Other experimental designs

Randomized Block design

Latin Square design
Repeated Measures design
The Randomized Block Design
 Suppose a researcher is interested in how
several treatments affect a continuous
response variable (Y).
The treatments may be the levels of a single
factor or they may be the combinations of
levels of several factors.
Suppose we have available to us a total of
N = nt experimental units to which we are
going to apply the different treatments.
The Completely Randomized (CR) design
randomly divides the experimental units into t
groups of size n and randomly assigns a
treatment to each group.
The Randomized Block Design
divides the group of experimental units into
n homogeneous groups of size t.
These homogeneous groups are called
blocks.
The treatments are then randomly assigned
to the experimental units in each block -
one treatment to a unit in each block.
The ANOVA table for the Completely Randomized Design
Source df Sum of Squares
Treatments t-1 SSTr
Error t(n 1) SSError
Total tn - 1 SSTotal
yij i ij(CR )

The ANOVA table for the Randomized Block Design

Source df Sum of Squares
Blocks n-1 SSBlocks
Treatments t-1 SSTr
Error (t 1) (n 1) SSError
Total tn - 1 SSTotal

yij i j ij( RB )
Comments
( CR )
The error term, ij , for the Completely Randomized Design
models variability in the reponse, y, between experimental units

The error term, ij( RB,) for the Completely Block Design models
variability in the reponse, y, between experimental units in the
same block (hopefully the is considerably smaller than ij . ( CR )

The ability to detect treatment differences depends on the

magnitude of the random error term
Example Weight gain, diet, source of protein, level of protein
(Completely randomized design)
 Randomized Block Design
Block Block
1 107 96 112 83 87 90 6 128 89 104 85 84 89
(1) (2) (3) (4) (5) (6) (1) (2) (3) (4) (5) (6)

2 102 72 100 82 70 94 7 56 70 72 64 62 63
(1) (2) (3) (4) (5) (6) (1) (2) (3) (4) (5) (6)

3 102 76 102 85 95 86 8 97 91 92 80 72 82
(1) (2) (3) (4) (5) (6) (1) (2) (3) (4) (5) (6)

4 93 70 93 63 71 63 9 80 63 87 82 81 63
(1) (2) (3) (4) (5) (6) (1) (2) (3) (4) (5) (6)

5 111 79 101 72 75 81 10 103 102 112 83 93 81

(1) (2) (3) (4) (5) (6) (1) (2) (3) (4) (5) (6)
 The Anova Table for Diet Experiment
Source S.S d.f. M.S. F p-value
Block 5992.4167 9 665.82407 9.52 0.00000
Diet 4572.8833 5 914.57667 13.076659 0.00000
ERROR 3147.2833 45 69.93963
 Example 1:
Suppose we are interested in how weight gain
(Y) in rats is affected by Source of protein
(Beef, Cereal, and Pork) and by Level of
Protein (High or Low).
There are a total of t = 32 = 6 treatment
combinations of the two factors (Beef -High
Protein, Cereal-High Protein, Pork-High
Protein, Beef -Low Protein, Cereal-Low
Protein, and Pork-Low Protein) .
 Suppose we have available to us a total of N = 60
experimental rats to which we are going to apply the
different diets based on the t = 6 treatment
combinations.
Prior to the experimentation the rats were divided
into n = 10 homogeneous groups of size 6.
The grouping was based on factors that had
previously been ignored (Example - Initial weight
size, appetite size etc.)
Within each of the 10 blocks a rat is randomly
assigned a treatment combination (diet).
 The weight gain after a fixed period is
measured for each of the test animals and is
tabulated on the next slide:
 Randomized Block Design
Block Block
1 107 96 112 83 87 90 6 128 89 104 85 84 89
(1) (2) (3) (4) (5) (6) (1) (2) (3) (4) (5) (6)

2 102 72 100 82 70 94 7 56 70 72 64 62 63
(1) (2) (3) (4) (5) (6) (1) (2) (3) (4) (5) (6)

3 102 76 102 85 95 86 8 97 91 92 80 72 82
(1) (2) (3) (4) (5) (6) (1) (2) (3) (4) (5) (6)

4 93 70 93 63 71 63 9 80 63 87 82 81 63
(1) (2) (3) (4) (5) (6) (1) (2) (3) (4) (5) (6)

