CHAPTER4

ComparingaNumberofEntities,
RandomizedBlocks,andLatin
Squares

4.1.COl\fiPARINGkTREATIVIENTSINAFULLY
RANDOI\IIZEDDESIGN
Frequentlyyouwillwantto.comparemorethantwoentitiestreatments,processes,
operators,ormachines.Thischapterisabouthowtodoit.Thefirstexampleisone
inwhichtherearek=4treatmentsrandomlyappliedton=24subjects.

BloodCoagulationTimeExample
Table 4.1 gives coagulation times for samples of blood drawn from 24 animals
receivingfourdifferentdiets A, B, C,hd D. (Tohelpthereaderconcentrateon
essentia1s,inthisbookwehaveadjustedthedatasothattheaveragescomeouttobe
wholenumbers.)ThesedataareplottedinFigure4.1.Theanimalswererandomly
allocatedtothediets.andthebloodsamplesweretakenandtestedintherandom
orderindicatedbythebracketedsuperscriptsintheTable.
Considerthequestion,"lsthereevidencetoindicaterealdifferencebetweenthe
meancoagulationtimesforthefourdiffcrentdicts?.,Thenecessarycalculations.are
frequentlysetoutinan analysisofvariance table,avaluabledeviceduetoFisher.
Theideaistodeterminewhetherthediscrepanciesbetweenthetreatmentaverages
aregreaterthancouldbereasonablyexpectedfromthevariationthatoccurs witlzin
thetreatmentclassifications.Forexampleyourcomputerwillproduceananalysisof
variance(ANOVA)tablethatlookslikcthatinTabJe4.2.

StatisticsforExperimenters,SecondEdition.ByG.E.P.Box,J.S..Hunter,andW.G.Hunter

Copyright2005JohnWiley&Sons,Inc.

133

134

4COMPARlNGANlZ..1BEROFENTITIES,RANOOMIZEDBLOCKS.ANOLATINSQUARES

Table4.1.CoagulationTimeforBloodDrawnfrom24
AnimalsRandomlyAllocatedtof,ourDiets

Diets(Treatments)
A

6
2

Totalaboutthe

:!
0
)

gnmdaverage

6To
3better
(under
1stand

this
2analy
ss
)look
at
6Table
84.3.
1On
the
1
Jeft
()
you
}
will
"

seca
5table
6ofthe
(origi
2
nal
:l
lobser
vatio
ns Y
anda
table
D of
devia
Treatmcntuverage tions
from
Grandaverugc
the
Differcnce
grand
avera
ge of
Table4.2..TheAnalysisofVariance .64.
(ANOVA)Table:BloodCoagulation Thus,
Example
inthe
first
row
of D
Sum of Scuares
SourceofVariation
are
the
Betwecntreatmcnts
Sr=228
entrie
WiUlintreatments
SR=112

135

4.1COMPARINGkTREATMENTSINAFULLYRANDOl\fiZEDDESIGN

Tahle4.3.ArithmeticBreakupofDeviationsfromtheGrandAverageY=64

Deviations
fromGrand
Averageof64

Observations

rr.

Yti

6263 68
6067 66
637171
59 64 67
6365 68
5966 68

..

2-1
4322

56
62
60
61

-1

64

vv

32

48

3.
3
3
3

74

1 4 -1

4o3

D=Y64

Yri Yr
1 3

5o33

y,y

-1

63

Treatment
Deviations

Residualswithin
Treatrnent
Deviations

Sumofsquares

340

degreesoffreedom

23

43
2
43
243
2
43
2 4 3

2 -1

2oo3

+
+
+

228

22-1o

4' 3

-1
2 5

o 5
121
3- l

R
112

20

thatisleftduetoexperimentalerrorandmodelinadequacy.Theindividualitemsin
thistablearecalledresiduals.

EntriesintheANOVATable:SumsofSquares
ThesumsofsquaresS0,Sr~andSRintheanalysisofvariance(ANOVA).inTable
4.2arethesumsofthe24entriesineachtableD,T,andR.Thus

So= (-2) + (-1) + (4) +

+ (0)2 = 340
2
2
2
2
Sr=(-3) + (2) + (4) + + (-3) = 228
2

sR = 0) + <3) +coi+... + (3) = 112

2

You will findthat So=Sr+ SR (forthisexample340 = 228 112).Theaddi

tivitypropertyofthesesumsofsquarcsistrueforanysimilartableofnumberssplit
upinthisway.

EntriesintheANOVATable:DegreesofFreedom
The number of degrees of freedom is the number of elemcnts in each of the
decompositiontablesthatcanbearbitrarilyassigned.Forexample,Dhas23dcgrces
offreedombecauseifyoufillthistablewith23arbitrarilychosennumbersthe24th
will bedeterminedsincethedeviationsofanysetofnumbersfromtheiraverage

mustalwayssumtozero.OnthesamebasistheelementsofThavethrecdegrcesof
freedom.TheelementsofRareconstrainedintwodifferentwaystheelementsin
eachcolumnmustaddtozeroandthe sumofalloftheelementsmustalsosumto
zero.andthusthenumberofresidualdegreesof

136

4COMPARINGANUMBEROFENTITIES,RANOOMIZEDBLOCKS,ANOLATlNSQUARES

freedomis2413=20.Notethatforanyrabieofrhiskind,notonlyarethe
sumsofsquaresadditive,butalsoarethedegreesoffreedom.
EntriesintheANOVATable:1\'leanSquares
Themeansquares mT and mR areobtainedbydividing ST and SR bytheir
degreesoffreedomVTandVR.OnassumptionswediscussJater,iftherewere
no differences dueto treatments(diets), the mean squares mT and mR would
2
provideindepemlentestimatesoftheerrorvariance u andtheirratiowouldhave
anFdistributionwithVTandVRdegreesoffreedom.
Computercalculations,orreferencetothetablesatthebackofthisbook,show
thattheprobabilityofavalueof F3.2o > 13.6islessthan0.001.Youscethatthe
resultis highlysupportiveof the nferencethat thenullhypothesisshouldbe
riicctedandhcncethatthedietsreallydoproducedifferentcoagulationtimes.
GraphicalANOVA
WalterShewhart(1939,p.88)oncesaid."Originaldatashouldbepresentedin
awaythatwillpreservetheevidenceintheoriginaldata."TheANOVAtable
alonedoesnotdothis.ButasyousawinChapter3youcansupplementmore
formalanalyseswithgraphicalmethodsand,asYogiBerrasays,"Youcansee
alotbyjustJooking."
AgraphicalANOVAisshowninFigure4.2,whichcomparesasuitably
scaleddotdiagramofthetreatmentdeviationsdirectlywithareferencedot
diagramoftheresidualsthemselves.Noticethatthisisasupplementtothe
standardANOVAtable.ItwouldbedeceptiveifusedaJonebecauseittakes
noaccountoftheindividualdegreesoffreedomthatdetenninethesignificance
probabilities.ButascommentedbyF.J.Anscmbe(1973,p.17),"Acomputer
shouldmakebothcalculationsandgraphs.Bothkindsof outputshouldbe
studied;eachwillcontributetounderstanding.''
Thescalefactorfortreatmentsissuchthatiftherewerenodifferencebetween
thetreatmentmeansthenaturalvarianceofthedotsinthedotdiagramfortreat
mentswouldbedirectlycomparabletothatforresiduals.Bynaturalvarianceis
D

_ '!~E..._---,------,-----_;~~8-----,~:!L- Treatments
Residuals

p<0.01

'

Figure4.2.Dotdiagram

rcsidualsandscalcdtreatmcnldcviations.
'

4.1 COMPARING k TREATME.!\ffS L'll A FUU.Y .RANDOMIZEDDESIGN

137

meantthesumofsquaresofthedeviationsofthedotdeviationsdividedbythe
number ofdots(notthedegreesoffreedom).Thismeasureofspreadisappropriate
becauseitshowsthespreadofthedotsthattheeyeactually sees~Theanalysisasksthe
question,"MightthescaledtreatmentdeviationsjustasweJJbepartofthenoise?"In
Appendix4Aitisshownthattheappropriatescalefactoris JvR/vr

= J20j3 =2.6.

The scaled treatment deviations 7.8; 5.2, 10.4, and 7.8 are obtained therefore by
multiplyingthetreatmentdeviations 3,+2,+4,3by2.6..Thisgraphicanalysisthus
obtainedisshown in Figure4.2. It visuallysupportsthefindingthatthedifferences
betweentreatmentsareunlikelytobeduetochance.Theratioofthenaturalvariances
ofthedotplotsproducestheusual F value.(SeeAppendix4A.)ltensuresthatyou
appreciatethe nature ofthedifferencesandsimilaritiesproducedbythetreatments,
something theANOVAtabledoesnotdo.Italsodirectsyourattentiontotheindividual
residua]sthatproduce m R andmakesyouawareofanylargedeviationsthatmight
ca11forfurtherstudy.Forinstance,Figure4.2immediatelymakesclearthatthereis
nothingsuspiciousaboutthedistributionoftheresiduals.Alsothattreatments AandD
arealikeintheireffectsbutCismarkedlydifferentand B producesanintermediate
effect.Experimenterssometimesbelievethatahigh Ievelofsignificancenecessarily
impliesthatthetreatmenteffectsareaccuratelydetenninedandseparated.Thegraphical
analysisdiscouragesoverreactiontohighsignificancelevelsandavoidsunderreactionto
"verynearly"significantdifferences..

In thefirsteditionofthisbookthetreatmentdeviationswerereferredtoa reference
tdistribution.OnNIIDassumptionsthe tdistributionmayberegardedasareference
distribution that could be fitted to the residuals. Rather than take this additional
theoretical step it seemspreferable to usethe residuals themselvesasthe reference
distributioninthegraphicalanalysis.
GeometryandtheANOVATable
LookagainatTable4.3andnowthinkofthe24numbersineachofthetablesD,T,
andRasconstitutingtheelementsofvectorsD,T,andR.Fromgeometry(whatever
thenumberofdimensions),ifthesumofproductsofthe24elementsineachoftwo
vectors(sometimescalledtheinncrproduct)iszero,thevectorsareatrightangles,
thatis,orthogonal.Youcanconfirm,forexample,thatthevectorsTandR,whose
elementsaresetoutinTable4.3,areorthogonalbynoticingthattheinnerproductof

theirtwentyfourelements,( -3)(1) + (2)( -3) + (4)(0) ++ (3)(3), equals

zero.lndeed,for any seriesofnumberssetoutinatable ofthiskind,becauseofthe
constraintsplacedupontheirelements,thevectorsTandRwillalwaysbeorthogonal.
Also,sincethevectorDisthehypotenuseofarighttrianglewithsidesTand RwithSr
andSR,thesquaredlengthsofthevectors,theadditivepropertyofthesumsofsquares
So= Sr+ SR follows by extension of Pythagoras' theorem to n dimensions. Also,

geometricallythe

lf desired.anormalplotof the
residualsmay be appended.

