8( two-way ANOVA)

7-12
50 50-64
65

(1)

(2)
H 0 : ( ) ij = 0

H a : ( ) ij 0
i j <5050-64 65 ( )

(fixed effects)
xijk = + i + j + ( ) ij + eijk

i=1, 2, , a; j=1, 2, , b; k=1, 2, , n

xijk A B

( ) AB ( interaction)

70


B
A

x111

x121

x1b1

T1..

x1

x12n
x221

x11n
x211

x1bn
x2b1

T2..

x2

x21n

x22n

x2bn

xa11

xa21

xab1

Ta..

xa

xa1n

xa2n

T.1.
x.1.

T.2.
x.2.

xabn

T.b.
x.b.

T
x...

1. ab n AB ab

2. ab x
3. x
(3) = 0.05
(4)
a

F=
a

MSB( A B)
=
MSE
b

n( x
i =1 j =1

ij

n( x
i =1 j =1

ij

i =1

j =1

x ) 2 bn( xi x ) 2 an( x j x ) 2
(a 1)(b 1)

/ MSE

xi x j + x ) 2

(a 1)(b 1)

/ MSE

(balanced design)
71

( unbalanced design)

? P.77(1)

A
B

?P.77(2)
& P.78(3)

A
B P.85

72

(a)

(a)
A
1
2
3

B
1

16
49
64

64
121
144

(b)
A

1
2
3

4
7
8

8
11
12

AB

AB

AB

x(AB)

AaBb
73

AB (crossed)ab(cell )Xijk
AiBjxk
,
1.
2.

1. ()
ABB
A
: (a) A=l , x11 > x12
A=2 x21 = x22
A=3 x31 < x32
AB12
BA1, 2
3
(a)

(b)
B=1

B=1

B=2

(c)

B=2

(d)

B=1

B=1

B=2

B=2

2. ()
A BB
AAB
( main effect)
74

 : (a)A1, 23B
( x11 x12 = x21 x22 = x31 x32 )AB12
( x11 x21 = x12 x22 x21 x31 = x22 x32 x11 x31 = x12 x32 )
ABBA
(a)AB(b)(c)(d)AB
AB(b)A
B(c)BA
(d)AB

(b)

B=1

(a)

B=1

B=2

B=2

A ?
B ?
(c)

A ?
B ?
(d)

B=1

B=1

B=2

B=2

A ?
B ?

A ?
B ?

?
1. ( profile plot)
A(marginal mean)B
() ;
()
2. FF

ABFX
AB

75

1. ( SST ) = (xijk x )
a

i =1 j =1 k =1

(df SST ) = N 1

2. ( SSE ) = (xijk xij )

a

i =1 j =1 k =1

(df SSE ) = ab(n 1)

3. A [SSB( A)] = bn( xi x ) 2

i =1

(df SSB ( A) ) = a 1

4. B [SSB( B)] = an( x j x ) 2

j =1

(df SSB ( B ) ) = b 1

5. A B
a

i =1

j =1

[SSB( A B)] = n( xij x ) 2 bn( xi x ) 2 an( x j x ) 2

i =1 j =1
a

= n( xij xi x j + x ) 2
i =1 j =1

(df SSB ( AB ) ) = (a 1)(b 1)

SST = SSE + SSB(A) + SSB(B) + SSB(AB)

(x
a

i =1 j =1 k =1

ijk

x ) = (xijk xij ) + bn( xi x ) 2 + an( x j x ) 2 +

a

i =1 j =1 k =1

n( x
i =1 j =1

ij

i =1

j =1

i =1

j =1

x ) 2 bn( xi x ) 2 an( x j x ) 2

df SST = df SSE + df SSB ( A) + df SSB ( B ) + df SSB ( A B )

N 1 = ab(n 1) + (a 1) + (b 1) + (a 1)(b 1)
N 1 = abn ab + a 1 + b 1 + ab b a + 1 = abn 1

(x
a

( MSE ) =

SSE
=
df SSE

i =1 j =1 k =1

76

ijk

xij )

ab(n 1)