5 111 79 101 72 75 81 10 103 102 112 83 93 81

(1) (2) (3) (4) (5) (6) (1) (2) (3) (4) (5) (6)
 Example 2:
The following experiment is interested in
comparing the effect four different chemicals
(A, B, C and D) in producing water resistance
(y) in textiles.
A strip of material, randomly selected from
each bolt, is cut into four pieces (samples) the
pieces are randomly assigned to receive one of
the four chemical treatments.
 This process is replicated three times
producing a Randomized Block (RB) design.
Moisture resistance (y) were measured for
each of the samples. (Low readings indicate
low moisture penetration).
The data is given in the diagram and table on
the next slide.
Diagram: Blocks(BoltSamples)

9.9 C 13.4 D 12.7 B

10.1 A 12.9 B 12.9 D
11.4 B 12.2 A 11.4 C
12.1 D 12.3 C 11.9 A
 Table
Blocks (Bolt Samples)
Chemical 1 2 3
A 10.1 12.2 11.9
B 11.4 12.9 12.7
C 9.9 12.3 11.4
D 12.1 13.4 12.9
The Model for a randomized Block Experiment
yij i j ij
i = 1,2,, t j = 1,2,, b
yij = the observation in the jth block receiving the
ith treatment
= overall mean
i = the effect of the ith treatment
j = the effect of the jth Block
ij = random error
The Anova Table for a randomized Block Experiment

Source S.S. d.f. M.S. F p-value

Treat SST t-1 MST MST /MSE
Block SSB n-1 MSB MSB /MSE
Error SSE (t-1)(b-1) MSE
 A randomized block experiment is assumed to be
a two-factor experiment.
The factors are blocks and treatments.
The is one observation per cell. It is assumed that
there is no interaction between blocks and
treatments.
The degrees of freedom for the interaction is used
to estimate error.
 The Anova Table for Diet Experiment

Source S.S d.f. M.S. F p-value

Block 5992.4167 9 665.82407 9.52 0.00000
Diet 4572.8833 5 914.57667 13.076659 0.00000
ERROR 3147.2833 45 69.93963
 The Anova Table forTextile Experiment

SOURCE SUM OF SQUARES D.F. MEAN SQUARE F TAIL PROB.

Blocks 7.17167 2 3.5858 40.21 0.0003
Chem 5.20000 3 1.7333 19.44 0.0017
ERROR 0.53500 6 0.0892
 If the treatments are defined in terms of
two or more factors, the treatment Sum
of Squares can be split (partitioned)
into:
Main Effects
Interactions
 The Anova Table for Diet Experiment
terms for the main effects and interactions between Level of Protein and Source of Protein

Source S.S d.f. M.S. F p-value

Block 5992.4167 9 665.82407 9.52 0.00000
Diet 4572.8833 5 914.57667 13.076659 0.00000
ERROR 3147.2833 45 69.93963

Source S.S d.f. M.S. F p-value

Block 5992.4167 9 665.82407 9.52 0.00000
Source 882.23333 2 441.11667 6.31 0.00380
Level 2680.0167 1 2680.0167 38.32 0.00000
SL 1010.6333 2 505.31667 7.23 0.00190
ERROR 3147.2833 45 69.93963
 Using SPSS to analyze a
randomized Block Design
Treat the experiment as a two-factor
experiment
Blocks
Treatments

Omit the interaction from the analysis. It will

be treated as the Error term.
 The data in an SPSS file

Variables are in columns

Select General Linear Model->Univariate
Select the dependent variable, the Block factor, the
Treatment factor.

Select Model.
Select a Custom model.
Put in the model only the main effects.
Obtain the ANOVA table

Tests of Between-Subjects Effects

Dependent Variable: WTGAIN

Type III
Sum of Mean
Source Squares df Square F Sig.
Corrected Model 10564.033 a 14 754.574 10.834 .000
Intercept 437418.8 1 437418.8 6280.442 .000
DIET 4594.683 5 918.937 13.194 .000
BLOCK 5969.350 9 663.261 9.523 .000
Error 3134.150 45 69.648
Total 451117.0 60
Corrected Total 13698.183 59
a. R Squared = .771 (Adjusted R Squared = .700)

