
ijk3
. .
Tng tc AB
+
ijk
qui tc vit ma trn (vit tng t cho nhn t B)
X
A
ijk,1
=
_
_
_
1 nu i tng thuc nhm 1 nhn t A
1 nu i tng thuc nhm a nhn t A
0 khc
.
.
.
27
X
A
ijk,a1
=
_
_
_
1 nu i tng thuc nhm a-1 nhn t A
1 nu i tng thuc nhm a nhn t A
0 khc
7.2 Kim nh
p dng cch kim nh tuyn tnh tng qut vi m hnh y v m hnh rt gn
Kim nh tng tc
H
0
: ()
ij
= 0
hay ()
11
= ()
12
= 0
m hnh rt gn dng tng tc Y
ijk
=
..
+
1
X
ijk1
+
1
X
ijk2
+
2
X
ijk3
+
ijk
Kim nh tuyn tnh tng qut
F

=
SSE
r
SSE
f
df
r
df
f

SSE
f
df
f
=
SSE
r
SSE
f
(n
T
p
r
) (n
T
p
f
)

SSE
f
n
T
p
f
F
1;p
f
p
r
,n
T
p
f
Kim nh nh hng chnh
C nhiu gi thuyt kim nh, vd vi 2 nhn t A,B
H
0
:
1
= ... =
a1
= 0 vi H
a
: mt hoc nhiu
i
= 0
vd m hnh rt gn nh hng ca nhn t A
Y
ijk
=
..
+
1
X
ijk2
+
2
X
ijk3
+ ()
11
X
ijk1
X
ijk2
+ ()
12
X
ijk1
X
ijk3
+
ijk
kim nh F tng t, vi m hnh rt gn mi
Tip cn tng t vi kim nh nh hng ca nhn t B
28