[( MSB( A)] = SSB( A) =

bn( x

i =1

x ) 2

a 1

df SSB ( A)

an( x

[( MSB( B)] = SSB( B) =

[(MSB( A B)] = SSB( A B)

j =1

x ) 2

b 1

df SSB ( B )

df SSB ( AB )

i =1

j =1

n( xij x ) 2 bn( xi x ) 2 an( x j x ) 2

i =1 j =1

(a 1)(b 1)

( 2)2
1. 2
=

(n 1) S112 + (n 1) S122 + ... + (n 1) S ab2

ab(n 1)
n

( n 1)
=

(x
k =1

11k

x11 ) 2

(n 1)

+ (n 1)

(x
k =1

12 k

x12 ) 2

(n 1)
ab(n 1)

+ ... + (n 1)

(x
k =1

abk

xab ) 2

(n 1)

= MSE
MSE 2

MSE MSE
2. [MSB( A B)] 2
3. A [MSB( A)]
2
4. B [MSB(B)]
2
F
(1) (AB)
H 0 : ( )11 = ( )12 = ... = ( ) ij = 0

H1 : ( )ij 0
i=1,, aj=1, , b
(2) A
H 0 : 1 = 2 = ... = a = 0
H1 : i 0i=1, , a

77

F=

MSB( A B)
MSE

F=

MSB( A)
MSE

(3) B
H 0 : 1= 2 = ... = b = 0

F=

H1 : j 0j=1, , b

MSB( B)
MSE

1. AB
BAAB

2. AB

AB
Fp

(source)

(sum of square)

(df)

(mean square)

SSB(A)

SSB(B)

AB

SSB(AB)

()

SSE

SST

df SSB ( A)

df SSB ( B )
df SSB ( AB )

df SSE

E(MS)

MSE ( A)

MSB( A)
MSE

2 +

bn a 2
i
a 1 i =1

MSE (B)

MSB( B)
MSE

2 +

an b 2
j
b 1 j =1

MSE ( A B )

MSB( A B)
MSE

2 +

b
a
n
( ) ij2

(a 1)(b 1) i =1 j =1

MSE

df SST

A B
Hines1996 A B
(Hines' 1996)

AB

1.

78

9SASGLM
CONTRAST
2.
MSE

(5) SAS
13

13: 8 SAS
DATA C; SET LIB.CLASS;
IF 0<AGE<50 THEN C_AGE=1;
ELSE IF 50=<AGE<65 THEN C_AGE=2;
ELSE IF AGE>=65 THEN C_AGE=3;
PROC MEANS DATA=C NWAY NOPRINT;
CLASS C_AGE SEX;
VAR TCD_P2;
OUTPUT OUT=LIB.OUT_TCD MEAN=MTCD_P2;
RUN;
DATA LIB.OUT_TCD1; SET LIB.OUT_TCD;
IF SEX='F'; KEEP C_AGE SEX MEAN_TCD_P2_H0;
MEAN_TCD_P2_H0=MTCD_P2;
RUN;
DATA LIB.OUT_TCD2; SET LIB.OUT_TCD;
IF SEX='M';KEEP C_AGE SEX MEAN_TCD_P2_H1;
MEAN_TCD_P2_H1=MTCD_P2;
RUN;
PROC SORT DATA=LIB.OUT_TCD1; BY C_AGE; RUN;
PROC SORT DATA=LIB.OUT_TCD2; BY C_AGE; RUN;
DATA LIB.OUT_TCD_ALL;
MERGE LIB.OUT_TCD1 (IN=A) LIB.OUT_TCD2 (IN=B); BY C_AGE;
RUN;
PROC GPLOT DATA=LIB.OUT_TCD_ALL;
PLOT MEAN_TCD_P2_H0*C_AGE/VAXIS=10000 TO 17000 BY 1000 OVERLAY;
PLOT2 MEAN_TCD_P2_H1*C_AGE/VAXIS=10000 TO 17000 BY 1000 OVERLAY;
SYMBOL1 I=JOIN C=BLUE W=3 V=CIRCLE H=1;
SYMBOL2 I=JOIN C=RED W=3 V=DOT H=1 L=2;
79

