MD. LUTFOR RAHMAN 1 AND KALIPADA SEN 2 Abstract

Similar documents
Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Chapter 14 Simple Linear Regression

Introduction to Analysis of Variance (ANOVA) Part 1

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Reduced slides. Introduction to Analysis of Variance (ANOVA) Part 1. Single factor

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Chapter 13: Multiple Regression

Now we relax this assumption and allow that the error variance depends on the independent variables, i.e., heteroskedasticity

Chapter 11: I = 2 samples independent samples paired samples Chapter 12: I 3 samples of equal size J one-way layout two-way layout

Interval Estimation in the Classical Normal Linear Regression Model. 1. Introduction

x i1 =1 for all i (the constant ).

Chapter 12 Analysis of Covariance

Department of Statistics University of Toronto STA305H1S / 1004 HS Design and Analysis of Experiments Term Test - Winter Solution

Topic 23 - Randomized Complete Block Designs (RCBD)

Economics 130. Lecture 4 Simple Linear Regression Continued

Statistics for Economics & Business

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Chapter 11: Simple Linear Regression and Correlation

Lecture 6 More on Complete Randomized Block Design (RBD)

Econ Statistical Properties of the OLS estimator. Sanjaya DeSilva

Resource Allocation and Decision Analysis (ECON 8010) Spring 2014 Foundations of Regression Analysis

1. Inference on Regression Parameters a. Finding Mean, s.d and covariance amongst estimates. 2. Confidence Intervals and Working Hotelling Bands

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4)

ECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics

Chapter 2 - The Simple Linear Regression Model S =0. e i is a random error. S β2 β. This is a minimization problem. Solution is a calculus exercise.

Statistics for Managers Using Microsoft Excel/SPSS Chapter 13 The Simple Linear Regression Model and Correlation

e i is a random error

[The following data appear in Wooldridge Q2.3.] The table below contains the ACT score and college GPA for eight college students.

Chapter 15 - Multiple Regression

# c i. INFERENCE FOR CONTRASTS (Chapter 4) It's unbiased: Recall: A contrast is a linear combination of effects with coefficients summing to zero:

Topic- 11 The Analysis of Variance

Department of Quantitative Methods & Information Systems. Time Series and Their Components QMIS 320. Chapter 6

ANOVA. The Observations y ij

STAT 3008 Applied Regression Analysis

17 Nested and Higher Order Designs

SIMPLE LINEAR REGRESSION

Learning Objectives for Chapter 11

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity

Joint Statistical Meetings - Biopharmaceutical Section

BOOTSTRAP METHOD FOR TESTING OF EQUALITY OF SEVERAL MEANS. M. Krishna Reddy, B. Naveen Kumar and Y. Ramu

Lecture Notes for STATISTICAL METHODS FOR BUSINESS II BMGT 212. Chapters 14, 15 & 16. Professor Ahmadi, Ph.D. Department of Management

Statistics for Business and Economics

Exponential Type Product Estimator for Finite Population Mean with Information on Auxiliary Attribute

Topic 7: Analysis of Variance

Lecture 6: Introduction to Linear Regression

/ n ) are compared. The logic is: if the two

Chapter 7 Generalized and Weighted Least Squares Estimation. In this method, the deviation between the observed and expected values of

Lecture 4 Hypothesis Testing

Regression. The Simple Linear Regression Model

Econometrics of Panel Data

Introduction to Regression

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U)

Correlation and Regression. Correlation 9.1. Correlation. Chapter 9

PARTIALLY BALANCED INCOMPLETE BLOCK DESIGNS

x = , so that calculated

Chapter 9: Statistical Inference and the Relationship between Two Variables

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding

Durban Watson for Testing the Lack-of-Fit of Polynomial Regression Models without Replications

Parametric fractional imputation for missing data analysis. Jae Kwang Kim Survey Working Group Seminar March 29, 2010

Lecture 2: Prelude to the big shrink

Two-factor model. Statistical Models. Least Squares estimation in LM two-factor model. Rats

a. (All your answers should be in the letter!

