Matrix Approach to 1-Way

ANOVA
Comparison of Sexual Side Effects
in 4 Antidepressants
JG Modell, et al (1997). "Comparative Sexual Side Effects of Bupropion, Fluoxetine,
Paroxetine, and Sertraline ", Clinical Pharmacology and Therapeutics,
Vol.61(4),pp476-487.
 Model
Yij i ij i ij i 1,..., t j 1,..., ri
ij ~ NID 0, 2 i i i 1,..., t
Problem: t 1 parameters and only t group means
Possible Constraints (Last one isn't helpful in extended models):
t
t 1

i ) i 0 t i
i 1 i 1

t t 1 t 1
ri
ii ) ri i 0 rt t ri i t i
i 1 i 1 i 1 rt
iii ) t 0 t
iv) 0 i i
 Matrix Approach with no constraints
(t=3)
Yi1
Y1 Y
Y Y2 Yi
i2

M
Y3
Yir i
1 1r

1

E (Yij ) i E Yi i 1ri E Y 2 1r 2

3 1r3

1r1 1r1 0 r1 0 r1

1 X 1r2 0 r2 1r2 0 r2
2
1r3 0 r3 0r3 1r3
3
1 1r
1

E Y X 2 r
1 2

3 1r 3

Problem: Last 3 columns of X sum to first column so X ' X is not full rank!
 Applying Constraint 1 Part 1
3

i 1
i 0 3 1 2

1r1 1r1 0r1

1 1X1 1r2 0 r2 1r2
2
1
r3 1 r3 1 r3

1 1r1

E (Y) X
1 1 2 1 r2

1 2 1r3
1 X X1
^ 1
T
1 X1T Y
r1 r2 r3 r1 r3 r2 r3 Y1 Y2 Y3
X1T X1 r1 r3 r1 r3 r3 X1T Y Y1 Y3
r2 r3 r3 r2 r3 Y2 Y3
 Applying Constraint 1 Part 2
det X1T X1

r r r r r r r 2 r r r r r
1 2 3 1 3 2 3 1 3 2 3 3

r r r1 r3 r1 r3 r2 r3 r1 r2 r3 r32
2 2
2 3

r12 r2 (1 1) r12 r3 (1 1)

r1r22 (1 1) r1r2 r3 ((1 1 1 2) (2 2)) r1r32 ((1 1 2) (1 2 1))
r 2 r (1 1) r r 2 ((1 1 2) (2 1 1)) r 3 ((1 2) (1 1 1))
2 3 2 3 3
9r1r2 r3
1
X1T X1
1

det X1 X1
T

r1 r3 r3 r1 r3 r3 r1 r3 r1 r3
det det det
r3 r2 r3 r2 r3 r2 r3 r2 r3 r3
r r r r r1 r2 r3 r2 r3 r1 r2 r3 r1 r3
det 1 3 2 3 det det
r3 r2 r3 r2 r3 r2 r3 r2 r3 r3

det r1 r3 r2 r3 r r r r r
det 1 2 3 2 3
r r
det 1 2 3 1 3
r r r
r r

1 3 r3
r1 r3 r3 r1 r3 r1 r3
 Applying Constraint 1 Part 3
1
X X1
1
T
1
9r1r2 r3
r1r2 r1r3 r2 r3 2r2 r3 r1r2 r1r3 2r1r3 r1r2 r2 r3
2r r r r r r r1r2 r1r3 4r2 r3 2r1r3 2r2 r3
23 12 13
2r1r3 r1r2 r2 r3 2r1r3 2r2 r3 r1r2 4r1r3 r2 r3


^

^
1 X X1
^ 1
T
1 X1T Y 1
^
2

1

9r1r2 r3
r1r2 r1r3 r2 r3 2r2 r3 r1r2 r1r3 2r1r3 r1r2 r2 r3 Y1 Y2 Y 3
2r r r r r r r1r2 r1r3 4r2 r3 2r1r3 2r2 r3 Y1 Y3
23 12 13
2r1r3 r1r2 r2 r3 2r1r3 2r2 r3 r1r2 4r1r3 r2 r3 Y2 Y3
 Applying Constraint 1 Part 4