138

4COMPARING.ANUMBEROFENTITIES.RANDOMlZEDBLOCKS.ANOLATfNSQUARES

degreesoffreedomarethenumberofdimensionsinwbichthevectorsarefreeto
movegiventheconstraints.TheseresullsareshowngeometricallyinFigure4.3for
justthreeobservations.
Exercise4.1.Eachof 21 studentathletes,groupedintothreeteams A, B, and.C.
attemptstosuccessfullytossabasketballthroughahoopwithinafixedtimeperiod.
Thenumberofsuccessesisgiveninthefollowingtable.Arethererealdifferences
betweenthethreeteams?ConstructanANOVAforthesedataandcomment.

21 (14)
6
19( )
17(1)

13(9)

16>1
15 )
12(

21(13)

15

1618)
111
14 >
1515)

19 ) 16(1 )
9
19 > 12(1S)
01
18(20)
17

22( 1)
8
23 >
17(

Assumptions
FortheproductionoftheANOVAtable,noassumptionsareneeded.Youcould
havewriuenany24numbersforthe"observations"inTable4.1andcornpletedan
~'analysis ofvariance"tableIikeTable4.2and aH thepropertiesdiscussedsofar
wouldapply. However, the relevance ofsuch an ANOVA table for solvng the
problemofcomparingtreatmentmeanswoulddependoncertainassumptions.

o/

/
Figure4.3.Rightmangleof
D.T,andR.

4.1COMPARINOkTREATMENTSINAFULLYRANDOMLZEDDESIGN

139

AnAdditivelVIodcl?

TheanalysisofthcdatainTablc4.1impliestentativcacceptanceoftheunder
lyingadditivemodel
)'1

= 1] + T.t + Eri

where y1 isthe ith observationinthetthcoJumnofthetable, r istheoverall

mean,r,isthedeviationproducedbytreatmentt,andeaistheassociatedenor.
ErrorslndependentlyandIdenticallyDistributed?

OntheIIDassumptionthateacherrorE1;variesir,'dtpendentlyofthcothers
and has an identical distribution (and in particular the same variance), the
expected(mean)valuesofmrandmRwouldbe

Thus,iftherewerenodifferencesInthefourtreatmentssothat t1=r2=t)=r4
2
=O and L r =O. thenboth mr and m R. ther.neansquares in theANOVA
2
rabie,wouldbeestimatesofa
NormallyDistributed?

If itcouldbefurtherassumedthatthe e1 werenom1a1lydistributed(thatthey
wereNIID).thcnmrandmRwouldbedistributedindependently,andonthenull
2
hypothesis that r =O the ratio F = mr!mR would be the ratio of two
2
indcpcndentestimulesofa andsowouldbedislributedinanF3.2odistribution
with3and20degreesoffreedom.ForthebloodcoagulationexamplcFigure4.4

5% pOint 1Ofc:, point

0.1%point

8
F 1,.._

10
Observad ratio = 13.6

Figure4.4.ObservedvatueofthcratiomrfmR 13.6inrclntiontoanFdistributionwith3and20
dcgrccsoffrccdom:bloodcoagulationcxample.

140

4COMPARJNGANUMBEROFENTITIES,RANDOMIZEDBLOCKS,AND LATL\1SQUARES

showstheappropriateF3.2odistributioninrelationtotheobservedvaJueof13.6.

\Vhenthetreatmenteffectsarenotallequal,themeanvalueofFisequalto<E c
2

+a2

)/a Thenumeratorinthe F ratioisameasureofsigna!plusnoise andthe

denominatoramcasureofnoisealone.Thus.likemanyotherclassicalstatisticalcriteria
(such as the t statistic), the F statisticmeasuresthe signaltonoise ratio familiarto
engineers,andthesignificancetesttellsyou if theapparentsigna]couldorcouldnot
easilybeexplainedbythenoise.
Theaboveadditivemodelwouldnotalwaysprovideagoodapproximationfor
thcoriginaldata,butasyouwillseeinChapter7,atransformationofthedatacan
sometimesremedythisandalsoproduceamoreefficientanalysis.

GraphicalChecks
The assumptions (additivity, liD errors, normality, constant variance) sound
formidable,buttheyarenotsolimitingasmightbethought.The ANOVA isquite
robust(insensitive)tomoderatenonnormalityandtomoderateinequalityofgroup
variances. Unfortunately. as you saw in Chapter 2. much more serious s the
assumptionofindepe1ulencebetweenenorsforanunrandomizeddcsign.Youmust
expect that data co1lected in sequence wiJI not be independent but be scrially
correlated.ltiswellknownthatseria]correlationcanleadtoveryseriouserrorsifit
isignored(BoxandNewbold. 1971 ). Afurtherconcernmentionedearlieristhe
possibilitythatthereare"badvalues"oruoutliers"amongthedataduetocopying
errorsormismanagementofparticularexperimentalruns.Thefactthatthe 1andF
distributions maynot be greatlyaffectedbyoutliers is, in this context, almost a
disadvantagesincefrequentlythealisociatcdnonparametricrandomizationtestscan
produce reference distributions very dosely approximating their paramelric
counterparts even when, as in Darwin's data in Chapter 3. there are pronotmced
outliers.Graphicalinspectionofthedataisthereforeofconsiderableimportance.
Exercise4.2.PerformagraphicalANOVAonthedataofExercise4.1.
Outliers?
Byplottingresiduals,aswasdoneatthebottomofFigure4.2,itmaybepossibleto
detcctthepresenceofseriousoutliers.lfthcircausecanbedctcnnined,theymay
provideimportantandunanticipatedinfonnation.
SerialCorrelation
Randomizationcannullifythepotentiallyseriouseffectofautocorrelation.
AretheVariancestheSameforDifferentTreatments?
Figure4.5ashowsplotsoftheresidualsforallfourdietsseparately.Aplotofthis

kindisuscfulnotonlyasacheckontheassumptionofvariancehomogencity
ScelheanalysisofDarwin'sdatainTable3.6.

141

4.1COMPARINGkTREATMENTSINAFULLYRANDOMIZEDDESlGN

but to enable you to see whether sorne diets might be associated with greater
variabilitythanothers.Forthisexamplethereseemstobelittleevidenceforsuchdi
fferences.

DoestheSpreadofResidualslncreaseastheMeanIncreases?
InFigure 4.5b theresiduals y, y1 areplottedagainsttreatmentaverages y,. A
tendencyforthespreadoferrorstoincreaseastheaveragesincreasepointstoa

B
A

2
1~

o
2
4

a
5

Ca)

-S

:=...

<:=...

60.

)f

64

1
2
3

.
sa
Yti

(b)

(e)
order
Figure4.5.Dotdiagrams~(a)
residualsforeachdiet:(b)resi.duals
versusestlmatcd,alues:
(e)residualsintimesequence.

142

4COMPARINGANUMBEROFE!\'llTIES.RANDOMIZEDBLOCKS, ANOLATINSQUARES

possibleneedfordatatransforrnation.Nosuchtendencyappearshcre,butIater
youwillseeanexamplewherethisphenomenondoesoccuranddatatransfor
mationhasaprofoundinAuenceontheconc1usions.

AreSizcsoftheResidualsRclatcdtoTheirTimeOrdcr'!
A plotoflheresidualsintimesequencelikethatinFigure 4.5c candetectasys
tematicdrifloccurringduringtheexperiments.Becauseofrandomization,sucha
driftwillnotinvalidate yourexperiment.However, itmightsuggestyourexper
imentalproccdureissensitivetopreviouslyunsuspectedenvironmentalchanges.for
example,intheanalyticallaboratory.Conectingsuchadcliciencycouldproducea
smallervarianceinfuturecxperiments.

Exercise 4.3.TheplayersinExercise4.1wererandomlyassignedtothe21 time

trials.Therandomizationsequenceisgivenasasuperscriptattendingeachnumber
ofsuccesses.(Thus,Lhefirstplayertotryoutwasthethirdmemberofteam Awho
scored17.)Comment.

AConclusionInsteadofanArgumentJ>itfallsinComparative
Experiments
Tobctterunderstandlherationaleforrandomizationandothermatters.itwillhelp
todramatize.thingsabit.SupposethatthedatainTable4.1andFigure4.2had
come.notfromarandomizedanimalexperiment.butfromanindustrialtrialona
pilotpiantwherethetreatmentsA, B,- e,andDweredifferentprocessoperating
condilionswithAthestandardprocess.Supposealsothatthedatawere.measures

ofsomecriterionofefficiencythatitisdesiredLoincrease.Furthersupposethat
the arrangement of the experimcnt has been inadequate1y considcred and in
particulartherehad.beennoattempttorandomize.
The scene opens with seven people sitting around a table at a meeting to
discuss the resu1ts. They are the plant manager, the process superintendent
responsible for making the runs on the pilot plant, a design ~ngineer who

proposed modifications B and e, a chemical engineer who suggcsted

modificationD.aplantoperatorwhotookthe.samplesofproductforanaJysis.
anana1yticalchemistwhowasresponsibJeforthetestsmadconthesamples,and
a par1time data analyst who madc the stati~tical calculations. After some
preJiminariesthedialoguemightgosomethingIikethis:
Plcmtmanager (whowouldbehappy if nochangeswereshowntobeneces
sary)1amnotconvincedthatthemodifications B and C areanybetterthan
thepresentplantprocessA.1acceptthatthedifferencesarehighlystatisticaly
significant and that. almost certainly. gerlUinc differcnces did occurbut 1
believethedifferenceswerenolduetotheprocesschangesthatweinstitutcd.

Haveyouconsidercdvirentherunswcremade'?lfindthatallthenmswith
processAweremadeonaweekendandthatthe
.UCOl\tPARINOkTREATME."Ill'SINAFULLYRANDOMIZEDDESIGN

143

peopleresponsibleforoperatingthepilotplantatthattimewerenewtothe
job.Duringtheweek,whenmodifications B,C,andDwcremade,Iseethat
differentoperatorswereinvolvedinmakingtheruns.
DesignengineerTheremayhavebeensorneeffectsofthatkindbut 1am almost
certaintheycouldnothaveproduceddifferencesaslargeasweseehere.
Pilot plant superintendentAlso you should know that 1 went to sorne con
siderable trouble to supervise every one of these treatment runs. Although
there were different operators, I'm fairly sure that correct operating proce
dureswereusedforalltheruns.1 am,however,someu:lzatdoubtful a~tothe
reliability of the method of the chmical testing which 1 understand has
recentlybeenchanged.Furthermore1believethatnotallthtestingwasdone
bythesameperson.
AnalyticalchemistItistruethatwerecentlyswitchedtoanewmethodoftesting,
butonlyafterverycarefulcalibrationtrials.Yes,thetreatmentsamplescarne
inatdifferenttimesandconscquentlydifferentpeoplewereresponsibleforthe
testing,buttheyareallexcellenttechniciansand I am fully confident there
couldbenoproblen1thcre.However, 1 rhink there isaquestionaboutthe
validityofthesamples.Asweknow,gettingarepresentativesampleofthis
productisnoteasy.

