Two Way/Two Factor Classification

Two Way Fixed Effects Study

Summary Statistics: Step 3: Test for Interaction Effects
SST= Hypotheses:
SSA= H0: (αβ)11 = (αβ)12 = … = (αβ)ab = 0
SSB= vs H1 : at least one (αβ)ij ≠ 0
SSE= (no A × B Interactions effects)

Test Statistic:
Study Objective:
MSAB
Fab =
MSE
To study the effects of Factor A and
Factor B simultaneously on Rejection Region:
(Respond Variable). If Fab ≱ Fα, (a-1)(b-1), ab(n-1) -> without
interaction
Two-way Fixed Efects Model:
Conclusion:
Model: Y i j k = µ+ α i +β j +(αβ) i j +ε i j k H0 is not rejected at α=___. There is
i=1,2,…,a, j=1,2,…,b, k=1,2,…,n no interaction effect between
Factor A and Factor B.
Assumptions:
a The difference in (respond variable)
1. ∑ αi , fixed Factor A main does not depend on Factor B.
i=1
effects (No Interaction, Follow Up Analysis on
2. , fixed Factor B main effects Factor Main effects) Do Step 4
3. , fixed interaction A × B
effects If Fab ≥ Fα, (a-1)(b-1), ab(n-1) -> with
4. εijk are N=abn independent interaction
random variables and εijk ̴ N(0, Conclusion:
σ2e) H0 is rejected at α=___. There is
Hence Y i j k ̴ N(µ+ α i +β i j +(αβ) i j , interaction effect between Factor A
σ2e) and Factor B.

The difference in (respond variable)

ANOVA TABLE
depend on Factor B.
Source of SS df MS
Variation (Interaction, Follow up Analysis on
Factor A SSA a-1 MSA Factor Specific Effects) Do Step 5
Factor B SSB b-1 MSB
A × B SSA (a-1)(b- MSA
Interaction B 1) B
s
Error SSE ab(n-1) MSE
Total SST abn-1

Step 4: Without Interaction-Test of Factor Main Effects

Step 4a: Test of Factor A Main Step 4b: Test of Factor B Main
Effects Effects
Profile Plot:(Graphical Display) Profile Plot:(Graphical Display)
The plot shows that the line … The plot shows that the line …

Hypothesis: Hypothesis:
H0 : β1 = … = βa = 0 vs H1 : at least
H0 : α1 = … = αa = 0 vs H1 : at least
one βi ≠ 0
one αi ≠ 0
Test Statistic:
Test Statistic: MSB
MSA Fb =
Fa = MSE
MSE Rejection Region:
Rejection Region: If F b ≱ F a, (b-1), ab(n-1) -> H0 : β1 =
If F a ≱ F α, (a-1), ab(n-1) -> H0 : α1 = … = βa = 0
… = αa = 0 (no follow up analysis)
(no follow up analysis) Conclusion:
Conclusion: H0 is not rejected at α=___. There is
H0 is not rejected at α=___. There is no difference in mean (Respond
no difference in mean (Respond Variable) among Factor B.
Variable) among Factor A.
Rejection Region:
If F b ≥ F a, (b-1), ab(n-1) -> Reject H0 :
Rejection Region:
β1 = … = βa = 0
If F a ≥ F α, (a-1), ab(n-1) ->Reject H0 : (follow up analysis)
α1 = … = αa = 0 Conclusion:
(follow up analysis) H0 is rejected at α=___. There is
Conclusion: difference in mean (Respond
H0 is rejected at α=___. There is Variable) among Factor B.
difference in mean (Respond
Variable) among Factor A. Follow Up Analysis:
Pairwise comparison:
Follow Up Analysis: H 0 : µ . j = µ . j ’ vs H 1 : µ . j ≠ µ . j ’
b
Pairwise comparison: For all b*= 2¿ pairs of Factor B
H 0 : µ i . = µ i ’ . vs H 1 : µ i . ≠ µ i ’ . ¿
a main effects.
For all a*= 2¿ pairs of Factor A
¿ Comparison Procedure
main effects.
1. Fisher LSD Procedure
Comparison Procedure
1. Fisher LSD Procedure

2. Duncan Multiple Range Test

2. Duncan Multiple Range Test

 Step 5: with interaction-Test of Factor Specific Effects
Step 5a: Factor A Specific Effects Step 5a: Factor B Specific Effects
Profile Plot Profile Plot
… …
Pairwise comparison: Pairwise comparison:
Hypothesis: Hypothesis:
H 0 : µ i j = µ i ’ j vs H 1 : µ i j ≠ µ i ’ j H 0 : µ i j = µ i j ’ vs H 1 : µ i j ≠ µ i j ’
a a
For all ba*= b 2¿ pairs of Factor A For all ab*=a 2¿ pairs of Factor B
¿ ¿
main effects. main effects.

