Topic 6. Randomized Complete Block Design (RCBD)
Topic 6. Randomized Complete Block Design (RCBD)
Topic 6. Randomized Complete Block Design (RCBD)
1
6.2
One strategy to minimize the impact of this variability in native soil fertility on the analysis
of treatment effects is to divide the field into four eastwest blocks of three plots each.
Block North end of field Hi N
1 1 2 3
2 1 2 3
3 1 2 3
4 1 2 3
South end of field Low N
Because these blocks run perpendicular to the nitrogen gradient, the soil within each of
these blocks will be relatively uniform. This is the basic idea of the randomized complete
block design. Remember that in the completely randomized design (CRD), each e.u. in
the experiment has an equal chance of being assigned any treatment level (i.e. a single
randomization is performed for the entire experiment). This is not the case in an RCBD.
In the randomized complete block design (RCBD), each e.u. in a given block has the same
chance of being chosen for each treatment (i.e. a separate randomization is performed for
each block). Within each block, a fixed number (often 1) of e.u.'s will be assigned to each
treatment level. The term "complete" refers to the fact that all treatment levels are
represented in each block (and, by symmetry, that all blocks are represented in each
treatment level).
After the four separate randomizations, one for each block, the field could look like this:
In the case of a single replication per block-treatment combination (like the example
above), the underlying linear model that explains each observation is:
Yij = + i + j + ij.
Here, as before, i represents the effect of treatment i (i= 1,…, t) such that the average of
each treatment level is Ti i . In a similar way, j represents the effect of Block j (j =
1, ..., r). , such that the average of each block is B j j . As always, ij are the
residuals, the deviations of each observation from their expected values. The model in dot
notation:
2
6.3
Yij Y .. (Y i . Y .. ) (Y . j Y .. ) (Yij Y i . Y . j Y .. )
And the sum of squares:
t r t r t r
(Yij Y .. ) 2 r (Y i. Y .. ) 2 t (Y . j Y .. ) 2 (Yij Y i. Y . j Y .. ) 2
i 1 j 1 i 1 j 1 i 1 j 1
or, TSS = SST + SSB + SSE.
Since the variance of means of n observations is 2/n, the coefficients r and t (within SST
and SSB respectively) ensure that all mean squares are estimates of the same 2 when
there are no block or treatment effects. This is another example of partitioning of
variance, made possible because the sums of squares of blocks and treatments are
orthogonal to one another. This orthogonality is a direct result of the balanced presence of
all treatments in each block.
6. 2. 4. ANOVA
ANOVA table for the RCBD (one replication per block-treatment combination).
Source df SS MS F
Blocks r-1 SSB SSB/(r-1)
Treatments t-1 SST SST/(t-1) MST/MSE
Error (r-1)(t-1) TSS-SST-SSB SSE/(r-1)(t-1)
Total rt – 1 TSS
Due to the additional factor in the linear model, the ANOVA table for the RCBD has an
additional row (Block) relative to that for the CRD.
Notice that one consequence of this is that there are fewer degrees of freedom for error in
the RCBD design than in the CRD design [(r-1)(t-1) vs. t(r-1), or (r - 1) fewer degrees of
freedom].
In the RCBD, these (r – 1) degrees of freedom have been partitioned from the error and
assigned to the blocks.
3
6.4
Situation 2: Significant difference among blocks
4
6.5
table because of the lost degrees of freedom; but this may be more than compensated by
the smaller MSE. If the effect of the reduced MSE (increased F) outweighs the effect of
the larger critical value (rejection threshold further from 0), the net result will be a smaller
, and thus a larger power (1-) in the RCBD relative to the CRD.
Obviously, one should only use the RCBD when the variation explained by the blocks
more than offsets the penalty associated with having fewer error degrees of freedom. So
how can one determine when an RCBD is appropriate? This question is answered using
the concept of efficiency (introduced in Section 1.4.4.6. and further developed in section
6. 3.).
Table 6.2 RCBD ANOVA
Source of Variation df SS MS F1
Totals 15 854
Blocks 3 576 192.00 24.69**
Treatments 3 208 69.33 8.91**
Error 9 70 7.78
1
F (3, 9, 0.05) = 3.86
5
6.6
Table 6.3 CRD ANOVA
Source of Variation df SS MS F
Totals 15 854
Treatments 3 208 69.33 1.29 NS
Error 12 646 53.83
1
F (3, 12, 0.05) = 3.49. Lower than 3.86!
