Matrix Approach to 1-Way ANOVA

Comparison of Sexual Side Effects in 4

Antidepressants
JG Modell, et al (1997). "Comparative Sexual Side Effects of Bupropion, Fluoxetine, Paroxetine, and
Sertraline ", Clinical Pharmacology and Therapeutics, Vol.61(4),pp476-487.
 Model
Yij i ij i ij i 1,..., t j 1,..., ri
ij ~ NID 0, 2 i i i 1,..., t
Problem: t 1 parameters and only t group means
Possible Constraints (Last one isn't helpful in extended models):
t
t 1

i ) i 0 t i
i 1 i 1
t t 1 t 1
ri
ii ) ri i 0 rt t ri i t i
i 1 i 1 i 1 rt
iii ) t 0 t
iv) 0 i i
 Matrix Approach with no constraints (t=3)
Yi1
Y1 Y
Y Y2 Yi
i2

Y3
Yiri
1 1r1

E (Yij ) i E Yi i 1ri E Y 2 1r2

3 1r3

1r1 1r1 0r1 0r1

1 X 1r2 0 r2 1r2 0 r2
2
1r3 0r3 0r3 1r3
3
1 1r1

E Y X 2 1r2

3 1r3

Problem: Last 3 columns of X sum to first column so X ' X is not full rank!
 Applying Constraint 1 Part 1
3

i 1
i 0 3 1 2

1r1 1r1 0r1

1 1 X1 1r2 0r2 1r2
2
1
r3 1 r3 1r3

1 1r1

E (Y) X11 2 1r2

1 2 1r3

1 X X1 X1T Y
^
T 1
1

r1 r2 r3 r1 r3 r2 r3 Y1 Y2 Y3
X1T X1 r1 r3 r1 r3 r3 X1T Y Y1 Y3
r2 r3 r3 r2 r3 Y2 Y3
 Applying Constraint 1 Part 2
det X1T X1

r1 r2 r3 r1 r3 r2 r3 2 r1 r3 r2 r3 r3


r r 2 r r r r 2 r r r r r r 2
2 3 1 3 1 3 2 3 1 2 3 3
r12 r2 (1 1) r12 r3 (1 1)

r1r22 (1 1) r1r2 r3 ((1 1 1 2) (2 2)) r1r32 ((1 1 2) (1 2 1))
r 2 r (1 1) r r 2 ((1 1 2) (2 1 1)) r 3 ((1 2) (1 1 1))
2 3 2 3 3
9r1r2 r3

X1T X1 1
1

det X1 X1
T

r1 r3 r3 r1 r3 r3 r1 r3 r1 r3
det det det
r3 r2 r3 r2 r3 r2 r3 r2 r3 r3
r1 r3 r2 r3 r1 r2 r3 r2 r3 r1 r2 r3 r1 r3
det det det
r3 r2 r3 r2 r3 r2 r3 r2 r3 r3

det r r r r r r r r r r r r r r

1 3 2 3
det 1 2 3 2 3
det 1 2 3 1 3

r1 r3 r3 r1 r3 r3 r1 r3 r1 r3

 Applying Constraint 1 Part 3

X X1
1
1
T
1
9r1r2 r3
r1r2 r1r3 r2 r3 2r2 r3 r1r2 r1r3 2r1r3 r1r2 r2 r3
2r r r r r r r1r2 r1r3 4r2 r3 2r1r3 2r2 r3
23 12 13
2r1r3 r1r2 r2 r3 2r1r3 2r2 r3 r1r2 4r1r3 r2 r3
^

^
1 X1 X1 X1 Y 1
^
T 1 T

^
2

1

9r1r2 r3
r1r2 r1r3 r2 r3 2r2 r3 r1r2 r1r3 2r1r3 r1r2 r2 r3 Y1 Y2 Y3
2r r r r r r r1r2 r1r3 4r2 r3 2r1r3 2r2 r3 Y1 Y3
23 12 13
2r1r3 r1r2 r2 r3 2r1r3 2r2 r3 r1r2 4r1r3 r2 r3 Y2 Y3
 Applying Constraint 1 Part 4