If I want to break apart the Diet SS into components representing

Source of Protein (2 df), Level of Protein (1 df), and Source Level
interaction (2 df) - follow the subsequent steps
Replace the Diet factor by the Source and level factors
(The two factors that define diet)
Specify the model. There is no interaction between
Blocks and the diet factors (Source and Level)
Obtain the ANOVA table
Tests of Between-Subjects Effects

Dependent Variable: WTGAIN

Type III
Sum of Mean
Source Squares df Square F Sig.
Corrected Model 10564.033 a 14 754.574 10.834 .000
Intercept 437418.8 1 437418.8 6280.442 .000
BLOCK 5969.350 9 663.261 9.523 .000
SOURCE 904.033 2 452.017 6.490 .003
LEVEL 2680.017 1 2680.017 38.480 .000
SOURCE * LEVEL 1010.633 2 505.317 7.255 .002
Error 3134.150 45 69.648
Total 451117.0 60
Corrected Total 13698.183 59
a. R Squared = .771 (Adjusted R Squared = .700)
Repeated Measures Designs
In a Repeated Measures Design
We have experimental units that
may be grouped according to one or several
factors (the grouping factors)
Then on each experimental unit we have
not a single measurement but a group of
measurements (the repeated measures)
The repeated measures may be taken at
combinations of levels of one or several
factors (The repeated measures factors)
 Example
In the following study the experimenter was
interested in how the level of a certain enzyme
changed in cardiac patients after open heart
surgery.
The enzyme was measured
immediately after surgery (Day 0),
one day (Day 1),
two days (Day 2) and
one week (Day 7) after surgery
for n = 15 cardiac surgical patients.
 The data is given in the table below.

Table: The enzyme levels -immediately after surgery (Day

0), one day (Day 1),two days (Day 2) and one week (Day 7)
after surgery

Subject Day0 Day1 Day2 Day7 Subject Day0 Day1 Day2 Day7
1 108 63 45 42 9 106 65 49 49
2 112 75 56 52 10 110 70 46 47
3 114 75 51 46 11 120 85 60 62
4 129 87 69 69 12 118 78 51 56
5 115 71 52 54 13 110 65 46 47
6 122 80 68 68 14 132 92 73 63
7 105 71 52 54 15 127 90 73 68
8 117 77 54 61
 The subjects are not grouped (single group).
There is one repeated measures factor -Time
with levels
Day 0,
Day 1,
Day 2,
Day 7
This design is the same as a randomized
block design with
Blocks = subjects
 The Anova Table for Enzyme Experiment

Source SS df MS F p-value
Subject 4221.100 14 301.507 32.45 0.0000
Day 36282.267 3 12094.089 1301.66 0.0000
ERROR 390.233 42 9.291

The Subject Source of variability is modelling the

variability between subjects

The ERROR Source of variability is modelling the

variability within subjects
The repeated Analysis Using SPSS
measures are
in columns
- the data file
Select General Linear model -> Repeated Measures
Specify the repeated measures factors and the number of
levels
Specify the variables that represent the levels of the
repeated measures factor

There is no Between subject factor in this example

The ANOVA table

Tests of Within-Subjects Effects

Measure: MEASURE_1
Type III
Sum of Mean
Source Squares df Square F Sig.
TIME Sphericity As sumed 36282.267 3 12094.089 1301.662 .000
Greenhouse-Geis ser 36282.267 2.588 14021.994 1301.662 .000
Huynh-Feldt 36282.267 3.000 12094.089 1301.662 .000
Lower-bound 36282.267 1.000 36282.267 1301.662 .000
Error(TIME) Sphericity As sumed 390.233 42 9.291
Greenhouse-Geis ser 390.233 36.225 10.772
Huynh-Feldt 390.233 42.000 9.291
Lower-bound 390.233 14.000 27.874
 Example :
(Repeated Measures Design - Grouping Factor)

In the following study, similar to example 3,

the experimenter was interested in how the
level of a certain enzyme changed in cardiac
patients after open heart surgery.
In addition the experimenter was interested in
how two drug treatments (A and B) would
also effect the level of the enzyme.
 The 24 patients were randomly divided into three
groups of n= 8 patients.
The first group of patients were left untreated as a
control group while
the second and third group were given drug
treatments A and B respectively.
Again the enzyme was measured immediately after
surgery (Day 0), one day (Day 1), two days (Day 2)
and one week (Day 7) after surgery for each of the
cardiac surgical patients in the study.
Table: The enzyme levels - immediately after surgery (Day 0),
one day (Day 1),two days (Day 2) and one week (Day 7)
after surgery for three treatment groups (control, Drug
A, Drug B)

