Lecture 10: Factorial Designs with Random Factors

Transcription

1 Lecture 10: Factorial Designs with Random Factors Montgomery, Section 13.2 and Lecture 10 Page 1

2 Factorial Experiments with Random Effects Lecture 9 has focused on fixed effects Always use MSE in denominator of F-test Use MSE in std error of linear contrasts Not always correct when random factors present May use interaction MS or combination of MS s Will now use EMS as guide for tests 2 Lecture 10 Page 2

3 Two-Factor Mixed Effects Model One factor random and one factor fixed (aka Model III) Assume A fixed and B random Mixed Factor Effects Model: Y ijk = µ+τ i +β j +(τβ) ij +ε ijk i τ i = 0 andβ j iid N(0,σ 2 β ) (τβ) ij N(0,(a 1)στβ 2 /a) subject to the restrictions i (τβ) ij = 0 for eachj ε ijk iid N(0,σ 2 ) {β j },{(τβ) ij } and{ε ijk } are pairwise independent Known as restricted mixed effects model 3 Lecture 10 Page 3

4 Not all(τβ) ij are independent Cov((τβ) ij,(τβ) i j) = 1 a σ2 τβ, i i IfX i iid N(µ,σ 2 ) then X i X N(0, n 1 n σ2 ) Cov(X i X,X j X) = 1 n σ2 The(a 1)/a simplifies the EMS E(MSE)=σ 2 E(MSA) =σ 2 +bn i τ2 i /(a 1)+nσ2 τβ E(MSB) =σ 2 +anσβ 2 E(MSAB) =σ 2 +nστβ 2 4 Lecture 10 Page 4

5 Hypotheses Testing and Diagnostics Hypothesis tests require different MS terms in the denominators H 0 : τ 1 = τ 2 =... = 0 MSA/MSAB H 0 : σβ 2 = 0 MSB/MSE H 0 : στβ 2 = 0 MSAB/MSE Variance Estimates (Using ANOVA method) ˆσ 2 = MSE ˆσ β 2 = (MSB MSE)/(an) ˆσ τβ 2 = (MSAB MSE)/n Diagnostics Histogram or QQplot Normality or Unusual Observations Residual Plots Constant variance or Unusual Observations 5 Lecture 10 Page 5

6 Estimates & Multiple Comparisons for Fixed Effects y ijk = µ+τ i +β j +(τβ) ij +ǫ ijk y i.. = µ+τ i +β. +(τβ) i. +ǫ i.. Var(y i.. ) = σβ/b+(a 1)σ 2 τβ/ab+σ 2 2 /bn ˆτ i = ȳ i.. ȳ... var(ˆτ i ) =? ˆτ i ˆτ i = y i.. y i.. = τ i τ i +(τβ) i. (τβ) i. +ǫ i.. ǫ i.. Var(ˆτ i ˆτ i ) = 2στβ/b+2σ 2 2 /bn = 2(nστβ 2 +σ 2 )/bn Need to plug in variance estimates to compute Var(y i.. ) What are the DF? For pairwise comparisons, use estimate2ms AB /bn Use df AB for t-statistic or Tukey s method. 6 Lecture 10 Page 6

7 The Measurement Systems Capability Experiment (Example 13.3 in Text) options nocenter ls=75; data gaugerr; input part operator resp cards; ; proc glm data=gaugerr; class operator part; model resp=operator part; means operator; run; quit; 7 Lecture 10 Page 7

8 Sum of Source DF Squares Mean Square F Value Pr > F Model <.0001 Error CorrTotal Source DF Type I SS Mean Square F Value Pr > F operator part <.0001 operator*part Level of resp operator N Mean Std Dev Lecture 10 Page 8

9 TestH 0 : τ 1 = τ 2 = τ 3 = 0, P-value based onf 2,38 : H 0 : σ 2 β = 0: P-value based onf 19,60 : H 0 : σ 2 τβ = 0: P-value based onf 38,60 : 0.86 F 0 = MS A MS AB = = 1.84 F 0 = MS B MS E = = F 0 = MS AB MS E = = Lecture 10 Page 9

