Professional Documents
Culture Documents
11.1 Models For Randoms Aeffect
11.1 Models For Randoms Aeffect
\begin{document}
\hspace{7 mm} Random effects are another approach to designing experiments and
modeling data. Random effects are appropriate when the treatments are random
samples from a population of potential treatments. They are also useful for random
subsampling from populations. Random-effects models make the same kinds of
decompositions into overall mean, treatment effects, and random error that we have
been using, but random-effects models assume that the treatment effects are random
variables. Also, the focus of inference is on the population, not the individual
treatment effects. This chapter introduces random-effects models.
The basic random effects model begins with the usual decomposition: \\
\begin{center}
$y_{ij} = \mu + \alpha_{i} + \epsilon_{ij}$. \\
\end{center}
We assume that the $\epsilon_{ij}$ are independent normal with mean 0 and variance
$\sigma^2$ , as we did in fixed effects. For random effects, we also assume that
the treatment effects $\alpha_{i} $ are independent normal with mean 0 and variance
$\sigma^2$ $\alpha$ , and that the $\alpha_{i}$'s and the $\epsilon_{ij}$'s are
independent of each other. Random effects models do not require that the sum of the
$\alpha_{i}$'s be zero. The variance of $y_{ij}$ is $\sigma^2$ $\alpha$ +
$\sigma^2$. The terms $\sigma^2$ $\alpha$ and $\sigma^2$ are called components of
variance or variance components. Thus the random-effects model is components
sometimes called a of variance model.\\
\ \\
where $\alpha_{i}, \beta{j}, and \gamma_{k}$ are main effects; $\alpha\beta_{ij}$,
$ \alpha \gamma_{ik}$, $\beta \gamma_{jk}$, and $\alpha \beta \gamma_{ijk}$ are
interactions; and $\epsilon_{ijkl}$ is random error. The model assumptions remain
that all the random effects are independent and normally distributed with mean 0.
Each effect has its own variance:Var$(\alpha_{i}) = \sigma^2 \alpha$ , Var$
(\beta_{j}) = \sigma^2 \beta$, Var$(\gamma_{k}) = \sigma^2 \gamma$, Var$
(\alpha\beta_{ij}) = \sigma^2 \alpha\beta$, Var$(\alpha\gamma_{ik}) = \sigma^2
\alpha\gamma$, Var$(\beta\gamma_{jk}) = \sigma^2 \beta\gamma$, Var$
(\alpha\beta\gamma_{ijk}) = \sigma^2 \alpha\beta\gamma$,and Var$(\epsilon_{ijk})
= \sigma^2$.Generalization to more factors is straightforward, and Chapter 12
describes some additional variations that can occur for factorials with random
effects.\\
\end{document}