Group
Control DrugA DrugB
Day Day Day
0 1 2 7 0 1 2 7 0 1 2 7
122 87 68 58 93 56 36 37 86 46 30 31
112 75 55 48 78 51 33 34 100 67 50 50
129 80 66 64 109 73 58 49 122 97 80 72
115 71 54 52 104 75 57 60 101 58 45 43
126 89 70 71 108 71 57 65 112 78 67 66
118 81 62 60 116 76 58 58 106 74 54 54
115 73 56 49 108 64 54 47 90 59 43 38
112 67 53 44 110 80 63 62 110 76 64 58
 The subjects are grouped by treatment
control,
Drug A,
Drug B
There is one repeated measures factor -Time
with levels
Day 0,
Day 1,
Day 2,
Day 7
 The Anova Table
Source SS df MS F p-value
Drug 1745.396 2 872.698 1.78 0.1929
1
Error 10287.844 21 489.897
Time 47067.031 3 15689.010 1479.58 0.0000
Time x Drug 357.688 6 59.615 5.62 0.0001
2
Error 668.031 63 10.604

There are two sources of Error in a repeated

measures design:
The between subject error Error1 and
the within subject error Error2
Tables of means

Drug Day 0 Day 1 Day 2 Day 7 Overall

Control 118.63 77.88 60.50 55.75 78.19
A 103.25 68.25 52.00 51.50 68.75
B 103.38 69.38 54.13 51.50 69.59
Overall 108.42 71.83 55.54 52.92 72.18
 120

Time Profiles of Enzyme Levels

100
Control
Drug A
Enz yme Le ve l

Drug B

80

60

40
0 1 2 3 4 5 6 7
Day
 Example :
Repeated Measures Design - Two Grouping Factors

In the following example , the researcher was

interested in how the levels of Anxiety (high and
low) and Tension (none and high) affected error
rates in performing a specified task.
In addition the researcher was interested in how the
error rates also changed over time.
Four groups of three subjects diagnosed in the four
Anxiety-Tension categories were asked to perform
the task at four different times patients in the study.
 The number of errors committed at each instance is
tabulated below.

Anxiety
Low High
Tension
None High None High
subject subject subject subject
1 2 3 1 2 3 1 2 3 1 2 3
18 19 14 16 12 18 16 18 16 19 16 16
14 12 10 12 8 10 10 8 12 16 14 12
12 8 6 10 6 5 8 4 6 10 10 8
6 4 2 4 2 1 4 1 2 8 9 8
 The Anova Table

Source SS df MS F p-value
Anxiety 10.08333 1 10.08333 0.98 0.3517
Tension 8.33333 1 8.33333 0.81 0.3949
AT 80.08333 1 80.08333 7.77 0.0237
1
Error 82.85 8 10.3125
B 991.5 3 330.5 152.05 0
BA 8.41667 3 2.80556 1.29 0.3003
BT 12.16667 3 4.05556 1.87 0.1624
BAT 12.75 3 4.25 1.96 0.1477
2
Error 52.16667 24 2.17361
Latin Square Designs
Latin Square Designs
Selected Latin Squares
3x3 4x4
AB C AB C D AB C D ABCD AB C D
B C A B AD C BCDA B D AC B AD C
C AB C D B A C DAB C AD B C DAB
D C A BD A B C DCBA DCBA

5x5 6x6
AB C D E AB C D EF
B AE C D B F D CAE
C DAE B CDEFBA
D E B AC DAF E C B
ECDBA E C AB F D
F E BAD C
A Latin Square
Definition

A Latin square is a square array of objects (letters A,

B, C, ) such that each object appears once and only
once in each row and each column. Example - 4 x 4
Latin Square.

