STAT3012 Lecture Notes - Lecture 18: National Institute Of Justice, Covariate, Dependent And Independent Variables

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Lecture 18 – 2-way ANOVA
New concepts
2-way analysis of variance
Main effects
Interaction effects
Applied Linear Models: Lecture 18 1
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New topic – Two-way analysis of variance
Theory – An additive two factor model
Suppose that there are two factors, A and B, which may be related to the
response variable.
The most straightforward way of modelling these factors is to assume that their
effects are additive.
This leads to what can be termed the main effects two-way ANOVA model.
The rationale for using the phrase main effects will become clear when we study
interactions later.
Applied Linear Models: Lecture 18 2
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Theory – Main effects model for two factors
A (main effects) two-way ANOVA model with factors A and B is
Yijk =µ+αi+βj+ǫijk, ǫijk NID(0, σ2)(1)
where i= 1, . . . , a,j= 1,,...,b and k= 1, . . . , nij.
Components
Yijk is the response for the kth unit at level iof factor A and level jof factor
B (i= 1, . . . , a, j = 1, . . . , b, k = 1, . . . , nij).
α1, . . . , αaand β1, . . . , βbare parameters describing the ‘main effects’ of A and
B respectively.
Necessary to constrain parameters α1, . . . , αaand β1, . . . , βb.
Treatment constraint or sum constraint.
Applied Linear Models: Lecture 18 3
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Document Summary

Suppose that there are two factors, a and b, which may be related to the response variable. The most straightforward way of modelling these factors is to assume that their e ects are additive. This leads to what can be termed the main e ects two-way anova model. The rationale for using the phrase main e ects will become clear when we study interactions later. Theory main e ects model for two factors. A (main e ects) two-way anova model with factors a and b is. Yijk = + i + j + ijk, Ijk n id(0, 2) (1) where i = 1, . Yijk is the response for the kth unit at level i of factor a and level j of factor. , b are parameters describing the main e ects" of a and. Theory writing the model as a multiple linear regression.

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