TITLE "MEAN TOTAL EXPEDITURE FOR OUTPATIENT VISITS";

RUN;
/*NO SIGNIFICANT INTERACTION FOR BALANCE DESIGN*/;
PROC GLM DATA=C ;
CLASS SEX C_AGE;
MODEL TCD_P2=SEX C_AGE SEX*C_AGE;
MEANS SEX C_AGE/TUKEY;
MEANS SEX|C_AGE;
RUN;
/*NO SIGNIFICANT INTERACTION FOR UNBALANCE DESIGN*/;
DATA D; SET LIB.CLASS1;
IF 0<AGE<50 THEN C_AGE=1;
ELSE IF 50=<AGE<65 THEN C_AGE=2;
ELSE IF AGE>=65 THEN C_AGE=3;
PROC GLM DATA=D ;
CLASS SEX C_AGE;
MODEL TCD_P2=SEX C_AGE SEX*C_AGE;
LSMEANS SEX C_AGE/PDIFF ADJUST=TUKEY;
LSMEANS SEX|C_AGE/STDERR;
RUN;

11: GPLOT
PROC GPLOT <()> <DATA=SAS >;
PLOT () </()> ;
SYMBOL I=
C= W=
V=

H=

F=

L=;

GPLOT PLOT y *x

14: GPLOT PLOT

VAXIS=:
HAXIS=:
OVERLAY:
(6) SAS
3: 8 SAS 13

80

 13: 8 SAS 13

The GLM Procedure

Dependent Variable: TCD_P2
Source
Model
Error
Corrected Total
R-Square
0.023657
Source
SEX
C_AGE
SEX*C_AGE
Source

Sum of
DF
Squares
Mean Square
F Value
Pr > F
5
9745410294.5
1949082058.9
11.60
<.0001
2394
402201614930
168004016.26
2399
411947025224
Coeff Var
Root MSE
TCD_P2 Mean
93.00997
12961.64
13935.75
DF
Type I SS
Mean Square
F Value
Pr > F
1
1766622004
1766622004
10.52
0.0012
2
7884113538
3942056769
23.46
<.0001
2
94674752
47337376
0.28
0.7545
DF
Type III SS
Mean Square
F Value
Pr > F

SEX

C_AGE
SEX*C_AGE

2
2

1766622004

1766622004

10.52

0.0012

7884113538
94674752

3942056769
47337376

23.46
0.28

<.0001
0.7545

The GLM Procedure

Tukey's Studentized Range (HSD) Test for TCD_P2
NOTE: This test controls the Type I experimentwise error rate, but it generally has a higher
Type II error rate than REGWQ.
Alpha
0.05
Error Degrees of Freedom
2394
Error Mean Square
1.68E8
Critical Value of Studentized Range 2.77321
Minimum Significant Difference
1037.7
Means with the same letter are not significantly different.

81

Tukey Grouping

Mean
A
B

14793.7
13077.8

SEX

1200
1200

F
M

The GLM Procedure

Tukey's Studentized Range (HSD) Test for TCD_P2
NOTE: This test controls the Type I experimentwise error rate, but it generally has a higher
Type II error rate than REGWQ.
Alpha
0.05
Error Degrees of Freedom
2394
Error Mean Square
1.68E8
Critical Value of Studentized Range 3.31656
Minimum Significant Difference
1519.9
Means with the same letter are not significantly different.
Tukey Grouping
A
A
A
B
Level of
SEX
F
M

N
1200
1200

Level of
C_AGE
N
1
800
2
800
3
800
Level of
Level of
SEX
F
F
F
M
M
M

C_AGE

1
2
3
1
2
3

400
400
400
400
400
400

Mean

15783.4

800

C_AGE

14550.5
800
2
11473.4
800
1
The GLM Procedure
------------TCD_P2----------Mean
Std Dev
14793.7083
15857.0967
13077.7917
9521.2694
------------TCD_P2----------Mean
Std Dev
11473.3575
8572.1082
14550.4738
10227.0836
15783.4188
18100.7321
------------TCD_P2-----------

