Chapter 15: Analysis of Variance for Blocked Designs

1 Randomized complete block design

A randomized complete block design is a restricted randomized de-
sign in which the experimental units are rst sorted into homogeneous
groups, called blocks, and the treatments are then assigned at ran-
dom within the blocks. We illustrate randomized block designs by
considering the following examples.
In an example in Chapter 14, the researchers were investigating
four type of reective paint used to mark the lanes on highways.
The paints will be applied to 16 sections of highway six feet in
length. The sections were all in the same general conditions.
This type of design did not allow for varying levels of road usage,
weather conditions, and maintenance. A new study has been
proposed and the researcher wants to incorporate four dierent
locations into the design of the new study. If we randomly assign
1
the four paints to the 16 sections, we cannot determine whether
any observed dierences are due to dierences in the locations of
the markings or due to dierences in the type of paint. This is
because the factors locations and type of paint are confounded.
A chemist is studying the reaction rate of ve chemical agents.
Only ve agents can be analyzed eectively per day. Since day-
to-day dierences may aect the reaction rate, each day is used
as a block, and all ve chemical agents are tested each day inde-
pendently randomized orders.
In an experiment on the eects of four levels of newspaper ad-
vertising saturation on sales volume, the experimental unit is a
city, and 16 cities are available for the study. Size of city usu-
ally is highly correlated with the response variable, sales volume.
Hence, it is desirable to block the 16 cities into four groups of
four cities each, according to population size.
Note that in these designs, each treatment is included once in each
block. So the design is called the randomized complete block design.
Often, we shall drop the term complete because the context makes
it clear that all treatments are included in each block.
2
Some types of blocking criteria
Characteristics associated with the unitfor persons: gender,
age, income, education, job experience, attitudes, etc.; for geo-
graphic areas: population size, average income, etc.
Characteristics associated with the experimental settingobserver,
time of processing, machine, batch of material, measuring instru-
ment, etc.
The randomized block design has certain advantages and disad-
vantage, as shown here.
Advantages
The design is useful for comparing t treatment means in the
presence of a single extraneous source of variability. It can, with
eective grouping, provide substantially more precise results than
a completely randomized design of comparable size.
The statistical analysis is simple.
The design is easy to construct.
It can be used to accommodate any number of treatments in any
number of blocks.
3
Disadvantages
Because the experimental units within a block must be homoge-
neous, the design is best suited for a relatively small number of
treatments.
This design controls for only one extraneous source of variabil-
ity (due to blocks). Additional extraneous sources of variability
trend to increase the error term, making it more dicult to detect
treatment dierences.
The model for an observation in a randomized block design can
be written in the form
y
ij
= +
i
+
j
+
ij
,
where the terms of the model are dened as follows:
y
ij
: Observation on experimental unit in jth block receiving treat-
ment i.
: Overall mean, an unknown constant.

i
: An eect due to treatment i, an unknown constant.

j
: An eect due to block j, an unknown constant.
4

ij
: A random error associated with the response from an exper-
imental unit in block j receiving treatment i. We require that
the
ij
s have a normal distribution with mean 0 and common
variance
2

. In addition, the errors must be independent.

Similarly to the problem we encountered in the model for a com-
pletely randomized design, the above model is over-parameterized.
In order to obtain the least squares estimators, we need to place the
following constraints:

t
= 0,
b
= 0.
Under the constraints, the relationship between the parameters ,

i
,
i
and the treatment means,
ij
= +
i
+
j
becomes
(a) Overall mean: =
ab
.
(b) Main eects of factor A:
i
=
ib
tb for i = 1, 2, . . . , t 1.
(c) Main eects of factor B:
j
=
tj

tb
for j = 1, 2, . . . , b 1.
Using the information we have learned concerning the model for a
randomized block design, we can illustrate the concept of ltering and
show how the block design lters out the variability due to blocks.
Consider a randomized block design with t = 3 treatments (1,2, and
3) laid out in b = 3 blocks.
5
The model for this design is
y
ij
= +
i
+
j
+
ij
, (i = 1, 2, 3; j = 1, 2, 3)
Suppose we would like to estimate the dierence in mean response
for treatments 2 and 1namely,
2.

1.
. The dierence in sample
means, y
2.
y
1.
, would represent a point estimate of
2.

