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For the data of Example 11.5, check the plausibility of assumptions by constructing a normal probability plot of the residuals and a plot of the residuals versus the predicted values, and comment on what you learn.

Short Answer

Expert verified

Assumptions by constructing a normal probability plot of the residuals and a plot of the residuals versus the predicted values are plausible.

Step by step solution

01

The tabular form of the given data

The table of data is

02

Find the humidity level and form the residuals of first order

The fitted values are obtained by formula

\({\hat x_{ij}} = {\bar x_{i.}} + {\bar x_{.j}} - {\bar x_{..}}\)

The residuals are obtained by formula

\({x_{ij}} - {\hat x_{ij}} = {x_{ij}} - {\bar x_{i.}} - {\bar x_{.j}} + {\bar x_{..}}\)

There are total of 20 data points, to avoid every single calculation it will be shown how to compute 3 random residuals

\({x_{21}} - {\hat x_{21}} = {x_{21}} - {\bar x_{2.}} - {\bar x_{.1}} + {\bar x_{..}} = 722 - 843.5 - 755.8 + 866.25 = - 11.05\)

\({x_{32}} - {\hat x_{32}} = {x_{32}} - {\bar x_{3.}} - {\bar x_{.2}} + {\bar x_{..}} = 802 - 839 - 841.6 + 866.25 = - 12.35\)

\({x_{33}} - {\hat x_{33}} = {x_{33}} - {\bar x_{3.}} - {\bar x_{.3}} + {\bar x_{..}} = 880 - 839 - 908.2 + 866.25 = - 0.95\)

The corresponding residuals are given by

Humidity level 1: -2.05,-11.05, 4.45, 7.45, 1.2,

Humidity level 2: 19.15,-12.85,-12.35,-1.35, 7.4,

Humidity level 3: -1.45, 7.55,-0.95,-3.95,-1.2,

Humidity level 4: -15.65, 16.35, 8.85,-2.15,-7.4,

Humidity level 5: -2.05,-11.05, 4.45, 7.45, 1.2,

First order the residuals:

-15.65,-12.85,-12.35,-11.05,-7.4,-3.95,-2.15,-2.05,-1.45,-1.35,-1.2,-0.95

1.2, 4.45, 7.4, 7.45, 7.55, 8.85, 16.35, 19.15

03

Find corresponding scores and suggest the assumption of normality

Than find corresponding \(z\)scores:

-1.96,-1.44,-1.15,-0.93,-0.76,-0.60,-0.45,-0.32,-0.19,-0.06,

0.06,0.19,0.32,0.45,0.60,0.76,0.93,1.15,1.44,1.96.

This is given so you know how to compute residuals yourself, which is quite important the following normal probability plot suggest that the assumption of normality is plausible (by looking into the line it is fairly linear).

04

The graphical representation of the normal probability plot

05

Check the fitted values and draw the plot

The assumption of equal variances can be checked by looking into plot of residuals versus fitted values. By the formula, the fitted values are:

\(\begin{aligned}{l}{\rm{For j = 1: 687}}{\rm{.05,733}}{\rm{.05,728}}{\rm{.55,803}}{\rm{.55,826}}{\rm{.8,}}\\{\rm{For j = 2: 772}}{\rm{.85,818}}{\rm{.85,814}}{\rm{.35,889}}{\rm{.35,912}}{\rm{.6,}}\\{\rm{For j = 3: 839}}{\rm{.45,885}}{\rm{.45,880}}{\rm{.95,955}}{\rm{.95,979}}{\rm{.2,}}\\{\rm{For j = 4: 890}}{\rm{.65,936}}{\rm{.65,932}}{\rm{.15,1007}}{\rm{.15,1030}}{\rm{.4}}{\rm{.}}\end{aligned}\)

Since there are a lot of fitted values (20), the computation is not shown. For example, for\(j = 2{\rm{\;and\;}}i = 5{\rm{,\;}}\), you have

\({\hat x_{52}} = {\bar x_{5.}} + {\bar x_{.2}} - {\bar x_{..}} = 841.6 + 843.5 - 866.25 = 818.85{\rm{,\;}}\)

Which is the only value marked blue.

From the plotted residuals versus fitted values you can conclude that the assumption of equal variances stand, because the plot does not show any pattern. The plot was created by plotting fitted value with corresponding residual!

06

Graphical representation of residuals versus the fitted values

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Most popular questions from this chapter

In an experiment to assess the effects of curing time (factor A ) and type of mix (factor B ) on the compressive strength of hardened cement cubes, three different curing times were used in combination with four different mixes, with three observations obtained for each of the 12 curing time-mix combinations. The resulting sums of squares were computed to be \(SSA = 30,763.0,SSB = 34,185.6,SSE = 97,436.8,\;and SST\; = 205,966.6\)

a. Construct an ANOVA table.

b. Test at level .05 the null hypothesis \({H_{0AB}}:\;all\;{\gamma _{ij}}\;'s\; = 0\) (no interaction of factors) against \({H_{0AB}}\)at least one

c. Test at level .05 the null hypothesis \({H_{0A}}:{\alpha _1} = {\alpha _2} = {\alpha _3} = 0\) (factor A main effects are absent) against \({H_{0A}}\)at least one

d. Test\({H_{0B}}:{\beta _1} = {\beta _2} = {\beta _3} = {\beta _4} = 0\;versus\;{H_{aB}}:\) at least one using a level .05 test.

e. The values of the\({\bar x_{i = \;'s }},{\bar x_{1L}} = 4010.88,{\bar x_{2L}} = 4029.10,\;and\;{\bar x_{3..}} = 3960.02\). Use Turkey鈥檚 procedure to investigate significant differences among the three curing times.

Show that a constant d can be added to (or subtracted from) each \({x_{ij}}\)without affecting any of the ANOVA sums of squares.

b. Suppose that each \({x_{ij}}\)is multiplied by a nonzero constant c. How does this affect the ANOVA sums of squares? How does this affect the values of the F statistics\({F_A}\;and\;{F_B}\)? What effect does "coding" the data by \({y_{ij}} = c{x_{ij}} + d\)have on the conclusions resulting from the ANOVA procedures?

Impurities in the form of iron oxides lower the economic value and usefulness of industrial minerals, such as kaolins, to ceramic and paper-processing industries. A 24 experiment was conducted to assess the effects of four factors on the percentage of iron removed from kaolin samples (鈥淔actorial Experiments in the Development of a Kaolin Bleaching Process Using Thiourea in Sulphuric Acid Solutions,鈥 Hydrometallurgy, 1997: 181鈥197). The factors and their levels are listed in the following table:

The data from an unreplicated\({2^4}\)experiment is listed in the next table.

Show how a \(10 \times (1 - \alpha ){\rm{\% }} + Cl\) for \({\alpha _i} - {\alpha _i}\)can be obtained. Then compute a 95% interval for \({\alpha _2} - {\alpha _3}\)using the data from Exercise 19. (Hint: With \({\alpha _2} - {\alpha _3}\)the result of Exercise 24(a) indicates how to obtain \(\hat \theta \). Then compute \(V(\hat \theta )\)and\(\sigma _{\dot \theta }^{}\), and obtain an estimate of \(\sigma _{\dot \theta }^{}\)by using \(\sqrt {{\rm{MSE}}} \) to estimate a (which identifies the appropriate number of df).)

The accompanying data was obtained in an experiment to investigate whether compressive strength of concrete cylinders depends on the type of capping material used or variability in different batches (" The Effect of Type of Capping Material on the Compressive Strength of Concrete Cylinders, Proceedings ASTM, 1958: 11661186). Each number is a cell total based on K=3 observations.

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