'Low Level' Error Terms in Expected Mean Square Calculation

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SUMMARY

The discussion centers on the classification of lower level error terms in the Expected Mean Square (EMS) calculation within random effects models. Specifically, when both factors A and B are random, the EMS for factor A includes the error variance, the AB interaction variance, and the variance of A. The AB interaction variance is classified as a lower level error because it can significantly affect the accuracy of statistical assessments, necessitating its inclusion in the EMS calculation. Understanding this classification is crucial for effective experimental design and accurate interpretation of results.

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  • Understanding of random effects models in statistics
  • Familiarity with Expected Mean Square calculations
  • Knowledge of interaction effects in experimental design
  • Basic statistical analysis techniques
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  • Learn about the implications of interaction effects in statistical analysis
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3.141592654
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I'm currently studying experiments where one or more factors are random, i.e. random effects models. In this model a professor explained that the Expected Mean Square calculations for any factor are:

Expected Mean Square (factor) = (lower level error terms) + (term relating to factor)

For example, if A and B are both random, then

Expected Mean Square (A) = (Error variance) + n*(AB Interaction variance) + n*b*(A variance)

My question is why does the AB interaction variance get classified as a 'lower level' error in relation to A and as a result get included in the Expected Mean Square calculation for factor A?

Thanks.
 
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3.141592654 said:
I'm currently studying experiments where one or more factors are random, i.e. random effects models. In this model a professor explained that the Expected Mean Square calculations for any factor are:

Expected Mean Square (factor) = (lower level error terms) + (term relating to factor)

For example, if A and B are both random, then

Expected Mean Square (A) = (Error variance) + n*(AB Interaction variance) + n*b*(A variance)

My question is why does the AB interaction variance get classified as a 'lower level' error in relation to A and as a result get included in the Expected Mean Square calculation for factor A?

Thanks.

Hey 3.141592654.

In terms of statistical purposes, classifying interaction effects separately is useful because if there is a significant interaction then in the context of experimental design, we will want to redesign the experiment so that this interaction is removed (or in practice minimized) so that it does not effect the statistical analysis and the accuracy of its interpretation.

If there is serious confounding going on then we will not be able to distinctly know what effects are going on and this is the reason why assessing interactions statistically is important because without taking this into account, we would have processes that are essentially are creating some kind of hidden behaviour that would jeopardize the accuracy of a statistical assessment.

In terms of your actual question I looked up mean square here through this website:

http://en.wikipedia.org/wiki/Mean_squared_error

Intuitively in terms of how interaction effects contribute to larger errors for an accurate estimator, the above gives a little insight into this. Remember that if interactions are significant this will have a huge affect on the applicability of the model.

In terms of the 'lower level terms', maybe you could post a definition of what is meant by this as I have not come across this before myself.
 

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