Comparison Procedure: Comparison Procedure:

1. Bonferroni-t Procedure 1. Bonferroni-t Procedure

2. Duncan Multiple Range Test 2. Duncan Multiple Range Test

Bonferroni-t Table
Factor Factor (ȲȲ ij.- ȲȲ i’j. )/ (ȲȲ ij.- ȲȲ ij’. ) Bonferro 100%(1-α) C.I. Conclus
A/B B/A ni ion
(-,+),(-,-), S/NS
(+,-),(+,+)

Duncan Table
p
(r α , p , f )
MSE

Rp
√n

A Graphical Representation of Factor A/B Specific Effects

Two-Way Random Effects Two Way Mixed Effects

 Study Study
Summary Statistics: Summary Statistics:
SST= SST=
SSA= SSA=
SSB= SSB=
SSE= SSE=

Study Objective: Study Objective:

To study the effects of Factor A and To study the effects of Factor A and
Factor B simultaneously on Factor B simultaneously on
(Respond Variable). (Respond Variable).

Two-way Random Efects Model: Two-way Mixed Efects Model:

Model: Y i j k = µ+ α i +β j +(αβ) i j +ε i j k Model: Y i j k = µ+ α i +β j +(αβ) i j +ε i j k
i=1,2,…,a, j=1,2,…,b, k=1,2,…,n i=1,2,…,a, j=1,2,…,b, k=1,2,…,n

Assumptions: Assumptions:
1. α1, α2, …, αa is a (RS)a from a 1. , fixed Factor A effects
N(0, σ a)2
2. β1, β2, …, βb is a (RS)b from a
N(0, σ2b)
2. β1, β2, …, βb is a (RS)b from a
3. (αβ) 1 1 , , (αβ) 1 2 , …, (αβ) a b is
N(0, σ2b)
a (RS)ab from a a N(0, σ2ab)
3. (αβ) 1 1 , , (αβ) 1 2 , …, (αβ) a b is 4. ε i j k are N=abn independent
a (RS)ab from a a N(0, σ ab) 2
random variables and ε i j k ̴
4. ε i j k are N=abn independent N(0, σ2e)
random variables and ε i j k ̴
N(0, σ2e) 5. all b+ab+abn random
variables are independent
5. all a+b+ab+abn random
variables are independent Hence Y i j k ̴ N ( µ , σ 2 a , σ 2 b , σ 2 a b ,
σ2e)
Hence Y i j k ̴ N ( µ , σ a , σ b , σ a b ,
2 2 2

