Two-factor Experiments

 Two factors (inputs)

 A, B
 Separate total variation in output values into:
 Effect due to A
 Effect due to B
 Effect due to interaction of A and B (I)
 Experimental error

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Two-factor ANOVA
 Factor A – C input levels
 Factor B – R input levels
 n measurements for each input combination
 RCn total measurements

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Two Factors, n Replications

COLUMN TREATMENT

Factor A
R
O 1 2 … j … C
W
1 … … … … … …
T
2 … … … … … …
R
E … … … … … … …
Factor B

A
T i … … … … … …
M
… … … … … … …
E CELLS
N R … … … … … … (With n
T observations)
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Sum-of-Squares
 As before, use sum-of-squares identity

SST = SSC + SSR + SSI + SSE

 Degrees of freedom
 df(SSC) = C – 1
 df(SSR) = R – 1
 df(SSI) = (C – 1)(R – 1)
 df(SSE) = CR(n – 1)
 df(SST) = CRn - 1
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FORMULAS FOR SUM OF
SQUARES
R
SSR  nC  ( xi  x ) 2 n  no. of obs. per cell
i 1 C  no. of column
C
R  no. of row
SSC  nR  ( x j  x )
j 1 i  row treatment level
R C j  column treatment level
SSI  n ( xij  xi  x j  x ) 2 k  cell member
i 1 j 1 x ijk  individual observation
R C n
x ij  cell mean
SSE   ( xijk  xij ) 2

i 1 j 1 K 1 x i  row mean
R C n x j  column mean
SST   ( xijk  x ) 2 x  grand mean
i 1 j 1 k 1
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 Two-Factor ANOVA

A B I Error
SS SSC SSR SSI SSE
df C 1 R 1 (C  1)(R  1) CR(n  1)
MS s C2  SSC (C  1) s 2R  SSR (R  1) s 2I  SSI [(C  1)(R  1)] s e2  SSE [CR(n  1)]
FCOMP FC  s C2 s e2 FR  s 2R s e2 FI  s 2I s e2
FTAB F[1α;(C 1),CR(n1)] F[1α;(R 1),CR(n1)] F[1α;(C 1)(R 1),CR(n1)]

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Need for Replications
 If n=1
 Only one measurement of each configuration
 Can then be shown that
 SSI = SST – SSC– SSR
 Since
 SSE = SST – SSC – SSR – SSI
 We have
 SSE = 0

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Need for Replications
 Thus, when n=1
 SSE = 0
 → No information about measurement errors
 Cannot separate effect due to interactions
from measurement noise
 Must replicate each experiment at least twice

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Step 1. State the Hypothesis
Null hypothesis has 3 parts, e.g.,
 Row means all are equal.
 Column means all are equal.
 The interaction effect is zero.

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Step 2. Select Statistical Test
and Significance Level
 Normally use same -level for testing
all 3 F ratios.

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Step 3. Select Samples and
Collect Data

 Strive for a balanced design

 Ideally, randomly sample

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 Step 4. Find Regions of
Rejection
 Generally have 3 different critical values for each F test

Denominator
A B I Error
SS SSC SSR SSI SSE
df C 1 R 1 (C  1)(R  1) CR(n  1)
Numerator
MS s C  SSC (C  1) s R  SSR (R  1) s 2I  SSI [(C  1)(R  1)] s e2  SSE [CR(n  1)]
2 2

FCOMP FC  s C2 s e2 FR  s 2R s e2 FI  s 2I s e2
FTAB F F[1α;(R 1),CR(n1)] F[1α;(C 1)(R 1),CR(n1)]
dfT[1α;N
(C 1),CR(n 1)]
T 1

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Example
B (Mbytes)
A 32 64 128
1 0.25 0.21 0.15
0.28 0.19 0.11
2 0.52 0.45 0.36
0.48 0.49 0.30
3 0.81 0.66 0.50
0.76 0.59 0.61
4 1.50 1.45 0.70
1.61 1.32 0.68
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Example

A B AB Error
Sum of squares 3.3714 0.5152 0.4317 0.0293
Deg freedom 3 2 6 12
Mean square 1.1238 0.2576 0.0720 0.0024
Computed F 460.2 105.5 29.5
Tabulated F F[ 0.95;3,12]  3.49 F[ 0.95; 2,12]  3.89 F[ 0.95;6,12]  3.00

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Conclusions From the
Example
 77.6% (SSA/SST) of all variation in response
time due to degree of multiprogramming
 11.8% (SSB/SST) due to memory size
 9.9% (SSAB/SST) due to interaction
 0.7% due to measurement error
 95% confident that all effects and interactions
are statistically significant

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