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6.8: Complexity Happens

  • Page ID
    33665
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    From what we have discussed so far, we see that even for the simplest multi-factor studies (i.e. those involving only two factors), there are many possibilities of treatment designs generated by either factor being fixed or random, and factors being crossed or nested.

    For any of these possibilities, we can carry out the hypothesis tests using the EMS expressions to identify the correct denominator for the relevant \(F\)-statistics.

    Crossed
    Source d.f. A fixed, B fixed A fixed, B random A random, B random
    A \(a-1\) \(\sigma^{2} + nb \frac{\sum \alpha_{i}^{2}}{a-1}\) \(\sigma^{2} + nb \frac{\sum \alpha_{i}^{2}}{a-1} + n \sigma_{\alpha \beta}^{2}\) \(\sigma^{2} + nb \sigma_{\alpha}^{2} + n \sigma_{\alpha \beta}^{2}\)
    B \(b-1\) \(\sigma^{2} + na \frac{\sum \beta_{i}^{2}}{b-1}\) \(\sigma^{2} + na \sigma_{\beta}^{2}\) \(\sigma^{2} + na \sigma_{\beta}^{2} + n \sigma_{\alpha \beta}^{2}\)
    A×B \((a-1)(b-1)\) \(\sigma^{2} + n \frac{\sum \sum (\alpha \beta)_{ij}^{2}}{(a-1)(b-1)}\) \(\sigma^{2} + n \sigma_{\alpha \beta}^{2}\) \(\sigma^{2} + n \sigma_{\alpha \beta}^{2}\)
      \(\sigma^{2}\) \(\sigma^{2}\) \(\sigma^{2}\)
    Nested
    Source d.f. A fixed, B fixed A fixed, B random A random, B random
    A \(a-1\) \(\sigma^{2} + bn \frac{\sum \alpha_{i}^{2}}{a-1}\) \(\sigma^{2} + bn \frac{\sum \alpha_{i}^{2}}{a-1} + n \sigma_{\beta(\alpha)}^{2}\) \(\sigma^{2} + bn \sigma_{\alpha}^{2} + n \sigma_{\beta(\alpha)}^{2}\)
    B(A) \(a(b-1)\) \(\sigma^{2} + n \frac{\sum \sum \beta_{j(i)}^{2}}{a(b-1)}\) \(\sigma^{2} + n \sigma_{\beta(\alpha)}^{2}\) \(\sigma^{2} + n \sigma_{\beta(\alpha)}^{2}\)
    Error \(ab(n-1)\) \(\sigma^{2}\) \(\sigma^{2}\) \(\sigma^{2}\)

    This page titled 6.8: Complexity Happens is shared under a CC BY-NC 4.0 license and was authored, remixed, and/or curated by Penn State's Department of Statistics.

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