10 Variance components estimates: ˆσ 2 β = (3)(2) = 10.23,ˆσ 2 τβ = =.14( 0),ˆσ 2 = 0.99 Pairwise comparison forτ 1,τ 2 andτ 3 (Ȳi.. Ȳi..)/ 2MS AB /bn H 0 t (a 1)(b 1) ; (t /(2 3),38 = ) i i Ȳ i.. Ȳi.. 2MSAB /bn t 1 2 ( )/ /(20 2) ( )/ /(20 2) ( )/ /(20 2) Tukey s method usesq α (a,(a 1)(b 1)): q 0.05 (3,38)/ Lecture 10 Page 10

11 proc glm data=gaugerr; class operator part; model resp=operator part; random part operator*part; test H=operator E=operator*part; lsmeans operator / adjust=tukey E=operator*part tdiff; /* or means */ run; quit; Sum of Source DF Squares Mean Square F Value Pr > F Model <.0001 Error Corrected Total Source DF Type III SS Mean Square F Value Pr > F operator x part <.0001 operator*part Tests of Hypotheses Using the Type III MS for operator*part as an Error Term Source DF Type III SS Mean Square F Value Pr > F operator Lecture 10 Page 11

12 Least Squares Means Adjustment for Multiple Comparisons: Tukey Standard Errors and Probabilities Calculated Using the Type III MS for operator*part as an Error Term LSMEAN operator resp LSMEAN Number Least Squares Means for Effect operator t for H0: LSMean(i)=LSMean(j) / Pr > t i/j NOTE:PROC GLM does NOT use a restricted mixed model 12 Lecture 10 Page 12

13 Alternate Two-Factor Mixed Effects Model Reduce the restrictions on(τβ) ij = unrestricted mixed model i τ i = 0 andβ j iid N(0,σ 2 β ) (τβ) ij N(0,σ 2 τβ ) ε ijk iid N(0,σ 2 ) {β j },{(τβ) ij } and{ε ijk } are pairwise independent SAS uses unrestricted mixed model in analysis Connection to Restricted Mixed Model: letting(τβ).j = ( i (τβ) ij)/a y ijk = µ+τ i +(β j +(τβ).j )+((τβ) ij (τβ).j )+ǫ ijk The above model satisfies the conditions of restricted mixed model Restricted mixed model is slightly more general since(y ij,y i j) 0 (Y ij,y i j) 0 in unrestricted mixed model. 13 Lecture 10 Page 13

14 Two-Factor Unrestricted Mixed Model Reduced restrictions alter EMS E(MSE)=σ 2 E(MSA) =σ 2 + bn τi 2 /(a 1) + nσ2 τβ E(MSB) =σ 2 + anσβ 2 + nσ2 τβ E(MSAB) =σ 2 + nστβ 2 RANDOM statement in SAS also gives these results Differences TestH 0 : σ 2 β = 0 using MSAB (Note: MSE in Restricted Models) Often more conservative test ˆσ 2 β = (MSB MSAB)/(an) Var(Y i.. ) =(nσ 2 β + nσ2 τβ + σ2 )/(bn) though Var(y i.. y i.. ) =2(nσ 2 τβ + σ2 )/bn To decide which model is appropriate, suppose you ran experiment again and sampled some of the same levels of the random effect. Does this mean that the interaction effects for these levels are the same as before? Yes: Restricted No: Unrestricted 14 Lecture 10 Page 14

15 The Measurement Systems Capability Experiment (Unrestricted Model) proc glm data=gaugerr; class operator part; model resp=operator part; random part operator*part / test; means operator / tukey E=operator*part cldiff; /* lsmeans operator / adjust=tukey E=operator*part tdiff; */ run; quit; Source operator part operator*part Type III Expected Mean Square Var(Error) + 2 Var(operator*part) + Q(operator) Var(Error) + 2 Var(operator*part) + 6 Var(part) Var(Error) + 2 Var(operator*part) 15 Lecture 10 Page 15