AB C D
BCDA
C D AB
D AB C

In a Latin square You have three factors:

Treatments (t) (letters A, B, C, )
Rows (t)
Columns (t)
The number of treatments = the number of rows =
the number of colums = t.
The row-column treatments are represented by cells
in a t x t array.
The treatments are assigned to row-column
combinations using a Latin-square arrangement

Example

A courier company is interested in deciding

between five brands (D,P,F,C and R) of car for
its next purchase of fleet cars.
The brands are all comparable in purchase price.
The company wants to carry out a study that will
enable them to compare the brands with respect to
operating costs.
For this purpose they select five drivers (Rows).
In addition the study will be carried out over a
five week period (Columns = weeks).
 Each week a driver is assigned to a car using
randomization and a Latin Square Design.
The average cost per mile is recorded at the end of
each week and is tabulated below:
Week
1 2 3 4 5
1 5.83 6.22 7.67 9.43 6.57
D P F C R
2 4.80 7.56 10.34 5.82 9.86
P D C R F
Drivers 3 7.43 11.29 7.01 10.48 9.27
F C R D P
4 6.60 9.54 11.11 10.84 15.05
R F D P C
5 11.24 6.34 11.30 12.58 16.04
C R P F D
 The Model for a Latin Experiment
yij k k i j ij k
i = 1,2,, t j = 1,2,, t k = 1,2,, t
yij(k) = the observation in ith row and the jth
column receiving the kth treatment
= overall mean
k = the effect of the ith treatment
No interaction
i = the effect of the i row
th
between rows,
j = the effect of the jth column columns and
treatments
ij(k) = random error
 A Latin Square experiment is assumed to be a
three-factor experiment.
The factors are rows, columns and treatments.
It is assumed that there is no interaction between
rows, columns and treatments.
The degrees of freedom for the interactions is
used to estimate error.
 The Anova Table for a Latin Square Experiment

Source S.S. d.f. M.S. F p-value

Treat SSTr t-1 MSTr MSTr /MSE
Rows SSRow t-1 MSRow MSRow /MSE
Cols SSCol t-1 MSCol MSCol /MSE
Error SSE (t-1)(t-2) MSE
Total SST t2 - 1
 The Anova Table for Example

Source S.S. d.f. M.S. F p-value

Week 51.17887 4 12.79472 16.06 0.0001
Driver 69.44663 4 17.36166 21.79 0.0000

Car 70.90402 4 17.72601 22.24 0.0000

Error 9.56315 12 0.79693

Total 201.09267 24
Example
In this Experiment the we are again interested in how
weight gain (Y) in rats is affected by Source of protein
(Beef, Cereal, and Pork) and by Level of Protein (High
or Low).
There are a total of t = 3 X 2 = 6 treatment
combinations of the two factors.
Beef -High Protein
Cereal-High Protein
Pork-High Protein
Beef -Low Protein
Cereal-Low Protein and
Pork-Low Protein
In this example we will consider using a Latin Square
design

Six Initial Weight categories are identified for the

test animals in addition to Six Appetite categories.

A test animal is then selected from each of the 6 X

6 = 36 combinations of Initial Weight and
Appetite categories.
A Latin square is then used to assign the 6 diets to
the 36 test animals in the study.
In the latin square the letter

A represents the high protein-cereal diet

B represents the high protein-pork diet
C represents the low protein-beef Diet
D represents the low protein-cereal diet
E represents the low protein-pork diet and
F represents the high protein-beef diet.
 The weight gain after a fixed period is measured for
each of the test animals and is tabulated below:

AppetiteCategory
1 2 3 4 5 6
1 62.1 84.3 61.5 66.3 73.0 104.7
A B C D E F
2 86.2 91.9 69.2 64.5 80.8 83.9
B F D C A E
Initial 3 63.9 71.1 69.6 90.4 100.7 93.2
Weight C D E F B A
Category 4 68.9 77.2 97.3 72.1 81.7 114.7
D A F E C B
5 73.8 73.3 78.6 101.9 111.5 95.3
E C A B F D
6 101.8 83.8 110.6 87.9 93.5 103.8
F E B A D C
 The Anova Table for Example

Source S.S. d.f. M.S. F p-value

Inwt 1767.0836 5 353.41673 111.1 0.0000
App 2195.4331 5 439.08662 138.03 0.0000
Diet 4183.9132 5 836.78263 263.06 0.0000
Error 63.61999 20 3.181

Total 8210.0499 35
Diet SS partioned into main effects for Source and Level of Protein

