Design of Experiments: III.

Hasse diagrams in designed

experiments

R. A. Bailey

r.a.bailey@qmul.ac.uk
57a Reunião Anual da RBras, May 2012

Outline pen. Each pen was allocated to a certain type of

feed. Batches of this type of feed were put into the
• I: Factors pen; calves were free to eat as much of this as they
liked. Calves were weighed individually.
• II: Models

Wine Four wines are tasted and evaluated by

1 I. Factors each of eight judges. A ‘plot’ is one tasting by one
judge.
Part I
Experiment on cultivars and fertilizer
Factors—
• Partial order 0 160 240 160 80 0
• Infimum and Supremum

• Orthogonality 160 80 80 0 160 80

• Structures defined by factors

• Skeleton anova 80 0 160 240 0 240

1.1 Examples 240 240 0 80 240 160

Three experiments
Ladybirds Three pesticides were compared for ↑ ↑ ↑ ↑ ↑ ↑
their side-effects on ladybirds. A field was divided Cropper Melba Melle Melba Cropper Melle
into three areas and one pesticide applied to each
area. Ladybirds were counted on three samples 1.2 Factors
from each area.
Factors, levels and classes
Calves The treatments were 4 different feeds A factor F is a function for which we are more
for calves. The calves were not fed individually. interested in knowing whether F (α) = F ( β) than
They were housed in 8 pens, with 10 calves per in knowing the value F (α).

1
 So we can regard a factor as a partition into lev- Cultivar example
els or classes.

Let Ω = the set of observational units, and let F 0 160 240 160 80 0
be a factor on Ω.

We define the F-class containing α to be 160 80 80 0 160 80

F [[α]] = {ω ∈ Ω : F (ω ) = F (α)}.
80 0 160 240 0 240
For example, if the observational units are plots
in several fields, and F is the factor for ‘fields’ and
240 240 0 80 240 160
α is a plot, then F [[α]] consists of all the plots in the
same field as the plot α.
↑ ↑ ↑ ↑ ↑ ↑
A factor is uniform if all of its classes have the Cropper Melba Melle Melba Cropper Melle
same size.
E = plot ≺ strip ≺ field ≺ U strip ≺ cultivar

Aliasing
We say that F is aliased with G (written F ≡ G) if The Hasse diagram
every F-class is also a G-class. There is one point for each factor.
Some aliasing is just renaming of levels: for ex-
ample, F is days with names Monday, Tuesday, . . . , Write Draw
and G is dates with names 1, 2, . . . . vG

Some aliasing is deliberate: for example, assign F≺G

each fruit-picker to pick the apples from a single vF
row in the orchard.

Convention Write n F , the number of levels of

Two special factors F, beside the dot for F.
The universal factor U has just one class; it has
the same level everywhere.

The equality factor E has one level per observa-

tional unit; so each class consists of a single obser-
vational unit.

1.3 Partial order

The partial order
We say that F is finer than G (or G is coarser than
F) (written F ≺ G) if every F-class is contained in
a G-class but F 6≡ G.

We write F 4 G if F ≺ G or F ≡ G.

So E 4 F 4 U for every factor F.

2
Cultivar example: Hasse diagram on plot fac- Infimum on the Hasse diagram
tors F ∧ G is the factor whose classes are the non-
empty intersections of F-classes with G-classes.
0 160 240 160 80 0 It is finer than both F and G:

F∧G 4 F and F ∧ G 4 G.
160 80 80 0 160 80
It has the least number of levels subject to this.

