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STAT 350 Lecture 2

The one way layout as a linear model

The sum of squares decomposition in one example

The data consist of blood coagulation times for 24 animals fed one of 4 different diets. Here are the data with the 4 diets being the 4 columns.

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The usual ANOVA model equation is

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which we can write in matrix form by stacking up the observations into a column.

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Let X denote the tex2html_wrap_inline71 design matrix in this formula. Usually we reparametrize the model in the form

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which would lead to a design matrix which looked like X above with an extra column on the left all of whose entries are equal to 1. The parameter vector tex2html_wrap_inline77 would now be

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It will turn out that trying to use this parametrization the different parameters are not identifiable, that is, they cannot be separately estimated, because making tex2html_wrap_inline81 bigger by a certain amount and each tex2html_wrap_inline83 smaller by the same amount leaves the data unchanged. We usually solve this problem by defining

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and

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Now it is automatic that tex2html_wrap_inline89 so we usually eliminate tex2html_wrap_inline91 by replacing it in the model equation by the quantity

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This leads to

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and

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Further analysis of this data.


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Richard Lockhart
Mon Mar 3 13:22:37 PST 1997