Topic 6. Two-Way Designs: Randomized Complete Block Design
Topic 6. Two-Way Designs: Randomized Complete Block Design
Topic 6. Two-Way Designs: Randomized Complete Block Design
10
11
12
1
2
N
3
4
1 (B)
2 (A)
3 (C)
4 (A)
5 (B)
6 (C)
7 (A)
8 (C)
9 (B)
10 (A)
11 (C)
12 (B)
The field can be divided into four blocks of three plots each, and the soil in
each of these blocks will be uniform.
RCBD: INDEPENDENT RANDOMIZATIONS IN EACH BLOCK!
1
6. 2. 3. Statistical model
The new model is
Yij = + i + j + ij.
(Y
i =1 j =1
or,
ij
i =1
j =1
Y .. ) 2 = r (Y i . Y .. ) 2 + t (Y . j Y .. ) 2 + (Yij Y i . Y . j + Y .. ) 2
TSS
SST
i =1 j =1
SSB
SSE.
Df
r1
t1
(t-1)(r-1)
rt 1
SS
SSB
SST
SS-SST-SSB
SS
MS
SSB/(r-1)
SST/(t-1)
SSE/(r-1)(t-1)
MS
SST/(t-1)
SSE/t(r-1)
F
MST/MSE
MST/MSE
Df
t1
t(r - 1)
rt 1
SS
SST
SS - SST
SS
The RCBD design has r - 1 fewer degrees of freedom than the CRD.
If blocks were no different, the MSE for the CRD would be smaller than
the MSE for the RCBD and the CRD would be more powerful.
If there was a substantial difference between blocks, the MSE for the
RCBD would be smaller than the MSE for the CRD and the RCBD
would be more powerful.
Obviously one should only use the RCBD when it is appropriate, but how
can this be determined? The concept of efficiency, discussed in section 6.
3., answers this.
2
Ranch
Trtmt
M Est0
M Est3
F Est0
F Est3
II
47
50
57
54
52
Block
III
52
54
53
65
56
IV
62
67
69
74
68
51
57
57
59
56
Treatment
Total
Mean
212
53
228
57
236
59
252
63
58
df
15
3
3
9
SS
854
576
208
70
df
15
3
12
SS
854
208
646
MS
192.00
69.33
7.78
F
24.69**
8.91**
MS
69.33
53.83
F
1.29 NS
Differences among blocks do not result from treatments but from other
differences associated with the blocks.
This component of the total sum of squares can be removed and the
experimental error reduced accordingly.
F=
MST
MSE
MSE =
SSE
df e
Fcrit = F , df trt , df e
df
+1 1
MSE
+
3
df
MSE
MSE
df MSE1 + 1 1
df MSE 2 + 3 MSE2
If RE is >1, design 1
provides more information
and is more efficient.
The main complication is how to estimate MSE for the alternative design.
If an experiment was conducted as an RCBD, MSECRD can be estimated by
the following formula (ST&D 222):
MSECRD
weighted average
MSB and MSE
To obtain this formula the TSS of the 2 designs are assumed equal, and then the
MS are replaced by the variance components of the expected MS (next page)
MSECRD
3 * 192.0 + (3 + 9)7.78
= 44.62
3+3+9
RERCBD to CRD =
5.51 replications of the CRD produce the same amount of information as one replication of the RCBD.
ft+fe
fb
fb+ft+fe
MSERCBD=MSECRD
/2
Rejection
threshold
RCBD
Power
1
>0
MSERCBD<MSECRD
Power
1
>0
Y ij = + i + j + ij
1. The residuals ( ij ) are independent, homogeneous, and normally distributed.
2. The variance within each treatment levels is homogeneous across all
treatment levels.
3. The main effects are additive.
Recall that experimental error is defined as the variation among experimental units that
are treated alike.
