Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 37 6 b Solution Created 2026-10-03 Updated 2026-10-07
For the moment approach, write and let be a positive-definite working covariance constructed from the proposed moment formulas. For identifiable mean coefficients , let . Generalized estimating equations take the formAcross independent students, correct mean specification and standard regularity conditions give consistent identifiable mean coefficients even if the working covariance is wrong. Sandwich covariance matrix standard errors useResidual second-moment estimating equations can estimate identifiable dispersion and association parameters. The marginal mean only identifies , not and separately. Moment restrictions beyond the mean would be needed to separate them; as shown below, the printed restrictions do not generally recover the intended latent parameters.
For the hierarchical approach, maximize the observed-data likelihood after integrating out the random effect. Set , , and . The joint likelihood contribution isThe integral comes from multiplying three conditional Poisson mass functions by the Gamma density and integrating over . Independent students give . Direct numerical maximum likelihood or an expectation-maximization algorithm can be used; in an EM algorithm an all-zero profile has an uncertain latent component membership. Information-based likelihood standard errors apply under regular interior conditions, with special care for parameter boundaries.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 37 6 d Solution Created 2026-10-03 Updated 2026-10-07
Keep baseline covariates fixed and put , , and for . Integration of a Poisson count over the Gamma component givesThis negative binomial distribution has mean and variance . Therefore the unconditional one-term distribution is the zero-inflated negative binomial distributionIn particular its zero probability is , not simply . As this becomes a Zero-inflated Poisson distribution.
The mixing effect has , and . The law of total variance and law of total covariance now giveEquivalently, for , and . This also supplies raw second moments by adding . Dependence arises from both shared heterogeneity and shared structural zeros, even when the positive random effect is constant.
The printed moment variance matches the hierarchical variance at the same parameter values, but its printed off-diagonal covariance is . Equality would require , or . It is therefore false to claim that the two approaches consistently estimate all the same parameters in general.
The precise distinction is between consistency of mean ratios and identification of structural parameters. In the hierarchical model, with , both the quadratic variance coefficient and the covariance coefficient in terms of the marginal mean areFor the moment parameterization, writing its parameters as , these coefficients are and . Its intercept is identifiable from the mean only as . Matching the true first two moments demands . One solution always isFor there is also a solution , , , with the corresponding shifted intercept. Indeed eliminating gives . This is moment aliasing in a shared zero-inflated count model: matching the moments does not identify the actual structural-zero probability.
For a concrete counterexample take . Then and . The only admissible moment-matching choice is , with an intercept shifted by ; it cannot recover the true structural-zero proportion 0.2. Correct marginal means can give consistent term and baseline-covariate slopes with sandwich standard errors; they do not justify consistent estimation of the intended , or latent intercept. Nor does a mean-only estimating equation identify at all. Full-distribution inference provides information beyond these first two moments.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 30 4 b Solution Created 2026-10-03 Updated 2026-10-07
For subject and , the random-intercept linear mixed model isAll subject random effects and measurement errors are mutually independent. The fixed effects describe the population mean baseline and weekly gain. Conditional on , a person's observations have independent normal distributions; after integrating out , their covariance is at distinct weeks and their common variance is . Therefore their correlation is .
This Gaussian linear mixed model permits correlated repeated readings while keeping different subjects independent. The fitted standard deviations are kg and kg, giving within-person correlation about . All persons still have the same latent weekly slope in this model.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 30 4 c Solution Created 2026-10-03 Updated 2026-10-07
Allow each subject to have a separate baseline and slope through a correlated random-intercept and random-slope model:The subject random effects are independent of all measurement errors, and subjects are independent. The within-person covariance between times is , with an additional when the same reading is used twice.
Prefer the model with a random slope. The maximum likelihood estimation refits improve twice the log-likelihood by while adding two covariance statistical parameters. Both the Akaike information criterion ( to ) and Bayesian information criterion ( to ) strongly favour it. The printed nominal likelihood-ratio test is overwhelming. The usual reference chi-squared distribution with two statistical degrees of freedom is not an exact regular calibration, since zero slope variance is a boundary and the intercept–slope correlation is then unidentified; a design-specific parametric bootstrap could calibrate it. This qualification does not undermine the substantial descriptive improvement shown by both information criteria.
