ST 516 - Spring 2015

Exam 3 Review Questions

Problem 1: A dermatology researcher is studying treatments for warts appearing on patients
hands. She has seven patients who have agreed to participate in the study, one of which has
four warts, three of which have three warts, and three of which have two warts. There are
three available treatments for the warts, and it is possible to assignment different treatments to
different warts on the same patient. She also wants to leave one wart on each patient untreated,
as a control.
(a) What are the units?
(b) Write down a block design for this study that is balanced in the three treatments.
(c) Suppose we have the following model for the change in size of the wart j on patient i
after 6 weeks of treament:
Yij = + tk(ij) + ij ,
where ij i.i.d. N(0, 2 ), and k = 0 (control), 1, 2, or 3 (treatments). If we impose the
constraint that t0 = 0, then what is the interpretation of concluding that t1 < 0? What
is the interpretation of concluding that t3 < t2 ?

Problem 2: Two-level factorial designs

(a) Which of these designs are 231 factorial designs?
(i) (1), ac, ab, bc
(ii) a, ac, c, abc
(iii) b, a, c, abc
(b) Suppose you have three variables of interest, each of which can be set to one of two levels.
You have enough resources to do twelve experimental runs. Write down an experimental
design that collapses to a 22 with three replicates if any one of the three variables are
removed from consideration.
(c) Suppose one of the three variables had 3 levels instead of two. How many unique design
points are there?
Problem 3: Suppose we conduct a screening experiment with three variables of interest. The
experiment is a 23 design, and using variables coded as 1 or 1, we obtain regression parameter
estimates of b0 = 0.12, b1 = 3.83, b2 = 1.97, and b3 = 1.19.
(a) What is the estimated expected response at the center point?
(b) Which of the design points has the highest estimated expected response?
(c) Calculate three new design points along the path of steepest ascent.
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(d) Calculate three new design points along the path of steepest descent.
Problem 4: A forestry researcher is interested in studying the growth of five species of pine
trees. He has 30 experimental plots located throughout the southeastern U.S. Each of these
plots is divided into 5 subplots, in order to create a randomized complete block design within
each of the 30 plots. Let Yijk denote the height of tree species k within subplot j within plot i.
(a) Write down a fixed effects model that contains additive effects for plot, subplot, and
species, as well an an interaction between species and plot. Remember, there are 150
total subplots, not 5!
(b) Write down an additive model that treats the species effect as a fixed effect, and the plot
and subplot effects as random. Make sure you define and specify what all the terms in
the model are.
(c) According to the random effects model from part (b), write down the covariance matrix
for the vector (Y111 , Y112 , Y123 , Y211 , Y311 ). Use your notation from part (b) in answering
this question.
(d) Write down the correlation matrix for the vector from part (c).
Problem 5: We have the following quadratic model:
Yi = 0 + 1 (xi x )2 + i ,
where i = 1, . . . , 11. xi is the covariate, x is the unknown location of the stationary point
(maximum or minimum), and i i.i.d. N(0, 2 ).
(a) Suppose we collect data and conduct and fit the above model, resulting in a residual sum
of squares of 0.335. Then we fit a reduced model supposing that x = 1, resulting in a
residual sum of squares of 0.523. Conduct an F test of whether x = 1 or not. Give the
F statistic and the p-value.
(b) Is 1 in the 95% confidence interval for x ? Why or why not?
(c) Is 1 in the 90% confidence interval for x ? Why or why not?
(d) What is the smallest % confidence interval that 1 belongs to (assuming it is constructed
from an F test as above)?