Y1 r1r2 r1r3 r2 r3 2r2 r3 r1r2 r1r3

Y2 r1r2 r1r3 r2 r3 2r1r3 r1r2 r2 r3
^ 1

9r1r2 r3
Y3 r1r2 r1r3 r2 r3 2r2 r3 r1r2 r1r3 2r1r3 r1r2 r2 r3
1 1
Y1 3r2 r3 Y2 3r1r3 Y3 3r1r2 Y 1. Y 2. Y 3.
9r1r2 r3 3
Y1 2r2 r3 r1r2 r1r3 r1r2 r1r3 4r2 r3

Y2 2r2 r3 r1r2 r1r3 r1r2 2r1r3 2r2 r3
^ 1
1
9r1r2 r3
Y3 2r2 r3 r1r2 r1r3 r1r2 r1r3 4r2 r3 r1r2 2r1r3 2r2 r3
1 2 1 1
Y1 6r2 r3 Y2 3r1r3 Y3 3r1r2 Y 1 Y 2 Y 3
9r1r2 r3 3 3 3
^ 2 1 1 ^ 2 1 1
2 Y 2 Y 1 Y 3 3 Y 3 Y 1 Y 2
3 3 3 3 3 3
 Applying Constraint 2 Part 1
3
r1 r2

i 1
r
i i 0 r
3 3 r
1 1 r
2 2 3
r3
1
r3
2

1
1r1 0r1 1
r1 1 r1

2 1 X 2 1r2 0r2 1r2 E (Y ) X 2 2 2 1r2

2 r r2 r r
1r3 1 1r3 1r3 1 1 2 2 1r
r3 r3 r3 r3 3

2 XT2 X 2 X T2 Y
^ 1

r1 r2 r3 0 0 Y Y
1 2 3 Y
r1
r r r
X2 X2
T
0 r1 1 1 2 XT2 Y Y1 1 Y3
r3 r3 r3

r1r2 r2 r2
0 r2 1 Y2 Y3
r3
r3 r3
 Applying Constraint 2 Part 2
det X T2 X 2
r1
r2
r1 r2 r3 r1 1 r2 1 0 0
r3
r3

r1r2
2

0 0 r1 r2 r3
r3
r1 r2 r1r2
r1 r2 r3 r1 r2 1 1 2
r r r
3 3 3

N r1 r2
r1 r2 r3
N 2 r1 r2

r3 r3
Applying Constraint 2 Part 3
X X2
1
1
T

det XT2 X 2
2

r1 r1r2 r1r2 r1
r1 1 0 0 r1 1
r3 r3 r3 3
det det det r

r1r2 r2 r2 r1r2
r2 1 0 r2 1 0
r3 r3 r3 r3

0 0 N 0 N 0

det r r
1 2 r 1 2 r det 0 r 1 2 r det 0 r1 r2
2 2
r
r3
r3 r3
3

0 0 N 0 N 0

det r1 r1r2 det r1r2
det r1
r1 1 r r 0 r
0 r1 1 r
3 3 3 3



Nr1r2
0 0 1 0 0
r3 N
Nr2 r2 r3
2
r3

Nr1r2

r2 r3 1
0 0
N r1r2 r3 r3 Nr1 N

Nr1r2 Nr1 r1 r3 1 r1 r3
0
0
r3 r3 N Nr 2
 Applying Constraint 2 Part 4
1
^ 0 0
N Y1 Y2 Y3
^ 1 ^
2 X 2 X 2 X 2 Y 1 0
r2 r3
1

r1
T T
1Y Y3
^ Nr1 N r3
2 1 r1 r3 Y r2 Y
0 2 3
N Nr2 r3
^ Y1 Y2 Y3 r1Y 1 r2 Y 2 r3 Y 3
Y
N N
^ r r r 1 r r r r r
1 2 3 Y1 1 Y3 Y2 2 Y3 2 3 Y 1 2 Y 2 3 Y 3 Y 1 Y
Nr1 r3 N r3 N N N
^ 1 r1 r1 r3 r2 r1 r3 r1 r3
2 1
Y Y3 2
Y Y3 Y 2 Y 1 Y 3 Y 2 Y
N r3 Nr2 r3 N N N
^
3
r1 r2 Y r1 r
3 Y 1 2 Y 2 Y 3 Y
N N N
 Applying Constraint 3 Part 1
3 0 3
1r1 1r1 0r1