Plantoperaror(sampler)ltusedtobedifficulttogetarepresentative.sample
oftheproduct,butyouwillrememberthatbecauseofsuchdifficultiesanew
setofstringentrulesfortakingsampleswasadoptedsornetimeago. 1rlzink
wecanacceptthatduringthesetrialstheseruleswereexactlyfollowedbythe
variousoperatorswhotookthesamples.

Chemica/engineer(proposerofmetlzodDJBeforewegoanyfurther,arewe
surethatthestatisticalanalysisisright?Doesanyoneherereallyunderstand
.theAnalysisofVariance?Sholdn'ttheexperimenthavebeenrandomizedin
someway?
attendedaspecialtwodayshortcourseonstatisticsandcan

assurethegroupthatthecorrect
thedata.

wasuscdforanalyzing

Therewereclearlymanythingstoargueaboutandmanyuncertainties.*Theplant
managercommented"1believe,nthedesignengineerwas"almostcertain."theplant
superintendentwas..somewhatdoubtful;theanalyticalchemist..fullyconfident,"
andsoon.Haveyoueverbeensounluckyastohavetositthroughapostmortem
discussionliketheabove?Thequestionsraisedwereabout:.
Whatwasdone?operatingprocedures,samplingtesting.

Whenwasitdone?samplestaken,samplestested.
Whoandhowmanydidit?operators.samp1ers,testers,dataanalysts.
Thcrewouldbeotherquestionsthalcouldhavebeenraisedbutthatnoonehadthouohtofatthe

time.Sorneofthcsemighlrctumtohaunttheparticipantslongafterfueinvcstigationwasover.

144

4COMPARINGANUMBEROFE."'TTTIES,RA11i'DOM1ZEDBLOCKS.ANOLATINSQUARES

Thepointsraisedatthemeetingallconcemedmattersthatcouldcastdoubtonany
concJusionsdrawn.Thewaythesequestionsweretobeansweredshouldhavebeen
settledbefore theexperimentwasperformed. R. A.Fisheronce saidyoucannot
make an analysis of a poorly designed experimentyou can only carry out a
postmottemtofindoutwhatitdiedof.
Preparation
Thepreparationforaninvestigationcallsformuchmorethanthechoiceofasta
tisticaldesign.Youmustfirstconsidertheproblemsraisedbysuchquestionsas:
Isthesystemofmeasurementandtestingofsufficientaccuracyandinproper
control?
Isthesystemforsamplingadequate?
Is it reasonablylikelythatallthefactorcombinationsrequiredbytheproposed
designcanactua11yberun?
Dotheoperatorsandthoseresponsibleforsamplingandtestingreallyfeelpartof
theteam?Havetheybeeninvolvedinplanninghowtheexperimentalrunscan
actuallybemade?Dowehavetheirinput?
Nowthattheplanhasbeenfinallyagreedon,doeseveryoneunderstandwhatthey
aresupposedtodo?
Haveyoutriedtoarrange,wherepossible,thattheeffectsofknownsourcesof
inevitable variability are reduced by "block.i.ng''? (See the boys' shoes
exampleinthepreviouschapterandlaterexamples.)
Afteryouhavedoneyourbesttodealwithsucbproblems,howcanyouprotect
theexperimentfromthemany"lurkingvariables"ofwhichyouarecurrently
unaware?
Fisheroncesaidthatdesigninganexperimentwaslikeplayingagameofchance
with the devil (aka Murphy). You cannot predict what ingenious schemes for
invalidatingyoureffortshemightproduce.Thinkofagameofrouletteinwhichyou
arethecroupier.Gamblerscaninventallsortsofsystemsthattheyimaginecanbeat
the bank, but if the bank adopted any systematic strategy, as soon as this was
suspected,thegamblercouldadoptabettingmethodtobeatthebank.
Only a random strategy can defeat every betting system. Similarly, if experi
mentalrunshavebeenproperlyrandomized,theknownhazards.andbiases(and
thosenotmentionedoreventhoughtof)canbeforcedtooccurrandomlyandsowiiJ
notprejudicetheconclusions.
PracticalConsiderations
Inexperimentationrandomizationofthe environment inwhicheachrunismadeis
theobjective.Thefeaturesofthetreatmentsthemselvesarenotrandomizedaway.

Forexample,itmaybethattreatmentBgivesamuchmorevariableresult
4.2RANDOMIZEDBLOCKDESIGNS

145

thansomeotherprocessmodification.However,thiswouldbeacharacteristicof
thetreatmentandnotitsenvironmentsothatthisinformationwouldbepreserved
inarandomizedexperiment.lnparticular,graphicalchecksarenotobscuredby
randomization.
Concemswereexpressedatthemeetingaboutsuchissuesasthewayinwhich
samplingandtestingoftheproductwerecarriedout.Thesewereimportant con~
siderations.Thefactthatbiasesduetosuchfactorscan bemadetoactrandomly
doesnotmeanthatsuchissuescanbeignored.Unlessyoucangeltheseproc
duresunderpropercontrol,youwi11unnecessarilyincreasevariationandmake
itmoredifficulttofindtherealtreatmentdifferences.Youcouldproduceavalid
butveryinsensitiveexperiment.ThestudyandimprovementofsampJingand
testingmethodsarediscussedinaspeciaisection,ofChapter9.
InanimalexperimentssuchasthatsetoutinTable4.1itisasytoallocateanimals
randomlytodifferentexperimentalconditionsandruntheexperimentsinrandomorder.
But in an industrial environment fullscale randomization. would in most cases be
difficultandinsorneimpossible.Consequentlyafullyrandomized

arrangementisseldomusedinindustrybecausethisisalmostneverthemost
sitive arrangementortheeasiesttocarryout.Instead ~'randomized block"designs
and"splitplot"designs,discussedlater,wouldmostoften beused.Usuallythese
designsaremucheasiertocarryoutandcanprov~demoreaccurateresults.

ExtrapolationofConclusionsandScaleup
Inthispilotplantexperimentonematterthatwasnotmentionedatthemeeting
of the committee but in practice would almost certainly come up is the
question of scaleup. Someone would have said. "Even if we accept that
processesBandCarebetteronthepilotplant,itdoesn'tfollowthattheywillbe
better on the fullscale plant." Scaleup necessarily calls on the subject matter
experse of engineers, chemists. and other technologists. Robustness studies
discussed in Chapter 12 can help, but as Deming (1975) has pointed out~
extrapolationofresultsfromoneenvironmenttoanotherrnustultimatelyrestona
"leap of faith" based on subject matter knowledge. Good experiments can
howevermakethatleaplesshazardous.(Itiseasiertoleapoveracanyon2feet
acrossthanonethatis20feetacross.)Usuallythemostrelevantquestionis"Do
wehaveenoughevidencefromthesepilotrunstomakeitworthwhileto tty the
modifiedprocessonthefullscale?,Frequently,smallscaleexperimentationcan
bring you fairly close to the best operating conditions. Evolutionary process
operation runonthe fuJIscale during routine production can bring youeven
closer.ThattechniqueisdiscussedinChapter15.
4.2.RANDOl\UZEDBLOCKDESIGNS

Theexperimentalarrangementjustdiscussedissometimescalledarandomized
onelWlYclassification.Bygeneralrandomizationtheeffectofnoiseishomoge
nizedbetweentreatmentanderrorcomparisonsandthusvalidatestheexperiment

146

4COMPARlNGANUMBEROFEN"OTIES.RANDOMIZEDBLOCKS,ANOLATINSQUARES

However,Lhisonewaydesignisoftennotthemostsensitive.Whenyouknow,or
suspectyouknow,specificsourccsofundesirablechange,youmaybeabletoreduce
orelimnatetheireffectsbytheuseofwhatiscalled"blocking."Thisisanatural
extcnsionoftheideaofthepairedcomparisonsusedintheboys'shoesexamplein
the previous chapter. Randomized block designs use a more limited but equaJly
effectiverandomizationthanthatneededforthefullyrandomizcddesign.ltisalso
easiertodoandcanproduceamoresensitiveexperiment.

PenicillinYicldExample
Table4.4showsdatafromarandomizedblockexperimentinwhichaprocessofthe
manufacture of penicillin was investigated. Yield was the response of primary
interest and the experimenters wanted to try four variants of the process. callcd
treatments A, B, C, and D. Unfortunately, the properties of an important raw
material(comsteepliquor)variedconsiderably,anditwasbelievedthatthisalone
might cause considerable differences in yield. It was found, however, that for
experimentalpurposesablendofthematerialcouldbeobtaincdsufficienttomake
fourruns.Thissuppliedtheopportunityofrunningthek=4treatmentswithineach

of n 5blends(blocks)oftheliquor.Inafully.randomizedonewaytreatment
classificationblenddifferencescouldhavebeenrandomizedawaybutonlyatthe
expense of increasing the experimental noise and making the experiment more
difficulttocarryoutByrandomlyassigningtheorderinwhichthefourtreatments
were run ..vithineachb/end (block),*validity andsimplicity were maintained
whileblenddifferenceswerelargelyeliminated.
AnumberofquantitiesusefulforsubsequentanalysisarerecordedinTable4.4.
Thesearetheblock(blend)averages,thetreatmentaverages,thegrandaverage.and
thedeviationsofthcblockandtreatmentaveragesfromthegra.ndaverage.The
superscripts in parentheses associated with the observations indicate the random
orderinwhichtheexperimentswererunwitlrineachblock(blcnd).Toclarify
Table4.4.ResultsfromRandomizedBlockDesignonPenicillinManufacture
Treatment

.Block

Block

Averages

Deviations

94( )

92

79(11

83
85

+6
3

Block

Blend1
Blcnd2
Blend3
Blend4

89(1}
4
84( )
2
81( )
87(1)

gg3)
77(1.)

87())
92(31

9201
87(4.)
89(2)

Blend5

79(3)

81 (.$)

SQII)

ss<=n

Treatmentavcrages

84

85

89

86

-1

+3

Treatmentdeviations

D
2

97(

ssP>
4

84(

-1

+2

88
82

Grandaverage:
86

 It is importarn toundcrsJandthminarnndomizedblockcxperimcntthc trcauncnts arerandomizcd

withintheblocks.