First Year Examination Department of Statistics, University of Florida

β0 + β1xi and want to estimate the unknown

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests

Basic Business Statistics, 10/e

Psychology 282 Lecture #24 Outline Regression Diagnostics: Outliers

Rockefeller College University at Albany

Estimation: Part 2. Chapter GREG estimation

COURSE CONTENT: COURSE REQUIREMENTS: READING LIST: LECTURE NOTES COURSE CODE: STS 352 COURSE TITLE: EXPERIMENTAL DESIGN 1 NUMBER OF UNIT: 2 UNITS

Biostatistics 360 F&t Tests and Intervals in Regression 1

F8: Heteroscedasticity

Fall 2012 Analysis of Experimental Measurements B. Eisenstein/rev. S. Errede. . For P such independent random variables (aka degrees of freedom): 1 =

Outline. Zero Conditional mean. I. Motivation. 3. Multiple Regression Analysis: Estimation. Read Wooldridge (2013), Chapter 3.

Topic 10: ANOVA models for random and mixed effects Fixed and Random Models in One-way Classification Experiments

Number of cases Number of factors Number of covariates Number of levels of factor i. Value of the dependent variable for case k

Lecture 3 Stat102, Spring 2007

Statistics for Managers Using Microsoft Excel/SPSS Chapter 14 Multiple Regression Models

Bose (1942) showed b t r 1 is a necessary condition. PROOF (Murty 1961): Assume t is a multiple of k, i.e. t nk, where n is an integer.

STAT 3340 Assignment 1 solutions. 1. Find the equation of the line which passes through the points (1,1) and (4,5).

Comparison of the Population Variance Estimators. of 2-Parameter Exponential Distribution Based on. Multiple Criteria Decision Making Method

BETWEEN-PARTICIPANTS EXPERIMENTAL DESIGNS

Econ107 Applied Econometrics Topic 9: Heteroskedasticity (Studenmund, Chapter 10)

CHAPTER-5 INFORMATION MEASURE OF FUZZY MATRIX AND FUZZY BINARY RELATION

However, since P is a symmetric idempotent matrix, of P are either 0 or 1 [Eigen-values

Composite Hypotheses testing

where I = (n x n) diagonal identity matrix with diagonal elements = 1 and off-diagonal elements = 0; and σ 2 e = variance of (Y X).

Chapter 5 Multilevel Models

ISSN: ISO 9001:2008 Certified International Journal of Engineering and Innovative Technology (IJEIT) Volume 3, Issue 1, July 2013

DO NOT OPEN THE QUESTION PAPER UNTIL INSTRUCTED TO DO SO BY THE CHIEF INVIGILATOR. Introductory Econometrics 1 hour 30 minutes

UCLA STAT 13 Introduction to Statistical Methods for the Life and Health Sciences. Chapter 11 Analysis of Variance - ANOVA. Instructor: Ivo Dinov,

Computation of Higher Order Moments from Two Multinomial Overdispersion Likelihood Models

CIS526: Machine Learning Lecture 3 (Sept 16, 2003) Linear Regression. Preparation help: Xiaoying Huang. x 1 θ 1 output... θ M x M

PubH 7405: REGRESSION ANALYSIS. SLR: INFERENCES, Part II

PROBABILITY AND STATISTICS Vol. III - Analysis of Variance and Analysis of Covariance - V. Nollau ANALYSIS OF VARIANCE AND ANALYSIS OF COVARIANCE

ECONOMETRICS - FINAL EXAM, 3rd YEAR (GECO & GADE)

Bayesian predictive Configural Frequency Analysis

Transcription:

ISSN 058-71 Bangladesh J. Agrl. Res. 34(3) : 395-401, September 009 PROBLEMS OF USUAL EIGHTED ANALYSIS OF VARIANCE (ANOVA) IN RANDOMIZED BLOCK DESIGN (RBD) ITH MORE THAN ONE OBSERVATIONS PER CELL HEN ERROR VARIANCES VARY FROM CELL TO CELL MD. LUTFOR RAHMAN 1 AND KALIPADA SEN Abstract It s well nown that classcal analss of varance (ANOVA) s not sutable for heteroscedastc laouts. eghted analss of varance (ANOVA) s the onl wa to deal wth such stuatons. Problems of usual ANOVA n Randomzed. Bloc Desgn (RBD) wth more than one observatons per cell wth nteracton when error varances var from cell to cell are dscussed n ths paper. Ke ords : eghted analss of varance, error varances, cell to cell. Introducton Smple heteroscedastct s dscussed n detal b Sen (1984), Sen & Ponnuswam (1991) and Rahaman and Sen (1995). In ths paper, heteroscedastct s consdered n a RBD assumng error varances var from cell to cell. There are more than one observatons per cell n ths laout. The twowa general heteroscedastc model s consdered here wth nteracton. On the assumpton that the unequal error varances are nown, ANOVA are derved usng usual weghted least square methd. Ths method has some arbtrarness and problems such as: soluton of dependent equatons, mposton of arbtrar constrants both on parameters and on estmators of parameters, the problem of non-testabtt, etc. All such problems are analtcall dscussed n ths paper. General heteroscedastc model for RBD Suppose there are p treatments and q blocs n RBD wth multple observatons per cell whch are ncluded n ths experment. The observatons n such an experment ma be arranged n a two-wa table. Let there are r observatons n each of the pq cells of the table. 1 Assocate Professor, Department of Statstcs, Bostatstcs & Informatcs, Unverst of Dhaa, Professor, Department of Statstcs, Bostatstcs & Informatcs, Unverst of Dhaa, Dhaa, Bangladesh.

396 RAHMAN et al. The fxed effect addtve model wth nteracton for the above stuaton ma be taen as follows : µ + α + β + ( αβ ) e + for 1,, p, 1,, q and 1,,, r where the -th observaton of the (,) the cell µ the general mean effect α -th treatment effect β -th bloc effect (αβ) the nteracton effect of the smultaneous occurrence of the -th treatment and -th bloc e s are normall and ndependentl dstrbuted wth mean zero and varance whch vares from cell to cell. α Our man obectve of ths analss s to test the followng gpotheses: H AB : (αβ) 11 (αβ) 1 (αβ) pq 0 aganst H: all (αβ) s are not equal to zero () HA: α 1 α α p aganst H: all α s are not equal (3) HB: β 1 β β q aganst H: all β s are not equal (4) Usual ANOVA and analtcal problems Assumng that the error varances ( 1 α ) are nown wth weght, α for 1,,., p; 1,,, q, the eghted Least Square (LS) estmators of the parameters are obtaned b mnmzng L ( µ α ) wth respect to µ, α, β and (αβ), respectvel, as follows; 0 µ ( µ α ) 0

PROBLEMS OF USUAL EIGHTED ANALYSIS OF VARIANCE 397 0 α 0 β ( αβ ) ( µ α ) ( µ α ) 0 ( µ α ) 0 Thus the normal equatons are as follows: µ : r ˆ.. µ + r. ˆ α + r ˆ. β + r α : r ˆ µ + r ˆ. α + r ˆ.β + r β : r ˆ µ. + r ˆ α + r. β + r αβ ) : r ˆ µ + r ˆ α r ˆ + β + r ( wherew..,. and. 0 0 Snce the equatons are dependent there are nfnte se of solutons of the above normal equatons. Under the followng constrants: ˆ. ˆ.β α 0 (5) for all 1,, 3, p and 1,, 3,, q, we have the followng standard ˆ µ r.. L ˆ α ˆ µ.. r.