Since each treatment is present at the same level of replication within each block,
differences among blocks are not the result of treatment effects. Differences among
blocks are entirely independent of treatment effects and are due only to differences
associated with the four ranches. Therefore, this component (SSB) can be perfectly
partitioned from the total SS. Ultimately, this reduces the experimental error. To see this,
compare the two tables above (Tables 6.2 and 6.3), paying close attention to the degrees
of freedom and the SS in each analysis.
6. 2. 5. 2. SAS Program
The linear model of an RCBD contains two classification variables, treatment and block.
For this experiment, we will call the treatment factor "Sex_Est" because its levels are
comprised of various combinations of gender and estrogen supplements. The block
variable is "Ranch." The response variable is "Gain." SAS does not know the scientific
interpretation of the effects in the model, so it will simply compute F statistics for both
Sex_Est and Ranch, as shown in Table 6.2 above. See the code below:
data lambs;
input sex_est $ @;
do block = 1 to 4;
input gain @;
output;
end;
cards;
f0 47 52 62 51
m0 50 54 67 57
f3 57 53 69 57
m3 54 65 74 59
;
proc glm;
class block sex_est;
model gain=block sex_est;
run; quit;
6
6.7
Recall that the F statistic = MST/MSE. The experimental design primarily affects the
MSE since the degrees of freedom for treatments is always (t – 1) and the variation due to
treatments is independent of (i.e. orthogonal to) the variation due to blocks and the
experimental error. The information per replication in a given design is:
1
I
2
1
I1 21 22
RE1:2 2
I2 1 1
2
2
In reality, we never know the true experimental error ( 2 ); we only have an estimate of it
(MSE). To pay for this lack of knowledge, a correction factor is introduced into the
expressions for information (I) and relative efficiency (RE) (Cochram and Cox, 1957).
The following formulas include this correction factor and give an estimate of the relative
amount of information provided by two designs:
1 df MSE 1 1
I
2 df MSE 3 MSE
df MSE1 1 1
I1 df MSE1 3 MSE1 (df MSE1 1)(df MSE 2 3) MSE2
RE1:2
I 2 df MSE 2 1 1 (df MSE 2 1)(df MSE1 3) MSE1
df MSE 2 3 MSE2
where MSEi is the mean square error from experimental design i. If this ratio is greater
than 1, it means that Design 1 provides more information per replication and is therefore
more efficient than Design 2. If RE1:2 = 2, for example, each replication in Design 1
provides twice as much information as each replication in Design 2. Design 1 is twice as
efficient.
7
6.8
The main problem with the approach is how to estimate MSE for the alternative design.
Suppose an experiment is conducted as an RCBD. The MSE for this design is simply
given by the analysis (MSERCBD). But now we wish to ask the question: What would have
been the value of the MSE if the experiment had been conducted as a CRD? In fact, it
was not conducted as a CRD. The treatments were not randomized according to a CRD.
Because of this, one cannot just re-analyze the data as though it were a CRD and use the
MSE from the analysis as a valid estimate of MSECRD.
where MSB and MSE are the block and error mean squares in the original design
(RCBD), and dfB, dfT, and dfe are the block, treatment, and error degrees of freedom in the
original design. To obtain this formula, the total SS of the two designs are assumed equal.
This equation is then expanded such that the SS are rewritten in terms of the underlying
variance components of the expected MS. Simplification of the terms generates the above
estimate (for a complete derivation, see Sokal & Rohlf 1995, Biometry 838-839).
From the sheep experiment, MSERCBD = 7.78 and MSBRCBD = 192.0. Therefore:
Interpretation: It takes 5.51 replications in the CRD to produce the same amount of
information as one replication in the RCBD. Or, the RCBD is 5.51 time more efficient
than the CRD in this case. It was a very good idea to block by ranch.
Yij = + i + j + ij
8
6.9
As in the CRD, it is assumed that the residuals (ij) are independent, homogeneous, and
normally distributed. Also as in the CRD, it is assumed that the variance within each
treatment levels is homogeneous across all treatment levels. But now, in an RCBD
without replication (i.e. with a single replication per block-treatment combination), there is
a third assumption of the model: Additivity of main effects.
Recall that experimental error is defined as the variation among experimental units that
are treated alike. With that in mind, consider the following schematic of our sheep
experiment:
Ranch
Trtmt 1 2 3 4
M Est0
M Est3
F Est0
F Est3
In this experiment, while there are four reps of each level of treatment and four reps of
each block, there is no true replication vis-à-vis calculation of experimental error. For
example, there is only one male sheep at Ranch 1 that received no estrogen. Normally,
our estimate of the experimental error would come from looking at the variation among
two or more sheep treated alike (e.g. two or more sheep of the same gender, at the same
ranch, receiving the same estrogen treatment). So if we have no ability to calculate the
experimental error, what is the ij in our linear model?