80 0 160 240 0 240

F v vG
@
@
240 240 0 80 240 160 @
@v
↑ ↑ ↑ ↑ ↑ ↑ F∧G
Cropper Melba Melle Melba Cropper Melle
Infimum example on treatment factors

cultivar fertilizer
1 vU f3 4 f
@
@
@
2 v field @f
treatment
12
6 v strip
cultivar ∧ fertilizer = treatment

24 v E
Supremum of two factors
1.4 Inf and sup Given two factors F and G, the factor F ∨ G is the
finest factor whose classes are unions of F-classes
Infimum of two factors and unions of G-classes.
Given two factors F and G, the factor F ∧ G is
defined by If you try to fit F and G in a linear model, you
will get into trouble unless you fit F ∨ G first.
( F ∧ G )[[ω ]] = F [[ω ]] ∩ G [[ω ]].
Cultivar example
field ∨ fertilizer = U
strip ∨ treatment = cultivar
Cultivar example
cultivar ∧ fertilizer = treatment
field ∧ cultivar = strip

3
 Supremum on the Hasse diagram Hasse diagram for factors on the observational
F ∨ G is the factor which is coarser than both F units
and G:
1 vU
F 4 F∨G and G 4 F ∨ G,
How many of each are there?
and which has the largest number of levels subject
to this. 2 vfield

Its classes are the connected components of the

graph whose edges are pairs with the same level
6 vstrip
of either F or G.

F∨G
v 24 vE
@
@
@
Hasse diagram for factors on the treatments
F v @v G

1 fU = fertilizer ∨ cultivar
Supremum example with mixed factors
@@
@
cultivar f @ ffertilizer
0 160 240 160 80 0 3 @ 4
@
@
12 fT = fertlizer ∧ cultivar
@
160 80 80 0 160 80

80 0 160 240 0 240 Factorial treatments plus control

dose type
Z S K M N
240 240 0 80 240 160 √
none
√ √ √ √
↑ ↑ ↑ ↑ ↑ ↑ single
√ √ √ √
Cropper Melba Melle Melba Cropper Melle double

dose ∨ type = fumigant

cultivar
f
3@
@ 1 fU
v6 12 f
@@
strip treatment
2 ffumigant
@
@
strip ∨ treatment = cultivar @
dose f @ ftype
3 @ 5
@
@
@f
9 treatment

4
Drugs at different stages of development Orthogonality: general case
A pharmaceutical company wants to compare 6 F is orthogonal to G if, within each class of
treatments for a certain disease. There are are F ∨ G separately, F-classes meet G-classes propor-
3 different doses of drug A, that has been under tionately.
development for some time, and 3 different doses
(not comparable with the previous 3) of a new In general, this condition means that, whenever
drug B, that has not been so extensively studied.
( F ∨ G )(α) = ( F ∨ G )( β),
A1 A2 A3 B1 B2 B3 then
U 1 1 1 1 1 1 F [[α]] ∩ G [[ β]] 6= ∅
drug 1 1 1 2 2 2
A 1 2 3 4 4 4 and the following proportionality equation holds:
B 4 4 4 1 2 3
E 1 2 3 4 5 6 |( F ∧ G )[[α]]| |( F ∧ G )[[ β]]|
= .
| F [[α]]| × | G [[α]]| | F [[ β]]| × | G [[ β]]|

1 fU

Three different possibilities, all orthogonal

2 fdrug dose type
Z S K M N
@@
@ none 16
A f @ fB single 4 4 4 4
4 @ 4 double 4 4 4 4
@
@
@f
6 E

1.5 Orthogonality dose type

Orthogonality: special cases Z S K M N
Let F and G be factors on the same set. none 10
single 4 5 3 4
F is orthogonal to G if, within each class of double 4 5 3 4
F ∨ G separately, F-classes meet G-classes propor-
tionately.
dose type
Some special cases Z S K M N
• We deem F to be orthogonal to itself. none 25
single 3 6 9 6
• If F 4 G, then F is orthogonal to G. double 1 2 3 2
• If every F-class intersects every G-class and
F ∧ G is uniform, then F is orthogonal to G.

5
1.6 Structures Factorial treatments plus control
Orthogonal treatment structure dose type
An orthogonal treatment structure is a set G of fac- Z S K M N
tors on the set of treatments such that √
none
√ √ √ √
1. U ∈ G ; single
√ √ √ √
double
2. if F ∈ G and G ∈ G then F ∨ G ∈ G ;
dose ∨ type = fumigant
3. if F ∈ G and G ∈ G then F is orthogonal to G.