1.
. By
substituting into our model, we have
y
1.
=
1
3

j
y
1j
=
1
3
[( +
1
+
1
+
11
) + ( +
1
+
2
+
12
+ ( +
1
+
3
+
13
)]
= +
1
+

.
+ 1.
Similarly, it is easy to show that
y
2.
= +
2
+

.
+
2.
Hence,
y
2.
y
1.
= (
2

1
) + (
2.

1.
).
The block eect cancel, leaving the quantity (
2.

1.
) as the error
of estimation using y
2.
y
1.
to estimate
2.

1.
. If a completely
randomized design had been employed, we would have
y
2.
y
1.
=
2

1
+ [(
2.

1.
) + (block eect that do not cancel)].
6
The main goal in using the block design was to examining dier-
ences in the t treatment means
1.
,
2.
, . . .,
t.
, where
i.
is the mean
response of treatment i. The hypothesis is
H
0
:
1.
=
2.
= =
t.
, H
a
: at least one
i.
diers from the rest.
This set of hypothesis is equivalent to testing
H
0
:
1
=
2
= =
t
= 0, H
a
: at least one
i
diers from 0.
Thus, under H
0
, we are assuming that treatments have the same
mean response with a given block. Our test statistic will be obtained
by examining the model for a block design and partitioning the total
sum of squares to include terms for treatment eects, block eects,
and random error eects. The notations are presented as follows:
y
ij
: Observation for treatment i in block j
t: Number of treatments.
b: Number of blocks.
y
i.
: Sample mean for treatment i, y
i.
=
1
b

b
j=1
y
ij
.
y
.j
: Sample mean for block j, y
.j
=
1
t

t
i=1
y
ij
.
y
..
: Overall sample mean, y
..
=
1
tb

ij
y
ij
.
7
The total sum of squares is dened as before:
TSS =

ij
(y
ij
y
..
)
2
.
This sum of squares can be partitioned into three separate sources
of variability:
SST = b

