Statistics 2nd ed

split-plot-anova

Mixed (Split-Plot) ANOVA

mixed anova layout
mixed anova mean profile
partitioning variance
f distribution
split-plot interaction

Goal. Test a between-subjects factor (Group: Drug vs. Placebo) and a within-subjects factor (Time: Weeks 1–3), plus their interaction, on exam scores.

Design & Experiment

  • Between-subjects factor: Group = {Drug, Placebo}
  • Within-subjects factor: Time = {Week 1, Week 2, Week 3}
  • Balanced: 8 participants per group (\(s_g=8\)), 3 repeated measures per participant (\(k=3\)).

Participants are randomly assigned to Drug or Placebo. The same exam is given at Week 1, Week 2, and Week 3.

Figure 1: Mixed design layout (Drug vs Placebo × Weeks 1–3).


Data

Group: Drug (8 participants × 3 weeks)

SubjectW1W2W3Row sumRow mean
D170747822274.00
D269737721973.00
D371757922575.00
D472768022876.00
D568727621672.00
D670747822274.00
D773778123177.00
D871768022775.67
Column sums564597629Group sum = 1790Group mean \( \bar X_{\text{Drug}} = 1790/24 = 74.5833 \)

Group: Placebo (8 participants × 3 weeks)

SubjectW1W2W3Row sumRow mean
P170717221371.00
P269707121070.00
P371727321672.00
P472737421973.00
P568697020769.00
P670717221371.00
P769707121070.00
P871727321672.00
Column sums560568576Group sum = 1704Group mean \( \bar X_{\text{Plac}} = 1704/24 = 71.0000 \)

Totals. Grand sum = 1790 + 1704 = 3494, total observations \(N = 16\times3 = 48\), grand mean \( \bar X = 3494/48 = 72.7917\).

Figure 2: Mean profiles over weeks (Drug rises sharply; Placebo ~ flat).


Step 1 — Marginal Means

By Time (across both groups; 16 participants each week): \[ \bar X_{\text{W1}}=\tfrac{1124}{16}=70.2500,\qquad \bar X_{\text{W2}}=\tfrac{1165}{16}=72.8125,\qquad \bar X_{\text{W3}}=\tfrac{1205}{16}=75.3125, \] where column sums are \(1124, 1165, 1205\).

By Group (across all weeks): \[ \bar X_{\text{Drug}}=74.5833,\qquad \bar X_{\text{Placebo}}=71.0000. \]


Step 2 — Sums of Squares (SS)

Decompose total variability into Between-Subjects and Within-Subjects parts.

2A. Total

\[ SS_{\text{total}}=\sum (X_{igt}-\bar X)^2=\mathbf{527.9167}. \]

2B. Between-Subjects

Let each subject’s mean be \(\bar X_{i\cdot}\). Then \[ SS_{\text{BS-total}}=k\sum_{i=1}^{16}(\bar X_{i\cdot}-\bar X)^2=\mathbf{247.2500}. \] Split into Group and Subjects-within-Group: \[ SS_{\text{Group}}=k\sum_{g} n_g(\bar X_{g\cdot\cdot}-\bar X)^2=\mathbf{154.0833}, \] \[ SS_{\text{Subj}(g)}=k\sum_{i\in g}(\bar X_{i\cdot}-\bar X_{g\cdot\cdot})^2=\mathbf{93.1667}. \]

2C. Within-Subjects

\(SS_{\text{WS-total}}=SS_{\text{total}}-SS_{\text{BS-total}}=\mathbf{280.6667}.\)

Decompose into Time, Group×Time, and residual Error: \[ SS_{\text{Time}}=s\sum_{t}(\bar X_{\cdot\cdot t}-\bar X)^2=\mathbf{205.0417}, \] \[ SS_{\text{Group}\times\text{Time}} =\sum_{g,t} n_g\Big(\bar X_{g\cdot t}-\bar X_{g\cdot\cdot}-\bar X_{\cdot\cdot t}+\bar X\Big)^2 =\mathbf{75.0417}, \] \[ SS_{\text{Error(WS)}}=SS_{\text{WS-total}}-SS_{\text{Time}}-SS_{\text{G}\times\text{T}} =\mathbf{0.5833}. \]

Figure 3: Partitioning diagram (Between: Group + Subj(Group); Within: Time + G×T + Error).