Ranch
Trtmt
1
2
3
4
M Est0
M Est3
F Est0
F Est3
There is an expected value for each sheep, given by:
Expected Y ij = + i + j
Observed Y ij = + i + j + ij
With only one replication per cell, the interaction i * j cannot be included in
the model (there will be 0 df for error). Therefore, the residuals are the
combined effects of experimental error and treatment*block interactions:
ij = i * j + error ij
So when we use ij as estimate of the true experimental error, we are
assuming that i * j = 0.
This assumption of no interaction is referred to as the assumption of
additivity of the main effects. If this assumption is violated, all F-tests will
be inefficient and possibly misleading, particularly if the interaction effect is
very large.
1 = 1
2
6
Factor A
2 = 2
3
7
3 = 3
4
8
Factor A
2 = 2
2
8
10
3 = 3
3
12
15
Purely multiplicative
Factor B
1 = 1
2 = 5
1 = 1
1
4
5
1 = 0.00
0.00
0.7
0.70
Factor A
2 = 0.30
0.30
0.7
1.00
3 = 0.48
0.48
0.7
1.18
y ij = + i + j + ij
Observed vs. Predicted Values (RCBD, no error)
20
18
Observed
16
14
12
10
10
12
14
16
Predicted
18
20
18
16
14
12
10
10
12
14
16
18
20
Predicted
18
Observed..
16
14
12
10
10
12
14
16
18
Predicted
SO, if the observed and predicted values obey a linear relationship, then the
non-random Interaction Effects buried in the error term are sufficiently small
to uphold our assumption of additivity of main effects.
20
47
50
57
54
52
54
53
65
62
67
69
74
51
57
57
59
;
Proc GLM;
Class Sex_Est Ranch;
Model Gain = Ranch Sex_Est;
Output out = LambsPR p = Pred r = Res;
Proc GLM;
* This is the Tukey 1 df test;
Class Sex_Est Ranch;
Model Gain = Ranch Sex_Est Pred*Pred;
Run;Quit;
1.- The second Proc GLM adds an additional variable that is the square of the
predicted values: Pred*Pred, which is used in the non-additivity test.
2.- If this quadratic component is significant the relationship is not linear!
3.- Pred*Pred is not in the Class statement, and is last term in the
Model.
Output from the 2nd Proc GLM (the Tukey 1 df test):
Source
Ranch
Sex_Est
Pred*Pred
DF
3
3
1
Type III SS
0.73506585
0.29808726
3.41880342
Mean Square
0.24502195
0.09936242
3.41880342
F Value
0.03
0.01
0.41
Pr > F
0.9927
0.9981
0.5395 NS
Since P= 0.5395, NS, we do not reject the null hypothesis of additive effects
Block
Block
Block
Mean
Effect
Stock 1
O: 89
P: 90
R: -1
O: 88
P: 91
R: -3
O: 97
P: 95
R: 2
O: 94
P: 92
R: 2
92
+6
Stock 2
O: 84
P: 81
R: 3
O: 77
P: 82
R: -5
O: 92
P: 86
R: 6
O: 79
P: 83
R: -4
83
-3
Stock 3
O: 81
P: 83
R: -2
O: 87
P: 84
R: 3
O: 87
P: 88
R: -1
O: 85
P: 85
R: 0
85
-1
Stock 4
O: 87
P: 86
R: 1
O: 92
P: 87
R: 5
O: 89
P: 91
R: -2
O: 84
P: 88
R: -4
88
Stock 5
O: 79
P: 80
R: -1
84
-2
O: 81
P: 81
R: 0
85
-1
O: 80
P: 85
R: -5
89
3
O: 88
P: 82
R: 6
86
0
82
-4
Treat.
Treat.
Mean=86
11
--Statistic--W
0.967406
Pr > F
0.7620 NS
DF
Block
Trtmt
Pred*Pred
3
3
1
Type III SS
28.29215818
28.26814524
26.46875000
Mean Square
9.43071939
9.42271508
26.46875000
F Value
Pr > F
0.28
0.28
0.79
0.8365
0.8367
0.3901 NS
12
Discrepancies between the tentative model and the data can be detected by
studying residuals.
These residuals are the quantities remaining after the systematic
contributions associated with the assumed model are removed.