147

4.2RANOOMI7.EDBLOCKDESIGNS

Table4.5.ANOVATable:PcnicillinExample

sourceof
Variation
Betweenblocks
(blends).
Between
treatments
Residuals
Deviations
fromgrand
average

Sumof
Squares
S8

DegreesofFreedom

= 264

VB

Fratio

(n 1)=4

ms=66.0

F.u~

=3

mr=23.3

F3.12

vr =(k- 1)

Sr=70

MeanSquare

SR= 226

VR = (n - ) )(k -

So= 560

nk1=

1) 12

lllR

= 3.51
=1.24

= 18.8

19

5.0
Observed ratio

=1.24Ratio s~ls~
(a)

1.0

2.0

3.0

4.0

Observed ratio= 3.51

5.0
Ratio s~/s~

(b}

Figure4.6.Plotsof(a) F3,tland(b)F4,l2distributionswithobscrvedFratios.

issues,wehaveagainsimplifiedthedata.Usingthesedata,yourcomputersoftware
programshouldproduceanANOVAtablethatlookslikeTable4.5.
IfwesupposeforthemomentthattheNIIDassumptionsareapproximatelyvalid,
then the ratio of treatment to residual mean squares F3. 12 = 1.24 yields a

significanceprobabilityofonlyabout 33%. Thereisthusnoevidencefordiffer

encesbetweentreatments.However,forblocks, F4. 12 = 3.51yieldsasignificance
probabilityofabout4%.suggestingthatblenddiffcrencesdooccur.Tosee what
theseFratiosmean,lookatFigures4.6a,b.

.....
~

00

Table4.6.DecompositionofObservationsforRandomizedBlockExperiment
Deviationsfrom
GrandAverage
Treatment
Residu
Deviations
)'hty
als
Observa
v--y
1
tions
11
2
3
3
67 2 -1
29
)'bt
2 1
3
5 1
89 88 97 1
6
3 + 2 -1
3+
84 77 92
2 -1
3
75
Analysisof
81 87 87
2 1
3
D
obscrvations
87 92 89
+
T
So=560
79 81 80
R
+
VD= 19 1+
SR=
Sr=70 +
y
2+
Vr =3
226
+
Vectorssumofsquarcs
VR
Degreesoffreedom

149

4.2RANDOMIZEDBLOCKDESIGNS

TobetterunderstandthisANOVAtable,considerthedecompositionofthedata
inTable 4.6, whichshowstheoriginaldataY,thedeviationsDfromthegrand
averageof86,thedeviationsBoftheblockaveragesfrom86,thedeviations.Tof
the treatment averages from 86, and finally the residuals R that remain after
subtractingthecontributionBandTfromD,thatis, R=DBT.ThevectorsB,
T,andRaremutuallyorthogonal,andagainbyanextensionofthePythagorean
theorem. their sums of squares are additive, that is, So = S8 +Sr+ SR. Their
degreesoffreedomarealsoadditive;Vo=va+vr+vR.SeeFigures4.7a,b.
IncreaseinEfficiencybyEliminationofBlockDifferences
TheANOVAtableshowstheadvantageofusingtherandomizedb1ockarrange
ment.Ofthetotalsumofsquaresnotassociatedwithtreatmentsorwiththe

<n-1)(k-1)

n1
(a)

B
(b}

Figure4.7.Vectordecompositionforarandomi.zed blockdesignwithD=B+T+R.

150

4COMPARINGANUMBEROFENTITIES,RANDOMIZEDBLOCKS,ANOLATINSQUARES

mean,almosthalfisaccountedforbyblocktoblockvariation. lf theexperimenthad
been arranged on a completely randomized basis with no blocks, the error variance
wouldhavebeenmuchlarger.Arandomarmngemcntwouldhavebeenequally va lid,
wherevalidityimpliesthatdatacanprovideanestimateofthesameerror thatffected
thetreatmentdifferences.However,withtherandomizedblock.designtheseerrorswere
considerabJyless.Noticethatofthetotalof SD = 560asumofsquares SB = 264
(which would otherwise have beenascribed to the error su m of squares) has been
removedbyblocks.Therandomizcdblockdesigngreatlyincreasedthesensitivityofthis
experimentandmade it possibletodetectsmallertreatmentdifferenceshadtheybeen
presentthanwouldolherwisehavebeenpossible.

GraphicalANOVA:RandomizedBlockExperiment
Agraphical analysisofvarianceisshowninFigure4.8inwhichthescale factorfor
theblockdeviationsisJvRfvB

= JI2/4 = ../3andthatforthetreatmentdeviations

isJvR/vr = JT2f3 = 2.Theconclusionsfromthisgraphical ANOVAaremuchthe

same as those from the ANOVA tablethat there is no evidence of treatment
differencesandthatblockinghasremovedasubstantialsourceofvariation.
Onceagain,thegraphicalANOVAbringstotheattentionoftheexperimenterhow
big in relation to noise the differences really are. Simple statements of significance
levelscanbeverymisleading.Inparticular,ahighlysignificantresultcanofcourse
arise fromtreatmentdifferencesthatinthegivencontextaretoosmalltohaveany
practica)interest.

Exercise4.4.
Treatments

Blends3
4

5
6

")')(4)

34> --.
1

22(3)

25(21 27(3)
4
14(1) 24m 24( )

19(3)

')3(2)

27(

28( }

34(l)

14cn

25(1)
g<4) 22(2)

3Q(4J

23(:!)

16( )

22(31
2Q(I)

n<3)... 17(

Ascondseriesofexperiment~onpenicillinmanufacturingempJoyedarandomized
blockdesignwithfournewpenicillintreatmentsandsixblendsofcomsteepliquor.

ConstructanANOVAtablebydatadecomposit.ionand using acomputerprogram.

Comment.

151

4.2RANDOMIZEDBLOCKDESIGNS
5

Blocks

11 1.:

10

.:

Treatments

p:::0.04
p=0.3S

Aesiduals

10

Figure4.8.GraphicalANOVAfortherandomizedbJockexperiment.

ImplicationsoftheAdditivef\.'lodel
Tbe decomposition of the observations shown in Table 4.6, which leads to the
ANOVAtableanditsgraphicalcounterpart,isapurelyalgebraicprocessmotivated
byamodelofthefonn

Yti=1J+/J;.+r,+eti
Thustheunderlyingexpectedresponsemodel
1],;

= 11 + fJ; + r,

iscallcd additive because,forexample,ifincrement TJ providedanincreaseofsix

unitsintheresponseandiftheinfluenceof,b)ock fJ4increasedtheresponsebyfour

units,theincreaseofbothtogetherwouldbeassumedtobe6 +4=1Ounitsinthe
response.Althoughthissimpleadditivemodelwouldsometimesprovideanadequate
approximation.therearecircumstanceswhereitwouldnot.
Iftheblockandtreatmenteffectswerenotadditive,aninteractmwouldbesaid
tooccurbetweenblocksandtreatments.Consider,forinstance.the_comparisonof
fourcatalystsA, B,C,andDwithfiveblendsofrawmaterialrepresentedbyblocks.
ltcouldhappenthataparticularimpurityoccurringinblend3 poi~sonedcatalystB
andmadeitineffective,eventhough1eimpuritydidnotaffecttheothercatalysts.
This would lead to a low response for the observation Y2.J where these two
influencescametogetherandwouldconstituteanlnteractionbetweenblendsand
catalyst.
Anotherwayinwhichinteractionscanoccuriswhenanadditivemodeldoes
apply,butnotinthemetric(scale.transformation)inwhichthedataareoriginally
measured. Suppose that in the original metric the response relationship was
multiplicative,sothat

lJri=1]/J;r,

Then. if the response covered a wide range, nonadditivity (interaction) between

blockeffects{3;andtreatmenteffectsr,wouldseriouslyinvalidateanylinear

152

4COMPARINOANUMBEROFENTlTIES,RANDOMIZEDBLOCKS.ANOLATh"lSQUARES

modelyouattemptedtofit.However,bytakingIogsanddenotingthetermsinthe
transformedmodclbyprimes,themodelfortheobservationsbecomes
'

Yti=1J

e;

R.'

'

+ f'i + 'i

+
e,;

andassumingthe
wereapproximatelyliD,theresponsey'=logycouldbe
analyzedusingalinearmodelinwhichtheinteractionswoulddisappear.
Interactionsmaythusbethoughtofasbelongingtotwocategories: transformable
interactions,whchmaybeeliminatedbyanalyzing,sornetransformationsuchasthe
1og,squareroot,orreciproca}oftheoriginaldata,and nontransfonnableinteractions
suchasablendcatalystinteractiondiscussed above,whichcannotbeeliminatedinthis
way.
DiagnosticChecks
AIIoftheresidualsandtheresidualsforeachindividualblockandtreatmentareshown
inFigures4.9a,b.Theydonotsuggestanyabnormalities(e.g.,differencesintreatment
variancesortheoccurrenceofoutliersorbadvalues).
NowconsiderTable4.7,whichdisplaysthebestestimates Ytiforthevaluesinthe
individualcellsoftheoriginalrandomizedblocksometimescalJed
...:S.

1 1
Block 1
Block 2
Block 3
Block 4

Block 5
Treatment 1
Treatment 2
Treatment 3
Treatment 4

1
1

1 1 1
(a)

2
1

1
1

1
1

'

1
1

(b)

'

1
1


Figure4.9.(a)Dot plots of rcsiduals.(b)Residuals idcntificd by block and trcatment.

4.2

RANDOMIZEDBLOCKDESIGNS

153

the predictedvalues.Thesecanbeobtainedbysubtractingtheresidualsfrom
the originalrawdata;thusYa=Yri-r1;,where
6
inTable4.4.Figure4.10showstheresiduals
valuesYri
4
It will be remembered that one
discrepancytolookforinsuchaplotisa
funnelshape,suggestinganincreaseinthe
variance as the mean increases. This
mpliestheneedfordatatransformationto
stabilize the variance. For a twoway
analysis,suchasthatbetweenblocksand
treatmenteffects,atendencyofthisplotto
showcurvaturewouldalsohavesuggested
thatthedatadidnotsupporttheuseofthe
additive model (and that this might be
corrected by data transfonnation). When
thefunneleffectandthecurvatureeffect
occur together, this produces a: plot
looking something like a hunting horn.
Suchaplotwouldincreasesuspicionthat
a data transfonnation was needed. No
tendencyofeitherkindisshownforthcse
data.
Exercise4.5.DoagraphicalANOVAfor
thedataofExercise4.4.