There is an expected value for each of the 16 cells in the above diagram, given by:
Expected Yij = + i + j
In this design, we use the deviation of the observed values from their expected value as
estimates of the experimental error. Technically, though, these deviations are the
combined effects of experimental error and any putative block*treatment interaction.
With only one replication per cell, we are unable to separate these two effects. So when
we use these deviations (observed – expected) as an estimate of the experimental error, we
are assuming that there are no significant block*treatment interactions (i.e. no significant
non-additive effects).
Said another way, in the Yij = + i + j + ij model, the residuals are the results of
experimental error and any non-additive treatment*block interactions:
9
6.10
Thus, when we use ij as estimates of the true experimental error, we are assuming that
i*j = 0.
This assumption of no interaction in a two-way ANOVA is referred to as the assumption
of additivity of the main effects. If this assumption is violated, all F-tests will be very
inefficient and possibly misleading, particularly if the interaction effect is very large.
Example: A significant interaction term will result if the effect of the two factors A and B
on the response variable Y is multiplicative rather than additive. This is one form of non-
additivity.
Table 6.4. Additive and multiplicative effects
Factor A
Factor B 1= +1 2= +2 3= +3
2 3 4 Additive effects
1= +1 1 2 3 Multiplicative effects
0 0.30 0.48 Log of multiplicative effects
6 7 8 Additive effects
2= +5 5 10 15 Multiplicative effects
0.70 1.00 1.18 Log of multiplicative effects
In Table 6.4 additive and multiplicative treatment effects are shown in a hypothetical two-
way ANOVA. Let us assume that the population mean is =0. Then the mean of the e.u.’s
subjected to level 1 of factor A and level 1 of factor B should be 2 (1+1) by the
conventional additive model. Similarly, the expected subgroup mean subjected to level 3 of
factor A and level 2 of factor B is 8, since the respective contributions to the mean are 3
and 5. If the process is multiplicative rather than additive, however, as occurs in a variety
of physicochemical and biological phenomena, the expected values are quite different. For
treatment A3B2, the expected value is 15, the product of 3 and 5.
If multiplicative data of this sort are analyzed by a conventional ANOVA, the interaction
SS will be large due to the non-additivity of the treatment effects. If this SS is embedded
in the SSE, as in the case of an RCBD with one e.u. per block-treatment combination, the
estimate of the experimental error will be artificially large, thereby making all F tests
artificially insensitive.
In the case of multiplicative effects, there is a simple remedy. Transforming the variable
by taking the log of each mean will restore additivity. The third line in each cell gives the
logarithm of the expected value, assuming multiplicative relations. After the
transformation, the increments are strictly additive again (1=0, 2=0.30, 3=0.48, 1=0,
1=0.70). This is a good illustration of how transformations of scale can be used to meet
the assumptions of analysis of variance.
10
6.11
To begin, recall that under our linear model, each observation is characterized as:
y ij i j ij
pred ij i j
But what happens when you have an interaction (e.g. Block * Treatment) but lack the
degrees of freedom necessary to include it in the linear model (e.g. when you have only 1
replication per block*treatment combination)? In
this case, the df and the variation assigned to the
interaction are relegated to the error term. Under
such circumstances, you can think of the error term
as now containing two separate components:
11
6.12
systematic deviations from linearity. Indeed, if this interaction component is too large, the
observed vs. predicated correlation will become detectably non-linear, thereby violating
the ANOVA assumption of random and independent error, not to mention making your F
tests much less sensitive.
The plot on the following page illustrates the deviation from linearity that results when
significant multiplicative effects (one kind of non-additive effect) cannot be accommodated
by the model. The quadratic (i.e. non-linear) trend is unmistakable.
So, if the observed and predicted values obey a linear relationship, then the
non-random Interaction Effects buried in the error term are sufficiently
small to uphold our assumption of random, independent error.
Seen in this light, our test for unaccounted-for non-additivity [significant non-additive
(i.e. interaction) effects] becomes a simple test for linear regression, which is what Tukey's
1-df test is. It is a regression of the observed values with the squares of the predicted
values. Why the squares? Because, as mentioned before when talking about contrasts for
trends, to test if a relationship is linear, (as opposed to a higher power relationship), one
tests for a quadratic effect, and if it is significant concludes that the relationship is not
linear.