i
( y
i.
y
..
)
2
, the between-treatment sum of squares.
SSB = t

j
( y
.j
y
..
)
2
, the between-block sum of squares.
SSE =

ij
e
2
ij
=

ij
(y
ij
y
i.
y
.j
+ y
..
)
2
, the sum of squares
for error, where e
ij
= y
ij

i

j
are the residuals.
This partition results in the ANOVA Table 1. The decision rule for
a specied probability of type I error:
Reject H
0
:
1.
= =
t.
when F = MST/MSE exceeds
F
,df1,df2
. Alternatively, we can compute the p-value for the observed
value of the test statistic F
obs
by computing p-value=P(F
df1,df2
>
F
obs
).
The block eects are generally assessed only to determine whether
or not the blocking was ecient in reducing the variability in the
experimental units. Thus, hypotheses about the block eects are not
tested. However, we might still ask whether blocking has increased
8
Table 1: Analysis of variance table for a randomized block design.
Source SS df MS F
Treatments SST t 1 MST=SST/(t 1) MST/MSE
Blocks SSB b 1 MSB=SSB/(b 1) MSB/MSE
Error SSE (b 1)(t 1) MSE=SSE/(b 1)(t 1)
Total TSS bt 1
our precision for comparing treatment means in a given experiment.
Let MSE
RCB
and MSE
CR
denote the mean square errors for a
randomized complete design and a completely randomized design,
respectively. The relative eciency of the randomized complete block
design compared to a completely randomized design RE(RCB, CR)
can be dened as the ratio of MSE
CR
and MSE
RCB
.
In practice, evaluating the eciency of the randomized complete
block design relative to a completely randomized design cannot be
accomplished because the completely randomized design was not con-
ducted. However, we can use the mean squares from the randomized
complete block design, MSB and MSE, to obtain the relative e-
ciency RE(RCB, CR) by using the formula
RE(RCB, CR) =
MSE
CR
MSE
RCB
=
(b 1)MSB + b(t 1)MSE
(bt 1)MSE
.
When RE(RCB, CR) is much larger than 1, we would conclude that
the blocking was ecient, because many more observations would be
9
Table 2: Number of seedlings by insecticide and plot.
plot
Insecticide 1 2 3 4
1 56 48 66 62
2 83 78 94 93
3 80 72 83 85
required in a completely randomized design than would be required
in the randomized complete block design.
Example 1.1 A researcher conducted an experiment to compare
the eects of three dierent insecticides on a variety of string
beans. To obtain a sucient amount of data, it was necessary
to use four dierent plots of lands. Since the plots had somewhat
dierent soil fertility, the researcher decided to conducted a com-
plete block design with the plots serving as the blocks. Each plot
was subdivided into three rows, and each row was planted with
100 seeds and then maintained under the insecticide assigned to
the row. The experiment produced the data shown in Table 2.
The ANOVA table for the data is shown in Table 3. Based
on p-values shown in the table, we reject the null hypothesis and
conclude that there are signicant (p-value< .0001) dierences
in the mean number of seedlings among the three insecticides.
10
Table 3: Analysis of variance table for the example.
Source SS df MS F p-value
Treatments 1832 2 916 211.38 0.0001
Blocks 438 3 146 33.69 0.0004
Error 26 6 4.3333
Total 2296 11
We will next assess whether the blocking was eective in in-
creasing the precision of analysis relative to a completely ran-
domized design. The relative eciency
RE(RCB, CR) =
(b 1)MSB + b(t 1)MSE
(bt 1)MSE
=
(4 1)(146) + 4(3 1)(4.3333)
[(4)(3) 1](4.3333)
= 9.92
That is, approximately ten times as many observations of each
treatment would be required in a completely randomized design
to obtain the same precision for estimating the treatment means
as with this block design.
11
2 Latin Square design
The block design is used when there is one factor of interest and the
experimenter wants to control a single source of extraneous varia-
tion. When there are two possible sources of extraneous variation, a
Latin square design is the appropriate design for the experimenter.
Consider the following example.
A nonprot consumer product testing organization is in the pro-
cess of evaluating ve major brands of room air cleaners. In order to
make the ratings as realistic as possible, the organizations engineers
decided to evaluate the air cleaners outside the testing laboratory in
residential homes. To control for variations due to the diering air
quality in the homes and due to time of the year variation in external
air pollution, the engineers decided to use a cleaner of each brand
in each of ve rooms to run the tests at ve dierent months. The
factor to be considered in the study are
Brand of air cleaner: B
1
, B
2
, B
3
, B
4
, B
5
.
Residential home: H
1
, H
2
, H
3
, H
4
, H
5
.
Month: M
1
, M
2
, M
3
, M
4
, M
5
.
The two factors, home and month of the year, are extraneous
12
Table 4: A block design for the air cleaner study.
Home
Month 1 2 3 4 5
M
1
B
2
B
2
B
3
B
2
B
2
M
2
B
1
B
4
B
4
B
4
B
5
M
3
B
3
B
1
B
2
B
5
B
4
M
4
B
5
B
3
B
1
B
3
B
1
M
5
B
4
B
5
B
5
B
1
B
3
sources of variation that are important to include in the study in
order to provide more precise evaluation of the dierences in the
ve brands. However, these factors are not of central importance to
the engineers. The response variable is the clean air delivery rate
(CADR), which is a measure of the air cleaners ability to reduce
smoke, dust, and pollen particle from the air.
The engineers initially considered using the block design displayed
in Table 4, with brands as treatments and homes as blocks.
In this design, the brand is randomly assigned to the month sepa-
rately for each of the ve homes. Suppose the time of the year, month,
has an important impact on the performance of the air cleaner. In
the spring, the pollen count may be very high in some areas of the
country. The block design in Table 4 would then produce a posi-
tive bias for the brand B
2
, if month, M
1
, has the lowest levels of air
13
Table 5: A Latin square design for the air cleaner study.
Home
Month 1 2 3 4 5
M
1
B
1
B
2
B
3
B
4
B
5
M
2
B
2
B
3
B
4
B
5
B
1
M
3
B
3
B
4
B
5
B
1
B
2
M
4
B
4
B
5
B
1
B
2
B
3
M
5
B
5
B
1
B
2
B
3
B
4
particles relative to the other four months. This is similar to other
brands.
This example illustrates a situation in which the experimental
units are aected by two factors of extraneous variation, the home
and the month. We can modify the design to lter out the two sources
of variability simultaneously. To do this, we restrict our randomiza-
tion to ensure that each treatment appears in each row (month) and
in each column (home). One such randomization is shown in Table
5.
Note that the brands have been assigned to month and home
so that each brand is evaluated once in each of the months and
homes. Hence, pairwise comparisons among brands that involve the
sample means have been adjusted for the variability among months
and homes.
14
This experimental design is called a Latin square design, which can
be used to compare t treatment means in the presence of two extrane-
ous sources of variability, blocking o into t rows and t columns. The
t treatments are then randomly assigned to the rows and columns so
that each treatment appears in every row and every column of the
design.
Advantages
The design is particularly appropriate for comparing t treatment
means in the presence of two sources of extraneous variation,
each measured at t levels.
The analysis is quite simple.
Disadvantage
Although a Latin square can be constructed for any value of t,
it is best suited for comparing t treatments when 5 t 10.
Any additional extraneous sources of variability tend to inate
the error term, making it more dicult to detect dierences
among the treatment means.
15
The eect of each treatment on the response must be approxi-
mately the same across rows and columns.
The model for a response in a Latin square design can be written
in the form
y
ijk
= +
k
+
i
+
j
+
ijk
,
where the terms of the model are dened as follows:
y
ijk
: Observations on experimental unit in the ith row and jth
column receiving treatment k.
: overall mean, an unknown constant.

