Problem: Section
The suggestions dealt with in the previous page are not backed up by appropriate hypothesis tests. Consider hypothesis tests of the form:
\(H_0\colon \Psi = 0\) against \(H_a\colon \Psi \ne 0\)
Univariate Case: Section
For the univariate case, we may compute the sums of squares for the contrast:
\(SS_{\Psi} = \frac{\hat{\Psi}^2}{\sum_{i=1}^{g}\frac{c^2_i}{n_i}}\)
This sum of squares has only 1 d.f. so that the mean square for the contrast is
\(MS_{\Psi}= SS_{\Psi}\)
Then compute the F-ratio:
\(F = \frac{MS_{\Psi}}{MS_{error}}\)
Reject \(H_{0} \colon \Psi = 0\) at level \(\alpha\) if
\(F > F_{1, N-g, \alpha}\)
Multivariate Case Section
For the multivariate case, the sums of squares for the contrast is replaced by the hypothesis sum of squares and cross-products matrix for the contrast:
\(\mathbf{H}_{\mathbf{\Psi}} = \dfrac{\mathbf{\hat{\Psi}\hat{\Psi}'}}{\sum_{i=1}^{g}\frac{c^2_i}{n_i}}\)
Compute Wilks Lambda Section
\(\Lambda^* = \dfrac{|\mathbf{E}|}{\mathbf{|H_{\Psi}+E|}}\)
Compute the F-statistic
\(F = \left(\dfrac{1-\Lambda^*_{\mathbf{\Psi}}}{\Lambda^*_{\mathbf{\Psi}}}\right)\left(\dfrac{N-g-p+1}{p}\right)\)
Reject Ho : \(\mathbf{\Psi = 0} \) at level \(α\) if
\(F > F_{p, N-g-p+1, \alpha}\)
Example 8-9: Pottery Data Section
The following table gives the results of testing the null hypothesis that each of the contrasts is equal to zero. You should be able to find these numbers in the output by downloading the SAS program here: pottery.sas.
Contrast | \(\Lambda _ { \Psi } ^ { * }\) | F | d.f | p |
---|---|---|---|---|
1 | 0.0284 | 122.81 | 5, 18 | <0.0001 |
2 | 0.9126 | 0.34 | 5, 18 | 0.8788 |
3 | 0.4487 | 4.42 | 5, 18 | 0.0084 |
Conclusions
- The mean chemical content of pottery from Ashley Rails and Isle Thorns differs in at least one element from that of Caldicot and Llanedyrn \(\left( \Lambda _ { \Psi } ^ { * } = 0.0284; F = 122. 81; d.f. = 5, 18; p < 0.0001 \right) \).
- There is no significant difference in the mean chemical contents between Ashley Rails and Isle Thorns \(\left( \Lambda _ { \Psi } ^ { * } = 0.9126; F = 0.34; d.f. = 5, 18; p = 0.8788 \right) \).
- The mean chemical content of pottery from Caldicot differs in at least one element from that of Llanedyrn \(\left( \Lambda _ { \Psi } ^ { * } = 0.4487; F = 4.42; d.f. = 5, 18; p = 0.0084 \right) \).
Once we have rejected the null hypothesis that contrast is equal to zero, we can compute simultaneous or Bonferroni confidence intervals for the contrast:
Simultaneous Confidence Intervals
Simultaneous \((1 - α) × 100\%\) Confidence Intervals for the Elements of \(\Psi\) are obtained as follows:
\(\hat{\Psi}_j \pm \sqrt{\dfrac{p(N-g)}{N-g-p+1}F_{p, N-g-p+1}}SE(\hat{\Psi}_j)\)
where
\(SE(\hat{\Psi}_j) = \sqrt{\left(\sum\limits_{i=1}^{g}\dfrac{c^2_i}{n_i}\right)\dfrac{e_{jj}}{N-g}}\)
where \(e_{jj}\) is the \( \left( j, j \right)^{th}\) element of the error sum of squares and cross products matrix, and is equal to the error sums of squares for the analysis of variance of variable j.
