NOTE on Treatment (Multiple) Comparisons

All the tests we have studied in the Treatment comparisons section assumes normality If you do not have normality do not apply them There are tests suitable in this case but beyond this class

Dr Alyaa R. Zahran

Spring11_425_RCBD

Randomized Complete Block Design RCBD

If variability among the EUs is systematic rather than random we could control it using the blocking principle when we know the causing nuisance factor use RCBD IDEA: Is to take the systematic variation into account by eliminating the effect such variability would have on the precision of treatment comparisons reduce error in order to improve precision of the investigation
Dr Alyaa R. Zahran Spring11_425_RCBD

NOTES
If we can not control it but still we know the nuisance factor and can measure it use Covariance analysis If the nuisance factor is unknown and uncontrollable (a lurking variable), we hope that randomization balances out its impact across the experiment CRD Sometimes several sources of variability are combined in a block, so the block becomes an aggregate variable

Dr Alyaa R. Zahran

Spring11_425_RCBD

Notes cont
Variability between blocks can be large, BUT variability within a block should be relatively small In general, a block is a specific level of the nuisance factor A complete replicate of the basic experiment is conducted in each block A block represents a restriction on randomization All runs within a block are randomized

Dr Alyaa R. Zahran

Spring11_425_RCBD

Textbook Kuehl: Timing of Nitrogen Fertilization for Wheat

Research objective to evaluate the effect of several fertilization timing schedules on the stem tissue nitrate amounts and wheat production. The nitrate nitrogen content from a wheat stems is measured. Wish: compare 6 different fertilization timing use CRD: EU=plot Problem: there is a water gradient along one direction from the irrigation source Solution: Blocking RCBD: Block=level of water gradient & assign all trts in each block
Dr Alyaa R. Zahran Spring11_425_RCBD

Wheat Example
Suppose that we use b = 4 blocks:
Level1 Level2 Level3 Level4 Block1 Block2 Block3 block4 trt2 trt1 trt6 trt2 trt5 Trt3 Trt3 Trt4 Trt4 Trt4 Trt5 Trt6 Trt1 Trt6 Trt1 Trt5

Notice how ALL your trts appear in EACH block

Trt6 Trt5 Trt2 Trt3

trt3 trt2 trt4 trt1

Notice the two-way structure of the experiment Once again, we are interested in testing the equality of treatment means, but now we have to remove the variability associated with the nuisance factor (the blocks)
Dr Alyaa R. Zahran Spring11_425_RCBD

RCBD Model

yij

m j t B i
e ij ~(0,s e2 )
iid

ij

j1 1 i Notations: Yij is the value of the response in the jth block that took the ith treatment ij independent N(0, 2)

0 B j 0

i the effect of the ith treatment, i=1,.,t Bj effect of block j, j=1,,b

Dr Alyaa R. Zahran Spring11_425_RCBD

1 t y j y j t j1

1 b y i yij b j1

Estimation
Our estimators are all BLUE .. Analysis of covariance could be performed in RCBD! If size of block is a multiple of t then we have the Generalized RBD (GRBD) If size of block <t then we have Incomplete BD (IBD)
Dr Alyaa R. Zahran Spring11_425_RCBD

my
t i yi-

B
j

yj- y

ANOVA Partitioning of total variability

SS T (y ij y.i- y
i1 j 1 t b

-y)

{(y.i- y) (y
i1 j t 1 2

j b

-y)(y
2

ij

-y.i- y
t b

-y)}

b(y.i- y)
i1

t (y ,j -y)
j1

(y ij -y.i- y
i1 j 1

-y)

SSTrSSBSSE
Dr Alyaa R. Zahran

Spring11_425_RCBD

H 0 :m 1 m

m t m B j )mt
1 i

ANOVA for RCBD

1 b m i (mt b j

H 0 :t 1
SoV Bls Trt. Err SS SSB SSTr SSE

t t t 0
MS MSB F NO Test !!

df b-1 t-1 (t-1)(b-1)

MSTr MSTr/MSE MSE

Total

SST

tb-1

Dr Alyaa R. Zahran

Spring11_425_RCBD

MINITAB
STAT ANOVA Balanced ANOVA OR STAT ANOVA Two Factor BUT do NOT use p-value of the Block line Just take MS quantities and use the ERE

Dr Alyaa R. Zahran

Spring11_425_RCBD

Example
In an experiment on decision making, executives were exposed to one of three methods of quantifying the maximum risk premium they would be willing to pay to avoid uncertainty in a business decision. Fifteen subjects were used in the study. They were grouped into five blocks of three executives, according to age. After using the assigned method, the subjects were asked to state their degree of confidence in the method of quantifying the risk premium on a scale from 0 (no confidence) to 20.

Dr Alyaa R. Zahran

Spring11_425_RCBD

DATA
Block
1 2 3

Method1
1 2 7

Method2
5 8 9

Method3
8 14 16

4
5

6
12

13
14

18
17

Dr Alyaa R. Zahran

Spring11_425_RCBD

STACK!
D

Dr Alyaa R. Zahran

Spring11_425_RCBD

Now you could perform multiple comparisons

Results
Notice how the individual 95% CI of the treatments means do not intersect! This tells you that they are different but remember you need to test! Reject H0 (p-value=000) the methods do differ significantly from each other at 95%
Dr Alyaa R. Zahran Spring11_425_RCBD

Relative Efficiency of RCBD to CRD (did blocking increase Precision?)

