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Statistical Methods in Medical Research 4ed

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248 Experimental design<br />

Table 9.5 Structure of analysis of three-factor design with replication.<br />

SSq DF MSq VR (ˆ MSq/s 2 )<br />

Ma<strong>in</strong> effects<br />

A SA I 1 s2 A FA<br />

B SB J 1 s2 B FB<br />

C SC K 1 s2 Two-factor <strong>in</strong>teractions<br />

C FC<br />

AB SAB …I 1†…J 1† s2 AB FAB<br />

AC SAC …I 1†…K 1† s2 AC FAC<br />

BC SBC …J 1†…K 1† s2 Three-factor <strong>in</strong>teraction<br />

BC FBC<br />

ABC SABC …I 1†…J 1†…K 1† s2 ABC FABC<br />

Residual SR IJK…n 1† s2 1<br />

Total S N 1<br />

response at level i of A and level j of B, averaged over all levels of C, is not<br />

determ<strong>in</strong>ed purely by ai and bj, and it thus measures one aspect of the <strong>in</strong>teraction<br />

of A and B. It is called a first-order <strong>in</strong>teraction term or two-factor <strong>in</strong>teraction term.<br />

Similarly, the constant …abg† ijk <strong>in</strong>dicates how the mean response at the triple<br />

comb<strong>in</strong>ation of A, B and C is not determ<strong>in</strong>ed purely by ma<strong>in</strong> effects and firstorder<br />

<strong>in</strong>teraction terms. It is called a second-order or three-factor <strong>in</strong>teraction term.<br />

To complete the model, suppose that yijk is distributed about E…yijk† with a<br />

constant variance s2 .<br />

Suppose now that we make n observations at each comb<strong>in</strong>ation of A, B and<br />

C. The total number of observations is nIJK ˆ N, say. The structure of the<br />

analysis of variance is shown <strong>in</strong> Table 9.5. The DF for the ma<strong>in</strong> effects and<br />

two-factor <strong>in</strong>teractions follow directly from the results for two-way analyses.<br />

That for the three-factor <strong>in</strong>teraction is a natural extension. The residual DF are<br />

IJK…n 1† because there are n 1 DF between replicates at each of the IJK<br />

factor comb<strong>in</strong>ations. The SSq terms are calculated as follows.<br />

1 Ma<strong>in</strong> effects. As for a one-way analysis, remember<strong>in</strong>g that the divisor for the<br />

square of a group total is the total number of observations <strong>in</strong> that group. Thus,<br />

if the total for ith level of A is Ti::, and the grand total is T, the SSq for A is<br />

SA ˆ P<br />

T 2 i:: =nJK T 2 =N: …9:8†<br />

i<br />

2 Two-factor <strong>in</strong>teractions. Form a two-way table of totals, calculate the appropriate<br />

corrected sum of squares between these totals and subtract the SSq for<br />

the two relevant ma<strong>in</strong> effects. For AB, for <strong>in</strong>stance, suppose Tij: is the total<br />

for levels i of A and j of B. Then

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