2
<~
1

80

4
-6

Figure4.10.Residualsplottedagalnstthe
predictedvalues:penicillinexperimenL

Table4.7.Tableof

EstimatedValuesYti
Randomized
BlockExample(Penicillin
Treatments)

Tre
atm
ent

85

Block

A
1 90
2 81
3 83

91
82

5 80

81

4 86

84
87

95

86
88
91

85

92
83

85
88
82

154

4COMPARINGANUMBEROFENTITIES,RANDOMI7..ED BLOCKS~ANOLATINSQUARES

Exercise4.6.Doacompleteanalysisofthcpredictedvaluesandtheresiduals for
thedatagiveninExercise4.4.

NegativeFindings
Inthispenicillinexamplethefourtreatmentsproducednodetectablediffcrencesin
yield.Itshouldnotbeassumedafindingofthiskindtellsusnothing.Sucharesult
givesrisetothcquestionJfthetreatmentsarenotdetectablydifferent,whichoneis
Jeastcostlyoreasiesttorun?',lfyoucanfindanswerstothequestions"Howmuchis
anincrease.ofoneunit of yieldworth?'tand"Howmuch(more/less)doeseach
modificationcosttorun?"youcancarryoutananalysisoncostratherthanyieldto
answerdirectlythequestion"ArethecostsassociatedwiththetreatmentsA, B, C, D
detectablydifferent'?"
Thedifferencesbetweentheblocks(blendsofcornsteepHquor)couldalso be
infonnative.Inparticular.youmightspeculateaboutthetantalizinglyhighaverage
performanceofblend l. Whyshouldthatblend be sodifferentinitsinfluenceon
yield? Perhaps now the experimenters should study the characteristics of the
differenthlendsofcornsteepliquor.

''AsIf"withRandomizedBlocks
Youhaveperhapshearditsaidthatexperimentsshouldneverberunonaprocessor
systemthatisnotinastateofcontrolwbere..astateofcontrol"wouldmeanthat
datafromtheprocessvariedrandomlyaboutafixedmean.*Inhisearliestthinking
aboutthedesignofexperimentsinthel920s,Fisherhadtodiscover
1200

1000

"O
Q).

>

800

600

400 ~--

~-10

~-- ~-20
.30

~-40

~-50

~-60

~-70

~-80

90

100

~--,---,---,--110 120

Figure4.11.YicldofwheatfromnscqucnceofidenticallytreatedpioLo;.
Forthistobeexactlytrucwouldabrogarethesecondlawofthem1odynamicsand,asthedistinguishrd

scicntistSirArthurEddington(1935)sa.id,"lfyourthcoryjsfoundtobeagainstrhesccondlawof
thcnnodynamicsIcanoiTeryounohopc."Fromanapplicdpointofvicw,astudybyRyan(1989)
found,inasurveyofoperatingqualityconLrolsystems,thatnoncwereinastateofconLrol.

155

4.2'RANDOMIZEDBLOCKDESIGNS

1
8e

1
D

(a)

10 e A

BIA 8

(b)

eDl8 eADIeA

DIA

oe1

(e)

(~

eD

(e)

Figure4.12.Randomizedblockanalysiswichnonstationarynoise.

howto run experiments onprocesses andsystems that were neverin a state of

statisticalcontrol.Forexample.lookatFigre4.11,whichisagraph_ofyieldsof
wheatidenticallytreated(fromamoreextensiveseriesofdataduetoWiebe,1935).
Youwillagreethatthesedatadonotlookmuchliketheoutputfromaprocessina
stateofcontrol.Fisher,ssolutiontothequandaryofhowtorunsuchexperiments
wastheinventionofrandomizedblocks.t Heshowedthatitwaspossibletoobtain
results that to an adequate approximation could be analyzed "as if' the usual
assumptions aboutIID errors were infact true. To see how this works. Jook at
Figure 4.12. For illustration suppose you want to compare experimentally four
treatments(methods.processes,etc.)A,B,C,Dinfivereplicates.Supposealsothat
unknown to you the effects, measured as deviations from thcir mean, are those
showninFigure4.12a.Togethertheyaredesignatedasthesignal.Unfortunately,the
systemfromwhichthissignalistoberetrievedisnotinastateofcontrol.Thatis,

thenoise(therandomvariation)mightlooklikethatinFigure4.12b.Ordinarily,the
signalwouldbelost:inthisnoiseand
HelaterintroducedadditionalblockdesignssuchasLatinsquatcsandincompleteblockscmploying the
samerandomizedblockprincipie.
t

156

4COMPARINGANUMBEROFENTITIES.RANDOMIZEDBLOCKS,ANDLATINSQUARES

notrecoverable.Butsupposethefourtreatmentsareappliedrandomlyinfiveblocks.as
showninFigure 4.l2c. Addingthenoisetothisrandomizedsigna)yougetFigure
4.12d,inwhichthefilleddotsarethedatayouwouldactuallysee.Intheanalysisof
suchdatathevariationinthefiveblockaverages,indicatedbythehorizontallinesin
Figure4.12d,wouldbeeliminated.Thebestestimateofthe A effectwouldthenbe
obtained by averaging the deviations identified with A, thus averaging the third
deviationinblock1.withthefirstinblock2,thethirdinblock 3,andsoon.Repeating
thesecalculationsfortreatments B, C, and D givesthe deviationsshown in Figure
4.12e, anexcellentestmate of thesignal.Youwillseethat theprocess of analysis
represented graphically here is precisely equivalent to that employed in the usual
ANOYA.

Takingoutblockdifferencesametlwdforremovingloa'frequencynoise: One
interestingwaytothinkabouttheproblemistolookatitasacommunicationsengineer
might.Theengineerwouldmostlikelyhaveconsideredthespectrumofthenoise.In
suchaspectrumthetimeseriesisregardedasmadeupofanaggregateofsineand
cosinewavesofdifferentamplitudesandfrequencies.Thevarianceineachsmallrange
offrequenciesiscalledthe"power."FortheoutofcontrolseriesofFigure4.12bmost
ofthepowerwouldbeat1owfrequencics.Afamiliardeviceappliedinthisareaof
expertiseiswhatiscalleda..bandpass fil-ler."Asuitablefiltercanmodifythcspectrum
by suppressing certain frequenccs. In particular, a highpass filter would allow the
passageofhighfrequenciesbutrejectorattcnuatelowfrequencies.Fisher'sblocking
proccdure.isanexampleofahighpassfilterinwhichtheeliminationofthebetween
blockscomponentintheANOVAcorrespondstotheremovaloflowfrequencypower.
The higher frequency randomized signal measuring the differences between the
treatmentsA, B, C, and D cannowbeseparatedfromthelowfrequencynoise.

4.3.APRELIMINARYNOTEONSPLITPLOTEXPERLMENTSAND
THEIRRELATIONSHIPTORANDOI\UZEDBLOCKS
Later{Chapter9),afterthediscussionoffactorialdesigns,aclassofdesignscalled
splitplotdesigns willbeintroducedwhichareofgreatpractica]interestinindustry.
Weherebrctlylookattheirrelationtorandomizedblocks.
Therandomizedblockexperimentsuppliesawayofeliminatingaknownsource.of
varialiondifferences between blends of corn steep liquor were eliminated in the
penicillinexampleasweredifferencesbetweenboysinthecomparisonofdifferent
typesofmatenalsforboys'shoes.Thevariationbetweenblocks(blendsorboys)willbe
differentfromand.almostcertainly1argerthanthevariationwithinablock.
Now it is easy to imagine situations where additional process factors were
deliberatelyintroducedbenveentheblocksthemselves.Forexample,ifyouwantedto

comparetwotypesAandBofcornsteepliquor,thensorneoftheblendscouldbeof
typeAandsorneoftypeB.Similarly.withboys'shoesyou

157

4.4MORETHANONEBLOCKINGCOI\tPONENT:LATINSQUARES

mightwanttocomparethewearforfiveboyswhowalkedtoschoolwithfiveboys
whorodethebus.Theblocks(blends,boys)cou1dthus be splittoaccommodate
additionaltreatments.Insuchasplitplotexpermentyouwouldneedtoestmate
twodiffcrenterrorvariances, u~ say,appliedtocomparisonsbetweenblocks,and
o} (usuallyconsiderablysmaller)forcomparisonswithinblocks.Inthisbookwe
will staywiththenomenclatureusedinagriculturalexperimentationwherethese
designswerefirstintroducedinwhichtheblockswerecalledwholeplotsandthe
entitieswithinblockswerecalledsubplots.Inagriculturalfieldtrialsyoucould,for
example, compare different depths of plowing on the whole plots (i.e., between
blocks)anddifferentvarietiesofcomonthesubplots(i.e.,withinblocks).Thething
torememberisthatsplitplotdesignsareliketherandomizedblockdesignbutwith
factorsintrodu_cedbetweentheblocks.
4.4.1\'IORETHANONEBLOCKINGCOMPONENT:LATINSQUARES
Sometimesthereismorethanonesourceofdisturbancethatcanbeeliminatedby
blocking. The following experiment was to test the feasibility of reducing air
pollution by modifying a gasoline mixture with very small amounts of certain
chemicals A, B, C,and D. Thesefourtreatmentsweretestedwithfourdifferent
driversandfourdifferentcars.Therewerethustwo.blockfactorscarsanddrivers
andtheLatinsquaredesign,showninTable4.8,wasusedtohelpeliminatefrom
thetreatmentcomparisonspossibledifferencesbetweenthedrivers,labeledI,Il,III,
andIV,andbetweenthecars,labeled1,2,3,and4.
Youwillseethateachtreatment A,B,C,orDappearsonceineveryrow(driver)
and once in every column (car). Adequate randomization can be achieved by
randomlyallocatingthetreatmentstothesymbols A,B,C,andD;thedriverstothe
symbols1,11,111,andIV;andthecarstothesymbols1.2.3,and4.
Youmayaskwhynotstandardizetheconditionsandmakethe16experimental
runswithasinglecarandasingledriverforthefourdifferenttreaunents.
Table4.8.The4x4LatinSquare:AutomobileEmissionsData
Cars

I
Drivers

11

Cars

A
19

B
24

1:19

1:23

A: 18

2:20

II:24

8:22

3:19

111: 15

C:21

23

TII

Averages
Drivers

B
15

24

D
14

23
A

19

e
15

26

Additives

30
A
16

IV

19

18

B
19

D
16

4:22

IV:18
Grandaverage:20

D:19

(JI

00

Table4.9.DecompositionoftheLatinSquare:AutomobileEmissionsExample

11

Drivers
IJl

Observations
Cars
2
3 4
e D
A
B
19 24 23 26
oeAB
23 24 19 30
B D
e A
15 14 15 16
e A B D
19 18 19 16