Y1 r1r2 r1r3 r2 r3 2r2 r3 r1r2 r1r3

^ 1
Y2 r1r2 r1r3 r2 r3 2r1r3 r1r2 r2 r3
9r1r2 r3
Y3 r1r2 r1r3 r2 r3 2r2 r3 r1r2 r1r3 2r1r3 r1r2 r2 r3
1 1
Y1 3r2 r3 Y2 3r1r3 Y3 3r1r2 Y 1. Y 2. Y 3.
9r1r2 r3 3
Y1 2r2 r3 r1r2 r1r3 r1r2 r1r3 4r2 r3
^ 1
1 Y2 2r2 r3 r1r2 r1r3 r1r2 2r1r3 2r2 r3
9r1r2 r3
Y3 2r2 r3 r1r2 r1r3 r1r2 r1r3 4r2 r3 r1r2 2r1r3 2r2 r3
1 2 1 1
Y1 6r2 r3 Y2 3r1r3 Y3 3r1r2 Y 1 Y 2 Y 3
9r1r2 r3 3 3 3
^ 2 1 1 ^ 2 1 1
2 Y 2 Y 1 Y 3 3 Y 3 Y 1 Y 2
3 3 3 3 3 3
 Applying Constraint 2 Part 1
3
r1 r2

i 1
r
i i 0 r
3 3 r
1 1 r
2 2 3
r3
1
r3
2

1
1r1 0r1 1 1r
r1
1

2 1 X 2 1r2 0r2 1r2 E ( Y ) X 2 2 2 1r

2
2 r r r1 r2
1r3 1 1r3 2 1r3 1 2 1r3
r3 r3 r3 r3

2 XT2 X 2 XT2 Y
^ 1

r1 r2 r3 0 0 Y1 Y2 Y3

r1 r1r2 r1
X X2 T
2 0 r1 1 X Y
T
2 Y1 Y3
r3 r3 r3

r1r2 r r2
0 r2 1 2 Y2 Y3
r3 r3 r3

 Applying Constraint 2 Part 2
det X T2 X 2
r1 r 2
r1 r2 r3 r1 1 r2 1 0 0
r3 r 3



r1r2
2

0 0 r1 r2 r3
r3

r1 r2 r1r2
r1 r2 r3 r1 r2 1 1 2
r r r
3 3 3

N r1 r2
r1 r2 r3
N 2 r1 r2

r3 r3
Applying Constraint 2 Part 3
1
X X2
1
T

det XT2 X 2
2

r1 r1r2 r1r2 r 1
r1 1 0 0 r1 1
r3 r3 r3 r 3
det det det
r1r2 r2 r r1r2
r2 1 0 r2 1 2 0

r3 r3 r3
r3

0 0 N 0 N 0

det r1r2 r2 det r2 det r1r2
r2 1 0 r2 1 0
r
3 r3

r3
r3


0 0 N 0 N 0

det r1 r1r2 det
r1r2 det r1
r1 1 r r3 0
r3
0 r1 1 r
3 3


Nr1r2 1
0 0 0 0
r3 N
Nr2 r2 r3 Nr1r2
r
23
r2 r3 1
0 0
N r1r2 r3 r3 Nr1 N

Nr1r2 Nr1 r1 r3 0
1 r1 r3
0
r3 r3 N Nr2

 Applying Constraint 2 Part 4
1
^ 0 0
N Y Y Y
1 2 3

^
2 X 2 X 2 X 2 Y 1 0
^ 1 r2 r3

1

r1
T T
1 Y Y 3
^ Nr 1 N r 3
2 r1 r3 r2
0 1 Y2 Y3

N Nr2 r3
^ Y Y Y r Y 1 r2 Y 2 r3 Y 3
1 2 3 1 Y
N N
^ r r r 1 r r r
1 2 3 Y1 1 Y3 Y2 2 Y3 2 3 Y 1 2 Y 2 3 Y 3 Y 1 Y
r r
Nr1 r3 N r3 N N N
^
2
1
Y
r1
Y
r1 r3 Y r2 Y r1 r3 Y r1 Y r3 Y Y Y
1 3 2 3
2 1 3 2
N r3 Nr2 r3 N N N
^
3
r1 r2 Y r1 r
3 Y 1 2 Y 2 Y 3 Y
N N N
 Applying Constraint 3 Part 1
3 0 3
1r1 1r1 0r1