Step 3 — Degrees of Freedom (df) & Mean Squares (MS)

\[ \begin{aligned} &df_{\text{Group}}=g-1=1,\qquad df_{\text{Subj}(g)}=N_s-g=16-2=14,\\ &df_{\text{Time}}=k-1=2,\qquad df_{\text{G}\times\text{T}}=(g-1)(k-1)=2,\\ &df_{\text{Error(WS)}}=(N_s-g)(k-1)=(16-2)\times2=28,\\ &df_{\text{Total}}=Nk-1=48-1=47. \end{aligned} \]

\[ \begin{aligned} &MS_{\text{Group}}=\frac{SS_{\text{Group}}}{df_{\text{Group}}}= \frac{154.0833}{1}= \mathbf{154.0833},\qquad MS_{\text{Subj}(g)}=\frac{93.1667}{14}= \mathbf{6.6548},\\ &MS_{\text{Time}}=\frac{205.0417}{2}= \mathbf{102.5208},\qquad MS_{\text{G}\times\text{T}}=\frac{75.0417}{2}= \mathbf{37.5208},\\ &MS_{\text{Error(WS)}}=\frac{0.5833}{28}= \mathbf{0.02083}. \end{aligned} \]


Step 4 — F Tests & p-values

Between-subjects test: \[ F_{\text{Group}}=\frac{MS_{\text{Group}}}{MS_{\text{Subj}(g)}}=\frac{154.0833}{6.6548}= \mathbf{23.1538}, \quad df=(1,14),\quad p\approx \mathbf{0.00028}. \]

Within-subjects tests: \[ F_{\text{Time}}=\frac{MS_{\text{Time}}}{MS_{\text{Error(WS)}}} =\frac{102.5208}{0.02083}= \mathbf{4921.0},\quad df=(2,28),\quad p\ll 10^{-20}. \] \[ F_{\text{G}\times\text{T}}=\frac{MS_{\text{G}\times\text{T}}}{MS_{\text{Error(WS)}}} =\frac{37.5208}{0.02083}= \mathbf{1801.0},\quad df=(2,28),\quad p\ll 10^{-20}. \]

Figure 4: F distributions with observed statistics marked.


Mixed ANOVA Summary Table

SourceSSdfMSFp
Between: Group154.08331154.083323.15380.00028
Between: Subjects within Group93.1667146.6548
Within: Time205.04172102.52084921.0< 1e-20
Within: Group × Time75.0417237.52081801.0< 1e-20
Within: Error (Subj×Time within Group)0.5833280.02083
Total527.916747

Interpretation

Group: Drug > Placebo overall (significant between-subjects effect).
Time: Scores increase across weeks (strong within-subjects effect).
Group × Time: The Drug group improves sharply week-to-week while the Placebo group changes little (significant interaction).

Figure 5: Interaction plot showing non-parallel lines (Drug rising; Placebo flat).

Assumptions (checklist)

  • Independence between subjects; correct grouping.
  • Approximate normality within each Group×Time cell.
  • Homogeneity of variance across groups (between-subjects).
  • Sphericity for the within-subject factor Time (apply Greenhouse–Geisser/Huynh–Feldt corrections if violated).

Note: The residual within-subject error is intentionally small in this teaching dataset, so the Time and G×T F values are very large. Real data typically have larger residual variability.

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Lesson 13 — Degrees of Freedom Cookbook

Every statistical test requires degrees of freedom (df).
Degrees of freedom tell us how many independent pieces of information are available once totals or means are fixed.
They determine which row of the t-table or F-table we use.

General rule:

$$df = \text{number of observations} - \text{number of constraints}$$


t-tests

  • One-sample t-test:
    $$df = n - 1$$
  • Independent-samples t-test:
    $$df = n_1 + n_2 - 2$$
  • Paired-samples t-test:
    $$df = n - 1$$

One-way ANOVA

  • Between groups:
    $$df_{\text{between}} = k - 1$$
  • Within groups:
    $$df_{\text{within}} = N - k$$
  • Total:
    $$df_{\text{total}} = N - 1$$

Where $$k$$ = number of groups, $$N$$ = total number of scores.