Vcctors

Sum of Squarcs

negreesfreedom

Deviationsfrom
gr.mdaverage

Columns

(y= 20)

-~

(cars)

-1

o -1 2
o 12

-1

o -1

-1

34110
56541

-1 -2 -1 4 11 -1
V

312
15

o -1
+
+

333

24

5555

12

4444

-1

22221

2/

Treatmems
(additives)

Rows
(drivers)

+
+

216
J

Residuals

1-11

1-1-12

22

21

.,

11 -122

-~

112211

T
40
3"

+
+

1-1

oo

11

o 3

R
32
6

159

4.4MORETHANONEBLOCKINGCOMPONENT:LATINSQUARES

suchadesigncouldalsobestatisticallyvalidbuttheLatinsquaredesignhas
the advantage that,it provides a wider inductive basis for the conclusions
drawnanyfindingswouldnotjustapplytoonecarandonedriver.
Table4.9showsthe16elementsofthevectorVwhicharethedeviationsofthe
observationsfromthegrandaveragey=20.ThevectorVisthenpartitionedinto
componentvectorsC,D,andT,whicharerespectivelythedeviationsfromthe
grandaverageoftheaveragesforca:rs,drivers,andtreatmentsandthevectorof
residuaJsR=V- C- D-T.TheadditiveANOVAshowninTable4.10onceagain
reflectsthefactthatthesquaredlengthofthevectorVisequaltoLhesumofthe
squaredlengthsofthecomponentvectorsC,D.T.andR.Byreasoningsimilarto
that used for randomized blocks, the associated degrees of freedom are also
additive. On NTID assumptions "and the null hypothesis that there are no
differencesbetweentreatments,theratioofthemeansquaresfor
treatments,andresdualsisdistributedinan

distribution.lnspectionofthe

ANOVA tableshowsthereisnoconvincingevidencefordifferencesbetweenthe

treatmentsbutthattheLatinsquaredesignhasbeeneffectiveineliminating'l
Iargecomponentotvariationduetodrivers.
ThegraphicalanalysisofvarianceshowninFigure4.13furtherillustrates
thesefindings.Noticethatitis assumedin alltheabovethattheeffectsof
Table4.10.AnalysisofVariance:LatinSquareExample

Sourceof
Variation

Sumof
Squares

Degrees
of
Frecdom

Ratioof
Mean
Squarcs

Mean
Square

Cars(columns) Se=24
Drivers(rows) So=216
Sr=40
Treatments

3
_3

F3.6=mc/mR=1.5
me=8.00
mo=72.00 F3.6=m0fmR=13.5
mr=13.33
F3,6=mrfmR=2.5

SR=32
Sv=312

nlR=5.33

(additives)

Residuals
Total

Cars

IV

0.31
<0.01
0.16

15

2
111

Significancc
Probability
p

p= 0.31

11

3
8

Drivers

p< 0.01

Addtives

sp=0.1
6

Aesiduats
2

Figure4.13.GraphicalANOVAfortheLatinsquareexample.

160

4COMPARINGANUMBEROFENTITIES,RA.~DOMIZEDBLOCKS,ANDLATINSQUARF.S

treatments,cars,anddriversarealladditivesothattherearenoappreciableinter
action effects. The only purpose of cars and driversthe blocking factorsis to
removeidcntifiableaspectsofthenoise.
ForasmallLatinsquaresuchasthisitmightbedesirabletoreplicatethedesign
for the purpose of confinnation and to increase the degrees of freedom for the
residuals.
Exercise4.7.SupposethedatainTable4.8areaveragesoftwoobservationseach
andthatthe32observationsdisplayedbelowwereobtainedinrandomorder.Have
yourcomputerperformanappropriateANOVAandmakeagraphicalanalysis.

1
A
20.6
21.4

111

IV

D
25.0 18.8
27.0 19.2

26.3
25.7

D
20.6
21.4

DriversII

Cars
2

17.6
16.4
17.3
16.7

25.5 22.9
26.5 23.1
14.3
13.7
13.8
14.2

14.8
15.2
18.2
19.8

25.8
26.2
13.5
14.5
D
22.3
21.7

The1\lisuseofLatnSquareDesigns
TheLatinsquaredesjgnhasfrequentlybeenusedinappropriatelytostudyprocess
factorsthatcaninteract.Insuchapplicationseffectsofonefactorcanbeincxtricably
mixedupwithinteractionsofthcothcrs.Apparentoutliers frequentlyoccurasa
resultoftheseinteractions.Suppose,forexample,thattheobservationinthesecond
columnandthirdrowintheaboveexamplewasanoutlier.Thiscellisidentitiedwith
driver 111, car 2, and treatment D. Such an interaction effect could occur, for
example,if"driver 111 wasunfamiliarwithcar2.Butnoticethatthissameeffect
couldjustaswellbeduetoaninteractionbetweendriver111andtreatment D or
betweencar2andadditive D. Suchambiguitiescouldsometimesberesolvedby
addingafewadditiomilruns,forexample,bytestingdriver111withadifferentcar
usingadditiveD.Butwhentheinteractionsbetweenfactorsarealikelypossibility,
youwillneedtousethefactorialorfractionaldesignsdiscussedlater.

Exercise4.8.Analyzethefollowingduplicated3x3LatnSquaredesignand
comment.Caninteractionsaccountforthesedata?
4.4MORETHANONEBLOCKINGCOMPONENT:LATlNSQUARES

Columns

66
62

RowsIl

IJI

67

66

78
81

80
81

90
94

B
75
78

72

161

68

A
66

69

60

ss

Graccoand1lyperGraecoLatinSquares
Otherinterestingarrangementsbrieflyintroducedbelowthatfurtherexp1oitthe
ideaofblockingaretheGraecoLatinsquare,balancedincompleteblock,and
Youdensquaredesigns.
AGraecoLatinsquareisakxkpatternthatpermitsthestudyofktreatments
simultaneously with three different blocking variables each at k levels. For
example,the4x4GraecoLatinsquareshowninTable 4.11isanextensionof
theLatnsquaredesignusedearlierbutwithoneextrablockingvariableadded.
Thisislabeleda,{3,y, ~anditcouldbeusedtoeliminatepossibledifferences
between, say~ fourdaysonwhichthetrialswererun.Itisconstructedfromthe
firsttwo4x4LatinsquaresinAppendix4B.

Exercise4.9..Writea3x3anda5x5GraecoLatinsquare.
SeeAppendix4A.
Thismultipleblockingidea may befurtherextendedusingwhatarecalled
hyperGraecoLatnsquares.

AHyperGraecoLatinSquareUsedinal\1artindaleWcarTester
TheMartindaleweartesterisamachineusedfortestingthewearingqualityof
typesofclothorothersuchmaterials.Fourpiecesofclothmaybecompared
Table4.11.A4x4GraecoLatinSquare
l

Driverli

.,Car
M

Act B/3 Cy DD
BD Ay D/3 Ca

Additives:A,B.C.D

III
IV

C{J Da AeS By
Dy CeS Ba A/3

Days:a,f3,y,8

162

4,COMPAIUNGANUMBE.ROFENTITIES,RANDOMIZEDBLOCKS,ANDLATINSQUARES

simultaneouslyinonemachinecycle.TheresponseistheweightJossintenthsofa
milligramsufferedbythetestpiecewhenitisrubbedagainstastandardgradeof
emerypapcrfor1000revolutionsofthemachine.Specimensofthefourdifferent
typesofcloth(treatments)A,8,C,Dwhosewearingqualitiesaretobecomparedare
mountedinfourspecirnenholder.\'1,2,3,4.Eachholdercanbeinanyoneoffour
positionsPt.Pz,P3,P4onthemachine.Eachemerypapersheeta.{3,y,8wascut
intofourquartersandeachquarterusedtocompleteasinglecycle c)t

c2, c3,

c4 of1000revolutions.Theobjectoftheexperiment wa~ twofold:(1)tomakea

moreaccuratecomparisonofthetreatmentsand(2) todiscoverhowmuchofthe
total variability was contributed by the various factorsholders, positions, emery
papers,andcydes.
TbereplicatedhyperGraecoLatinsquaredesignemp1oyedisshowninTable
4.12.Inthefirstsquareeachofthetreatments A. 8,C, Doccursonceineverycycle

C, C2~C3,C4 togetherwitheachofthefoursheetsofemerypapera, {J, y. 8and

eachofthefourholders1,2,3,4tproduceatotalof16observations.Sincethere
arefourversionsofeachofthefivefactorscycles,treatments.holders,positions,and
sheetsofemerypaperinasinglereplicat.ion, 5 x 3 = 15 degreesoffreedomare
employedintheircomparisons,leavingno residualdegrecsoffreedomtoprovidean
estmateofexperimentalerror.Forthisreasonthesquarewasrepeatectwithfour
additionalsheetsofemerypapere,.~,9, k infourfurtherruns.The.ANOVAisgiven
inTable4.13andthegraphical analysisinFigure4.14.
Thedesignwaseffectivebothinremovingsourcesofextraneousvariationandin
indicating their relative importance. Because of the elimination of these
disturbances,theresidualvariancewasreducedbyafactorofabout8,andyoucould
detect much smaller differences in treatments than would otherwise have been
possible.AlsonoticethatthegraphicalanalysispointstopostionP2asgivingmuch
lesswearthantheothers.acluetowardimprovementthatmightmeritfurtherstudy.
TheratioofmeansquaresisF = s} Js~ =5.39withthreeandninedegreesof
freedom.Thisissignificantataboutthe2%Jevel.Thus,byusingadesignwhich
makes it possibJe to remove the effects of many larger disturbing factors,
differencesbetweentreatmentsweremadedetectable.Alsotheana1ysisidentified
thelargecontributionstothetotalvariationduetocyclesandtoemerypapers.This
suggestedimprovementswhichlaterledtochangesinthedesignofthemachine.
4.5.BALANCEOINCOI\1PLETEBLOCKDESIGNS
SupposethattheMartindaleweartesterwereofadifferentdesignwhichaUowed
onlythree.insteadoffour,samplestobeincludedoneach1000revolutioncyclebut
thatyouhadfourtreatmentsA, B,C,andDyouwishedtocompare.Youwouldthen

havet=4treatmcntsbutablocksizeofonlyk=3toosmallto
Abetterplanmighthavebcentore.arnmgerandomlythedesign(whileretainingitsspedalprop
erties)inthesecondsquare,butthiswasnotdone.

