Math 208 - 3 Way ANOVA and more

1 Multi-Factor Designs
The extension of the ANOVA model from a two-factor ANOVA to a k-factor
ANOVA is fairly straight forward. We look at a 3-factor ANOVA as our start-
ing point, and see that, as expected, things get slightly more messy, though in
foreseeable ways.

1.1 Our Model

Yijkl = µ + αi + βj + γk + (αβ)ij + (αγ)ik + (βγ)jk + (αβγ)ijk + ²ijkl

where we have 3 main effects, 3 two-way interactions, and now a three-way
interaction as well.
In a balanced design of n observations, we have nT = nabc total observations.
The main effects are defined in exactly the same way as before, for instance:

αi = µi·· − µ···

As we would expect, the main effects for factor C are

γk = µ··k − µ···

The two-factor interactions describe how the means deviate from the additive
model if we average over one of the factors.
It is perhaps useful to think of the data being entered in a 3-dimensional table,
resembling a cube, with each cell being a smaller cube (in the same way a 2-
dimensional table is a square with the cells being smaller squares). If we were
to average over a particular variable, we now have a 2-dimensional table, a
situation we are used to. If the main effects do not describe the cell means, then
there are two-way interactions present. We define these terms as:

(αβ)ij = µij· − µi·· − µ·j· + µ···

and so forth.
If the two-way interactions in addition to the main effects do not describe the
treatment level means, there is a 3-way interaction present. We can write this
as the difference between the treatment level mean and the otherwise predicted
value for the treatment level mean.

(αβγ)ijk = µijk − [µ··· + αi + βj + γk + (αβ)ij + (αγ)ik + (βγ)jk ]

We can think of this in some sense of the interactions not being additive. I.e.,
at certain combinations of all 3 levels, the response is affected in a way that can
not be described by looking at individual pairs of factors.

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1.2 Cell Means Model
In the case of an important 3-way interaction that we can not get rid of via a
transformation, we will be forced to deal with the model

Yijkl = µijk + ²ijkl

1.3 Interaction Plots

We must explain the response in terms of the combined effect of all 3 factors.
Graphically, we can do this via several interaction plots. As before we choose
one factor that is represented by the horizontal axis. A second is chosen to
represent the lines on the graph. The third factor is considered by representing
a different interaction plot for each level of this factor.
We know what these plots should look like individually. Thus, if we choose A
as the horizontal, and B to draw the lines, we can asses the interaction between
A and B, as well as the presence of main effects for these two. Looking across
plots, the pictures should be the same if there is no interaction with C. If there
is a C main effect, then these graphs should look like shifted versions of each
other. If something is interacting with C, then the groups of lines across graphs
will not be parallel. This in itself does not tell you there is a 3-way interaction,
only that something (either A or B or possibly both) are interacting with C.
To asses which interactions are present, the ANOVA table and corresponding
F-tests should be used.

1.4 F-tests and ANOVA Table

In the case of a 3-way ANOVA, there are 7 F tests available to do, assuming
our sample size is large enough to perform them all. The degrees of freedom for
SSE are abc(n − 1), which tells us we need at least 2 observations per cell.
The F tests use the sums of squares coming from the decomposition of SST R
into

SST R = SSA + SSB + SSC + SSAB + SSAC + SSBC + SSABC

To maintain an overall .05 level, Bonferroni says we should use αi = .05/7 =

.0071 for each of our F tests. Kimball inequality gives us .0073 for each of the
3 tests.

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1.5 Strategy for Analysis
1. Check to see if 3-factor interactions are important.
2. If no, check for 2-factor interactions.
3. If no 2-factor interactions, interpret the main effects.
4. If 3-factor analysis interactions are present, try to transform them out. If
successful, go to step 2.
5. If not, and this is likely the case, analyze the data in terms of the cell means
µijk
6. If there is just one two-factor interaction, analyze the effects jointly in terms
of two-factor treatment means with the third factor interpreted in terms of its
main effects. For instance, if there was only a AB interaction, we would interpret
the µij· separately from the µ··k

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2 Midterm Topics
1. Complete a partial ANOVA table. Given an ANOVA table with most of
the information filled in, complete it using relations between sums of squares,
degrees of freedom, and F statistics.
2. 2-Factor ANOVA with known cell means. Compute the main effects terms,
interaction terms and draw an interaction plot.
3. Compute the standard errors for a collection of linear combinations of treat-
ment level means using the formulas we used in the homework.
4. Use Bonferroni’s Inequality to construct confidence levels needed in multiple
comparison situations.
5. Given a small data set (like a complete randomized block design), computer
various estimates and sums of squares, and discuss what they are used for.
6. Interpret various components of a one-way and two-way ANOVA model.