The Annals of Statistics

Decomposition tables for experiments I. A chain of randomizations

C. J. Brien and R. A. Bailey

Source: Ann. Statist. Volume 37, Number 6B (2009), 4184-4213.

Abstract

One aspect of evaluating the design for an experiment is the discovery of the relationships between subspaces of the data space. Initially we establish the notation and methods for evaluating an experiment with a single randomization. Starting with two structures, or orthogonal decompositions of the data space, we describe how to combine them to form the overall decomposition for a single-randomization experiment that is “structure balanced.” The relationships between the two structures are characterized using efficiency factors. The decomposition is encapsulated in a decomposition table. Then, for experiments that involve multiple randomizations forming a chain, we take several structures that pairwise are structure balanced and combine them to establish the form of the orthogonal decomposition for the experiment. In particular, it is proven that the properties of the design for such an experiment are derived in a straightforward manner from those of the individual designs. We show how to formulate an extended decomposition table giving the sources of variation, their relationships and their degrees of freedom, so that competing designs can be evaluated.

Primary Subjects: 62J10
Secondary Subjects: 62K99
Keywords: Analysis of variance; balance; decomposition table; design of experiments; efficiency factor; multiphase experiments; multitiered experiments; orthogonal decomposition; pseudofactor; structure; tier

Full-text: Access denied (no subscription detected)

We're sorry, but we are unable to provide you with the full text of this article because we are not able to identify you as a subscriber.
If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription. Read more about accessing full-text
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aos/1256303541
Digital Object Identifier: doi:10.1214/09-AOS717