H= MSB/MSE not a reasonable test for blocks! HOWEVER it is related to RE
var(CRD) RE(RCBDto CRD) var(RCBD)
Kempthorne 1955

but unknown

1 ERE(RCBDtoCRD)
Dr Alyaa R. Zahran

(bt -1)

(b-1)MSBb(t -1)MSE
MSE

Spring11_425_RCBD

Relative Efficiency of RCBD to CRD (did blocking increase Precision?)

ERE(RCBDto CRD) k (1-k)H
k b(t -1) /(tb-1)

a quick check for whether blocking was effective is to make sure that H>1 since H> 1 iff ERE>1

Dr Alyaa R. Zahran

Spring11_425_RCBD

Relative Efficiency of RCBD to Not in Kuehl CRD cont

How much have we gained by using a RCBD rather than a CRD with the same number of EUs? If ERE(RCBD to CRD)>125% RCBD is better than CRD

Practical interpretation of ERE is that we require r=b*ERE replications per treatment for a CRD to be as effective as the RCBD with b replications (blocks) using the same experimental material.
Dr Alyaa R. Zahran Spring11_425_RCBD

Example. revisited
What is the relative efficiency of RCBD with respect to CRD?
(5-1)42.8335(3-1)2.983 ERE(RCBD to CRD) 481% (15 1)2.983

RCBD is more efficient than CRD since ERE>125% How many replications would we use if we applied CRD rather than our RCBD to maintain same efficiency r=b*ERE=5*4.81~24!!

Dr Alyaa R. Zahran

Spring11_425_RCBD

Interaction between Block and Treatment

If you have a curvilinear shape in the graph of the fitted values vs the residuals then you might have interaction effect! Use a transformation to eliminate or minimize the interaction [not in STAT425] But we could test for the existence of this interaction using Tukeys test for nonadditivity!
Dr Alyaa R. Zahran Spring11_425_RCBD

Not in Kuehl

Tukeys test for Nonadditivity

Additivity means there is no interaction! This was the main assumption in RCBD. But we need to test this. Let

yij m
q

Bi t

qtB ij
g i

e
yij j
j1 b b

i1

( ig

i 1)t t i
2

i1
Dr Alyaa R. Zahran

j1

2 j

Spring11_425_RCBD

Tukeys test for Nonadditivity..cont

SS(q) F [SSE - SS(q)]/[(t -1)(b -1) -1]

2 2 SS(q ) t 2 q i1 j j
Dr Alyaa R. Zahran Spring11_425_RCBD

A one df test for H0: additivity (=0, no interaction)

Reject for large values of F 1

Block 1 2

Method 1 1 2

Method Method 2 3 5 8 8 14

mean
4.6667

y1j Bj
-5.3333

y2j Bj
-26.665

y3j Bj
-42.664

8
10.6667

-4
4.6669

-16.00
6.0003

-28.0
10.6672

3
4 5

7
6 12

9
13 14

16
18 17

12.333 14.333

13.999 51.999

30.333 41.999 60.666 73.666

mean

5.6

9.8

14.6

Grand=10

Sum 61.3

Sum 54.3

Sum 55.7

Dr Alyaa R. Zahran

Spring11_425_RCBD

SS(q)
[23.867 -SS(q)] /[(3 -1)(5-1)-1] 0.213 0.0631F(5%,1,7) 5.591

(23.867 -.213)/7

61.3 / g i 54.3 55.7

2

Bj
2

1.07 i1 i2

/57.110.95

j1

/57.11 0.98

i 3

SS(q)q

2 i1
i

2 j 1

( ig

i 1)t
1

(-0.0096)2* 40.56 *57.11 0.213477728256

Dr Alyaa R. Zahran Spring11_425_RCBD

i1

-0.00962

t i

Comparisons among treatment means (handt calculations!) Or use general linear model in Means mi MINITAB
If we rejected the null in ANOVA, we know that there are differences among the treatment means, BUT do not know exactly which ones differ!! All tests studied in the CRD are applicable here just make sure to use the right formula (under RCBD) for the mi, contrasts 1 and their variances. ) ar( c i y ) c2MSE

MINITAB will give you just the

b
i

Dr Alyaa R. Zahran

Spring11_425_RCBD

Model Adequacy Checking

Normality Unequal variance by trt or block Block-trt interaction (residuals vs fit to check that there is no curve pattern!)

Dr Alyaa R. Zahran

Spring11_425_RCBD

Example Revisited
Normal Probabilit y Plot
99 90 50 10 1 -3.0 -1.5 0.0 Residual 1.5

Remember we did not reject the additivity of the model using Tukey!

Residual Plots for response

Versus Fits
2 1

0
-1

-2
3.0 0 5
10 Fitted Value 15 20

Histogram
4 2

Versus Order

3
2 1 0

1
0 -1 -2 -2 -1 0 Residual 1 2 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Observation Order

Dr Alyaa R. Zahran

Spring11_425_RCBD

Example Revi

Dr Alyaa R. Zahran

Spring11_425_RCBD

Not in Kuehl

Estimating Missing Values: approximate method for one obs

To keep orthogonality of trt and blocks (each trt appears in each block) we need to estimate this ONE missed value

ay' i by' j -y'

(a -1)(b -1)

And decrease the SSE degrees of freedom by one for each missing obs.
Dr Alyaa R. Zahran Spring11_425_RCBD

Estimating Missing Values: approximate method ..cont

If more than one obs is missed we need to write SSE as an equation of the missing values, and solve for these missing values [not in STAT425]

Dr Alyaa R. Zahran

Spring11_425_RCBD