Sometimes the plot of the residuals versus the predicted values shows a
curvilinear relationship. This appearance suggests non-additivity between
the block and the treatment effects
Other times the plot of the residuals versus the predicted shows a funnel-like
appearance. This indicates that the variance increases as the value of the
response increases (a situation that is common when the variance is a
constant percentage of the mean).
13
1
1
1
1
1
2
3
4
48
51
58
55
f0
m0
f3
m3
1
2
3
4
51
53
52
64
f0
m0
f3
m3
3
3
3
3
1
2
3
4
61
66
68
73
f0
m0
f3
m3
4
4
4
4
1
2
3
4
50
56
56
58
2
2
2
2
1
2
3
4
53
55
54
66
f0
m0
f3
m3
3
3
3
3
1
2
3
4
62
68
70
75
f0
m0
f3
m3
4
4
4
4
1
2
3
4
52
58
58
60
f0
m0
f3
m3
Block 1
Block 2
Block 3
Block 4
2 measurements
DF
3
3
animal(block*sex_est) 9
MS
113.4
1.9
SS
1132.1
426.1
142.3
F Value
59.47
MS
377.4
142.0
14.8
Pr > F
<.0001
F Value
198.0
74.5
8.3
Pr > F
<.0001
<.0001
0.0002
DF
3
SS
426.1
MS
142.0
F Value
8.98
Pr > F
0.0045
Contrast
sex
estrogen
interaction
DF
1
1
1
SS
132.0
294.0
0.03
MS
132.0
294.0
0.03
F Value
8.35
18.60
0.00
Pr > F
0.0179
0.0020
0.9655
Incorrect Grouping
A
B
C
D
Variance Components
Source
block
sex_est
animal(block*sex_est)
Error
Incorrect
4.0
2.0
Mean
63.000
59.000
57.000
52.875
N sex_est
8
m3
8
f3
8
m0
8
f0
Variance Component
Estimate
Var(block)
45.3
Var(sex_est)
15.8
Var animal(block*sex_est)
7.0
Var(Error)
1.9
%
64.7
22.6
10.0
2.7
The calculation of the variance comp. is the objective of the nested design
This % contribution can be used to optimize the allocation of resources.
15
1
1
1
1
46
49
56
53
f0
m0
f3
m3
2
2
2
2
51
53
52
64
f0
m0
f3
m3
3
3
3
3
61
66
68
73
f0
m0
f3
m3
4
4
4
4
50
56
56
58
f0
m0
f3
m3
1
1
1
1
48
51
58
55
f0
m0
f3
m3
2
2
2
2
53
55
54
66
f0
m0
f3
m3
3
3
3
3
62
68
70
75
f0
m0
f3
m3
4
4
4
4
52
58
58
60
f0
m0
f3
Block 1
Block 2
Block 3
Block 4
2
means sex_est/tukey;
*Example of mean comparisons in an RCBD;
16
DF
3
3
9
Contrast
sex
estrogen
interaction
DF
1
1
1
SS
1132.1
426.1
142.3
SS
132.0
294.0
0.0
MS
113.4
1.9
F Value
59.47
MS
377.4
142.0
15.8
MS
132.0
294.0
0.0
F Value
198.0
74.5
8.3
Pr > F
<.0001
F Value
69.26
154.25
0.02
Pr > F
<.0001
<.0001
0.0002
Pr > F
<.0001
<.0001
0.8997
Interaction is not significant so exclude from the model and repeat ANOVA
F Value
0.54
Pr > F
0.6567
17
RCBD 1 rep/cell
T1
T1
B1
B1
B2
B2
T2
T1
B1
B1
B2
B2
T2
Exploratory model:
Exploratory model:
ANOVA:
Class Block Trtmt;
Model Y = Block Trtmt;
ANOVA:
Class Bl Trt Pot;
Model Y = Bl Trt Pot(Bl*Trt);
Random Pot(Bl*Trt);
Test h = Trt e = Pot(Bl*Trt);
18