The preferred fit estimates population mean baseline strength kg and weekly gain kg/week. The between-person baseline standard deviation is kg, and the between-person slope standard deviation is kg/week. Their estimated correlation is weakly positive, giving random-effect covariance about kg/week; its uncertainty is not supplied. The measurement-error standard deviation is kg. The printed instead describes the correlation between the estimated fixed effects, not between the subject random effects. These statistical parameter estimates come from restricted maximum likelihood; the model comparison uses the separate maximum likelihood estimation fits.
The population mean fitted trajectory is kg. HenceUsing the reported slope standard error, an approximate 95% confidence interval for the population mean gain is kg; a Student t confidence interval with 499 statistical degrees of freedom is almost identical.
Successful individuals can improve far more than the average. Their latent ten-week gains have fitted normal distributionA clear estimate for an upper-performing group uses a between-person slope quantile: the 95th percentile is kg, and the 97.5th percentile is about kg. The upper 5% of fitted underlying gains begin around 73 kg. These are person-to-person performance quantiles, not confidence intervals for the population mean. Identifying the best observed trainee would require that person's data or fitted subject random effects; the aggregate output cannot identify a literal maximum. If performance means the observed difference of endpoint readings, add the measurement-error variance to the latent gain variance.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 30 5 b i Solution Created 2026-10-03 Updated 2026-10-07
Let indicate a smoking-free week, the recorded sex indicator, age in years and assigned treatment. The screening history supplies ; earlier lag initializations are also zero. A history-dependent logistic regression for the first model isHere , is the observed past, and the five unknown regression coefficients have time-invariant values. Conditional on baseline covariates, this model has the first-order Markov property: only the immediately preceding outcome enters the current conditional probability. Distinct subjects have independent histories. There is no subject random effect or additional time trend in this fit.
Using the chain rule for probabilities, the individual conditional likelihood isThe lagged values in are the individual's actual preceding outcomes. This product is a sequential conditional likelihood, not an assertion of unconditional independence of the ten readings. The full conditional likelihood is ; no extra Bernoulli distribution factor is attached to the fixed screening history.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 206 1 e Solution Created 2026-10-03 Updated 2026-10-06
The fitted formula and coefficient table describe a random-slope linear mixed model:with random effects independent of the errors. There is a common fixed intercept, a population slope , and a laboratory random slope deviation . In
tumour1, the three laboratory slopes are unrelated unknown fixed coefficients. Here they are modelled as draws from a common normal distribution; estimated laboratory deviations are shrunk toward zero. After integrating out , observations in laboratory have covariance , so they are marginally dependent even when their conditional errors are independent.The displayed command contains a source inconsistency:
size ~ 1 + (0 + days | lab) would impose zero population slope and could not produce the displayed fixed days coefficient. The output corresponds to size ~ days + (0 + days | lab). Its estimates are , and . The estimated daily increase averaged over the laboratory population isbecause .A random slope is appropriate if these laboratories can reasonably be viewed as exchangeable representatives of a larger population and the goal includes population inference or predictions for other laboratories. If these particular three laboratories are the whole set of interest, or have systematic differences incompatible with exchangeability, laboratory-specific fixed slopes are preferable. Only three groups give weak information about between-laboratory variance; the mixed model does not itself resolve possible nonlinear growth. Its population mean is distinct from a realized finite-group average .
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 206 6 a Solution Created 2026-10-03 Updated 2026-10-06
Write for stirring rate of observation in furnace . The independent random-intercept and random-slope model isErrors and random effects are independent. The separate R terms
(1 | furnace) and (0 + stir | furnace) impose independent random intercepts and random slopes; (1 + stir | furnace) would instead estimate their covariance as well. The estimates areThe corresponding estimated standard deviations are , , and ; they are not additional parameters.For a furnace with predictor vector , the marginal formulation, obtained by integrating the Gaussian random effects, isindependently across furnaces. In particular,In stacked notation , , giving the Gaussian linear mixed model marginal law with .
