STAT 350 Lecture 2
The one way layout as a linear model
The sum of squares decomposition in one example
The data consist of blood coagulation times for 24 animals fed one of 4 different diets. Here are the data with the 4 diets being the 4 columns.
The usual ANOVA model equation is
which we can write in matrix form by stacking up the observations into a column.
Let X denote the
design matrix in this formula.
Usually we reparametrize the model in the form
which would lead to a design matrix which looked like X above with an
extra column on the left all of whose entries are equal to 1. The parameter vector
would now be
It will turn out that trying to use this parametrization the different parameters
are not identifiable, that is, they cannot be separately estimated, because making
bigger by a certain amount and each
smaller by the same amount leaves
the data unchanged. We usually solve this problem by defining
and
Now it is automatic
that
so we usually eliminate
by replacing it in the
model equation by the quantity
This leads to
and
Further analysis of this data.