Mean

Std Dev

12452.5500
15128.3875
16800.1875
10494.1650
13972.5600
14766.6500

9199.8708
10273.3034
23575.0176
7783.7122
10160.6205
9911.6029

F P

13

82

7-12
()

50-64

50

F
65
23.46***

()

()

10494.17
(7783.71)
12452.55
(9199.87)

13972.56
14766.65
(10160.62) (9911.60)
15128.39
16800.19
(10273.30) (23575.02)

10.52**

F0.68P>0.05**:P<0.01***:P<0.001

14: 8 SAS 13

The GLM Procedure

Dependent Variable: TCD_P2
Source
Model
Error
Corrected Total
R-Square
0.017483
Source
SEX
C_AGE
SEX*C_AGE
Source
SEX

DF
Sum of Squares
Mean Square
F Value
5
20801540469
4160308093.9
32.73
9196
1.1690008E12
127120577.93
9201
1.1898024E12
Coeff Var
Root MSE
TCD_P2 Mean
77.38240
11274.78
14570.21
DF
Type I SS
Mean Square
F Value
1
3440897541
3440897541
27.07
2
17263146593
8631573296
67.90
2
97496336
48748168
0.38
DF
Type III SS
Mean Square
F Value
1
2391814069
2391814069
18.82

C_AGE
SEX*C_AGE

2
2

17070714860
97496336
TCD_P2

SEX
F
M

LSMEAN
14426.0433
13267.5775
TCD_P2

8535357430
48748168
LSMean2

LSMEAN

C_AGE
LSMEAN
1
11488.0427
2
14454.3089
3
15598.0796
Least Squares Means for effect C_AGE
Pr > |t| for H0: LSMean(i)=LSMean(j)
Dependent Variable: TCD_P2
i/j
1
2
1
<.0001
2
<.0001
3
<.0001
<.0001

83

Pr > |t|
<.0001

Number
1
2
3

3
<.0001
<.0001

67.14
0.38

Pr > F
<.0001

Pr > F
<.0001
<.0001
0.6815
Pr > F
<.0001
<.0001
0.6815

SEX
F
M
C_AGE
1
2
3
SEX
F
F
F
M
M
M

The GLM Procedure

Least Squares Means
TCD_P2
Standard
LSMEAN
Error
14426.0433
188.2180
13267.5775
189.4759
TCD_P2
Standard
LSMEAN
Error
11488.0427
307.8748
14454.3089
185.5858
15598.0796
176.7967
TCD_P2
Standard

C_AGE
1
2
3
1
2
3

Pr > |t|
<.0001
<.0001
Pr > |t|
<.0001
<.0001
<.0001

LSMEAN

Error

Pr > |t|

12210.8792
14884.4188
16182.8318
10765.2061
14024.1990
15013.3274

449.5548
245.2778
237.8518
420.7709
278.5807
261.6387

<.0001
<.0001
<.0001
<.0001
<.0001
<.0001

F P

14
7-12

7-12
()

()

()
F

50

50-64

F
65
67.14***

10765.21
(420.77)
12210.88
(449.55)

14024.20
(278.58)
14884.42
(245.28)

15013.33
(261.64)
16182.83
(237.85)

18.82***

F0.38P>0.05***:P<0.001

(7)
1.
7-12
50 65 50-64
7-12
7-12

7-12 50
84


2.

7-12

50 50 7-12

9
7-12
7%
7%<7%
8
8(2)
(simple
effect)
a

F=

n( x
a

i1

i =1
n

x ) 2 / a 1

n( x

ijk

i =1 j =1 k =1

F=

n( x
a

i 2

i =1
n

n( x

ijk

i =1 j =1 k =1

xij ) / ab(n 1)

~ Fa 1, ab ( n 1)

x ) 2 / a 1
xij ) / ab(n 1)

~ Fa 1, ab ( n 1)

F=

n( x
a

i =1
n

1 j

n( x
i =1 j =1 k =1

ijk

F=

n( x
a

i =1
n

2 j

n( x
i =1 j =1 k =1

ijk

x ) 2 / b 1
xij ) / ab(n 1)