163

4.5BALANCEOINCOJ\fPI.ETE'SLOCKDESIGNS

Table4.12.HyperGraecoLatinSquareReplicated1\'Vice:First\VearTe.sting
Example

Positions

p,

aAl
320
f3C4
266

CyclesCz

yD2
221
1

B3
301

p.,

f382
297

yC3
299

aD3

A2

227

~Cl

260
aB4

240

267

yA4

fiDl

238

243

Positons

p2
Cs

Cydes

C6

Cs

eAI
285
.~C4

ReplcateII

280

OC3
331

eD.
3

KA2

~82

268

233

(JD2

265

KCl
273

KBJ

OA
4

306

p3

271

291

KD4

Cycles:Cs.C6,e,,Cs

OB1

Treatmems:A. B. C, D

311

280

eB4

~A3

234

243

~DI

eC2
272

270

Holders:l.2.34
1

Emory papersheets: e,~,(}. K

Averagcs
Treatments

Holders

Positions

EmeryPapers

A:270.0

1:268.9

P:279.0

a:276.0

c.:307.3

B: 275.6

2:272.0

P2:257.4

IJ: 264.5

C2;248.3

C:279.9

3:274.0

P3:274.4

y:249.5

C3:245.0

D:260.4

4:271.0

P4:275.1

():278.5

C4:268.0

e: 256.0

Cs:301.8

S': 265.3

C6:268.0

8:286.8

e,:253.8

Grandaverage=271.5

K
: 295.2

Cycles

Replicates
1:276.1
11:275.8

Cs:279.8

acconunodate all the treatments simultaneously. Table 4.14A shows a balanced

incompleteblockdesignthatyoucoulduse.Thesamedesigncanalternativelybe set
outasinTable4.14B.Ingeneral.suchdesignshavethepropertythatevery

164

4COMPARINOANU.MBEROFENnTIES.RAI\'OOMIZEDBLOCKS,ANOLATINSQUAR.Es

Table4.13.ANOVATableforReplicated4x4HyperGraecoLatinSquare:
Martindale\VearTestingExample
Degreesof
Freedom

Source

Sumof
Squares

Ratioof
MeanSquares

MeanSquares

}:(yY)2
Replications
Cycles
Positions
Emerypapers
Holders
Treatments

31
1
6
3
6
3
3

26,463.97
603.78
14,770.44
2,217.34
6,108.94
109.09
1,705.34

Residuals

949.04

mvlmR=5.73
mc:fmR = 23.35
mrJmR = 7.01

=603.78
me=2,461.74
nJp=739.11
me = 1,018.16
ffl{)

mefmR =9.66
m11/mR = 0.34
mr/mn = 5.39

tnJ{
36.36
mr = 568.45

=105.45

TnR

Replica tes

Cycles

Emery papers

Positions

1 42

Holders

Treatments

Aesiduals

30

20

10

10

20

30

40

Figure4.14.GraphicalANOVAfortheMartindalewearexample.

Table4.14.ABalancedIncompleteBlockDesign,t 4Treatmentsinb 4Blocks

ofSizek=3
A

Block(cycle)
of 1000

revolutions

1 A
2 A
3 A
4 B

B
B

D
D
D

or

B
Block(cycle)

oflOOO

rcvolutions

l
2
3
4

X
X

X
X

D
X

165

.t.SBALANCEOINCO~.fPLETEBLOCKDESIGNS

=7Treatments,b=7Blocks,BlockSizek

=4

Tablc4.15.YoudenSquare,t

Treatments
D

8 196

y 369

a344

<S396

fJ .602

y 240

Treatmentst=7

3
Blocks
(cyc1es)

4
5

f3 337

a273
Blocksb=7

Withinblocks,everypair
oftreatmentsappcars
twicc.

6
7

bal
anc
ed
pairoftreatmentsoccurs inc
together in a block the om
same number of times. ple
Thus,intheabovedesign te
youwillseethatAoccurs blo
with B twice, with C ck
twice~ and with D twice des
andthesamebalancealso ign
occurs for B. C, and D. is
Comparisons bctween sho
pairs of treatments are wn
made against variability in
occurring within blocks. Ta
A very large number of ble

aringseventreatments number of treatments.

insevenblocksofsize Because this is so, you
4 (ignore for the have the opportunity to
moment the Greek eliminate a second source
letters). The data of block variation. In lhe
shown within each of experimentsetoutin Table
the seven blocks 4.15 thesecondsource was
(cycles of 1000 usedtoeliminatepossible
revolutions) represent differences in machine
the weight loss in positions a, {J, y, 8. Each
tenths of a miJligram treatmcntwasrunineach
on the Martindale ofthe four positions, ~nd
tester. It was eachofthefourpositions
necessarytotestseven was represented in each
typesofclothA. B, C, cycle. A doublybalanced
D. E, F, and G, but Incomplete block design
only four test pieces of this kind is called a
square after its
thesedesignsisavailable. 4.1 could be compared Youden
inventor,W.J.Youden.
See, for example, the 5. simu1taneously in a
classic text Experimental Th single machine cycle. PrincipiesforConducting
Designs (Cochran and e
Thus there is a fixed YalidandEftlcient
des
Cox,1957).
Experiments
ign blocksizeofk=4.
In this particular Oncemoreitis
is
YoudcnSquares:A
emphasizedthatin
for balanced incomplete runningcomplicated
Second\VearTesting
co block design the experimentaldesignsof
Example
mp number of blocks lhistypeyoushouldtake
A lesstrivialexampleofa
happens to equal the specialcareto:

166

4COMPARlNGANUMBEROFEl\iTITIES,~'DO~llZEDB..OCKS,ANOLATINSQUA,RES

12. Makeuseofthespccialist'sknowledgeandexperience.Statisticaltechniques

areanadjunct,notarcplacemcnt.forspecialsubjectmatterexpertise.
2. Involvethepeopleresponsibleforoperation,testing,andsampling.

3. Besurethateveryoncknowswhatitistheyaresupposedtodoand tryto

makecertainthattheexperimentsarerunpreciselyasrequircd.
4. Useblockingtoremoveknownbutuncontrolledsourccsofvariation.
5. Useappropriaterandomizationsothattheeffectofnoseonthetreatment

responsesandontheresidualerrorsishomogenized.
6. Providesuitablestatisticalanalysis.bothcomputatonalandgraphical,which

wi11 makeclearwhathasandhasnotbeenestablishedbytheexperiment and

thusbelptodecidehowtoproceed.
AJ>PENDIX4A.THERATIONALEFORTHEGRAPHICALANOVA
InastandardANOVAtablesumsofsquaresofdeviationshavingspeciticnumbers
ofdegreesoffreedomarecompared.Consider,forexample,aonewayclassification
ofNobservationsmadeupofndatavaluesforeachofktreatmentssothatnk=N.
LetS.4betbesumofsquarcsofthekdeviationsofthetreatmentaveragesfromtheir
grandaverage.IntheANOVAtablethesumofsquaresfortreatments Sr(betwecn
treatments)is nxS A.Where n = N 1kandhas vr =k-1degreesoffreedom.The

withintreatments (residual) sum of squares SR is the sum of squares of the N

deviations of the observations from their treatment averages with VR = k(n 1)
degrees of freedom. A comparison of the variation between treatments and that
wilhintreatmentsismadebycomparingthemeansquarcmr=Srlvrwiththemean
squaremR=SR/VR.OnNHD
assumptions,iftherearenodifferencesbetweentreatments, E(mr)=E(mR)

andtheratio(SrJvr)/(SR/l'R) mr/mRisdistributedinaF,~r.''Rdistribution.
Sim.ilarly.forotherclassificationsliketherandomizedblockandLatinsquare
designsthemeansquaremrof,say.kdeviationsofaveragesfromthegrandaverage
havingvrdegreesoffreedomiscomparedwiththemeansquare m Rofthcresidual
deviationshavingl'Rdegreesoffreedom.
Nowwhatisrequiredtomakeananalysisofthe dots'inthedotplotsistosupply
visualcomparisonofthektreatmentdeviationsandthenresiduals.Thisisdoneby
comparingthe"natural"variancesofthedots: M A =SAlk =Sr 1N fortreatments
andMR=SR1Nforresiduals.Inthcsecxpressionsthedivisorsare notthenumber
of degrees of freedom but the number of squarcd deviations and if the null
hypothesisistruethenaturalvarianceofthctreatmentdots willbethesameasthat
fortheresidualdots.Thustheratio

S.ti
M"t

Sr

vrmr

-=

=-=
SR

SR!N

JlvfR

VRmR

andhence

167

API'ENDIX48SOMEUSEFULl..ATINSQUAREDESIGNS

Thus a dot plot made by scaJing the treatment deviations by the factor
JvR/vrpermitsvisual~omparisonswithadotplot.of.thc.residuals.And t~eratio
ofthenatura)vanancesofthesescaleddotdistnbutJOnsreproducesvsually
thestandard F comparisonintheANOVA.Itanswersthequcstionuoothe
treatmentdeviationswhenappropriatelyscaled,looklikepartofthenoise?''

UnequalGroups
Foraonewayclassificationwithunequalnumbersofobservadons 111 112,n~;
inthektreatmentgroupstheaboveargumentleadsLotheconclusionthattheith
plottedtreatmentdeviationfromthegrandaverageshouldhaveascalefactor
J(vRn/vrn), where i"stheaveragenumberofobservationspertreatment.This
correcllyimpliesthattoassesspossibledifferencesintreatmentsitistheweighted
deviationsthatshouldbeconsidered,wheretheweightappliedtotheithsquared
deviationis nf. lf, forexample,aparticulartreatmentdeviationwasJargebut
wasbasedononlyoneobservation,itshouldreceivemuchlessattentionthanthe
sametreatmentdeviationbasedonaIargenumberofobservations.
APPENDIX4B.SOl\lEUSEFULLATINSQUARE,GRAECOLATIN
SQUARE,ANDHYPERGRAECOLATINSQUAREDESIGNS

Befarerunninga Latinsquareor similar design. besuretorandomize the

design. Por example, randomly permute first the rows and columns, and
final1yrandomlyassignthetreatmentstotheJetters:
3X3:
A

Toformthe3x3GraecoLatinsquare,superimposethetwodesignsusing
GreekletterequivaJentsforthesecond3x3Latinsquare;thus

Aa
By
Cf3

4X4:

ABeD

8{3

Cy

Ca

AfJ

\y

8a

A8eD

A8eD

BADe
D A B

DeBA

DeBA
BADe

eD.4

eDAB
De8A
B

A D

Thesethree4x4Latinsquaresmaybesuperimposedtofom1ahyperGraeco
Latinsquare.SuperimposinganypairgivesaGraecoLatinsquare:
5X5:

168

4COI\>lPAR.I.NOANUMBEROFENTITIES.RANDOMIZEDBLOCKS,ANDLATINSQUARES

ABeDEABCDE
B eDEA
eDEAB

A B
D EAB DE
EABeD
DE ABe

8 e D E ADEABC
eDEABEABCD
DEABCBeDEA
EABCDeDEAB
EABCDD E A 8 eCDEABBCDEA

These four5x5 Latinsquaresmay besuperimposed toformahyper

GraecoLatinsquare. Also~ superimposinganythreegives a hyperGraecoLatin
squarepesign.Similarly,superimposinganypairgivcs aGraccoLatinsquare.
Fornumberoffactorsk > 5andforavarietyofbalancedncomplcteblock
designsandthedetailsoftheiranalysis,seeCochranandCox(1957).Many
design of experimentssoftwareprogramsprovidclargecollectionsofLatin
square;Youdensquareandbalancedincompleteblockdesigns.
REFERENCESANDFURTHERREADING
Anscombe,F.J.(1973).Graphsinstutisticalanalysis.TheAmericanStatisticiall.21,
1721.