The residual-versus-fitted plot on page 17 has residuals of both signs over the fitted range, with no convincing smooth curvature or clear fan shape. Its quantile-quantile plot is roughly straight in the central region, with some tail departures and a few large negative residuals. There is no decisive visible violation, but investigate those observations. These plots mainly address conditional observation errors; they do not validate the distribution of furnace random effects or independence within furnaces. With only three furnaces, normality and the variance of the random effects are especially difficult to assess.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 206 6 b Solution Created 2026-10-03 Updated 2026-10-06
For the Gaussian linear mixed model, temporarily regard as known, with here and . The joint multivariate normal distribution isBy the conditional multivariate normal distribution formula,A nonsingular Gaussian density has its mode at its mean. Thus the conditional mode of Gaussian random effects equals the conditional expectation. Replacing the unknown parameters by fitted values givesFor positive-definite and , an equivalent derivation minimizes the negative conditional log density,Differentiation yieldsThe inverse-covariance penalty shrinks furnace intercepts and slopes toward the population effects. For furnace , set and ; the same formula provides its two-component conditional mode from that furnace's observations, conditional on the fitted common parameters. If a variance component is zero, the covariance form remains meaningful and its corresponding random effect is zero, whereas the formula with needs a limiting interpretation. With known covariance parameters these are best linear unbiased predictors; plug-in variance estimates give their empirical version.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 206 6 c Solution Created 2026-10-03 Updated 2026-10-06
The restricted maximum likelihood procedure estimates covariance parameters from error contrasts that remove the unknown fixed effects. Let have rank and choose an full-rank matrix with . Then has a likelihood involving the variance parameters but not . Maximizing that likelihood is restricted maximum likelihood. An equivalent restricted likelihood from orthogonal error contrasts, up to terms independent of , iswhereAfter estimating , use generalized least squares for and the conditional modes from part (b). In an independent-error normal linear model, this covariance procedure reduces to estimating by instead of .
The two models being compared have different fixed-effect spaces, so their error contrasts, dimensions, and restricted likelihoods differ. Their REML values are not likelihoods of the same transformed data and must not be used directly for this fixed-effect likelihood-ratio test. Refit both with ordinary maximum likelihood, integrating out the random effects but retaining the original response vector, and maximize each model's marginal likelihood.
The null hypothesis is , leaving the random slope variance free; the alternative permits a nonzero population stirring effect. The supplied test has , one extra fixed coefficient, and approximate p-value . Retain the fixed stirring-rate effect at 5%. A mean-zero random slope cannot substitute for an estimated nonzero population slope. The asymptotic calibration assumes regular nuisance covariance parameters and should be interpreted cautiously with only three furnaces; simulation can provide a better finite-sample calibration.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 206 3 e Solution Created 2026-10-03 Updated 2026-10-05
There is a genuine syntax error in the printed command: With the default Gaussian family, this generalized additive mixed model isHere across doctors, is an estimated covariance matrix, and the Gaussian errors have variance and are independent of the random effects. The formula
random=list(...) must be a separate argument, following a comma rather than a plus. The intended call ismodel2 <- gamm(npres ~ s(age, bs="cr") + s(wbc, bs="cr"), random=list(doctor=~age))~age includes a random intercept as well as a random slope; it does not force these two effects to be uncorrelated.The random intercept allows different prescribing baselines, and the random slope allows doctor-specific linear modifications to the population age curve. Conditional on these effects the observations are independent under the model, whereas two patients of the same doctor have additional covariance . This accounts for clustered data and avoids treating doctor variation as independent patient-level noise. The population smooth and doctor-specific predictions are different targets. With only four doctors, estimates of the random-effect covariance can be imprecise; the Gaussian support issue for counts also remains. The new model accounts for doctor-specific baselines and age slopes.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 206 4 a Solution Created 2026-10-03 Updated 2026-10-05
The random-slope linear mixed model iswith independence between the random effects and errors. The estimates areIncubators are treated as exchangeable representatives of possible growth environments, so a random slope permits their growth rates to differ while estimating a population mean growth rate. The formula