For each factor F in G , let WF be the set of vectors 1, 1 fU

which
• are constant on every level of F and
2, 1 ffumigant
• sum to zero on every level of G whenever @
@
F ≺ G and G ∈ G . @
dose f @ ftype
Put d F = dim WF = degrees of freedom for F. 3, 1 @ 5, 3
@
Theorem 1. For an orthogonal treatment structure, @
the spaces WF are orthogonal to each other and 9, 3 ftreatment
@

dF = nF − ∑ dG . Drugs at different stages of development

G F

A1 A2 A3 B1 B2 B3
Hasse diagram for factors on the treatments U 1 1 1 1 1 1
drug 1 1 1 2 2 2
1, 1 fU = fertilizer ∨ cultivar A 1 2 3 4 4 4
@@ B 4 4 4 1 2 3
@ E 1 2 3 4 5 6
cultivar f @ ffertilizer
3, 2 @ 4, 3
1, 1 fU
@
@
12, 6 fT = fertlizer ∧ cultivar
@

Degrees of freedom calculated by subtraction 2, 1 fdrug

@@
@
A f @ fB
4, 2 @ 4, 2
@
@
6, 0 fE
@

6
 Orthogonal plot structure Null analysis of variance
An orthogonal plot structure is a set F of factors The null analysis of variance is a table showing the
on the observational units such that strata and their degrees of freedom.
1. every factor in F is uniform;
2. U ∈ F ;
3. E ∈ F ; 1, 1 vU

4. if F ∈ F and G ∈ F then F ∨ G ∈ F ;
5. if F ∈ F and G ∈ F then F ∧ G ∈ F ; 2, 1 vfield

6. if F ∈ F and G ∈ F then F is orthogonal to G.

Conditions 2, 4 and 6 are the same as those for 6, 4 vstrip

an orthogonal treatment structure, so if we define
WF and d F as before then we have
24, 18 vE
Theorem 2. For an orthogonal plot structure, the
spaces WF are orthogonal to each other and
stratum df
dF = nF − ∑ dG .
G F U 1
field 1
Hasse diagram for factors on the observational
units strip 4

1, 1 vU plot 18

How many of each are there? Total 24

2, 1 vfield
Orthogonal design
An orthogonal design consists of
6, 4 vstrip
Degrees of freedom calculated by
subtraction
24, 18 vE
Covariance matrix
Theorem 3. If the observational units have an orthog-
onal plot structure, and the covariance of Yi and Yj
depends only on which factors have the same level on
i and j, then the eigenspaces of the covariance matrix
(that is, the strata) are the spaces WF .
This implies that, if we project the data onto
any one stratum WF , then estimation and testing
within that stratum proceed just as they do when
the covariance matrix is Iσ2 .
• a set of treatments (which affect expectation)
having an orthogonal treatment structure
• a set of plots (which affect covariance) having
an orthogonal plot structure
• an allocation of treatments to plots which sat-
isfies
– treatment factors remain orthogonal to
each other, even if treatments are not
equally replicated
– treatment factors are orthogonal to plot
factors
– if F is a plot factor and G is a treatment
factor then F ∨ G is a treatment factor.

7
1.7 Skeleton anova Skeleton analysis of variance for cultivar exam-
ple
Combined Hasse diagram
Draw the combined Hasse diagram using 2 dif-
ferent colours of dot. stratum df source df

Each treatment dot G is immediately above a U 1 mean

unique plot dot, say F. field 1 field
Estimate the effect of WG in stratum WF . strip 4 cultivar 2
Expand the null analysis of variance to the skele- residual 2
ton analysis of variance by allocating each treatment
subspace to the stratum in which the correspond- plot 18 fertilizer 3
ing treatment effect is estimated. cultivar ∧ fertilizer 6
residual 9
Combined Hassed diagram for cultivar exam-
ple Total 24

iU
v Wine example: combined Hasse diagram
 H HH Four wines are tasted and evaluated by each of
 H eight judges. A ‘plot’ is one tasting by one judge.
 HH

v fcultivar H ffertilizer
 H
field 
@ 1 i
vU
@ @
@ @ @
@ @ @
v @f
strip T judge v8 @f
@
@ 4 wine
@ @@
@ @
@vE
32 vE
@

