STAT 514

Experimental Design Fall 2016

T-Th 3:00 - 415     Wang 2555

 

Instructor: Professor Tom Kuczek (kuczek@purdue.edu)
Office: 152 HAAS, 765-494-6051
Office hours: Monday 1-2, Thursday 1-2 or by appointment.                                                                                                                                                                                                                                                                                                                                                                                            Web Address:  http://www.stat.purdue.edu/~kuczek/stat514

Teaching Assistant: Lin-Yang Cheng (cheng68@purdue.edu)

Office: MATH 537

Office hours: Tuesday 1:45-2:45, Wednesday 1:45-2:45

 

 

·         Text: Design and Analysis of Experiments by Douglas Montgomery (5th, 6th, 7th or 8th edition ok). Copies are on reserve in the Math Library on the 3rd floor of the Math Building. The Library no longer has free access to the text.

 

Academic Year Calendar 2016.pdf

 

Experimental Design is a widely used tool for research in Industry and Academia. Its origins lay in the applications of Statistics in Agriculture. Current application areas also include the Chemical and Pharmaceutical Industry, Manufacturing in general, the design and analysis of Clinical Trials, Quality Control, etc.

Course Topics.docx

 

General Course Policies:

1.      Attendance and Excused absences: While attendance will not be recorded due to the nature of the distance class, material covered in class will be on the exams. If an event occurs which requires an absence (for on campus students) that affects turning in an assignment or taking an exam, please contact me and we will make appropriate arrangements.

2.      Answering questions via email is not a problem, on weekends I unplug but will check email for questions. Please Put STAT 514 in the subject header since these get priority.

3.      Students arriving late/leaving early. Sometimes this cannot be avoided due to scheduling, but please be considerate of others.

4.      Technical issues: if there are technical issues, for example, using software from ITaP remotely, please bring these to my attention as soon as possible so any issues can be resolved quickly.

5.      Class participation/preparedness: Though the class is online, there is some level of interaction within the classroom for those who are on campus. Don’t let the online nature of the class keep you from interacting.

 

Academic dishonesty: Purdue policy on academic dishonesty.docx

 

Grades:

Exam I                       

100

Exam II                      

100

Homework

 90

Semester Evaluation     

 10

Total

300

 

Your grade will be determined by your total out of 300 possible.                                                         

Exams:

Exam I: Thursday of week 8

Exam II: Thursday of week 15 (week before the last week of classes).

Exams are based primarily on lecture material and designated reading material. You are responsible for what is discussed in class. There is a hyperlink to a folder entitled “Old Exams Stat 514” below. The answers are not given (so you have to actually work out the problems), but please feel free to ask me about any of your answers, or if you can’t get the answer, by e-mail or at office hours.

Homework:

Homework submissions for on campus students:  

·         Please do not turn in a stack of output to HW questions, you should copy and paste the relevant parts of the output into a write-up of your HW.

·         Please turn in a Hardcopy of your HW in class. It is simply a question of document control (that’s what we call it in Quality Control).

·         If you do not turn HW in class turn it in to the Grader (a copy to the grader’s mailbox is fine, a pdf by email also ok), Never to me. Late HW is ½ off.

·         Note: while individual homework problems will likely be graded out of 10 points, at the end of the semester they will be normalized to a 90 point total!

 

Homework submissions for off campus students:

      Off campus students will submit their HW using Blackboard. The instructions are in this link: Submitting an assignment in Blackboard.docx

 

Statistical Software and Software Resources.docx Online help from the Statistical Consulting Service (SCS)

SASshortcourse.pdf

spsshelp.pdf

R for Introductory Statistics.docx

 

An on campus SAS evening help session is open to all students taking courses involving SAS coding.

SAS help sessions for Fall Semester 2016:

Date                                     Time                   Location

Wed 08/24 - 11/16, 2016    6:30p - 8:30p          BRNG B286

Wed 11/30 - 12/07, 2016    6:30p - 8:30p          BRNG B286

 

 

Who to ask about what:

1.      Software questions can be directed to the Statistical Consulting Service (SCS) at stat-help@stat.purdue.edu

2.      Questions about HW or HW grading should go to the TA at cheng68@purdue.edu . Software questions related to the HW can also go to the TA

3.      Questions about course content, exams and exam grading go to me kuczek@purdue.edu

 

Weekly Schedule for reading and homework:

Week 1: Aug. 22 - 26.