398 RAHMAN et al. ˆ β r. ˆ µ.. ˆ ˆ ˆ µ α..... + r Here the LS estmators of α s and β s are not unbased. In addton to ther lnear constants are not often unbased and hence hpotheses are not alwas testable. Under the lnear model (1), the sample weghted resdual sum of squares (SS) s ( ) SSE() mn µ α ( ) wth pq(r 1)d.f.. (7) The weghted resdual SS under H AB s S1 () mn( µ α ) subect to H AB.... + (8) ( + ) wth (pqr - p - q 1) d.f. Thus SS due to H AB s SS AB () S ()-SSE () r (..... + ) wth (p -1) (q -1) d.f. The weghted resdual SS under H A s S (9) ( µ α ( ) ) subect to A mn αβ H ( + ) wth (pqr - pq p -1) d.f. (10) Thus SS due to H A s SSA () S -SSE ().. +

PROBLEMS OF USUAL EIGHTED ANALYSIS OF VARIANCE 399 ( ) wth (p -1) d.f. r (11)... Smlarl, t can be shown that SS due to H B s SSB () r ( ) wth (q-1) d.f. (1)... It s nterestng to note that desrable expected values of dfferent SS and ther desrable samplng dstrbutons are not feasble untl one mpose further restrctons on the lnear parameters of the model and ths s shown n the next secton. Calculaton of expectaton of Dfferent SS In order to fnd the expected values of dfferent SS, parametrc constrants are mposed smlar to (5) as follows:. α.β ( αβ ) ( αβ ) 0 Under above constrants, r. SSA () ( ) here, r.. ( µ + α + β + ( αβ ) + e ) µ + e r.. Here, e the weghted average of error values e e r r.

400 RAHMAN et al. ( µ + α + β + ( αβ ) + e ) µ + α + e.. r so that SSA ()] ( ). r α + e... e. α Thus E[SSA () r + re[ ( e e ) ] r α. + r(p 1) Smlarl t can be shown that, E[SSB ()] r β + r(q 1). E[SSAB ()] r ( αβ ) + (p 1)(q 1) E[SSE ()] pq (r-1) For testng hpothess of the above sectons, t s essental to mpose the above parametrc restrctons. In secton 3, t has been shown that to estmate the parameters t needs to mpose restrcton on the estmators. Table 1. ANAVA for RBD Sources of Varatons d.f. SS E (SS) A (p-1) SSA () ( p 1) + r α B (q-1) SSB () ( q 1) + r β AB (p-1) (q-1) SSAB () ( p 1)(q 1) + r ( αβ Error (pq (r-1) SSE () pq (r-1) Total (pqr-1) SST () A means B means...... )

PROBLEMS OF USUAL EIGHTED ANALYSIS OF VARIANCE 401 A B means The correspondng ANOVA table s shown as Table 1. B the general theorem of Sen (1984). t can be stated that SSE () and SSA () under H A are ndependentl dstrbuted as central χ wth pq (r-1) and (p-1) d.f. respectvel. Also SSE () and SSB () under H B are ndependentl dstrbuted as central χ s wth pq (r-1) and (q-1) d.f. respectvel. Hence, ANOVA χ can be performed for H A and H B, especall when error varatons are nown. Concluson Usual weghted least squares method provdes a number of arbtrarness and analtcal problems n desgnng models. These are dscussed analtcall n ths paper wth general heteroscedastc model n RBD. New method can be developed n order to avod all such analtcal problems. References Rahaman, L. and Sen, K. 1995. On a new technque of ANAVA wth heteroscedastc 3-wa model havng nteractons. Dhaa Unverst Journal of Scence 43(1): 133-140. Sen, K. 1984. Some contrbutons to hetroscedastc analss of varance (HANOVA), PhD Thess. Department of Statstcs, Unverst of Madras, Inda. Sen, K. 1991 On a general theorem of ANOVA wth the general heteroscedastc model not of full ran. Journal of Bangladesh Academ of Scences 15(): 149-151. Sen K. and K.N. Ponnuswam. 1991. Compartve studes on the adequac of some new test procedures for testng equalt of means when populaton varances are unequal and unnown. Journal of Statstcal Research 5(1&): 59-69.