The main effect of cultivar is estimated in the

strip stratum.
The main effect of fertilizer and the cultivar-by-
fertilizer interaction are both estimated in the plot
stratum.

8
Calves example: combined Hasse diagram Linear models
The treatments were 4 different feeds for calves. A linear model for variables Y1 , . . . , Yn has the
The calves were not fed individually. They were form
housed in 8 pens, with 10 calves per pen. Each pen E( Y ) ∈ M
was allocated to a certain type of feed. Batches of
this type of feed were put into the pen; calves were and
free to eat as much of this as they liked. Calves Cov(Y) = ∑ σj2 Q j ,
were weighed individually. j

where M is a known subspace of Rn and the ma-

1 i
vU
trices Q j are known.
For brevity, let us call M the model.
4 ffeed
Example model with one treatment factor
Plot i has treatment f (i ) and
8 vpen
E(Yi ) = τ f (i) .

80 vE
Then M consists of all vectors v with the prop-
erty that

Ladybirds example: combined Hasse diagram vi = v j if f ( i ) = f ( j );

Three pesticides were compared for their side-
and
effects on ladybirds. A field was divided into
three areas and one pesticide applied to each area. dim M = number of treatments.
Ladybirds were counted on three samples from
each area.

1 v
iU Example of a polynomial model
There is a covariate x taking value xi on plot i,
and
area i
vpesticide E(Yi ) = a + bxi + cxi2 .
3
Then M consists of all vectors which are linear
combinations of the three vectors (1, 1, 1, . . . , 1),
9 vE
( x1 , x2 , x3 , . . . , xn ) and ( x12 , x22 , x32 , . . . , xn2 ); and

dim M = 3.
2 II. Models
Part II

Expectation Models— 2.1 Partial order

• Partial order The partial order
Suppose that M1 and M2 are subspaces of Rn .
• Orthogonality
Write M1 < M2 if M1 is a subspace of M2 but
• Examples M1 6= M2 .
• Scaled Hasse digram Write M1 ≤ M2 if M1 < M2 or M1 = M2 .

9
The Hasse diagram on models 2.2 Orthogonality
There is one point for each model.
Family of models: orthogonality
Write Draw If M1 and M2 are in M then in general they can-
not be orthogonal to each other because they both
v M2
contain M1 ∩ M2 .
M1 < M2
Principle 3. If M1 and M2 are both in M and M0 =
v M1 M1 ∩ M2 then M1 ∩ M0⊥ should be orthogonal to
M2 ∩ M0⊥ .
Convention Write dim M beside the dot for M.
Why? If not, various paradoxes are possible in
Family of models: intersection fitting the data. (Again, in practice, this is often
Let M be the family of expectation models that ignored.)
we are considering fitting to the data.

Principle 1. If M1 and M2 are both in M then 2.3 Examples

M1 ∩ M2 must also be in M.
Hasse diagram of some polynomial models
Why? If not, we might find that our data vector
y is in M1 ∩ M2 and then we cannot choose be-
tween M1 and M2 . (This principle is sometimes
violated in fractional factorial designs.)
4 x cubic polynomial

M1 v v M2
@ 3 x quadratic polynomial
@
x straight line
@
@v 2
M1 ∩ M2

Family of models: sum

1 x constant
M1 + M2 = {v + w : v ∈ M1 and w ∈ M2 }
Principle 2. If M1 and M2 are both in M then
M1 + M2 must also be in M.
Warning: the best-fitting quadratic polynomial
Why? If not, we might find that v and w are is not usually obtained by taking the best-fitting
allowed vectors of fitted values but v + w is not. cubic polynomial and removing the term in x3 .
(People who fit sparse models do not believe this.)

