Methods for Randomized Block Designs: F Test, Permutation Test, Friedman's Test - Prof. Ch, Study notes of Applied Statistics

The methods for analyzing data from randomized complete block designs (rcb), including the f test, permutation test, and friedman's test. Rcb designs reduce error variation by using homogeneous blocks with the same number of experimental units as treatment levels and randomizing treatments within blocks. The notation, model, and hypothesis testing for rcb designs using the f statistic and permutation tests.

Typology: Study notes

Pre 2010

Uploaded on 08/19/2009

koofers-user-wgz
koofers-user-wgz 🇺🇸

9 documents

1 / 2

Toggle sidebar

This page cannot be seen from the preview

Don't miss anything!

bg1
Methods for Randomized Complete Block Designs
Randomized complete block (RCB) designs reduce error variation by us-
ing blocks that are homogeneous, have the same number of experimental
units as treatment levels, and by randomizing the treatments to the units
within the blocks. The standard notation for an RCB is illustrated in the
text. The model for an RCB design is:
Xij =µ+ti+bj+εij,
where the terms are defined as usual, in particular, εij are i.i.d. random
variables with median 0. If the errors are normally distributed with mean
0 and common variance σ2, then we test the null hypothesis H0:t1=t2=
... =tkversus Ha: Not all tiare equal, with the F statistic:
F=
b
k
P
i=1
(Xi. X)2/(k1)
k
P
i=1
b
P
j=1
(Xij Xi. X..j +X)2/[(k1)(b1)]
,
which has an Fdistribution with k1 and (k1)(b1) degrees of
freedom under H0.
A Permutation RCB F test
The key to the permutation RCB F test is to have the permutation
method mimic the original randomization, which is within blocks. Thus,
permuted data sets are obtained by permuting the observations separately
within each block. With ktreatments, there are k! permutations possible in
each block, and since there are bblocks, there are a total of (k!)belements in
the permutation distribution for a given data set. The procedure is similar to
permutation tests we have done previously, and is outlined in the text. Note
that alternate statistics such as SST=
k
P
i=1
(Xi. X)2or SSX=
k
P
i=1
(Xi.)2
may be used for the test. Generally a random sample from the permutation
distribution will be obtained instead of completely enumerating the distri-
bution. The text also covers a permutation HSD procedure to use with the
RCB, based on the Q= maxij ¯
¯Xi. Xj.¯
¯statistic.
Friedman’s test for RCB designs
Friedman’s test is a rank-based test for an RCB design, which proceeds
by ranking the values separately within each block. In the case where there
are no ties within blocks, the Friedman statistic is:
1
pf2

Partial preview of the text

Download Methods for Randomized Block Designs: F Test, Permutation Test, Friedman's Test - Prof. Ch and more Study notes Applied Statistics in PDF only on Docsity!

Methods for Randomized Complete Block Designs Randomized complete block (RCB) designs reduce error variation by us- ing blocks that are homogeneous, have the same number of experimental units as treatment levels, and by randomizing the treatments to the units within the blocks. The standard notation for an RCB is illustrated in the text. The model for an RCB design is:

Xij = μ + ti + bj + εij , where the terms are defined as usual, in particular, εij are i.i.d. random variables with median 0. If the errors are normally distributed with mean 0 and common variance σ^2 , then we test the null hypothesis H 0 : t 1 = t 2 = ... = tk versus Ha : Not all ti are equal, with the F statistic:

F =

b

∑k i=

(Xi. − X)^2 /(k − 1)

∑^ k i=

∑^ b j=

(Xij − Xi. − X..j + X)^2 /[(k − 1)(b − 1)]

which has an F distribution with k − 1 and (k − 1)(b − 1) degrees of freedom under H 0. A Permutation RCB F test The key to the permutation RCB F test is to have the permutation method mimic the original randomization, which is within blocks. Thus, permuted data sets are obtained by permuting the observations separately within each block. With k treatments, there are k! permutations possible in each block, and since there are b blocks, there are a total of (k!)b^ elements in the permutation distribution for a given data set. The procedure is similar to permutation tests we have done previously, and is outlined in the text. Note

that alternate statistics such as SST ∗^ =

∑k i=

(Xi. − X)^2 or SSX∗^ =

∑k i=

(Xi.)^2

may be used for the test. Generally a random sample from the permutation distribution will be obtained instead of completely enumerating the distri- bution. The text also covers a permutation HSD procedure to use with the RCB, based on the Q∗^ = maxij

∣Xi. − Xj.

∣ (^) statistic. Friedman’s test for RCB designs Friedman’s test is a rank-based test for an RCB design, which proceeds by ranking the values separately within each block. In the case where there are no ties within blocks, the Friedman statistic is:

F M =

12 b k(k + 1)

∑^ k

i=

Ri −

k + 1 2

A permutation p-value can be obtained for the Friedman test, or a large- sample approximate p-value can be calculated using a chi-squared distribu- tion with k − 1 degrees of freedom. Note that the main part of the F M statistic is essentially the numerator of the RCB F statistic based on ranks. When there are ties within blocks, adjusted ranks are then used and the Friedman statistic then is:

F Mties =

b^2 ∑^ b j=

S Bj^2

∑k

i=

Ri −

k + 1 2

where S Bj^2 is the sample variance of the adjusted ranks within block j.