Mixed Nested Design

The structural model for a nested design with fixed factor A and random factor B is given by the formula

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where μ and the αi are constants, the βj(i) and εijk are variables and αi is the effect of the ith level in Factor A and βj(i) is the effect of the jth level in Factor B nested within the ith level of Factor A.

We assume that for all i, j and k, the εijk are pairwise independent and the βj(i) are independent of the error terms. In addition, we assume that

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We can conclude that for all i, j and k, the xijk are independent and normally distributed with mean

image9073

and variance

image9074

The estimators of μ, αi, βj(i) and εijk are as for fixed factor nested models, as are the values for SSA, SSB(A), etc. This time we have

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The null and alternative hypotheses are as follows. There is no interaction between factors A and B.

Test Desired Null H0 Alt Hyp H1 Statistical Test
Effect of factor A αi = 0 for all i αi ≠ 0 for some i MSA/MSB(A) ∼ F(dfB,dfB(A))
Effect of B(A) βj = 0 for all j βj ≠ 0 for some j MSB(A)/MSE ∼ F(dfB(A),dfE)

An unbiased estimator of \sigma^2_\beta are given by

image9076

8 thoughts on “Mixed Nested Design”

  1. Dear Charles,
    could in another mixed nested design the fixed factor A also be nested within the random factor B?
    Would it be possible to compare levels of A within one level of B?
    Regards,
    Carl

    Reply
  2. Charles,
    For testing the effect of the random factor B(A), should the null hypothesis be the variance of that random factor equals zero instead? And the alternative should be the variance does not equal zero. Please confirm.

    -Sun

    Reply
    • Hello Sun,
      We can test either the random factor or the fixed factor. For Example 1 the random factor consists of the offices and the fixed factor consists of the training programs. Although we can test either factor, we aren’t really interested in the random factor, only the fixed factor.
      Charles

      Reply
  3. Dear Charles,
    Let me tell you, this site is wonderful and really good.
    I was thinking, whether it is possible to do four way nested anova? If yes, can you please share the same.

    Regards,

    Reply
    • It is probably possible, but Real Statistics doesn’t support such a design.
      It is pretty difficult to interpret a 3-way design. I would guess that I would get a big headache if I were to try to interpret a 4-way design.
      Charles

      Reply
  4. Dear Sir

    my heartfelt thanks for your wonderful support in statistical analyses. I need your guidance on how to carry out Mixed model analysis with nested variable. I am asking this pertaining to analysis of multiple choice assay. Reviewers asked me to carry out this on my data. Kindly guide me.

    thanks in advance

    regds
    Jayanthi

    Reply

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