Source S.S. d.f. M.S. F p-value

Inwt 1767.0836 5 353.41673 111.1 0.0000
App 2195.4331 5 439.08662 138.03 0.0000
Source 631.22173 2 315.61087 99.22 0.0000
Level 2611.2097 1 2611.2097 820.88 0.0000
SL 941.48172 2 470.74086 147.99 0.0000
Error 63.61999 20 3.181

Total 8210.0499 35
Graeco-Latin Square Designs

Mutually orthogonal Squares

Definition
A Greaco-Latin square consists of two latin squares (one
using the letters A, B, C, the other using greek letters , ,
, ) such that when the two latin square are supper imposed
on each other the letters of one square appear once and only
once with the letters of the other square. The two Latin squares
are called mutually orthogonal.
Example: a 7 x 7 Greaco-Latin Square
A B C D E F G
B C D E F G A
C D E F G A B
D E F G A B C
E F G A B C D
F G A B C D E
G A B C D E F
Note:

At most (t 1) t x t Latin squares L1, L2, , Lt-1 such

that any pair are mutually orthogonal.

It is possible that there exists a set of six 7 x 7

mutually orthogonal Latin squares L1, L2, L3, L4, L5,
L6 .
The Greaco-Latin Square Design - An Example
A researcher is interested in determining the effect of
two factors
the percentage of Lysine in the diet and
percentage of Protein in the diet
have on Milk Production in cows.

Previous similar experiments suggest that interaction

between the two factors is negligible.
For this reason it is decided to use a Greaco-Latin
square design to experimentally determine the two
effects of the two factors (Lysine and Protein).

Seven levels of each factor is selected

0.0(A), 0.1(B), 0.2(C), 0.3(D), 0.4(E), 0.5(F), and
0.6(G)% for Lysine and
2(a), 4(b), 6(c), 8(d), 10(e), 12(f) and 14(g)% for
Protein ).
Seven animals (cows) are selected at random for
the experiment which is to be carried out over
seven three-month periods.
 A Greaco-Latin Square is the used to assign the 7 X 7
combinations of levels of the two factors (Lysine and Protein)
to a period and a cow. The data is tabulated on below:

Period
1 2 3 4 5 6 7

1 304 436 350 504 417 519 432

(A (B (C (D (E (F (G
2 381 505 425 564 494 350 413
B (C (D (E (F (G (A
3 432 566 479 357 461 340 502
(C (D (E (F (G (A (B
Cows 4 442 372 536 366 495 425 507
(D (E (F (G (A (B (C
5 496 449 493 345 509 481 380
(E (F (G (A (B (C (D
6 534 421 452 427 346 478 397
(F (G (A (B (C (D (E
7 543 386 435 485 406 554 410
(G (A (B (C (D (E (F
The Model for a Greaco-Latin Experiment
yij kl k l i j ij kl

i = 1,2,, t j = 1,2,, t

k = 1,2,, t l = 1,2,, t

yij(kl) = the observation in ith row and the jth

column receiving the kth Latin treatment
and the lth Greek treatment
 = overall mean
k = the effect of the kth Latin treatment
l = the effect of the lth Greek treatment
i = the effect of the ith row

j = the effect of the jth column

ij(k) = random error

No interaction between rows, columns,

Latin treatments and Greek treatments
 A Greaco-Latin Square experiment is assumed to
be a four-factor experiment.
The factors are rows, columns, Latin treatments
and Greek treatments.
It is assumed that there is no interaction between
rows, columns, Latin treatments and Greek
treatments.
The degrees of freedom for the interactions is
used to estimate error.
 The Anova Table for a
Greaco-Latin Square Experiment

Source S.S. d.f. M.S. F p-value

Latin SSLa t-1 MSLa MSLa /MSE
Greek SSGr t-1 MSGr MSGr /MSE
Rows SSRow t-1 MSRow MSRow /MSE
Cols SSCol t-1 MSCol MSCol /MSE
Error SSE (t-1)(t-3) MSE
Total SST t2 - 1
 The Anova Table for Example

Source S.S. d.f. M.S. F p-value

Protein 160242.82 6 26707.1361 41.23 0.0000
Lysine 30718.24 6 5119.70748 7.9 0.0001
Cow 2124.24 6 354.04082 0.55 0.7676
Period 5831.96 6 971.9932 1.5 0.2204
Error 15544.41 24 647.68367
Total 214461.67 48