3 1 X 3 1r2 0r2 1r2
2
1r3 0r3 0r3
1 1r1

E (Y) X3 3 2 1 r2

1 r3
3 X X 3 X T3 Y
^ 1
T
3

r1 r2 r3 r1 r2 Y1 Y2 Y 3
XT3 X 3 r1 r1 0 XT3 Y
Y1


r2 0 r2 Y2
 Applying Constraint 3 Part 2

det X3T X3 r r
1 2 r3 r1r2 0 0 r1r22 r2 r12 0 r1r2 r3
1
X X3
1
T

det X3 X3
3 T

r1 0 r1 0 r1 r1
det det det
0 r
1 r2 r2 r2 0
r r N r2 N r1
det 1 2 det det
0 r2 r2 2 r r2 0

det r1 r2 N r2
det det
N r1

1 r 0 r1 0 r
1 1 r
r1r2 r1r2 r1r2 1 r3 1 r3 1 r3
1
r1r2 Nr2 r22 r1r2 1 r3 r1 r3 r1r3 1 r3
r1r2 r3
r1r2 r1r2 Nr1 r
1
2
1 r3 1 r3 r2 r3 r2 r3
 Applying Constraint 3 Part 3
^

^
3 X 3 X 3 X 3 Y 1
^ 1
T T

^
2

1 r3 1 r3 1 r3 Y1 Y2 Y3

1 r3 1 3 1 3
r r r r 1 r3 Y1
1 r3 1 r3 r2 r3 r2 r3 Y2

^
1 r3 Y1 Y2 Y3 1 r3 Y1 1 r3 Y2 Y 3
^
1 1 r3 Y1 Y2 Y3 1 r3 1 r1 Y1 1 r3 Y2 Y 1 Y 3
^
2 1 r3 Y1 Y2 Y3 1 r3 Y1 1 r3 1 r2 Y2 Y 2 Y 3
 Applying Constraint 4
0 i i
1 1r1 0 r1 0r1
11 n1

4 2 X1 0r2 1r2 E ( Y ) X 4 4
0r2 2 1 n2
3
0r3 0r3 1r3 3 1 n3
r1 0 0 Y 1
4 X4 X4 X 4T Y X 4T X 4 0 r2 0 Y
^ 1
T
X 4T Y 2
0 0 r3 Y 3

1 r1 0 0 Y1 Y 1

4 X4 X 4 X 4 Y 0 1 r2
^ 1

2 Y 2
T T
0 Y
0 0 1 r3 Y 3
Y 3
 1
Y 1 ... Y t
t
S
t 1 t
1
Y 1 Y i
U t ^ t i 2 t

Constraint 1: i 0 : 1
M i 1 M
t 1 1
M Y t 1 Y i
t

A t i 1 t
i t 1
R 1
r1Y 1 ... rt Y t Y
N
Y
N r t
r

1
Y 1 i Y i Y 1 Y t
t ^
Constraint 2: n i i 0: 2 N i 2 N

i 1 M
N r
t 1
t
ri
Y t 1 Y i Y t 1 Y t
N i 1 N
i t 1
Y t Y 1

^
Y 1 Y t ^
Y 2
Constraint 3: t 0 : 3 Constraint 4: 0 :
M
4 M

Y t 1 Y t Y t
 Estimable Functions
A linear function of the parameter vector , h
is said to be estimable if h=tX. That is, if h can
be written as a linear function of the rows of X

1r1 1r1 0r1 0r1

1
X 1r2 0 r2 1r2 0 r2
2
1
r3 0 0 1r3
3
r3 r3

Some commonly estimated estimable functions:

t t
i) i ii ) i i ' iii ) ci i 0 s.t. ci 0
i 1 i 1

Some non-estimable functions:

iv) v) i
Uniqueness of Estimates of Estimable
Functions
Estimable Function: 1 :
t
Constraint 1: i 1
i 0:

1 Y 1 ... Y t t 1 t
1
1 Y i
$
1 Y
t t i 2 t

$1 1 Y 1 t 1 Y 1 Y 1
t t
t
Constraint 2: ni 1
i i 0:

1 r Y 1 ... r Y t N r t
ri
$1 1 Y i

1
Y
N
1 t
N i2 N

$1 r1 Y 1 N r1 Y 1 Y 1

N N
Constraint 3: 0 : Y t $1 Y 1 Y t
$1 Y 1
t

0 $1 Y 1
Constraint 4: 0 : $1 Y 1
 Application: Comparison of t=4
Antidepressants
Response: Y = Change in libido scores for
patients on antidepressants
Treatments: t=4 Brands of antidepressants
Prozac (r1 = 37)
Paxil (r2 = 21)
Zoloft (r3 = 27)
Wellbutrin (r4 = 22)
N=107, t=4, Prozac, Paxil, Zoloft are SSRIs, Wellbutrin
not
Will make generalizations of case t=3
 Data and Analysis of Variance

H0 : Brand Means are all equal

Conclude brand means are not all equal Note: s2 = MSE = 0.96
Parameter Estimates Constraint 1
Parameter Estimates Constraint 2
Parameter Estimates Constraint 3
Parameter Estimates Constraint 4