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Stat 470-5

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Title: Statistical Data Analysis: Primer Author: Rob Easterling Last modified by: Derek Bingham Created Date: 1/10/2000 3:36:20 AM Document presentation format – PowerPoint PPT presentation

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Title: Stat 470-5


1
Stat 470-5
  • Today General Linear Model
  • Assignment 1

2
General Linear Model
  • ANOVA model can be viewed as a special case of
    the general linear model or regression model
  • Suppose have response, y, which is thought to be
    related to p predictors (sometimes called
    explanatory variables or regressors)
  • Predictors x1, x2,,xp
  • Model

3
Example Rainfall (Exercise 2.16)
  • In winter, a plastic rain gauge cannot be used to
    collect precipitation because it will freeze and
    crack. Instead, metal cans are used to collect
    snowfall and the snow is allowed to melt indoors.
    The water is then poured into a plastic rain
    gauge and a measurement recorded. An estimate of
    snowfall is obtained by multiplying this
    measurement by 0.44.
  • One observer questions this and decides to
    collect data to test the validity of this
    approach
  • For each rainfall in a summer, she measures (i)
    rainfall using a plastic rain gauge, (ii) using a
    metal can
  • What is the current model being used?

4
Example Rainfall (Exercise 2.16)
5
Example Rainfall (Exercise 2.16)
  • Seems to be a linear relationship
  • Will use regression to establish linear
    relationship between x and y
  • What should the slope be?

6
Example Rainfall (Exercise 2.16)
7
Example Rainfall (Exercise 2.16)
8
Example Rainfall (Exercise 2.16)
9
Example Rainfall (Exercise 2.16)
10
Comments
  • General linear model may have many predictors
  • Is suitable for many situations
  • Easily done in all stats packages

11
Designs So Far
  • Have considered 1-factor designs
  • Paired comparisons (paired t-test)
  • Completely randomized design (ANOVA)
  • Frequently have more than one factor
  • We will learn to design and analyze such
    experiments

12
Example Penicillin Experiment
  • Objective Compare four processes for making
    penicillin
  • The raw material used in the process is thought
    to vary substantially from batch to batch
  • Experiment Design
  • Use five separately produced batches of raw
    material
  • Divide each batch into four sub-batches
  • Randomly assign each process to one sub-batch.
  • Randomize the production order within each batch
  • Measure the yield ()

13
Blocking
  • Paired comparisons (Section 2.1) is a special
    case of a Randomized Complete Block (RCB) design
  • More generally
  • Have k treatments
  • have b blocks
  • each of the k treatments is applied (in random
    order) to each block

14
Blocking
  • Units within a block are more homogeneous than
    units between blocks
  • Can remove variability due to blocks (e.g., boy
    to boy variability) from the comparison of
    treatments

15
Model
  • i1, 2, , b
  • j1, 2, ,k

16
ANOVA Table
17
Hypothesis Tests
18
Multiple Comparisons
19
Example Penicillin Experiment
  • Objective Compare four processes for making
    penicillin
  • The raw material used in the process is thought
    to vary substantially from batch to batch
  • Experiment Design
  • Use five separately produced batches of raw
    material
  • Divide each batch into four sub-batches
  • Randomly assign each process to one sub-batch.
  • Randomize the production order within each batch
  • Measure the yield ()
  • This is a RCB design with
  • b
  • k

20
Data Penicillin Example
21
Yield versus Process (grouped by blocks)
22
Observations
  • Some consistent differences among batches
    generally, B1 high, B5 low
  • No apparent consistent differences among
    processes

23
ANOVA Randomized Block Design
24
Conclusions
  • F-value for Processes is not significant at
  • F-value for Batches (P .04) is significant at
    indicates some differences among
    batches of raw material
  • We suspected batch differences thats why the
    design was done this way. This result is no
    surprise or of particular interest, in this case.
  • Which would you use?

25
Diagnostic Checking
  • Residual plots -- penicillin experiment
  • To check Normality assumption
  • plot all residuals dot chart, histogram, Normal
    prob. plot
  • To check assumption of equal variances
  • dot plot of residuals by Treatment
  • dot plot of residuals by Block
  • Other possible checks
  • plot residuals vs. testing order
  • plot residuals vs. other potential sources of
    variability
  • e.g., vs. technician, or machine, etc.

26
Randomized Block Design -- Summary
  • Objective
  • Compare several treatments for a factor
  • eliminate source of variability from comparison
    of treatments
  • broaden conclusions
  • Experimental Method
  • create b blocks each with a experimental units
  • in each block, randomly assign each treatment to
    one experimental unit
  • Analysis
  • ANOVA Blocks, Treatments, Error are sources of
    variation

27
Why Bother?
  • Can remove variability due to blocks (e.g., boy
    to boy variability) from the comparison of
    treatments
  • Removing source of variability often increases
    power to detect treatment differences
  • Make comparisons on more homogeneous units

28
Examples of Blocking Variables
  • Blocks are units that can be sub-divided into
    sub-units
  • Time
  • Space
  • People
  • Batches
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