Data Lambs;
Input Sex_Est $ @@;
Do Ranch = 1 to 4;
Input Gain @@;
Output;
End;
Cards;
F0 47 52 62 51
M0 50 54 67 57
F3 57 53 69 57
M3 54 65 74 59
;
Proc GLM Data = Lambs;
Class Sex_Est Ranch;
Model Gain = Ranch Sex_Est;
Output out = LambsPR p = Pred r = Res;
Proc GLM Data = LambsPR; * This is the Tukey 1 df test;
Class Sex_Est Ranch;
Model Gain = Ranch Sex_Est Pred*Pred;
Run;
Quit;
12
6.13
The Tukey test is NS (p = 0.5395 > 0.05); therefore, we fail to reject the null hypothesis
of additivity and we are justified in using the MSE as a valid estimate of the true
experimental error.
Please note: This test is necessary ONLY when there is one observation per block-
treatment combination. If there are two or more replications per block-treatment
combination, the block*treatment interaction can be tested directly in an exploratory
model.
6. 4. 2. Diagnostic checking of the Model
Discrepancies of many different kinds between the tentative model and the observed data
can be detected by studying residuals. These residuals, the third value in each cell in the
table below, are the quantities remaining after the systematic contributions associated with
the assumed model (in this case treatments and blocks) are removed (See ST&D 213-
214).
Table 6.5 Yield of penicillin from four different protocols (A – D). Blocks are different stocks
of an important reagent. The numbers below each observation (O) are the predicted values (P
= Grand Mean + Treatment effect + Block effect) and the residuals (R).
Stock 2 O: 84 O: 77 O: 92 O: 79 83 3
P: 81 P: 82 P: 86 P: 83
R: 3 R: -5 R: 6 R: -4
Stock 3 O: 81 O: 87 O: 87 O: 85 85 1
P: 83 P: 84 P: 88 P: 85
R: -2 R: 3 R: -1 R: 0
Stock 4 O: 87 O: 92 O: 89 O: 84 88 2
P: 86 P: 87 P: 91 P: 88
R: 1 R: 5 R: -2 R: -4
Stock 5 O: 79 O: 81 O: 80 O: 88 82 4
P: 80 P: 81 P: 85 P: 82
R: -1 R: 0 R: -5 R: 6
Treatment mean 84 85 89 86 Mean=86
Treatment effect 2 1 3 0
SAS program
This experiment, organized as an RCBD, has one replication per block-treatment
combination. Therefore, in addition to testing for normality and variance homogeneity of
13
6.14
residuals, one must also test for non-additivity of block and treatment effects. The SAS
code for such an analysis:
Data Penicillin;
Do Block = 1 to 4;
Do Trtmt = 1 to 4;
Input Yield @@;
Output;
End;
End;
Cards;
89 88 97 94
84 77 92 79
81 87 87 85
87 92 89 84
79 81 80 88
;
Proc GLM Data = Penicillin;
Class Block Trtmt;
Model Yield = Block Trtmt;
Output out = PenPR p = Pred r = Res;
Proc Univariate Data = PenPR normal; * Testing for normality of
residuals;
Var Res;
Proc GLM Data = Penicillin; * Testing for variance homogeneity (1 way
ANOVA);
Class Trtmt;
Model Yield = Trtmt;
Means Trtmt / hovtest = Levene;
Proc Plot Data = PenPR; * Generating a plot of predicted vs. residual
values;
Plot Res*Pred = Trtmt;
Proc GLM Data = PenPR; * Testing for nonadditivity;
Class Block Trtmt;
Model Yield = Block Trtmt Pred*Pred;
Run; Quit;
The OUT option after MODEL creates a new data set, named ‘PenPR’ in this example,
that includes the original variables plus the predicted (‘Pred’) and residual (‘Res’)
variables.