3 1 X 3 1r2 0r2 1r2
2
1
r3 0 r3 0 r3

1 1r1

E (Y ) X 3 3 2 1r2

1 r3
3 X X 3 X T3 Y
^
T 1
3

r1 r2 r3 r1 r2 Y1 Y2 Y3
X T3 X 3 r1 r1 0 X T3 Y Y1

r2 0 r2 Y2
 Applying Constraint 3 Part 2

det X3T X3 r1 r2 r3 r1r2 0 0 r1r22 r2 r12 0 r1r2 r3

X X3
1
1
T

det X3 X3
3 T

r1 0 r1 0 r1 r1
det det det
0 r1 2 2
r r r2 0
r r2 N r2 N r1
det 1 det det
0 r2 2 2
r r r2 0

det r1 r2

N r2 N r1
det det
r1 0 1r 0 r1 r1
r1r2 r1r2 r1r2 1 r3 1 r3 1 r3
1
r1r2 Nr2 r22 r1r2 1 r3 r1 r3 r1r3 1 r3
r1r2 r3
r1r2 r1r2 Nr1 r12 1 r3 1 r3 r2 r3 r2 r3
 Applying Constraint 3 Part 3
^

^
3 X 3 X 3 X 3 Y 1
^
T 1 T

^
2

1 r3 1 r3 1 r3 Y1 Y2 Y3

1 r3 r1 r3 r r
1 3 1 r3 Y1
1 r3 1 r3 r2 r3 r2 r3 Y2

^
1 r3 Y1 Y2 Y3 1 r3 Y1 1 r3 Y2 Y 3

1 1 r3 Y1 Y2 Y3 1 r3 1 r1 Y1 1 r3 Y2 Y 1 Y 3
^

2 1 r3 Y1 Y2 Y3 1 r3 Y1 1 r3 1 r2 Y2 Y 2 Y 3
^
 Applying Constraint 4
0 i i
1 1r1 0r1 0r1 11n1

4 2 X1 0r2 1r2 0r2 E (Y ) X 4 4 2 1n2
3
0r3 0r3 1r3 1
3 n3
r1 0 0 Y1
4 X X 4 X 4T Y X 4T X 4 0 r2 0 X 4T Y Y2
^
T 1
4

0 0 r3 Y3

1 r1 0 0 Y1 Y 1

4 X4 X 4 X 4T Y 0 1 r2
^ 1
T
0 Y2 Y 2
0 0 1 r3 Y3 Y 3

 1
Y 1 ... Y t
t
S

Y 1 Y i
t
t 1 1
U t ^
Constraint 1: i 0 : 1 t i 2 t

M i 1
t 1 t
1
M Y t 1 Y i
A t i 1 t
i t 1
R 1
r1Y 1 ... rt Y t Y
N
Y

Y 1 i Y i Y 1 Y t
t
N r1 r
t

Constraint 2: ni i 0 : 2 N
^
i 2 N

i 1
N r
t
ri
Y t 1 Y i Y t 1 Y t
t 1

N i 1 N
i t 1
Y t Y 1

^
1
Y Y t
^
Y 2
Constraint 3: t 0 : 3 Constraint 4: 0 : 4

Y t 1 Y t Y t
 Estimable Functions
A linear function of the parameter vector b, hb is
said to be estimable if h=t X. That is, if h can be
written as a linear function of the rows of X

1r1 1r1 0r1 0r1

1
X 1r2 0r2 1r2 0 r2
2
r3
1 0 0 1
r3
3
r3 r3

Some commonly estimated estimable functions:

t t
i) i ii ) i i ' iii ) ci i 0 s.t. ci 0
i 1 i 1

Some non-estimable functions:

iv) v) i
Uniqueness of Estimates of Estimable Functions
Estimable Function: 1 :
t
Constraint 1:
i 1
i 0:

1 t 1 t
1
Y 1 ... Y t 1 Y 1 Y i
t t i2 t

1 t 1
1 Y 1 Y 1 Y 1
t t
t
Constraint 2: n
i 1
i i 0:

1 N r1 t
ri
r1Y 1 ... rt Y t 1 1 Y i
Y
N N i2 N

r1 N r1
1 Y 1 Y 1 Y 1
N N
Constraint 3: t 0 : Y t 1 Y 1 Y t 1 Y 1
Constraint 4: 0 : 0 1 Y 1 1 Y 1
 Application: Comparison of t=4 Antidepressants

Response: Y = Change in libido scores for patients

on antidepressants
Treatments: t=4 Brands of antidepressants
Prozac (r1 = 37)
Paxil (r2 = 21)
Zoloft (r3 = 27)
Wellbutrin (r4 = 22)
N=107, t=4, Prozac, Paxil, Zoloft are SSRIs, Wellbutrin not
Will make generalizations of case t=3
 Data and Analysis of Variance
Brand (i) n(i) Ybar(i) SD(i) Ybar SSTRT SSE
Prozac (1) 37 -0.49 0.97 -0.3751 0.4881 33.8724
Paxil (2) 21 -0.90 0.73 -0.3751 5.7850 10.6580
Zoloft (3) 27 -0.49 1.25 -0.3751 0.3562 40.6250
Wellbutrin (4) 22 0.46 0.80 -0.3751 15.3441 13.4400
Total 107 #N/A #N/A #N/A 21.9735 98.5954

ANOVA
Source df SS MS F F(.05) P-value
Brands 3 21.97 7.32 7.65 2.69 0.0001
Error 103 98.60 0.96
Total 106 120.57

H0 : Brand Means are all equal

Conclude brand means are not all equal Note: s2 = MSE = 0.96
 Parameter Estimates Constraint 1
X1'X1 X1'Y
107 15 -1 5 -40.14
15 59 22 22 -28.25
-1 22 43 22 -29.02
5 22 22 49 -23.35

(X1'X1)^-1 beta1
0.009821 -0.00306 0.002084 -0.00056 -0.355
-0.00306 0.023335 -0.00884 -0.00619 -0.135
0.002084 -0.00884 0.033631 -0.01134 -0.545
-0.00056 -0.00619 -0.01134 0.02834 -0.135
 Parameter Estimates Constraint 2
X2'X2 X2'Y
107.0000 0.0000 0.0000 0.0000 -40.14
0.0000 99.2273 35.3182 45.4091 -35.15
0.0000 35.3182 41.0455 25.7727 -28.56
0.0000 45.4091 25.7727 60.1364 -25.65

(X2'X2)^-1 beta2
0.009346 0.000000 0.000000 0.000000 -0.37514
0.000000 0.017681 -0.009346 -0.009346 -0.11486
0.000000 -0.009346 0.038273 -0.009346 -0.52486
0.000000 -0.009346 -0.009346 0.027691 -0.11486
 Parameter Estimates Constraint 3
X3'X3 X3'Y
107.0000 37.0000 21.0000 27.0000 -40.14
37.0000 37.0000 0.0000 0.0000 -18.13
21.0000 0.0000 21.0000 0.0000 -18.9
27.0000 0.0000 0.0000 27.0000 -13.23

(X3'X3)^-1 beta3
0.045455 -0.045455 -0.045455 -0.045455 0.46
-0.045455 0.072482 0.045455 0.045455 -0.95
-0.045455 0.045455 0.093074 0.045455 -1.36
-0.045455 0.045455 0.045455 0.082492 -0.95
 Parameter Estimates Constraint 4
X4'X4 X4'Y
37.0000 0.0000 0.0000 0.0000 -18.13
0.0000 21.0000 0.0000 0.0000 -18.9
0.0000 0.0000 27.0000 0.0000 -13.23
0.0000 0.0000 0.0000 22.0000 10.12

(X4'X4)^-1 beta4
0.027027 0.000000 0.000000 0.000000 -0.49
0.000000 0.047619 0.000000 0.000000 -0.9
0.000000 0.000000 0.037037 0.000000 -0.49
0.000000 0.000000 0.000000 0.045455 0.46