k
: an eect due to treatment k, an unknown constant.

i
: an eect due to row i, an unknown constant.

j
: an eect due to column j, an unknown constant.

ijk
: A random error corresponding to y
ijk
. We require that
the
ijk
s have a normal distribution with mean 0 and common
variance
2

. In addition, the errors must be independent.

The model implies that

ijk
= E(y
ijk
) = +
k
+
i
+
j
.
16
Table 6: A 4 4 Latin square design.
Column
Row 1 2 3 4
1 I II III IV
2 II III IV I
3 III IV I II
4 IV I II III
To illustrate how a Latin square design lters out extraneous vari-
ability due to row and columns sources of variability, consider a 44
Latin design shown in Table 6.
If we wish to estimate
..3

..1
, the dierence in the mean response
for treatments III and I. From Table 6, we have
y
..1
=
1
4
(y
111
+ y
241
+ y
331
+ y
421
= +
1
+
1
4
4

i=1

i
+
1
4
4

j=1

j
+
..1
and
y
..3
=
1
4
(y
133
+ y
223
+ y
313
+ y
443
= +
3
+
1
4
4

i=1

i
+
1
4
4

j=1

j
+
..3
Then the same dierence is
y
..3
y
..1
=
3

1
+ (
..3

..1
)
and the error of estimation for
3

1
is
..3

..1
.
17
If a block design had been used with blocks representing columns,
treatments would be randomized within the columns only. It is quite
possible for the same treatment to appear more than once in the
same row. Then the sample dierence would be
y
..3
y
..1
=
3

1
+[(
..3

..1
) + (row eects that do not cancel)] .
Thus, the error of estimation would be inated by the row eects that
do not cancel out. For example, consider the block design shown in
Table 7. The estimated mean responses are
y
..3
= +
3
+
1
4
(
1
+
3
+
4
+
4
) +
1
4
4

j=1

j
+
..3
,
and
y
..1
= +
1
+
1
4
(
2
+
3
+
3
+
4
) +
1
4
4

j=1

j
+
..1
.
Thus, we have

..3

..1
= y
..3
y
..1
=
3

1
+
_
(
..3

..1
) +
1
4
(
1

3
+
4
)
_
.
To test the hypothesis of no dierence among the t treatment
means, the hypothesis can be stated in the form
H
0
:
1
=
2
= =
t
= 0
18
Table 7: A block design for four treatments (columns are blocks).
Column
Row 1 2 3 4
1 II II III II
2 I IV IV IV
3 III I II I
4 IV III I III
versus
H
a
: at least one of the
i
s is not equal to zero.
The test statistic can be constructed based on the partition of the
total sum of squares to include terms for treatment eects, row eects,
column eects, and random error eects; that is,
TSS = SST + SSR + SSC + SSE.
Mathematically, we have
Total sum of squares
TSS =

ij
(y
ijk
y
...
)
2
.
Between-treatment sum of squares
SST = t

k
( y
..k
y
...
)
2
.
19
Table 8: Analysis of variance table for a t t Latin square design.
Source SS df MS F
Treatments SST t 1 MST=SST/(t 1) MST/MSE
Rows SSR t 1 MSR=SSR/(t 1) MSR/MSE
Columns SSC t 1 MSC=SSC/(t 1) MSC/MSE
Error SSE (t 1)(t 2) MSE = SSE/(t 1)(t 2)
Total TSS t
2
1
Between-rows of sum of squares
SSR = t