·         Read Chapter 1 (not too exciting background on experimentation).

·         Read Chapter 2, relevant sections. Concepts of the Statistical model, hypotheses to be tested, conclusions, Type I and Type II error, power of a Statistical test and sample size are key concepts for two sample and paired t-test.

·         Power and Effect Size.pptx

·         Paired Data.pptx

·         Layouts and Models.pptx

 

Week 2: Aug. 29 - Sept. 2

            HW 1 due Thursday Sept. 1: Problems 2.27 and 2.31 (do only parts a) and b) for 2.31).

            HW 1 problems.pdf

            Homework one data.xls

            problem 2.31.xls this format is easier to input into SAS

            paired data.xls (for 2.27)

·         Begin One-way ANOVA

·         One-Way ANOVA 3.21.pptx

·         problem 3.21.xls

·         STAT514-notes-0901.pdf Notes from Thursday, still need to work on my writing :-/

 

Week 3: Sept. 5 - 9.

·         Monday is Labor Day.

·         Read Chapter 3, relevant sections.

·         Important Concepts: the model assumed, assumptions, expected mean square for fixed model, post F-test comparison of means, experimentwise vs. comparisonwise error rates, normality plots, contrasts..

·         One-Way ANOVA 3.26, assumptions violated.pptx

·         problem 3.26.xls

·         Transformations and reporting results.pptx

·         Contrasts in ANOVA.pptx

·         3_24 example.xls

·         Tue week 3 lecture comments.pdf

·         Thursday week 3 lecture comments

 

Week 4: Sept. 12 - 16.

HW 2 due Thursday, Sept 15: Problems 3.5 (for part c, you can use any                                                                                                                                    comparisonwise procedure), 3.6 a&b.

HW2 problems.pdf  For part b), a Box plot will suffice. For part c), any Comparison-wise procedure will suffice. In SAS, in the Means statement after the ANOVA write /LSD or /Tukey to get the appropriate means comparisons.

problem 3.5.xls

data for problem 3.5

 

·         Example Problem 3_24.pptx These are the annotated slides from Tuesday.

·         Finish One-way ANOVA, contrasts, etc.

·         ANCOVA.pptx

·         ANCOVA_annotated.pptx comments during class

·         Thur week 4 notes.pdf

·         Range Tests.pdf

·         Two-way ANOVA Report.pptx

·         Read Chapter 5, Sections 5.1, 5.2, 5.3 and 5.4.

 

Week 5: Sept. 19 - 23.

HW 3 due Thursday, Sept. 22: Problems 5.6 and 5.10. For 5.10b, just estimate cell means.

HW 3 problems.pdf

HW 3 data.xls

·         EMS rules and Hick's example.pdf

·         Two-way Anova fixed effects.pptx

·         Thursday week5 notes.pdf

 

 

Week 6: Sept. 26 - 30.

HW4 due Thursday Sept 29: For problem 5.10, now assume that the factor Glass type is Random and Temperature is fixed.

Use the algorithm to compute the Expected Mean Squares.

Redo the analyses with the “correct F-tests” and range tests on Temperature (if necessary).

 

·         Week 6 Tuesday lecture.pdf

·         ANOVA and EMS.docx Things related to analysis of Mixed Models Dr. Tom didn’t tell you…..

·         Three way ANOVA.pptx

·         Three way mixed example.xls

·         Pseudo-F test.pdf

·         Confounding.xls

·         problem 5.21 with day r or f.xls

 

Week 7: Oct. 3 - 7.

HW5 due Tuesday October 4:

Problem 5.19, (assuming operators random).  Make sure that you calculate the EMS with the algorithm for the correct F-tests. Indicate if any post  F-test analysis is necessary.