16 Usetest option inrandom statement to request the correctf tests for unrestricted mixed models. Tests of Hypotheses for Mixed Model Analysis of Variance Dependent Variable: resp Source DF Type III SS Mean Square F Value Pr > F operator part <.0001 Error Error: MS(operator*part) Source DF Type III SS Mean Square F Value Pr > F operator*part Error: MS(Error) Lecture 10 Page 16

17 Tukey s Studentized Range (HSD) Test for resp NOTE: This test controls the Type I experimentwise error rate. Alpha 0.05 Error Degrees of Freedom 38 Error Mean Square Critical Value of Studentized Range Minimum Significant Difference Comparisons significant at the 0.05 level are indicated by ***. Difference Simultaneous operator Between 95% Confidence Comparison Means Limits Lecture 10 Page 17

18 /* DDFM = SATTERTH: Use Satterthwaite approximation procedure to compute the denominator degrees of freedom for testing fixed effects*/ /* METHOD=REML: by default */ proc mixed alpha=.05 cl covtest method=reml data=gaugerr; class operator part; model resp=operator / ddfm=satterth; random part operator*part; lsmeans operator / alpha=.05 cl diff adjust=tukey; run; quit; Covariance Parameter Estimates Standard Z Cov Parm Estimate Error Value Pr > Z Alpha Lower Upper part operator*part Residual < Type 3 Tests of Fixed Effects Num Den Effect DF DF F Value Pr > F operator x Least Squares Means Standard Effect operator Estimate Error DF t Value Pr> t Alpha Lower Upper operator < operator < operator < Lecture 10 Page 18

19 Differences of Least Squares Means Effect operator _operator Estimate Error DF t Value Pr > t Adjustment operator Tukey-Kramer operator Tukey-Kramer operator Tukey-Kramer Differences of Least Squares Means Adj Adj Effect operator _operator Adj P Alpha Lower Upper Lower Upper operator operator operator BothPROC VARCOMP andproc MIXED compute estimates of variance components (different estimation procedures available) ANOVA method:method = TYPE1 RMLE method:method = REML (default forproc MIXED) MIVQUE0: default forvarcomp PROC MIXED can provide hypothesis tests and confidence intervals Not all outputs fromproc MIXED are correct! 19 Lecture 10 Page 19

20 Rules For Expected Mean Squares (Restricted Model) EMS could be calculated using brute force method but may be difficult sometime For mixed models, good to have formal procedure Will take the two-factor mixed model (A fixed) as an example 1. Write each variable term in model as a row heading in a two-way table (the error term in the model asǫ (ij..)m, withmfor the replicate subscript) 2. Write the subscripts in the model as column headings. Over each subscript, write F for fixed factor and R for random one. Over this, write down the levels of each subscript F R R a b n term i j k τ i β j (τβ) ij ǫ (ij)k 20 Lecture 10 Page 20

21 3. For each row, copy the number of observations under each subscript, providing the subscript does not appear in the row variable term F R R a b n term i j k τ i b n β j a n (τβ) ij n ǫ (ij)k 4. For any bracketed subscripts in the model, place a 1 under those subscripts that are inside the brackets F R R a b n term i j k τ i b n β j a n (τβ) ij n ǫ (ij)k Lecture 10 Page 21

22 5. Fill in remaining cells with a 0 (if column subscript represents a fixed factor) or a 1 (if random factor). F R R a b n term i j k τ i 0 b n β j a 1 n (τβ) ij 0 1 n ǫ (ij)k The expected mean square for error ise(ms E ) = σ 2. For every other model term (row), the expected mean square containsσ 2 plus Cover the entries in the columns that contain non-bracketed subscript letters in this term; For rows including the same subscripts, multiply the remaining numbers to get coefficient for corresponding term in the model; A fixed effect is represented by the sum of squares of the model components associated with that factor divided by its degrees of freedom: τ i = Q(τ) = a i=1 τ2 i /(a 1) 22 Lecture 10 Page 22