References

[1] Bailey, R. A. (1981). A unified approach to design of experiments. J. Roy. Statist. Soc. Ser. A 144 214–223.
Mathematical Reviews (MathSciNet): MR625801
Digital Object Identifier: doi:10.2307/2981920
[2] Bailey, R. A. (1982). Block structures for designed experiments. In Applications of Combinatorics (R. J. Wilson, ed.) 1–18. Shiva, Nantwich.
[3] Bailey, R. A. (1984). Contribution to the discussion of “Analysis of variance models in orthogonal designs” by T. Tjur. Internat. Statist. Rev. 52 65–77.
Mathematical Reviews (MathSciNet): MR967202
Digital Object Identifier: doi:10.2307/1403242
[4] Bailey, R. A. (1989). Designs: mappings between structured sets. In Surveys in Combinatorics, 1989 (J. Siemons, ed.). Lond. Math. Soc. Lect. Note Ser. 141 22–51. Cambridge Univ. Press, Cambridge.
Mathematical Reviews (MathSciNet): MR1036750
Zentralblatt MATH: 0713.05008
[5] Bailey, R. A. (1994). General balance: artificial theory or practical relevance? In Proceedings of the International Conference on Linear Statistical Inference LINSTAT ’93 (T. Caliński and R. Kala, eds.) 171–184. Kluwer, Dordrecht.
Mathematical Reviews (MathSciNet): MR1333645
[6] Bailey, R. A. (1996). Orthogonal partitions in designed experiments. Des. Codes Cryptogr. 8 45–77.
Mathematical Reviews (MathSciNet): MR1393974
[7] Bailey, R. A. (2004). Association Schemes: Designed Experiments, Algebra and Combinatorics. Cambridge Univ. Press, Cambridge.
Mathematical Reviews (MathSciNet): MR2047311
[8] Bailey, R. A. (2004). Principles of designed experiments in J. A. Nelder’s papers. In Methods and Models in Statistics: In Honour of Professor John Nelder FRS (N. M. Adams, M. J. Crowder, D. J. Hand and D. A. Stephens, eds.) 171–194. Imperial College Press, London.
Mathematical Reviews (MathSciNet): MR2211790
[9] Bailey, R. A. (2008). Design of Comparative Experiments. Cambridge Univ. Press, Cambridge.
Mathematical Reviews (MathSciNet): MR2422352
Zentralblatt MATH: 1155.62054
[10] Birkhoff, G. and Maclane, S. (1965). A Survey of Modern Algebra, 3rd ed. Macmillan, New York.
Mathematical Reviews (MathSciNet): MR177992
[11] Brien, C. J. (1983). Analysis of variance tables based on experimental structure. Biometrics 39 51–59.
[12] Brien, C. J. (1989). A model comparison approach to linear models. Util. Math. 36 225–254.
Mathematical Reviews (MathSciNet): MR1030789
[13] Brien, C. J. (1992). Factorial linear model analysis. Ph.D. thesis, Dept. Plant Science, Univ. Adelaide, Adelaide, South Australia. Available at http://thesis.library.adelaide.edu.au/adt-SUA/public/adt-SUA20010530.175833/index.html (accessed July 9, 2008).
[14] Brien, C. J. and Bailey, R. A. (2006). Multiple randomizations (with discussion). J. R. Stat. Soc. Ser. B Stat. Methodol. 68 571–609.
Mathematical Reviews (MathSciNet): MR2301010
Zentralblatt MATH: 1110.62104
Digital Object Identifier: doi:10.1111/j.1467-9868.2006.00557.x
[15] Brien, C. J. and Payne, R. W. (1999). Tiers, structure formulae and the analysis of complicated experiments. The Statistician 48 41–52.
[16] Brien, C. J. and Payne, R. W. (2008). AMTIER Procedure. In GenStat Reference Manual Release 11, Part 3. Procedure Library PL 19 (R. W. Payne and P. W. Lane, eds.) 84–88. VSN International, Hemel Hempstead.
[17] Cox, D. R. (1958). Planning of Experiments. Wiley, New York.
Mathematical Reviews (MathSciNet): MR95561
[18] Eccleston, J. A. and Russell, K. G. (1975). Connectedness and orthogonality in multi-factor designs. Biometrika 62 341–345.
Mathematical Reviews (MathSciNet): MR381176
Zentralblatt MATH: 0308.62074
Digital Object Identifier: doi:10.1093/biomet/62.2.341
[19] Federer, W. T. (1975). The misunderstood split plot. In Applied Statistics (R. P. Gupta, ed.) 9–39. North Holland, Amsterdam.
Mathematical Reviews (MathSciNet): MR391429
Zentralblatt MATH: 0305.62053
[20] Fisher, R. A. (1935). Contribution to the discussion of “Complex experiments” by F. Yates. J. Roy. Statist. Soc. Suppl. 2 229–231.
[21] Fisher, R. A. (1935). Design of Experiments. Oliver and Boyd, Edinburgh.
[22] Heiberger, R. M. (1989). Computation for the Analysis of Designed Experiments. Wiley, New York.
Mathematical Reviews (MathSciNet): MR1019831
Zentralblatt MATH: 0708.62059
[23] Hinkelmann, K. and Kempthorne, O. (2008). Design and Analysis of Experiments: Volume I: Introduction to Experimental Design, 2nd ed. Wiley, New York.
Mathematical Reviews (MathSciNet): MR2363107
Zentralblatt MATH: 1146.62054
[24] Houtman, A. M. and Speed, T. P. (1983). Balance in designed experiments with orthogonal block structure. Ann. Statist. 11 1069–1085.
Mathematical Reviews (MathSciNet): MR720254
Zentralblatt MATH: 0566.62065
Project Euclid: euclid.aos/1176346322
[25] Insightful Corporation. (2007). S-PLUS 8.0 for Windows. Insightful Corporation, Seattle, Washington.
[26] James, A. T. and Wilkinson, G. N. (1971). Factorization of the residual operator and canonical decomposition of nonorthogonal factors in the analysis of variance. Biometrika 58 279–294.
Mathematical Reviews (MathSciNet): MR334423
Zentralblatt MATH: 0223.62087
Digital Object Identifier: doi:10.1093/biomet/58.2.279
[27] McIntyre, G. A. (1955). Design and analysis of two phase experiments. Biometrics 11 324–334.
[28] Nelder, J. A. (1965). The analysis of randomized experiments with orthogonal block structure. I. Block structure and the null analysis of variance. Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 283 147–162.
Mathematical Reviews (MathSciNet): MR176576
Digital Object Identifier: doi:10.1098/rspa.1965.0012
[29] Nelder, J. A. (1965). The analysis of randomized experiments with orthogonal block structure. II. Treatment structure and the general analysis of variance. Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 283 163–178.
Mathematical Reviews (MathSciNet): MR174156
Digital Object Identifier: doi:10.1098/rspa.1965.0013
[30] Nelder, J. A. (1968). The combination of information in generally balanced designs. J. Roy. Statist. Soc. Ser. B 30 303–311.
Mathematical Reviews (MathSciNet): MR234582
[31] Nelder, J. A. (1977). A reformulation of linear models. J. Roy. Statist. Soc. Ser. A 140 48–76.
Mathematical Reviews (MathSciNet): MR458743
Digital Object Identifier: doi:10.2307/2344517
[32] Payne, R. W., Harding, S. A., Murray, D. A., Soutar, D. M., Baird, D. B., Glaser, A. I., Channing, I. C., Welham, S. J., Gilmour, A. R., Thompson, R. and Webster, R. (2008). The Guide to GenStat Release 11, Part 2 Statistics. VSN International, Hemel Hempstead.
[33] Payne, R. W. and Tobias, R. D. (1992). General balance, combination of information and the analysis of covariance. Scand. J. Statist. 19 3–23.
Mathematical Reviews (MathSciNet): MR1172964
[34] Payne, R. W. and Wilkinson, G. N. (1977). A general algorithm for analysis of variance. J. Roy. Statist. Soc. Ser. C 26 251–260.
[35] Pearce, S. C. (1983). The Agricultural Field Experiment. Wiley, Chichester.
[36] R Core Development Team (2008). R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna.
[37] Tjur, T. (1984). Analysis of variance models in orthogonal designs. Internat. Statist. Rev. 52 33–81.
Mathematical Reviews (MathSciNet): MR967202
Digital Object Identifier: doi:10.2307/1403242
[38] Wilk, M. B. and Kempthorne, O. (1956). Some aspects of the analysis of factorial experiments in a completely randomized design. Ann. Math. Statist. 27 950–985.
Mathematical Reviews (MathSciNet): MR87283
Digital Object Identifier: doi:10.1214/aoms/1177728068
Project Euclid: euclid.aoms/1177728068
[39] Wilkinson, G. N. (1970). A general recursive procedure for analysis of variance. Biometrika 57 19–46.
[40] Wood, J. T., Williams, E. R. and Speed, T. P. (1988). Non-orthogonal block structure in two-phase designs. Aust. J. Stat. 30A 225–237.

2009 © Institute of Mathematical Statistics