Title: Stat 470-5
1Stat 470-5
- Today General Linear Model
- Assignment 1
2General 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
3Example 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?
4Example Rainfall (Exercise 2.16)
5Example 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?
6Example Rainfall (Exercise 2.16)
7Example Rainfall (Exercise 2.16)
8Example Rainfall (Exercise 2.16)
9Example Rainfall (Exercise 2.16)
10Comments
- General linear model may have many predictors
- Is suitable for many situations
- Easily done in all stats packages
11Designs 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
12Example 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 ()
13Blocking
- 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
14Blocking
- 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
15Model
16ANOVA Table
17Hypothesis Tests
18Multiple Comparisons
19Example 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
20Data Penicillin Example
21Yield versus Process (grouped by blocks)
22Observations
- Some consistent differences among batches
generally, B1 high, B5 low - No apparent consistent differences among
processes
23ANOVA Randomized Block Design
24Conclusions
- 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?
25Diagnostic 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.
26Randomized 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
27Why 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
28Examples of Blocking Variables
- Blocks are units that can be sub-divided into
sub-units - Time
- Space
- People
- Batches