23 Two-Factor Mixed Model (Restricted Model) ConsiderE[MS A ] = σ 2 +, Ignore the first column (underi); Model terms (rows) including subscripti: τ i and(τβ) ij Termτ i = b n a i=1 τ2 i /(a 1) Term(τβ) ij = 1 nσ 2 τβ E[MS A ] = σ 2 +bn a i=1 τ2 i /(a 1)+nσ 2 τβ F R R a b n term i j k EMS τ i 0 b n σ 2 + bn a i=1 τ2 i /(a 1) + nσ2 τβ β j a 1 n σ 2 + anσβ 2 (τβ) ij 0 1 n σ 2 + nστβ 2 ǫ (ij)k σ 2 23 Lecture 10 Page 23

24 Rules For Expected Mean Squares (Unrestricted Model) Replace Step 5 with the following step 5. For any (interactive) model term (row) including a subscript for a random factor, place a 1 in the remaining cells of this row; and fill in remaining cells with a 0 (if column subscript represents a fixed factor) or a 1 (if random factor). Two-factor mixed model (A Fixed): F R R a b n term i j k EMS τ i 0 b n σ 2 +bn a i=1 τ2 i /(a 1)+nσ2 τβ β j a 1 n σ 2 +anσ β 2+nσ 2 τβ (τβ) ij 1 1 n σ 2 +nστβ 2 ǫ (ij)k σ 2 Hasse Diagrams (Oehlert, 2000) can also be used to calculate the expected mean squares for balanced data (both restricted and unrestricted models). 24 Lecture 10 Page 24

25 Two-Factor Fixed Model y ijk = µ+τ i +β j +(τβ) ij +ǫ ijk F F R a b n term i j k EMS τ i 0 b n σ 2 + bnστ2 i a 1 β j a 0 n σ 2 + anσβ2 j b 1 (τβ) ij 0 0 n σ 2 + nσσ(τβ)2 ij (a 1)(b 1) ǫ (ij)k σ 2 25 Lecture 10 Page 25

26 Two-Factor Random Model y ijk = µ+τ i +β j +(τβ) ij +ǫ ijk R R R a b n term i j k EMS τ i 1 b n σ 2 +nστβ 2 +bnστ 2 β j a 1 n σ 2 +nσ 2 τβ +anσ 2 β (τβ) ij 1 1 n σ 2 +nσ 2 τβ ǫ (ij)k σ 2 26 Lecture 10 Page 26

27 Statistical Model with Two Random Factors y ijk = µ+τ i +β j +(τβ) ij +ǫ ijk τ i N(0,στ) 2 β j N(0,σβ) 2 (τβ) ij N(0,στβ) 2 Var(y ijk ) =σ 2 +στ 2 +σβ 2 +στβ 2 EMS determine what MS to use in denominator H 0 : στ 2 = 0 MS A /MS AB H 0 : σβ 2 = 0 MS B /MS AB H 0 : στβ 2 = 0 MS AB /MS E Estimating variance components using ANOVA method (METHOD=TYPE1) ˆσ 2 = MS E ˆσ τ 2 = (MS A MS AB )/bn ˆσ β 2 = (MS B MS AB )/an ˆσ τβ 2 = (MS AB MS E )/n May results in negative estimates,proc MIXED usesmethod=reml by default 27 Lecture 10 Page 27

28 The Measurement Systems Capability Experiment (Random-Effects Model) Assume the three operators were randomly selected= Random Factor proc glm data=gaugerr; class operator part; model resp=operator part; random operator part operator*part / test; test H=operator E=operator*part; test H=part E=operator*part; run; quit; Sum of Source DF Squares Mean Square F Value Pr > F Model <.0001 Error CorreTotal Source DF Type III SS Mean Square F Value Pr > F operator part <.0001 operator*part Lecture 10 Page 28