Contrast 1
Recall that we have p = 5 chemical constituents, g = 4 sites, and a total of N = 26 observations. From the F-table, we have F5,18,0.05 = 2.77. Then our multiplier
\begin{align} M &= \sqrt{\frac{p(N-g)}{N-g-p+1}F_{5,18}}\\[10pt] &= \sqrt{\frac{5(26-4)}{26-4-5+1}\times 2.77}\\[10pt] &= 4.114 \end{align}
Simultaneous 95% Confidence Intervals are computed in the following table. The elements of the estimated contrast together with their standard errors are found at the bottom of each page, giving the results of the individual ANOVAs. For example, the estimated contrast from aluminum is 5.294 with a standard error of 0.5972. The fourth column is obtained by multiplying the standard errors by M = 4.114. So, for example, 0.5972 × 4.114 = 2.457. Finally, the confidence interval for aluminum is 5.294 plus/minus 2.457:
Element | \(\widehat { \Psi }\) | SE\(\widehat { \Psi }\) | \(M \times SE \left(\widehat { \Psi }\right)\) | Confidence Interval |
---|---|---|---|---|
Al | 5.294 | 0.5972 | 2.457 | 2.837, 7.751 |
Fe | -4.640 | 0.2844 | 1.170 | -5.810, -3.470 |
Mg | -4.065 | 0.3376 | 1.389 | -5.454, -2.676 |
Ca | -0.175 | 0.0195 | 0.080 | -0.255, -0.095 |
Na | -0.175 | 0.0384 | 0.158 | -0.333, -0.017 |
Conclusion
Pottery from Ashley Rails and Isle Thorns have higher aluminum and lower iron, magnesium, calcium, and sodium concentrations than pottery from Caldicot and Llanedyrn.
Contrast 3
Simultaneous 95% Confidence Intervals for Contrast 3 are obtained similarly to those for Contrast 1.
Element | \(\widehat{\Psi}\) | SE( \(\widehat{\Psi}\) ) | \(M\times SE(\widehat{\Psi})\) | Confidence Interval |
---|---|---|---|---|
Al | -0.864 | 1.1199 | 4.608 | -5.472, 3.744 |
Fe | -0.957 | 0.5333 | 2.194 | -3.151, 1.237 |
Mg | -0.971 | 0.6331 | 2.605 | -3.576, 1.634 |
Ca | 0.093 | 0.0366 | 0.150 | -0.057, 0.243 |
Na | -0.201 | 0.0719 | 0.296 | -0.497, 0.095 |
Conclusion
All of the above confidence intervals cover zero. Therefore, the significant difference between Caldicot and Llanedyrn appears to be due to the combined contributions of the various variables.
Bonferroni Confidence Intervals
Bonferroni \((1 - α) × 100\%\) Confidence Intervals for the Elements of Ψ are obtained as follows:
\(\hat{\Psi}_j \pm t_{N-g, \frac{\alpha}{2p}}SE(\hat{\Psi}_j)\)
where
\(SE(\hat{\Psi}_j) = \sqrt{\left(\sum\limits_{i=1}^{g}\dfrac{c^2_i}{n_i}\right)\dfrac{e_{jj}}{N-g}}\)
and \(e_{jj}\) is the \( \left( j, j \right)^{th}\) element of the error sum of squares and cross products matrix and is equal to the error sums of squares for the analysis of variance of variable j.
Contrast 1
Here we have a \(t_{22,0.005} = 2.819\). The Bonferroni 95% Confidence Intervals are:
Element | \(\widehat{\Psi}\) | SE( \(\widehat{\Psi}\) ) | \(t\times SE(\widehat{\Psi})\) | Confidence Interval |
---|---|---|---|---|
Al | 5.294 | 0.5972 | 1.684 | 3.610, 6.978 |
Fe | -4.640 | 0.2844 | 0.802 | -5.442, -3.838 |
Mg | -4.0.65 | 0.3376 | 0.952 | -5.017, -3.113 |
Ca | -0.175 | 0.0195 | 0.055 | -0.230, -0.120 |
Na | -0.175 | 0.0384 | 0.108 | -0.283, -0.067 |
Conclusion
Pottery from Ashley Rails and Isle Thorns have higher aluminum and lower iron, magnesium, calcium, and sodium concentrations than pottery from Caldicot and Llanedyrn.
Contrast 3
Bonferroni 95% Confidence Intervals (note: the "M" multiplier below should be the t-value 2.819)
Element | \(\widehat{\Psi}\) | SE( \(\widehat{\Psi}\) ) | \(M\times SE(\widehat{\Psi})\) | Confidence Interval |
---|---|---|---|---|
Al | -0.864 | 1.1199 | 3.157 | -4.021, 2.293 |
Fe | -0.957 | 0.5333 | 1.503 | -2.460, 0.546 |
Mg | -0.971 | 0.6331 | 1.785 | -2.756, 0.814 |
Ca | 0.093 | 0.0366 | 0.103 | -0.010, 0.196 |
Na | -0.201 | 0.0719 | 0.203 | -0.404, 0.001 |
All resulting intervals cover 0 so there are no significant results.