 

HW6 due Tuesday October 4:

Problem 5.21, Temperature and Pressure are fixed effects. Part I, assume days fixed, but delete the highest order interaction from the model so that it ends up as the error term. Part II, assume days random, but keep all terms in the model and do the correct F-tests. Make sure you calculate the EMS with the algorithm. Indicate if any post F-test analyses if necessary.

·         Randomized Complete Block Designs.pptx

·         problems 5-19 and 5-21.pdf

·         problem 5.19.xls

·         problem 5.21.xls

·         solutions 5_19 and 5_21.docx

·         Thursday: Review for Exam I

·         Tuesday week 7 notes.pdf

·         Thursday week 7.pdf

 

 

 

Week 8: Oct. 10-14.

            October 10-11: OCTOBER BREAK

            October 13, Exam I

·         BIBD and Adjusted Sums of Squares.pptx

·         TypeI and TypeIII Sums of Squares.pdf The Dummy Variable Model in SAS (and other software packages)

 

Week 9: Oct. 17-21.

HW 7 and HW 8: due Thursday

·         Problems 4.3 and 4.33.pdf  Make sure that you write out the Model, Hypotheses tested, and conclusions for each problem. You don’t need to work out the EMS for these two problems.

·         Week 9 Tuesday notes.pdf

·         BIBD and Adjusted Sums of Squares2.pptx annotated from lecture.

·         problem 4.3.xls :

·         problem 4.33.xls

·         LS Means.pptx Means vs. LS Means

·         Repeated measures and nested factorials.pdf

·         Repeated Measures.pptx Hicks Example

 

Week 10: Oct. 24-28.

Repeated Measures and Nested Factorials.

·         Repeated Measures annotated.pptx

·         Week 10 Tuesday notes.pdf

·         Week 10 Thursday notes.pdf

·         Week 10 Tuesday notes.pdf

·         Week 10 Thursday notes.pdf

 

HW 9 due Thursday, November 3:

On Dr. Tom’s Imaginary Farm, Dr. Tom raises Unicorns (he hasn’t gone Vegan yet) and wants to know the best way to cook the meat. He is interested in the factors Tenderizer and Roasting Time. From six Unicorn carcasses he selects a large piece of meat which he divides into three samples. Each sample receives one of three Tenderizer treatments. After the Tenderizer treatment is completed, the samples are divided into four subsamples, each of which is cooked for one of four Roasting Times. Afterward, the tenderness of the cooked Unicorn meat is tested for tenderness which is the Response Variable, Y.

1.      Draw the Layout, including Unicorns (the Subjects).

2.      Write out the Model.

3.      Write out the ANOVA table with Source and df. Make sure that the Between Subjects terms are first and the Within Subjects terms are next.

4.      Work out the EMS with the algorithm.

5.      Do the analysis with the correct F-tests, stating the hypotheses, F-statistics and conclusions.

6.      Do any necessary Post-F-test analysis of Means for the fixed effects.

7.      Fine Cuisine.xls

8.      If Unicorn had been left out of the Model, how would this have changed the analysis?

 

Read Split plot material in book, Chapter 14.

Read first six pages of: Split plot example.pdf

 

Week 11: Oct. 24-28.

·         Terminology-CRD RCBD Split Plots Repeated Measures.pptx

·         Fine Cuisine.pptx

·         Week 11 tuesday notes.pdf

·         Week 11 Thursday notes.pdf

 

 

Homework problem, due Thursday, November 10: For the data of the Box split plot experiment:

Including the whole plot in the model:

1.      Write out the Model.

2.      Work out the EMS with the algorithm.

3.      Do the analysis with the correct F-tests, stating the hypotheses, F-statistics and conclusions.

4.      Plot the interaction term means.

5.      Redo the analysis above, except leave the Whole Plot term out of the model.

6.      Explain why the incorrect analysis gives the wrong conclusions.

7.      Box split plot example.xls

 

 

 

Week 12: Nov 7-11.

Finish Split Plot material.

·         Week 12 Tuesday notes.pdf

·         Read Latin Square and Graeco–Latin Square material in the book.