29 Source operator part operator*part Type III Expected Mean Square Var(Error) + 2 Var(operator*part) + 40 Var(operator) Var(Error) + 2 Var(operator*part) + 6 Var(part) Var(Error) + 2 Var(operator*part) Tests of Hypotheses for Random Model Analysis of Variance Source DF Type III SS Mean Square F Value Pr > F operator part <.0001 Error Error: MS(operator*part) Source DF Type III SS Mean Square F Value Pr > F operator*part Error: MS(Error) Tests of Hypotheses Using the Type III MS for operator*part as an Error Term Source DF Type III SS Mean Square F Value Pr > F operator part < Lecture 10 Page 29

30 proc mixed cl maxiter=20 covtest method=type1 data=gaugerr; class operator part; model resp = ; random operator part operator*part; run; quit; Sum of Source DF Squares Mean Square operator part operator*part Residual Source Expected Mean Square Error Term Error DF operator Var(Residual) + 2 Var(operator*part) + 40 Var(operator) MS(operator*part) 38 part Var(Residual) + 2 Var(operator*part) + 6 Var(part) MS(operator*part) 38 operator*part Var(Residual) + 2 Var(operator*part) MS(Residual) 60 Residual Var(Residual). Source F Value Pr > F operator part <.0001 operator*part Covariance Parameter Estimates Standard Z Cov Parm Estimate Error Value Pr Z Alpha Lower Upper operator part operator*part Residual < Lecture 10 Page 30

31 proc mixed cl maxiter=20 covtest data=gaugerr; class operator part; model resp = ; random operator part operator*part; run; quit; Estimation Method REML Iteration History Iteration Evaluations -2 Res Log Like Criterion Convergence criteria met. Covariance Parameter Estimates Standard Z Cov Parm Estimate Error Value Pr Z Alpha Lower Upper operator E12 part operator*part Residual < Lecture 10 Page 31

32 Confidence Intervals for Variance Components Can use asymptotic variance estimates to form CI PROC MIXED withmethod=type1: Use standard normal 95% CI uses 1.96 ˆσ τ 2 ±1.96(.0330) = ( 0.05,0.08), ˆσ β 2 ±1.96(3.3738) = (3.67,16.89) PROC MIXED withmethod=reml (by default): Satterthwaite s Approximation Satterthwaite s Approximation (Lec 4): Testing the Significance ofσ 2 0 σ 2 0 = E[(MS r + +MS s ) (MS u + +MS v )]/k Estimate ˆσ 2 0 = [(MS r + +MS s ) (MS u + +MS v )]/k f i MS i /σ 2 i ind χ 2 f i Approximate(1 α) 100% CI ofσ 2 0 rˆσ 0 2 / χ 2 α/2,r σ0 2 rˆσ 0 2 / χ 2 1 α/2,r r = [(MS r + +MS s ) (MS u + +MS v )] 2 MSr 2 f r + + MS2 s f s + MS2 u f u + + MS2 v f v 32 Lecture 10 Page 32

33 Example: The Measurement Systems Capability Experiment (Random-Effects Model) ˆσ 2 τ = MS A MS AB bn = ( )/40 = df = ( ) 2 /( / /38) =.413 CI:(.413(.015)/3.079,.413(.015)/ ) = (.002,270781) ˆσ 2 β = MS B MS AB an = ( )/6 = df = ( ) 2 /( / /38) = CI:(18.57(10.28)/32.28, 18.57(10.28)/8.61) = (5.91, 22.17) 33 Lecture 10 Page 33

34 Three-Factor Mixed Model (A Fixed): Restricted Model y ijkl = µ+τ i +β j +γ k +(τβ) ij +(τγ) ik +(βγ) jk +(τβγ) ijk +ǫ ijkl F R R R a b c n term i j k l EMS τ i 0 b c n σ 2 + bcnστ2 i a 1 +cnσ 2 τβ +bnσ 2 τγ +nσ 2 τβγ β j a 1 c n σ 2 +acnσ 2 β +anσ 2 βγ γ k a b 1 n σ 2 +abnσ 2 γ +anσ 2 βγ (τβ) ij 0 1 c n σ 2 +cnσ 2 τβ +nσ 2 τβγ (τγ) ik 0 b 1 n σ 2 +bnσ 2 τγ +nσ 2 τβγ (βγ) jk a 1 1 n σ 2 +anσ 2 βγ (τβγ) ijk n σ 2 +nσ 2 τβγ ǫ (ijk)l σ 2 34 Lecture 10 Page 34