~ Fb 1, ab ( n 1)

x ) 2 / b 1
xij ) / ab(n 1)
2

85

~ Fb 1, ab ( n 1)

 MSE
(1) SAS
14
14: 9 SAS
DATA E; SET LIB.CLASS;
IF 0<HBA1C1<7 THEN C_HBA1C=0;
ELSE IF HBA1C1>=7

THEN C_HBA1C=1;

LNTCD_P2=LOG(TCD_P2+0.5);
RUN;
PROC MEANS DATA=E NWAY NOPRINT;
CLASS C_HBA1C SEX;
VAR TCD_P2;
OUTPUT OUT=LIB.OUT_TCD MEAN=MTCD_P2;
RUN;
DATA LIB.OUT_TCD1; SET LIB.OUT_TCD;
IF SEX='F'; KEEP C_HBA1C SEX MEAN_TCD_P2_H0;
MEAN_TCD_P2_H0=MTCD_P2;
RUN;
DATA LIB.OUT_TCD2; SET LIB.OUT_TCD;
IF SEX='M';KEEP C_HBA1C SEX MEAN_TCD_P2_H1;
MEAN_TCD_P2_H1=MTCD_P2;
RUN;
PROC SORT DATA=LIB.OUT_TCD1; BY C_HBA1C; RUN;
PROC SORT DATA=LIB.OUT_TCD2; BY C_HBA1C; RUN;
DATA LIB.OUT_TCD_ALL; MERGE LIB.OUT_TCD1 (IN=A) LIB.OUT_TCD2 (IN=B);
BY C_HBA1C;
RUN;
PROC GPLOT DATA=LIB.OUT_TCD_ALL;
PLOT MEAN_TCD_P2_H0*C_HBA1C/VAXIS=12000 TO 17000 BY 1000
HAXIS=0 TO 1 BY 1 OVERLAY;
PLOT2 MEAN_TCD_P2_H1*C_HBA1C/VAXIS=12000 TO 17000 BY 1000 OVERLAY;
SYMBOL1 I=JOIN C=BLUE W=3 V=CIRCLE H=1;
SYMBOL2 I=JOIN C=RED W=3 V=DOT H=1 L=2;
RUN;
/* SIGNIFICANT INTERACTION*/;
PROC GLM DATA=E;
CLASS SEX C_HBA1C;
MODEL LNTCD_P2=SEX C_HBA1C SEX*C_HBA1C;
RUN;
86

PROC GLM DATA=E;

CLASS SEX C_HBA1C;
MODEL TCD_P2=SEX C_HBA1C SEX*C_HBA1C;
RUN;
PROC GLM DATA= E;
CLASS SEX C_HBA1C;
MODEL TCD_P2= C_HBA1C SEX(C_HBA1C) ;
CONTRAST 'SEX AT C_HBA1C1' SEX(C_HBA1C)

1 -1 0 0 ;

CONTRAST 'SEX AT C_HBA1C2' SEX(C_HBA1C)

0 0 1 -1;

RUN;
PROC GLM DATA= E;
CLASS SEX C_HBA1C;
MODEL TCD_P2= SEX C_HBA1C(SEX) ;
CONTRAST ' C_HBA1C AT SEX1' C_HBA1C(SEX) 1 -1 0 0 ;
CONTRAST ' C_HBA1C AT SEX2' C_HBA1C(SEX) 0 0 1 -1 ;
RUN;

(2) SAS
4: 9 SAS 14

87

 15: 9 SAS 14
The GLM Procedure
Dependent Variable: LNTCD_P2
Sum of
DF
Squares
Mean Square
F Value
Pr > F
3
202.67792
67.55931
19.69
<.0001
9115
31275.51400
3.43121
9118
31478.19193
R-Square
Coeff Var
Root MSE
LNTCD_P2 Mean
0.006439
20.42284
1.852354
9.070008
Source
DF
Type I SS
Mean Square
F Value
Pr > F
SEX
1
93.83369042
93.83369042
27.35
<.0001
C_HBA1C
1
88.10076234
88.10076234
25.68
<.0001
SEX*C_HBA1C
1
20.74347034
20.74347034
6.05
0.0140
Source
DF
Type III SS
Mean Square
F Value
Pr > F
Source
Model
Error
Corrected Total