i
( y
i..
y
...
)
2
.
Between-columns of sum of squares
SSC = t

j
( y
.j.
y
...
)
2
Sum of squares for error
SSE =

k
(y
ijk
y
i..
y
.j.
y
..k
+ 2 y
...
)
2
.
This leads to the ANOVA table as given in Table 8.
Example 2.1 Consider the air cleaner example again. Suppose
that the data shown in Table 9 have been observed in the experi-
ment. The corresponding ANOVA table were shown in Table 10.
It indicates that there is signicant evidence (p-value=0.013) of
a dierence in the mean CADR values for the ve brands of air
cleaners.
20
Table 9: CADR value for 5 brands of air cleaners in a 5 5 Latin square design.
Home
Month 1 2 3 4 5
M
1
B
1
(162) B
2
(89) B
3
(160) B
4
(146) B
5
(241)
M
2
B
2
(115) B
3
(192) B
4
(164) B
5
(296) B
1
(142)
M
3
B
3
(149) B
4
(273) B
5
(238) B
1
(227) B
2
(103)
M
4
B
4
(229) B
5
(273) B
1
(175) B
2
(71) B
3
(119)
M
5
B
5
(328) B
1
(205) B
2
(321) B
3
(208) B
4
(333)
Table 10: Analysis of variance for Table 9.
Source SS df MS F p-value
Month 44512.56 4 11128.14 3.85 0.031
Home 2177.76 4 544.44 0.19 0.940
Brand 58034.16 4 14508.54 5.02 0.013
Error 34647.52 12 2887.29
Total 139372.00 24
In order to validly make the inferences for the example, it
is necessary to verify that the conditions of independence, nor-
mality and equal variances hold. This would involve a residual
analysis using the residuals from the Latin square model, namely,
e
ijk
= y
ijk
y
i..
y
.j.
y
..k
+ 2 y
...
.
The residual analysis for the example, referring to the textbook
for the details, indicates that the above inference is valid.
The relative eciency of the Latin square design compared to
21
a completely randomized design is denoted RE(LS, CR). We can
use the mean squares from the Latin square design, MSR, MSC,
and MSE, to obtain the relative eciency RE(LS,CR) by using the
formula
RE(LS, CR) =
MSE
CR
MSE
LS
=
MSR + MSC + (t 1)MSE
(t + 1)MSE
.
When RE(LS,CR) is much larger than 1, we conclude that accounting
for the row and/or column sources of variability was eciency.
Example 2.2 Consider the air cleaner example again. From
the ANOVA table, we have
RE(LS, CR) =
MSR + MSC + (t 1)MSE
(t + 1)MSE
=
11, 128.14 + 544.44 + (5 1)(2, 887.29)
(5 + 1)(2, 887.29)
= 1.34
That is, approximately 34% more observations per treatment
would be required in a completely randomized design to obtain
the same precision for estimating the treatment means as with
this Latin square design.
However, this does not mean that both row- and column-blocking
factors are equally eective. In fact, it would appear from the rel-
ative sizes of the mean squares for months and for homes that the
22
major portion of the gain in precision is from the month block-
ing factor. The dierence in the means for the ve homes are
relatively small compared to the dierences in the ve monthly
means.
23
3 Factorial Treatment Structure in a Randomized Complete Block
Design
In chapter 14, we discussed a completely randomized design with a
factorial treatment structure in which the response y is observed at all
factor-level combinations of the independent variables. The factor-
level combinations of the independent variables (treatments) were
randomly assigned to the experimental units in order to investigate
the eects of the factors on the response.
Sometimes the objectives of a study are such that we wish to
investigate the eects of certain factors on a response while blocking
out certain other extraneous sources of variability. Such situations
require a block design with treatments from a factorial treatment
structure.
Example 3.1 A nutritionist wants to study the percentage of
protein content in bread made from three new types of ours
and baked at three dierent temperatures. She would like to bake
three loaves of bread from each of the nine ourtemperature
combinations for a total of 27 loaves from which the percentage
of protein would be determined. However, she is only able to
24
Table 11: Protein content data.
Day
1 2 3
Flour Temperature Temperature Temperature
Type 1 2 3 1 2 3 1 2 3
A 5.8 4.6 4.6 11.4 5.2 5.2 10.5 9.7 4.7
B 8.4 5.4 4.7 7.5 7.9 7.2 14.6 7.9 6.9
C 16.0 5.2 4.2 17.8 7.0 6.3 16.9 11.5 7.2
bake nine loaves on any given day. The design can be as shown
in Table 11.
Note that this design is really a block design, where the blocks are
days and the treatments are the nine factor-level combinations of the
3 3 factorial treatment structure. So we are able to block or lter
out the variability due to the nuisance variable days while comparing
the treatments.
The model for a block design with an a b factorial treatment
structure is given here:
y
ijk
= +
i
+
j
+
k
+
jk
+
ijk
,
where the terms in the model are dened as follows:
y
ijk
: response from the experimental unit in the ith block receiv-
ing the jth level of factor A and kth level of factor B.
25
: overall mean, an unknown constant.

