1
Every achievement originates from the seed of determination.
2
Nested (Hierarchical) Designs
By Kelly Fan, Cal. State Univ. East Bay
Crossed vs. Nested
3
• Factor A is called crossed with factor B if the b levels of factor B are IDENTICAL for all levels of factor A
• In certain experiments, the levels of one factor (eg. Factor B) are similar but NOT IDENTICAL for different levels of another factor (eg. Factor A). Such an arrangement is called a nested or hierarchical design, and factor B is nested under factor A.
4
1 2 3
1 2 3 1 2 3 1 2 3
Suppliers
Batches
Y111
Y112
Y113
Y121
Y122
Y123
Y131
Y132
Y133
Y211
Y212
Y213
Y221
Y222
Y223
Y231
Y232
Y233
Y311
Y312
Y313
Y321
Y322
Y323
Y331
Y332
Y333
Obs’ns{Consider a company that purchases its raw material from three different suppliers. The company wishes to determine if the purity of the raw material is the same from each supplier. There are 4 batches of raw material available from each supplier, and three samples are taken from each batch to measure their purity.
4 4
Y141
Y142
Y143
4
Y241
Y242
Y243
Y341
Y342
Y343
5
MODEL
i = 1, ..., a (the #of levels of the major factor)j = 1, ..., b (the # of levels of the minor factor
for each level of the major factor)k= 1, ..., n (the # of replicates per (i,j) combination)
Note: n= nij if unequal replicates for combinations.
Yijk = ij(i)ijk
6
the grand meanithe difference between the ith
level mean of the major factor (A) and the grand mean (main effect of factor A)
j(i) the difference between the jth
level mean of the minor factor (B) nested and the grand mean within
the ith level of factor A (main effect of factor B/A)
Assumption:ijk follows N(0,
2) for all i, j, k, and they are independent.
Additional restrictions/assumptions:
•Fixed effect
•Random effect
•Mixed effect7
8
Yijk = Y•••+ (Yi•• - Y•••) + (Yij• - Yi••)+ (Yijk - Yij•)Yijk = Y•••+ (Yi•• - Y•••) + (Yij• - Yi••)+ (Yijk - Yij•)
is estimated by Y•••;
iis estimated by (Yi•• - Y•••);
j(i) is estimated by (Yij• - Yi••).
The parameter estimates are:
9
TSS = SSA + SSB/A + SSE
and, in terms of degrees of freedom,
a.b.n-1 = (a-1) + a(b-1) + a.b.(n-1).
OR,
(Yijk - Y•••)n.m.Yi•• - Y•••
i j k
+ nYij• - Yi••
i j
(Yijk - Yij•
i j k
10
Purity Data
Batch 1 2 3 4 1 2 3 4 1 2 3 4
1 -2 -2 1 1 0 -1 0 2 -2 1 3
-1 -3 0 4 -2 4 0 3 4 0 -1 2
0 -4 1 0 -3 2 -2 2 0 2 2 1
Batch totals yij. 0 -9 -1 5 -4 6 -3 5 6 0 2 6
Supplier totals yi.. -5 4 14
Supplier 1 Supplier 2 Supplier 3
11
SSA =4 3[(-5/12-13/36) 2 + (4/12-13/36)
2 + (14/12-13/36)
2]
=15.06
SSB/A =3[(0/3-(-5/12)) 2+((-9/3)-(-5/12))
2+((-1/3)-(-5/12))
2+(5/3-(-5/12))
2
+....… +((-4/3)-4/12)
2+(6/3-4/12)
2+((-3/3)-4/12)
2+(5/3-4/12)
2]
=69.92
SSE = (1-0) 2 + (-1-0)
2 + (0-0)
2 + (-2+3)
2 + (-3+3)
2 +(-4+3)
2 +…
....... +(3-2) 2 + (2-2)
2 +(1-2)
2
= 63.33
TSS =15.06+69.92+63.33 = 148.31
•
12
Source SSQ DF MSQ F (P)
A (suppliers) 15.06 2 7.53 0.97 (0.42)
B/A (batches) 69.92 9 7.77 2.94 (0.02)
Error 63.33 24 2.64
Total 148.31 35
Anova Table (A: fixed, B: random)
13
General Linear Model: purity versus suppliers, batches
Factor Type Levels Values supplier fixed 3 1 2 3batches(supplier) random 12 1 2 3 4 1 2 3 4 1 2 3 4
Analysis of Variance for purity, using Adjusted SS for Tests
Source DF Seq SS Adj SS Adj MS F Psupplier 2 15.056 15.056 7.528 0.97 0.416batches(supplier) 9 69.917 69.917 7.769 2.94 0.017Error 24 63.333 63.333 2.639Total 35 148.306
In Minitab: Stat>>Anova>>General linear model and type model as “supplier batches(supplier)”:
14
Term Coef SE Coef T P
Constant 0.3611 0.2707 1.33 0.195
supplier
1 -0.7778 0.3829 -2.03 0.053
2 -0.0278 0.3829 -0.07 0.943
(supplier)batches
1 1 0.4167 0.8122 0.51 0.613
1 2 -2.5833 0.8122 -3.18 0.004
1 3 0.0833 0.8122 0.10 0.919
2 1 -1.6667 0.8122 -2.05 0.051
2 2 1.6667 0.8122 2.05 0.051
2 3 -1.3333 0.8122 -1.64 0.114
3 1 0.8333 0.8122 1.03 0.315
3 2 -1.1667 0.8122 -1.44 0.164
3 3 -0.5000 0.8122 -0.62 0.544
15
Expected Mean Squares, using Adjusted SS
Source Expected Mean Square for Each Term
1 supplier (3) + 3.0000(2) + Q[1]
2 batches(supplier) (3) + 3.0000(2)
Note. Restricted and unrestricted models are the same for nested designs