M1 + M2 Two warnings
v If the models are defined by factors then
@
• the Hasse diagram for the models is the op-
@
@
M1 v @v M2 posite way up from the Hasse diagram for the
factors
Theorem 4.
dim( M1 + M2 ) = dim M1 + dim M2 − dim( M1 ∩ M2 ). • there may be more models than factors.

10
Drugs at different stages of development Factorial treatments plus control

A1 A2 A3 B1 B2 B3 dose type
U 1 1 1 1 1 1 Z S K M N
√
drug 1 1 1 2 2 2 none
√ √ √ √
A 1 2 3 4 4 4 single
√ √ √ √
B 4 4 4 1 2 3 double
tmt 1 2 3 4 5 6
dose ∨ type = fumigant

6 vtreatment
@ 9 vtreatment
@
@
A v @v B
4 @ 4 6 vdose + type
@ @
@ @
2@vdrug dose v
@ type
@v
3 @ 5
@
1 vconstant @
2@vfumigant
Factorial: cultivars and fertilizer
12 treatments are all combinations of:
1 vconstant
factor levels
Cultivar (C) Cropper, Melle, Melba
Fertilizer (F) 0, 80, 160, 240 kg/ha
2.4 Scaled Hasse diagram
ANOVA table
Each line of the ANOVA table corresponds to a
difference between models, showing the difference
between the sums of squares of their fitted values,
12 vtreatment
and the difference between their dimensions.

We can summarize the ANOVA table graphi-

6 vC + F cally by scaling the lines in the Hasse diagram.
@
@
@
C v @v F
3 @ 4
@
@
1@vconstant

11
An experiment on biodiversity
A, B, C, D, E, F — six types of freshwater
“shrimp”.
Put 12 shrimps in a jar containing stream water
and alder leaf litter.
Measure how much leaf litter is eaten after 28
days.
Experimental unit = jar.
Richness
Treatment Level
6 A, . . . , F monoculture 12 of type A 1
15 AB, . . . , EF duoculture 6 of A, 6 of B 2
20 ABC, . . . , DEF triculture 4 of A, 4 of B, 4 of C 3
—
41
The Hasse diagram of our family of expectation
The experiment was carried out in 4 blocks of 41 models
jars. (41) t Treatment

What models did we fit?

The biologist fitted the model ‘Richness’ with
3 parameters, one for each level of richness, and (18) t Richness ∗ Type (ai can change with
found no evidence of any differences between the each level of richness
levels. but does not depend on
what else is present)
I suggested the model ‘Type’ with 6 parameters
(add a different constant
α A , . . . , αF : (8) t Richness + Type
@ for each level of rich-
@
monoculture A αA @ ness)
α A + αB Richness (3) t @t Type (6)
duoculture AB @
2 @
α A + α B + αC @
triculture ABC @t
3
Constant (1)
In other words, if there are xi shrimps of type i
(blocks included in all models)
then
6
E (Y ) = ∑ ai xi where 12ai = αi .
i =1

(∑ xi = 12 always, so no need for intercept.)

12
 What the data showed: lengths are mean
squares
Treatment rr Richness ∗ Type
Richness + Type ..r..r Type
Conclusions:
The model Richness does not explain the data.
The model Type explains the data well.
There is no evidence that any larger model does
any better.

Scale:
3 × residual mean square

Richness ..r..r Constant

Further Reading

• R. A. Bailey: Design of Comparative Exper-

iments, Cambridge Series in Statistical and
Probabilistic Mathematics, Cambridge Uni-
versity Press, Cambridge, 2008.
• J. Reiss, R. A. Bailey, D. M. Perkins, A.
Pluchinotta & G. Woodward: Testing effects
of consumer richness, evenness and body size
on ecosystem functioning. Journal of Animal
Ecology, published online May 2011.

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