35 Three-Factor Mixed Model (A Fixed): Restricted Model Construct test statistics based on EMS H 0 : τ 1 = = τ a = 0? H 0 : σβ 2 = 0 MS B /MS BC H 0 : σγ 2 = 0 MS C /MS BC H 0 : στβ 2 = 0 MS AB /MS ABC H 0 : στγ 2 = 0 MS AC /MS ABC H 0 : σβγ 2 = 0 MS BC /MS E H 0 : στβγ 2 = 0 MS ABC /MS E 35 Lecture 10 Page 35

36 Three-Factor Mixed Model (A Fixed): Unrestricted Model y ijkl = µ+τ i +β j +γ k +(τβ) ij +(τγ) ik +(βγ) jk +(τβγ) ijk +ǫ ijkl F R R R a b c n term i j k l EMS τ i 0 b c n σ 2 + bcnστ2 i a 1 +cnσ 2 τβ +bnσ 2 τγ +nσ 2 τβγ β j a 1 c n σ 2 +acnσ 2 β +cnσ 2 τβ +anσ 2 βγ +nσ 2 τβγ γ k a b 1 n σ 2 +abnσ 2 γ +bnσ 2 τγ +anσ 2 βγ +nσ 2 τβγ (τβ) ij 1 1 c n σ 2 +cnσ 2 τβ +nσ 2 τβγ (τγ) ik 1 b 1 n σ 2 +bnσ 2 τγ +nσ 2 τβγ (βγ) jk a 1 1 n σ 2 +anσ 2 βγ +nσ 2 τβγ (τβγ) ijk n σ 2 +nσ 2 τβγ ǫ (ijk)l σ 2 36 Lecture 10 Page 36

37 Three-Factor Mixed Model (A Fixed): Unrestricted Model Construct test statistics based on EMS H 0 : τ 1 = = τ a = 0? H 0 : σβ 2 = 0? H 0 : σγ 2 = 0? H 0 : στβ 2 = 0 MS AB /MS ABC H 0 : στγ 2 = 0 MS AC /MS ABC H 0 : σβγ 2 = 0 MS BC /MS ABC H 0 : στβγ 2 = 0 MS ABC /MS E 37 Lecture 10 Page 37

38 Satterthwaite s Approximate F-test ForH 0 : effect = 0, no exact test exists. SupposeE(MS ) E(MS ) is a multiple of the effect Two linear combinations of mean squaresms andms MS = MS r + +MS s MS = MS u + +MS v MS andms do not share common mean squares Approximate test statisticf = MS MS = MS r+ +MS s MS u + +MS v F p,q p = (MS r+ +MS s ) 2 MS 2 r /f r+ +MS 2 s /f s andq = (MS u+ +MS v ) 2 MS 2 u /f u+...+ms 2 v /f v f i is the degrees of freedom associated with MS i Need interpolation whenporq are not be integers. SAS can handle noninteger dfs. 38 Lecture 10 Page 38

39 Example: Restricted Three-Factor Mixed Model (A Fixed) Based on EMS, no exact test forh 0 : τ 1 = = τ a = 0 or equivalently H 0 : τ 2 i = 0 Assumea = 3,b = 2,c = 3,n = 2 Source DF MS EMS F P A Q(A)+6σ 2 AB +4σ 2 AC?? +2σ 2 ABC +σ 2 B σ 2 B +6σ 2 BC +σ C σ 2 C +6σ 2 BC +σ AB σ 2 AB +2σ 2 ABC +σ AC σ 2 AC +2σ 2 ABC +σ BC σ 2 BC +σ ABC σ 2 ABC +σ Error σ 2 39 Lecture 10 Page 39