σ2e) ANOVA TABLE

Source of SS df MS
ANOVA TABLE Variation
Source of SS df MS Factor A SSA a-1 MSA
Variation Factor B SSB b-1 MSB
Factor A SSA a-1 MSA A × B SSA (a-1)(b- MSA
Factor B SSB b-1 MSB Interaction B 1) B
A × B SSA (a-1)(b- MSA s
Interaction B 1) B Error SSE ab(n-1) MSE
s Total SST abn-1
Error SSE ab(n-1) MSE
Total SST abn-1
.
Step 3: Test of Factor A random Step 3: Test of Interaction Effects
effects Hypotheses:
Hypotheses: H 0 : σ 2 a b = 0 vs H 1 : σ 2 a b > 0
H 0 : σ 2 a = 0 vs H 1 : σ 2 a > 0 (No A × B interaction effect)
(Factor A do not vary) Test Statistic:
Test Statistic: MSAB
Fab =
MSA MSE
Fa =
MSAB Rejection Region:
Rejection Region: If F ab ≱ F α, (a-1)(b-1), ab(n-1) -> H0 :
If F a ≱ F α, (a-1), (a-1)(b-1) -> H0 : σ2a = σ2ab = 0
0 Conclusion:
Conclusion: H0 is not rejected at α=___. There is
H0 is not rejected at α=___. There is no interaction between Factor A
no variation among Factor A. and factor B.
(without interaction)
Rejection Region: Rejection Region:
If F a ≥ F α, (a-1), (a-1)(b-1) -> Reject If F ab ≥ F α, (a-1)(b-1), ab(n-1) -> Reject
H0 : σ2a = 0 H0 : σ2ab = 0
(Factor A vary)
Conclusion: Conclusion:
H0 is rejected at α=___. There are H0 is rejected at α=___. There is
variation among Factor A. interaction between Factor A and
Factor B.
Step 4: Test of Factor B random Step 4: Test of Factor B random
effects effects
Hypotheses: Hypotheses:
H0 : σ b = 0 vs H1 : σ b> 0
2 2
H0 : σ2b = 0 vs H1 : σ2b> 0
(Factor B do not vary) (Factor B do not vary)
Test Statistic: Test Statistic:
MSB MSB
Fb = Fb =
MSAB MSE
Rejection Region: Rejection Region:
If F b ≱ F α, (b-1), (a-1)(b-1) -> H0 : σ b = If F b ≱ F α, (b-1), ab(n-1) -> H0 : σ2b = 0
2

0 Conclusion:
Conclusion: H0 is not rejected at α=___. There is
H0 is not rejected at α=___. There is no variation among Factor B.
no variation among Factor B. Rejection Region:
Rejection Region: If F b ≥ F α, (b-1), ab(n-1) -> Reject H0 :
If F b ≥ F α, (b-1), (a-1)(b-1) -> Reject H0 σ2b = 0
: σ2b = 0 (Factor B
(Factor B vary)
vary) Conclusion:
Conclusion: H0 is rejected at α=___. There is
H0 is rejected at α=___. There is variation among Factor B.
variation among Factor B.
Step 5: Test of factor A × B Step 5: Test of Factor A Fixed
interaction effects Effects
Hypotheses: Hypotheses:
H0 : σ2ab = 0 vs H1 : σ2ab> 0 H0 : α1 = … = αa = 0 vs H1 : at least
(No A × B interaction effect) one αi ≠ 0
Test Statistic: (Factor A effects do not differ)
MSAB Test Statistic:
Fab =
MSE MSA
Fa =
Rejection Region: MSAB
If F ab ≱ F α, (a-1)(b-1), ab(n-1) -> H0 : Rejection Region:
σ2ab = 0 If F a ≱ F α, (a-1), (a-1)(b-1) -> H0 : α1 =
Conclusion: … = αa = 0
H0 is not rejected at α=___. There is Conclusion:
no Factor A and Factor B interaction H0 is not rejected at α=___. There is
effect. Factor A does not depend on no difference in mean (Respond
Factor B and Factor A variations Variable) among Factor A. No
does not depend on Factor B. Follow-up Analysis.
(without interaction)
Rejection Region: Rejection Region:
If F ab ≥ F α, (a-1)(b-1), ab(n-1) -> Reject If F a ≥ F α, (a-1), (a-1)(b-1) -> Reject H0 :
H0 : σ2ab = 0 α1 = … = αa = 0
Conclusion: Conclusion:
H0 is rejected at α=___. There is H0 is rejected at α=___. There is a
Factor A and Factor B interaction difference in mean (Respond
effect. Factor A depend on Factor B Variable) among Factor A. (Follow-
and Factor B variations depend on up Analysis)
Factor B. (with interaction)
Step 6: Follow-up Analysis
Variance Components:
Factor A (MSA-MSAB)/bn
Factor B (MSB-MSAB)/an
A × B (MSAB-MSE)/n
Interaction
Error MSE
Contribution Of Variance
Component to Total Variance
Total Variance
σ y = σ2a + σ2b + σ2ab + σ2e
2

Proportion of Var(Yijk) due to

Factor A σ2a / σ2y
Factor B σ2b / σ2y
A × B σ2ab / σ2y
Interaction
Error σ2e / σ2y
Conclusion: DIY (Do It Yourself)