i
: eect due to the ith block, an unknown constant.

j
: eect due to the jth level of factor A, an unknown constant.

k
: eect due to the kth level of factor B, an unknown constant.

jk
: interaction eect of the jth level of factor A with the kth
level of factor B, an unknown constant.

ijk
: random error corresponding to y
ijk
, assuming
ijk
N(0,
2

)
and independence.
The corresponding ANOVA table for the above model is shown
in Table 12. The terms in the table can be calculated using the
following formulas:
TSS =

ijk
(y
ijk
y
...
)
2
SST = r

jk
( y
.jk
y
...
)
2
SSBL = ab

i
( y
i..
y
...
)
2
SSA = rb

j
( y
.j.
y
...
)
2
SSB = ra

k
( y
..k
y
...
)
2
SSAB = r

jk
( y
.jk
y
...
)
2
SSA SSB
26
Table 12: Analysis of variance table for the protein content data example.
Source SS df MS F
Blocks SSBL r 1 MSBL MSBL/MSE
Treatments SST ab 1 MST MST/MSE
A SSA a 1 MSA MSA/MSE
B SSB b 1 MSB MSB/MSE
AB SSAB (a 1)(b 1) MSAB MSAB/MSE
Error SSE (ab 1)(r 1) MSE
Total TSS abr 1
Table 13: Analysis of variance table for the protein content data example.
Source SS df MS F P
Day 53.479 2 26.739 9.39 0.002
Temperature 204.156 2 102.078 35.85 0.000
FlourType 54.376 2 27.188 9.55 0.002
Temperature*FlourType 56.913 4 14.228 5.00 0.008
Error 45.555 16 2.847
Total 414.479 26
By subtraction, we have SSE = TSS SSBLSSASSB
SSAB. Furthermore, SST = SSA + SSB + SSAB. The details
of the analysis are shown in Table 13. From the output, we can ob-
serve that there is a signicant interaction (p-value=0.008) between
temperature and our type.
Because of the signicant interaction, a comparison of the mean
percentage protein for the three our types would be made separately
at each temperature. Alternatively, we could compare the mean
27
percentage protein for the three temperature separately at each level
of our type.
The Tukey HSD procedure could be used to obtain simultaneous
condence intervals on the dierences in the mean responses for pairs
of our types at a xed temperature (
.jk

.j

k
). These condence
intervals are given by
y
.jk
y
.j

k
W,
where W = q

(t, )
_
s
2
w
/r with s
2
w
= MSE, t = ab, = df
error
and q

(t, ) the value from Table 10 in the appendix.

For the protein content example, r = 3, a = b = 3, t = 9,
= 16, MSE = 2.847, for = 0.05, Table 10 in the Appendix
yields q

(9, 16) = 5.03. Thus

W = q

(t, )
_
s
2
w
/r = (5.03)
_
2.847/3 = 4.9.
Thus, any pair of treatment means having a dierence between corre-
sponding sample means exceeding 4.9 would be declared signicantly
dierent. The pairwise dierences are displayed in Table 14.
28
Table 14: Pairwise comparisons of our types for each temperature level.
Temperature Flour type Dierence | y
.jk
y
.j

k
| Conclusion
1 A vs B 0.934 non signicant
1 A vs C 7.667 signicant
1 B vs C 6.733 signicant
2 A vs B 0.567 non signicant
2 A vs C 1.4 non signicant
2 B vs C 0.833 non signicant
3 A vs B 1.434 non signicant
3 A vs C 1.067 non signicant
3 B vs C 0.367 non signicant
4 A Nonparametric AlternativeFriedmans Test
In a randomized block experiment with b blocks and t treatments,
when the condition that the residuals have a normal distribution is
violated, one alternative is to attempt a transformation of the data.
In some situations, it is not possible to determine an appropriate
transformation. In a more extreme situation, the response variables
may not have a continuous scale but only be ordinal.
In both the case of non-normally distributed data and in the case
of purely ordinal data, an appropriate test of no treatment dierence
is the Friedman test. The conditions under which the Friedman test
would be valid are listed here:
29
C
1
. The design is a randomized block design, with the t treatments
randomly assigned to exactly one experimental unit per block,
yielding N = tb responses.
C
2
. The N responses y
ij
are mutually independent.
C
3
. The N responses are related by the model y
ij
= +
i
+
j
+