40 H 0 : τ 1 = τ 2 = τ 3 = 0 H 0 : Q(A) = a i=1 τ2 i /(a 1) = 0 MS = MS A +MS ABC MS = MS AB +MS AC E(MS MS ) = 12Q(A) = 12 Στ2 i 3 1 F = MS A +MS ABC MS AB +MS AC = = p = q = ( ) / /4 = 2.01, ( ) / /2 = 6.00 Interpolation needed P(F 2,6 > 48.41) =.0002, P(F 3,6 > 48.41) =.0001 P(F 2.01,6 > 48.41) =.99(.0002)+.01(.0001) = Lecture 10 Page 40

41 SAS can be used to compute P-values and quantile values for F andχ 2 values with noninteger degrees of freedom Upper tail probability:probf(x,df1,df2) andprobchi(x,df) Quantiles:FINV(p,df1,df2) andcinv(p,df) data one; p=1-probf(48.41,2.01,6); f=finv(.95,2.01,6); c1=cinv(.025,18.57); /* For Page 33 */ c2=cinv(.975,18.57); /* For Page 33 */ proc print data=one; run; quit; Obs p f c1 c Lecture 10 Page 41

42 In terms of linear model General Mixed Effect Model Y = Xβ +Zδ +ǫ β is a vector of fixed-effect parameters δ is a vector of random-effect parameters ǫ is the error vector δ and ǫ assumed uncorrelated means 0 covariance matricesgandr(allows correlation) Cov(Y ) =ZGZ +R IfR = σ 2 I andz = 0, back to standard linear model PROC MIXED in SAS allows one to specifygandr G through RANDOM, R through REPEATED Unrestricted linear mixed model is default 42 Lecture 10 Page 42

43 Sample Size Calculations Recall sample size calculations on a hypothesis test of a set of effects using For a set of fixed effects, F 0 = MS N MS D H 0 Fν1,ν 2 Use SAS to calculatepower=1-β=1-probf(f α,ν1,ν 2,ν 1,ν 2,δ) with δ = E[MS N MS D ] ν 1 E[MS D ] Use OCC in Chart V:β vs. Φ = δ/(ν 1 +1) For a set of random effects: ν 1 MS N /σn 2 χ 2 ν 1 andν 2 MS D /σd 2 χ 2 ν 2 F 0 /λ 2 F ν1,ν 2 withλ 2 = E[MS N ]/E[MS D ] Use OCC in Chart VI:β vs. λ = E[MS N ]/E[MS D ] Use SAS to calculatepower=1-β=1-probf(f α,ν1,ν 2 /λ 2,ν 1,ν 2 ). 43 Lecture 10 Page 43

44 Mixed Effects Model Restricted Mixed Model Factor Parameter ν 1 ν 2 bn τi A (Fixed) Φ = 2 a(σ 2 +nστβ 2 ) a 1 (a 1)(b 1) B (Random) λ = 1+ anσ2 β σ b 1 ab(n 1) 2 AB (Random) λ = 1+ nσ2 τβ σ (a 1)(b 1) ab(n 1) 2 Unrestricted Mixed Model Factor Parameter ν 1 ν 2 bn τi A (Fixed) Φ = 2 a(σ 2 +nστβ 2 ) a 1 (a 1)(b 1) B (Random) λ = AB (Random) λ = 1+ anσ2 β σ 2 +nστβ 2 b 1 (a 1)(b 1) 1+ nσ2 τβ σ 2 (a 1)(b 1) ab(n 1) 44 Lecture 10 Page 44

45 Random-Effects Model Factor λ ν 1 ν 2 A 1+ bnσ2 τ a 1 (a 1)(b 1) σ 2 +nστβ 2 B AB 1+ anσ2 β σ 2 +nστβ 2 b 1 (a 1)(b 1) 1+ nσ2 τβ σ 2 (a 1)(b 1) ab(n 1) 45 Lecture 10 Page 45