Consider a two-way layout in which the effects of the

Chapter 11, Problem 20

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Consider a two-way layout in which the effects of the factors are additive, as in Exercise 19; suppose also that there are Kij observations per cell, where Kij > 0 for i = 1,...,I and j = 1,...,J . Let vi = Ki+ for i = 1,...,I , and let wj = K+j for j = 1,...,J . Assume that E(Yijk) = + i + j for k = 1,...,Kij , i = 1,...,j , and j = 1,...,J , where I i=1 vii = J j=1 wjj = 0, as in Exercise 19. Verify that the least-squares estimators of , i, and j are as follows: = Y +++, i = 1 Ki+ Yi++ Y +++ for i = 1, . . . , I, j = 1 K+j

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