SEX

45.51320828

45.51320828

13.26

0.0003

C_HBA1C
SEX*C_HBA1C

1
1

84.44700748
20.74347034

84.44700748
20.74347034

24.61
6.05

<.0001
0.0140

Dependent Variable: TCD_P2

Source
Model
Error
Corrected Total
R-Square
0.012135
Source
SEX
C_HBA1C
SEX*C_HBA1C
Source

Sum of
DF
Squares
Mean Square
F Value
Pr > F
3
14379459680
4793153226.8
37.32
<.0001
9115
1.1706232E12
128428219.18
9118
1.1850027E12
Coeff Var
Root MSE
TCD_P2 Mean
77.58792
11332.62
14606.16
DF
Type I SS
Mean Square
F Value
Pr > F
1
3261961944
3261961944
25.40
<.0001
1
10548639907
10548639907
82.14
<.0001
1
568857830
568857830
4.43
0.0354
DF
Type III SS
Mean Square
F Value
Pr > F

SEX

1492497638

1492497638

11.62

0.0007

C_HBA1C
SEX*C_HBA1C

1
1

10328773571
568857830

10328773571
568857830

80.42
4.43

<.0001
0.0354

Dependent Variable: TCD_P2

Source
Model
Error
Corrected Total
R-Square
0.012135
Source
C_HBA1C
SEX(C_HBA1C)
Source
C_HBA1C
SEX(C_HBA1C)
Contrast

Sum of
DF
Squares
Mean Square
F Value
Pr > F
3
14379459680
4793153226.8
37.32
<.0001
9115
1.1706232E12
128428219.18
9118
1.1850027E12
Coeff Var
Root MSE
TCD_P2 Mean
77.58792
11332.62
14606.16
DF
Type I SS
Mean Square
F Value
Pr > F
1
11141807570
11141807570
86.76
<.0001
2
3237652110
1618826055
12.60
<.0001
DF
Type III SS
Mean Square
F Value
Pr > F
1
10328773571
10328773571
80.42
<.0001
2
3237652110
1618826055
12.60
<.0001
DF
Contrast SS
Mean Square
F Value
Pr > F

SEX AT C_HBA1C1

79057670

79057670

0.62

0.4327

SEX AT C_HBA1C2

3158594440

3158594440

24.59

<.0001

88

Dependent Variable: TCD_P2

Source
Model
Error
Corrected Total
R-Square
0.012135
Source
SEX
C_HBA1C(SEX)
Source
SEX
C_HBA1C(SEX)
Contrast

Sum of
DF
Squares
Mean Square
F Value
Pr > F
3
14379459680
4793153226.8
37.32
<.0001
9115
1.1706232E12
128428219.18
9118
1.1850027E12
Coeff Var
Root MSE
TCD_P2 Mean
77.58792
11332.62
14606.16
DF
Type I SS
Mean Square
F Value
Pr > F
1
3261961944
3261961944
25.40
<.0001
2
11117497737
5558748868
43.28
<.0001
DF
Type III SS
Mean Square
F Value
Pr > F
1
1492497638
1492497638
11.62
0.0007
2
11117497737
5558748868
43.28
<.0001
DF
Contrast SS
Mean Square
F Value
Pr > F

C_HBA1C AT SEX1

8212948768

8212948768

63.95

<.0001

C_HBA1C AT SEX2

2904548969

2904548969

22.62

<.0001

F P
F P
F P
F P
15

7-12

1492497638

11.62

0.0007

10328773571

80.42

<.0001

568857830

4.43

0.0354

79057670

0.62

0.4327

3158594440

24.59

<.0001

8212948768

63.95

<.0001

2904548969

22.62

<.0001

(3)

(p<0.0001)
(p<0.0001)
89