Factorial ANOVA (2 × 2 Example)

  • Factor A: $$df_A = a - 1$$
  • Factor B: $$df_B = b - 1$$
  • Interaction: $$df_{A \times B} = (a-1)(b-1)$$
  • Error: $$df_{\text{within}} = N - ab$$

Repeated-Measures ANOVA

  • Rows (subjects): $$df_{\text{rows}} = n - 1$$
  • Columns (conditions): $$df_{\text{columns}} = k - 1$$
  • Error: $$df_{\text{error}} = (n - 1)(k - 1)$$

Where $$n$$ = number of subjects, $$k$$ = number of conditions.


Mixed (Split-Plot) ANOVA

  • Between factor: $$df_{\text{between}} = a - 1$$
  • Subjects within groups: $$df_{\text{subjects}} = N - a$$
  • Within factor: $$df_{\text{within}} = b - 1$$
  • Interaction: $$df_{A \times B} = (a-1)(b-1)$$

Chi-square

  • Goodness-of-fit: $$df = k - 1$$
  • Independence: $$df = (r - 1)(c - 1)$$

Where $$k$$ = number of categories, $$r$$ = rows, $$c$$ = columns.


Visuals

Degrees of Freedom — Quick Cookbook
Test / Designdf formulaNotes
One-sample t-test\( df = n - 1 \)Single group vs. constant.
Independent-samples t-test\( df = n_1 + n_2 - 2 \)Equal-variance (pooled) case.
Paired-samples t-test\( df = n - 1 \)Based on the \( n \) differences.
One-way ANOVA — Between\( df_{\text{between}} = k - 1 \)\( k \) groups.
One-way ANOVA — Within (Error)\( df_{\text{within}} = N - k \)\( N \) total scores.
One-way ANOVA — Total\( df_{\text{total}} = N - 1 \)Sum of between + within df.
Factorial ANOVA — Factor A\( df_A = a - 1 \)\( a \) levels of A.
Factorial ANOVA — Factor B\( df_B = b - 1 \)\( b \) levels of B.
Factorial ANOVA — Interaction\( df_{A\times B} = (a-1)(b-1) \)Interaction A×B.
Factorial ANOVA — Error (Within)\( df_{\text{within}} = N - ab \)\( ab \) cells total.
Repeated-measures ANOVA — Subjects (Rows)\( df_{\text{rows}} = n - 1 \)\( n \) subjects.
Repeated-measures ANOVA — Conditions (Columns)\( df_{\text{columns}} = k - 1 \)\( k \) conditions.
Repeated-measures ANOVA — Error\( df_{\text{error}} = (n - 1)(k - 1) \)Subjects × conditions.
Mixed (Split-Plot) ANOVA — Between factor\( df_{\text{between}} = a - 1 \)\( a \) groups (between-subjects).
Mixed (Split-Plot) ANOVA — Subjects within groups\( df_{\text{subjects}} = N - a \)\( N \) subjects total.
Mixed (Split-Plot) ANOVA — Within factor\( df_{\text{within}} = b - 1 \)\( b \) repeated levels.
Mixed (Split-Plot) ANOVA — Interaction\( df_{A\times B} = (a-1)(b-1) \)Between × within.
Chi-square — Goodness-of-fit\( df = k - 1 \)\( k \) categories.
Chi-square — Independence\( df = (r - 1)(c - 1) \)\( r \) rows, \( c \) columns.

Variables: \( n \)=sample size, \( n_1,n_2 \)=group sizes, \( N \)=total scores, \( k \)=# of groups/conditions, \( a,b \)=levels of factors A,B, \( r,c \)=rows, columns.


Why This Matters

Degrees of freedom link sample size to critical values.
They tell us how much room for variability exists in the data.
With this quick cookbook, you can locate the right df for any test.

Practice self-test quiz

In the space below, please find practice problems and self-test quizzes. For full access, please signup free.