·         Latin and Graeco-Latin Squares.pptx

·         HW 10 (two problems) due Thursday Nov. 17

·         Problem 4.21.xls

·         Problem 4.29.xls

·         problems 4.21 and 4.29.pdf

·         Hicks GL square.xls

·         Crossover Designs

·         Crossover Design.pptx

·         Review for Exam II.

 

Week 13: Nov. 14-18.

·         Week 13 Tuesday notes.pdf

·         Week 13 Thursday notes.pdf

·         Latin and Graeco-Latin Squares annotated.pptx

·         Montgomery_ch06-1.ppt

Read Chapter 6.

 

Week 14: Nov. 21-25.     Wed-Sunday Thanksgiving Vacation.

·         Week 14 Tuesday notes.pdf

·         Exam II answers.pdf except EMS. Curve discussed in class.

 

Week 15: Nov. 28-Dec. 2.

Review for exam in Tuesday class.

 

Exam II Thursday Dec. 1

2k designs and analysis. Ch. 6 in textbook.

 

Problems 6.17 and 6.20 due Thursday, December 8, as follows. For the data of 6.17, construct a normal plot and choose a model based upon a plot of the effects. For the data of 6.20, analyze the data using only the main effects and two way interactions in the model.

·         chapter 6 problems.xls

·         problem 6 23.xls

·         Fractional Factorial designs.pptx

·         week 16 Tuesday notes.pdf

Read Chapter 7, sections 7.3 and 7.4. Read Chapter 8, sections 8.2 and 8.3.

 

 

Week 16: Dec. 5- 9 Response surfaces intro

 

 

Finals Week: Dec.14-19.

 

Old Exams:

Old Exams Stat 514 Includes older exam II’s.

Stat 514 Midterm I Fall 2011.docx

Stat 514 Fall 2012 Exam I.docx

Stat 514 Experimental Design fall 2010 exam ii.docx

Stat 514 Exam II Fall 2011.docx

Stat 514 final 2010.docx

Exam III questions.pdf

 

Only calculators without communication capabilities will be allowed. Any formulas which are needed will be provided.

Other Reading:

1.      Introduction to the Study of Experimental Medicine by Claude Bernard (Introduction à l’étude de la medicine expérimentale de Claude Bernard circa 1860). An absolute classic but outstanding reading for anyone interested in the (serious) application of the scientific method to Medicine or Biology in general.

 

2.      Placebo Effects: Understanding the mechanisms in health and disease by Fabrizio Benedetti (2008). So you think you understand the placebo effect huh? Hah, read this!

3.      Response Surface Methodology by Ray Myers and Doug Montgomery. Probably the best book on the subject I have seen.

Handouts/Lectures:

      Gage R&R.pptx

          OC curve for t-test.pdf

           problem 2.27.jmp

           Sample Size.jrp

           Sample Size2.jrp

           Paired t-test.pdf

           Example 3_22.pptx

           Range Tests.pdf

           Two-way ANOVA Example.pptx

           Two-way ANOVA Report.pptx

           Three way ANOVA Example.pptx

           Sept HW 5_6 and 5_10.pptx

           layout.docx

           Problem 5.10 Glass Random.pptx

           Reduced 5.21 model.pptx

           problem5.19 operator random.pptx

           Randomized Complete Block Designs.pptx

 

           BIBD and Adjusted Sums of Squares.pptx

           PROC UNIVARIATE OUTPUT AND Q-Q PLOT

          Improving Stable Processes.pptx

           Expected Mean Squares rules

           appraiser-variation-in-gage-rr-measurement.pdf

           Pseudo-F test.pdf

           Tukey 1 df freedom test for non-additivity.pdf

           BIBD.pdf

           TypeI and TypeIII Sums of Squares.pdf

           Repeated measures and nested factorials.pdf

           Split plot example.pdf

           Box Split Plot HW.pptx

           Tire Wear Latin Square.pptx

           2 to k Example Analysis.pptx

           Blocking problem 6.20 in Incomplete Blocks.pptx

         Keyboarding Format for French Accents.doc

Arman Lecture 18.pdf