9.4 Practice problems
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Solution. (a) In a \(2^k\) design confounded in blocks, the principal block is the block containing the treatment combination \((1)\); equivalently, the runs for which every defining contrast is \(0\). It is closed under multiplication of treatment combinations, and the other blocks are obtained from it by multiplication. (b) A replicated design in which the same effect (or effects) is confounded with blocks in every replicate, so that no information on it is available.
Problem 9.4.2. A single replicate of a \(2^4\) design is run in four blocks with \(ABC\) and \(BCD\) confounded. Write down the blocks, and find the other effect confounded with blocks.
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Solution. The generalised interaction is \(ABC \cdot BCD = AB^2C^2D = AD\), also confounded. With \(L_1 = x_1 + x_2 + x_3\) and \(L_2 = x_2 + x_3 + x_4 \pmod 2\), the principal block is \(\{(1), bc, abd, acd\}\) (check: \(bc \cdot abd = ab^2cd = acd\)). Multiplying by \(a\), by \(b\) and by \(d\):
| block \(1\) | block \(2\) | block \(3\) | block \(4\) |
| \((1)\), \(bc\), \(abd\), \(acd\) | \(a\), \(abc\), \(bd\), \(cd\) | \(b\), \(c\), \(ad\), \(abcd\) | \(d\), \(bcd\), \(ab\), \(ac\) |
Problem 9.4.3. In an agricultural experiment on three two-level factors, the eight runs were laid out in two blocks of four:
| run | block | \(A\) | \(B\) | \(C\) | response |
| \(1\) | \(1\) | \(+\) | \(+\) | \(-\) | \(y_1\) |
| \(2\) | \(1\) | \(+\) | \(-\) | \(+\) | \(y_2\) |
| \(3\) | \(1\) | \(-\) | \(-\) | \(-\) | \(y_3\) |
| \(4\) | \(1\) | \(-\) | \(+\) | \(+\) | \(y_4\) |
| \(5\) | \(2\) | \(+\) | \(-\) | \(-\) | \(y_5\) |
| \(6\) | \(2\) | \(+\) | \(+\) | \(+\) | \(y_6\) |
| \(7\) | \(2\) | \(-\) | \(-\) | \(+\) | \(y_7\) |
| \(8\) | \(2\) | \(-\) | \(+\) | \(-\) | \(y_8\) |
(a) Find the effect confounded with blocks. (b) Can the main effect \(A\) and the interaction \(BC\) be estimated? If so, give their estimates in terms of \(y_1, \dots , y_8\). (c) A second replicate placed \(\{a, bc, (1), abc\}\) in block \(3\) and \(\{ac, ab, c, b\}\) in block \(4\). Which effect is confounded there, and which of \(A\) and \(BC\) can be estimated from blocks \(3\) and \(4\) alone?
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Solution. (a) Block \(1\) is \(\{ab, ac, (1), bc\}\), the runs with an even number of letters, so the \(ABC\) column is \(-\) throughout block \(1\) and \(+\) throughout block \(2\): \(ABC\) is confounded.
(b) Both are estimable, since only \(ABC\) is confounded. The \(A\) column is \(+\) for runs \(1\), \(2\), \(5\), \(6\), and the \(BC\) column is \(+\) for runs \(3\), \(4\), \(5\), \(6\), so \begin {gather*} \hat A = \tfrac 14(y_1 + y_2 + y_5 + y_6 - y_3 - y_4 - y_7 - y_8) , \\ \widehat {BC} = \tfrac 14(y_3 + y_4 + y_5 + y_6 - y_1 - y_2 - y_7 - y_8) . \end {gather*} Each column has two \(+\) signs in each block, so the block difference cancels.
(c) In block \(3\), the runs \(a\), \(bc\), \((1)\), \(abc\) all have \(B\) and \(C\) at the same level, so the \(BC\) column is \(+\) throughout; in block \(4\) it is \(-\): \(BC\) is confounded. From blocks \(3\) and \(4\) alone, \(A\) is estimable (its column has two \(+\) signs in each block), as \(\hat A = \frac 14\bigl (a + abc + ac + ab - bc - (1) - c - b\bigr )\), but \(BC\) is not. Taken together, the two replicates partially confound \(ABC\) and \(BC\).
Problem 9.4.4. A \(2^5\) design is to be run in four blocks of eight. Choose two effects to confound so that no main effect or two-factor interaction is confounded, and find the principal block.
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Solution. Choose \(ABC\) and \(CDE\): their generalised interaction is \(ABC^2DE = ABDE\), of order four, so the confounded effects are \(ABC\), \(CDE\) and \(ABDE\). (Choosing, say, \(ABCD\) and \(BCDE\) would confound \(AE\).) The principal block satisfies \(x_1 + x_2 + x_3 \equiv 0\) and \(x_3 + x_4 + x_5 \equiv 0\): \[ \{(1),\ ab,\ de,\ abde,\ acd,\ ace,\ bcd,\ bce\} . \] It contains \(8\) runs and is closed under multiplication, for example \(acd \cdot bce = abde\).
Problem 9.4.5. Show that in a \(2^k\) design in two blocks the sum of squares for blocks equals the sum of squares of the confounded effect.
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Solution. With \(N = 2^k\) runs and block totals \(B_1\), \(B_2\) of \(N/2\) runs each, \(SS_{\mathrm {Blocks}} = (B_1^2 + B_2^2)/(N/2) - (B_1 + B_2)^2/N = (B_2 - B_1)^2/N\). The contrast of the confounded effect is \(\pm (B_2 - B_1)\), and its sum of squares is \(\text {contrast}^2/N\), the same.
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