ij
where is the overall median,
i
is an eect due to the ith
treatment,
j
is an eect due to the jth block, and the N s are
a random sample from a continuous distribution with a median
equal to 0.
The steps in implementing the Friedman test are as follows:
1. Order the t observations from smallest to largest separately within
each of the b blocks.
2. Replace the observations with R
ij
, the rank of y
ij
in the joint
ranking of the data values y
1j
, y
2j
, . . ., y
tj
in the jth block.
3. Compute the sum of the ranks and then the mean rank for the
ith treatment
R
i.
=
b

j=1
R
ij
, and

R
i.
=
R
i.
b
.
30
Thus, R
1.
is the sum of the ranks of the b observations on treat-
ment 1 and

R
1.
is the average rank of the observations on treat-
ment 1.
4. The Friedman test is then given by
FR =
12b
t(t + 1)
t

i=1
(

R
1.

t + 1
2
)
2
=
_
12
bt(t + 1)
t

i=1
R
2
i.
_
3b(t + 1).
where (t + 1)/2 is the average rank within each of the b blocks.
To test the research hypothesis that the t treatments do not have
the same median, that is, to test
H
0
:
1
=
2
= =
t
vsH
1
:
1
,
2
, . . . ,
t
not all equal
Reject H
0
is FR FR

,
where the critical value FR

is selected to achieve a type I error

rate of . Values of FR

can be obtained from the book Non-

parametric Statistical Methods, Hollander and Wolfe (1999). An
approximation based on large sample theory is to
Reject H
0
if FR
2
,t1
,
where
2
,t1
is the upper percentile from the chi-square distri-
bution.
31
Table 15: Skin potential readings by emotion.
Subjects (Blocks)
Emotion 1 2 3 4 5 6 7 8
Fear 26.1 81.0 10.5 26.6 12.9 57.2 25.0 20.3
Happiness 22.7 53.2 9.7 19.6 13.8 47.1 13.6 23.6
Depression 22.5 53.7 10.8 21.1 13.7 39.2 13.7 16.3
Calmness 22.6 53.1 8.3 21.6 13.3 37.0 14.8 14.8
Example 4.1 A psychologist reported the following data on skin
potential (millivolts) when the emotions of fear, happiness, de-
pression, and calmness were reported from each of eight subjects.
In this study, the subjects serve as the blocks and the treatments
are the four emotions.
The responses were rst analyzed using the normal based proce-
dures yielding the following output
Source DF SS MS F P
Blocks 7 8465.80 1209.40 44.43 0.000
Emotion 3 433.28 144.43 5.31 0.007
Error 21 571.61 27.22
Total 31 9470.69
The F-test from the ANOVA table yields a p-value of 0.007 for
testing the dierence in the mean skin potential between the four
32
emotions. This would indicate that there is signicant evidence of
a dierence in the mean skin potential between the four emotions.
However, an examination of the residuals should be made prior to
placing much condence in this conclusion. The residual analysis
indicates that there is a violation of the requirement that the residuals
have a normal distribution.
For this data, the Friedman test score is
FR =
12(8)
4(4 + 1)
4

i=1
_

R
i.

4 + 1
2
_
2
= 6.45
Reject H
0
if FR
2
t1,
=
2
3,.05
= 7.815.
Therefore, we fail to reject H
0
and conclude there is not signicant
evidence of a dierence in the median skin potential dierence for the
four emotions.
This conclusion diers from that reached using the ANOVA F-test.
An examination of the residuals reveals a few extreme values which
may have been the cause of the dierence in the two conclusions.
The skin potential for fear for subject 2 and subject 6 were much
larger than the values obtained from the other 6 subjects. These two
large values would result in inated value for the mean skin potential
33
for the fear emotion. The inuence of these two values is greatly
moderated in the Friedman test and hence the dierence in the two
conclusions.
34