This dataset meets all assumptions: normality, variance homogeneity, and additivity:
Tests for Normality
Sum of Mean
Source DF Squares Square F Value Pr > F
14
6.15
15
6.16
6.5 Example of nesting within an RCBD
The following dataset was created assuming that each sheep was weighed two separate
times at the end of the experiment (i.e. two measurements (subsamples) were taken on
each experimental unit). The subsample values were created such that their averages yield
the values of each experimental unit in the original dataset:
Data Lambs;
Input Sex_Est $ Ranch Animal Gain @@;
Cards;
f0 1 1 46 f0 2 1 51 f0 3 1 61 f0 4 1 50
m0 1 1 49 m0 2 1 53 m0 3 1 66 m0 4 1 56
f3 1 1 56 f3 2 1 52 f3 3 1 68 f3 4 1 56
m3 1 1 53 m3 2 1 64 m3 3 1 73 m3 4 1 58
f0 1 1 48 f0 2 1 53 f0 3 1 63 f0 4 1 52
m0 1 1 51 m0 2 1 55 m0 3 1 68 m0 4 1 58
f3 1 1 58 f3 2 1 54 f3 3 1 70 f3 4 1 58
m3 1 1 55 m3 2 1 66 m3 3 1 75 m3 4 1 60
;
Proc GLM Data = Lambs Order = Data;
Class Ranch Sex_Est Animal;
Model Gain = Ranch Sex_Est Animal(Ranch*Sex_Est);
Random Animal(Ranch*Sex_Est);
Test h = Sex_Est e = Animal(Ranch*Sex_Est);
*In nested models, specify the correct error term in all contrasts and
mean comparisons;
Contrast 'sex' Sex_Est 1-1 1 -1/ e = Animal(Ranch*Sex_Est);
Contrast 'estrogen' Sex_Est 1 1-1 -1/ e = Animal(Ranch*Sex_Est);
Contrast 'interaction' Sex_Est 1-1-1 1/ e = Animal(Ranch*Sex_Est);
Means Sex_Est / Tukey e = Animal(Ranch*Sex_Est);
Now that there are subsamples, the experimental unit (Animal) must appear in the model.
As with all experimental units, the label "Animal" is simply an ID. To specify a particular
animal in the experiment, the Ranch (i.e. block) and the level of Sex_Est (i.e. treatment)
must be specified. Hence the syntax:
Animal(Ranch*Sex_Est)
16
6.17
As in the CRD, it is important to note that the error term to test differences among
treatments is the variance among experimental units (MSEE). Thus
Animal(Ranch*Sex_Est) must be declared as the error term for each hypothesis tested
regarding treatment means, whether the overall F test or subsequent contrasts or mean
comparisons. If the error term is not specified, SAS will test every hypothesis using the
variance among subsamples (MSSE).
Sum of
Source DF Squares Mean Square F Value Pr > F
Partitioning of model effects (automatic wrong F tests for treatment and block)
Tests of Hypotheses Using the Type III MS for Animal(Ranch*Sex_Es) as an Error Term
Note that 8.91 is exactly the same as in the previous analysis (Topic 6.2.5, Table 6.2)
using the average of the two subsamples)
Correct contrasts
Contrast DF Contrast SS Mean Square F Value Pr > F
A 63.000 8 m3
B A 59.000 8 f3
B A 57.000 8 m0
B 53.000 8 f0
Incorrect Tukey means separation
Minimum Significant Difference 2.023
A 63.0000 8 m3
B 59.0000 8 f3
B 57.0000 8 m0
C 53.0000 8 f0
17
6.18
Error Var(Error)
Type 1 Estimates
As with the CRD, this variance component information can be used together with cost
information to determine the optimum allocation of resources among subsamples and
experimental units.
*Remember: In nested models specify the correct error term in all mean comparisons;
data lambs;
input sex_est $ block gain @@;
cards;
f0 1 46 f0 2 51 f0 3 61 f0 4 50 f0 m0 f3 m3
m0 1 49 m0 2 53 m0 3 66 m0 4 56 Block 1
f3 1 56 f3 2 52 f3 3 68 f3 4 56
m3 1 53 m3 2 64 m3 3 73 m3 4 58
Block 2
f0 1 48 f0 2 53 f0 3 62 f0 4 52
m0 1 51 m0 2 55 m0 3 68 m0 4 58
f3 1 58 f3 2 54 f3 3 70 f3 4 58 Block 3
m3 1 55 m3 2 66 m3 3 75 m3 4 60
proc glm data=lambs order=data; Block 4
class block sex_est;
2
model gain= block sex_est block*sex_est; * Exploratory model;
proc glm data=lambs order=data;
class block sex_est;
model gain= block sex_est; *final model
output out=check p= pred r= resi;
contrast 'sex' sex_est 1 -1 1 -1;
contrast 'estrogen' sex_est 1 1 -1 -1;
contrast 'interaction' sex_est 1 -1 -1 1;
means sex_est/tukey; *Example of mean comparisons in an RCBD;
proc univariate data=check normal;
18
6.19
var resi;
Final
Source DF SS MS F Value Pr > F
Model 6 1558.2 259.7 37.6 <.0001
Error 25 172.8 6.9
Corrected Total 31 1731.0
Source DF SS MS F Value Pr > F
block 3 1132.1 377.4 54.6 <.0001
sex_est 3 426.1 142.0 20.6 <.0001
Still significant in spite of large block*sex_est interaction
19
6.20
20