Anscombe,F.J.,andTukey,J.W.(1963)Theexaminationandanalysisofresidualsi
Teclmometrics5,141149.
Cox,D.R.(1958)PlamzingjorEJ.perimenrs.Wiley.NewYork..
Fisher.R.A.(1935)TheDesignofE..tperiments,OlivcrandBoyd,London.
FortheimprtaritworkofFrankYates,whomadefundamenta]contributions to the
designandanalysisofexperiments,see:
Yates.F.(1970)ExperimentalDesign:SelectedPapersofFrankYates,C.B..E.,F.R.S.,
Hafner,NewYork.
ExtensivelistsofLatinsquare,GraecoLatinsquare,balanced,andpartiallybalanced
incompleteblockdesignscanbefoundinthefollowingclassicalreferences.These
listsarealsoavailableinmanydesignofexperimentssoftwarecomputcrprograms.
Bose,R. C., Clatworthy,W. H., andShrikhande,S.S. (1954) Tab/es oftlzePanially
BalancedDesignswithTwoAssociateClczsses, Tec:h.Bull. 107, NorthCarolina
Agricultura}ExperimentStation,Raleigh,NC.
Cochran,W.G.andCox,G.M.(1950)Experimenta/Desi,_::ns,Wiley,NewYork.
NIST/SEAfATECHe/Jandl>ookofSrarisrkalMethods,http://www.itl.nist.gov/div898/
handbook.
Snedecor,G.W.,andCochran,W.G.(1980)StatisricalMethods,IowaStateUniversity
Press.Ames,lA.
Youden,W.J.(1937)t.Jseofincomplcteblockrcplicationsinestimatingtobacco
mosaicvirus,Contribu.tions,BryceTlwmpsunlnst.,9.4148.
Youden,W.J.(1940)Experimentaldesignstoincreasetheaccuracyofgreenhousestud
ics,Conrributions,BryceTlwmp.wmlnst.,11.219288.
Theinfiucnceofinteractionsinanalyzingexperimentaldesignsisdemonstratedin:
Box.G.E.P.(1990)Dointcractionsmatter?QualityEng.,2.365369.

Hunter,J.S.(1989)Let'saUbewaretheLatnSquare.QualityEng.,4453466.Hurley,
P.(1994)lntcractions:Ignorethematyourownrisk, J.QualityTechnol.21.
174.178.
169
PROBLEMS FOR CHAPTER 4
Pratt,A.,andTort,X.(1990)Casestudy:Experimentaldesigninapclfoodmanufacturing
company.QualityEng.,3(1),5973.
Box,G.E.P.andNewbold.P.(1971)SornecommcntsonapaperofCoen,Gommeand
Kendall,J.Roy.Srat.Soc.SeiesA.134,229240.
Ryan, T. P. (1989) Statistical Methodsfor Qualit)' Jmprovement, Wiley, New Y{)rk.
Eddington,A.S.(1930)TlzeNawreo.fthePhysicalWurld,TheUniversityPress,Cam
bridge,UK.
Wicbe,G.A.(1935)Variationandcorrelationingrainyieldamong1,500wheatnursery
plots,J.Agri.Res.,50,331357.
Fisher,R. A.PersonalCommunication.
Cochran, W~ G., and G. M. Cox. (1957). Experimental Designs, Wiley, New York.
Shewbart,W.A.(1939)StatisticalMethodfromthe:ViewpointofQualityControl,The
GraduateSchool,TheDcpartmentofAgrkulture,Washington.
Deming,W.E.(1975)OnProbabilityasabasisforaction,J.Amov.Stat.Assoc.,10,

146152.

QUESTIONSFORCHAPTER4

1.Whatisarandomizedblockdesign?

2. Whenisitappropriatetousearandomizedblockdesign?
3. Canyouimagineasituationinwhichyoumightwanttousearandomizedblock

designbutwouldbeunabletodoso?
4. WhatistheusualmodelforatwowayANOVAof arandomizedblockdesign?
Whatareitspossibleshortcomings?Howcandiagnosticchecks bemadetodetect

possibleinadequaciesinthemodel?
19. Withdatafromarandomizedblockdesign,describetheanalysisforquestion4

usinggraphicalANOVA?
6. Treatingtheboys'shoeexampleasarandomizedblockdesign,whatwouldbethe

ANOVA?Showitsessentialequivalencetothepaired ttest.lSeveryaspectof
possibleinterestobtainedfromtheANOVAapproach?
7. Whatprecautionsneedto be consideredwhenusingaLatnsquareorGraeco

Latinsquaredesign?
8. Yatesoncesaidthatarandomizedblockdesignmaybeanalyzed'asif'standard

assumptionsweretrue.Explain.

PROBLEI\ISFORCHAPTER4
l.Paintusedformarkinglanesonhighwaysmustbeverydurable.Inonetrial paint
from four different suppliers, labelcdGS FD, L, andZK, were testedon six
differenthighwaysites,denoted1,2,3,4,5 .6.Afteraconsiderable
9

170

4COMPARlNGANlJMBEROFENTl'DES.RANDOMIZEDBLOCKS,ANOLATJNSQUARES

lengthoftime,whichincludeddifferentlevelsoftrafficandweather,theaverage
wearforthesarnplesatthesixsiteswasasfollows:

Sites3

Paintsuppliers
GS FD
L ZK
69 59 55 70

l
2

83
74
61
78
69

4
5
6

65
64

52
71
64

65
59
59
67
58

75
74
62
74
74

Theobjectivewastocomparethewearofthepaintsfromthedifferentsuppliers.
(1) Whatkindofanexperimentaldesignisthis'?
(2) ~1ake agraphicalanalysisandanANOVA.
(5) Obtainconfidencelimitsforthesupplieraverages.
(4) Makecheck."thatmightindicatedeparturesfromassumptions.
(5) Doyouthinkthesedatacontainbadvalues?
(6) Whatcanyousayabouttherelativeresistancetowearofthefourpaints?
(7) Doyouthinkthisexperimentalarrangementwashlpful?
2. SixbumtreatmentsA, B. C, D, E, Fweretestedonsixsubjects(volunteers).

Eachsubjecthassixsitesonwhich aburncouldbeappliedfortesting(eachann
withtwobelowtheelbowandoneabove).Astandardbumwasadministeredat
eachsiteandthesixtreatmentswerearrangedsothateachtreatmentoccurred
oncewitheverysubjectonceineveryposition.Aftertreatmenteachbumwas

coveredbyacleangauze;treatment ewasacontrolwithcleangauzebutwithout
othertreatment.Thedataarethenumberofhoursforaclearlydefineddegreeof
partialhealingtooccur.

Subjects
l

Positionsonarm

48

A
29 37

111

e D
40 56

VI

53

72

59

4
D
43
E
53

32 40

II

IV

F
29 59
E
e

28 50

67

PI

35 50

32
F

53
E

37 43

56 38 42

.A

100
67

46 29 56
50

33 48

171

PROBLEMSFORCHAPTER4

(1) Whatisthisdesigncalled?Whatcharacteristicsdoesithave?
(2) Howcansuehadesignberandomized?Why?
(5) MakeanANOVAandagraphicalANOVA.
(4) Stateanyassumptionsyoumake.

(e}Makeanappropriateplotandanalysisoftheresiduals.
3. Three altemative regimes a, {3, and y involving combinations of certain
exercisesanddrugsarebeingcomparedfortheirefficacyinthereductionof

overweightinmen.Fifteenvolunteerswereavailableforthetrial.Thetrials
werecarriedoutbyfirstdividingthesubject.;;intomatched"groups;thatis,
meninanygroupwerechosen to beasalikeaspossible.The lossof weight
after3monthsforthethreeregimeswasasfoJlows:
4 37 36
Regimes
5 33 37.

f3

15 10

>'

2 24 15 17
Groups3 31 28 34
(1)

Make any analysis you

feel is appropriate,
including a graphicaJ
analysis.
(2) Suppose you are told that
the average weight in
poundsatthebeginningof
the trial for members in
eachgroupisasfollows:

Group
\Veight

Howmightthisaffectyour
analysisandconclusions?
4. Analyzethedatashwnbelow

obtained at the start of a

process. Jt was known at the

time
that the
process
was
very
unstable
.
Nevenh
eless, it
was
importa
nt to
compar
e four
variatio
nsA, B,
C, D of
process
conditio
ns. The
variants
A, B, C,
D were

Runs
Variant
Result
Runs
Variant
Result

56 60 69 61 62

10 "11 12 13 14 15 16
D A e D A B e
D e
8
A
70 65 65 66 63 52 57 58 60 61 66

17 18 19 20 21

22 23 24 25 26 27 28 29 30 31 32

2
B

56 61

3 4

D A

53 52 62

A B B
57 59 58 60

68 61

A
e
65 63

D A
B
68 61 55

172

4COMPARINOANUMBEROFENTmES.RANDOMIZEDBLOCKS,ANOLATINSQUARES

(1) Plotthedata.Whatkindofanexperimentaldesignisthis?
(2) MakeanANOVAandagraphicalANOVA.
(5) Estmatethemean,withconfidenceinterval,forthefourpossibleprocess

conditions.
(4) Plottheresidualsintimeorder.
(5) Plottheeightaveragesofthesetsoffoursnmsintimearderandcomment.
5. Ithasbeensaidthatyoushouldnotrunexperimentsunlessthesystemisin

astateofstatisticalcontrol.Doyoubelievethesystemdescribedinproblem 4
is in a state of control? Do yo u believe that yo u are able to make va lid
comparisons between treatments even though lhe process is rwt in a state of
control?Giveanestmateofthereductioninthelengthoftheconfidententervals
that were achieved by the design in problem 4 compared with a completely
randomizedarrangement.