0+hours deliberately removes a random intercept: larvae are assigned only after hatching, so it is reasonable to assume no incubator-specific baseline at time zero. Random assignment supports this common-baseline assumption in expectation; it does not prove that observed initial sizes or other baseline differences are exactly identical.For a new incubator, no observations are available to estimate its realized random slope, and its mean effect is zero. Under squared-error loss the best prediction integrates over that effect and the residual error:This is the plug-in conditional expectation given the population parameters, rather than a prediction using a fitted effect from one of the four existing incubators. Ignoring parameter-estimation uncertainty, the prediction variance for a new individual is ; it is not just the uncertainty in the population mean.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 206 4 b Solution Created 2026-10-03 Updated 2026-10-05
Let have columns , and let have one column per incubator, with entry in the column for observation 's incubator and zeros elsewhere. Integrating the Gaussian random effects givesConsequently its marginal log-likelihood isThe likelihood-ratio test of against usesFor each covariance, the optimizing coefficients are the generalized least squares estimator . Both fits should use the same marginal likelihood convention, for example fitting the alternative with
update(fly.model, REML=FALSE) and the null as a Gaussian linear model. The displayed alternative REML criterion alone cannot supply .The variance component is constrained to be nonnegative, and zero lies on the boundary. Thus the interior-parameter hypothesis of Wilks theorem fails; the usual approximation is inappropriate. A limit sometimes applies to a single variance component under additional asymptotic conditions, but four incubators do not give a persuasive large-number-of-groups approximation.
Use a parametric bootstrap under the null: estimate there; simulate independent Gaussian errors with that fitted variance at exactly the observed times and grouping labels; refit both models by maximum likelihood for each simulated sample; and calculate . The upper-tail proportion, conventionally , estimates the p-value. Boundary fits with estimated must remain in the simulation distribution. A restricted-likelihood ratio and a correspondingly calibrated bootstrap are another option when the fixed-effect design is identical, but one must not mix ordinary and restricted likelihoods in a single statistic.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 207 1 e Solution Created 2026-10-03 Updated 2026-10-05
A random-effects meta-analysis allows differences in true treatment effects across countries and eligibility criteria. For trial , let be its estimated log odds ratio and its estimated within-trial variance. A usual approximate statistical model isindependently across trials, with independent of sampling errors. Here is the mean true log odds ratio in the population of comparable trials, and is between-trial heterogeneity, not additional sampling error. Therefore , and for a fitted heterogeneity value,One can estimate by restricted maximum likelihood or another justified method; is a plug-in conditional variance and does not fully account for estimating heterogeneity. With only six studies that uncertainty matters. Different eligibility rules motivate this random effect but do not by themselves establish exchangeability or remove bias; known effect modifiers may warrant stratification or regression.
Use leave-one-study-out influence analysis: fit all six trials, then omit Cohen 1989 and refit both and . Report , the corresponding change in the odds ratio, and changes in the confidence interval and heterogeneity. As a diagnostic with heterogeneity held fixed, writing givesThe fitted Cohen weight would be and . A precise but discordant trial can have large influence; refitting assesses additional influence through heterogeneity. The other five trials' data are absent, so a numerical six-trial influence assessment is not identifiable from the displayed table.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 216 3 a Solution Created 2026-10-03 Updated 2026-10-05
Write , , and . We keep the model's printed coefficient literally. Its latent log odds can be writtenThe independence of the is conditional on : they are not marginally independent when the random effects are correlated.
Holding the other predictors and the random-effect realization fixed, increasing predictor by one shifts the latent log odds by , so it multiplies the conditional odds of a late departure by . For a binary snow indicator, this compares the snow and no-snow days with other predictors held fixed. This is a conditional odds ratio, not generally the same as a marginal odds ratio after integrating the random effects.
Randomizing allows unmeasured daily conditions to change the success probability beyond the systematic linear predictor. In this logistic-normal regression with autoregressive random effects, let and . The law of total variance givesso the mixture allows overdispersion beyond a binomial distribution with fixed probability. The correlated part also allows related outcomes on nearby days.
The stationary autoregressive process of order one has and . HenceThe term is unstructured daily variability, whereas is the temporally correlated component under the printed parameterization. Larger gives greater persistence: the lag- correlation of the latent log odds is .
The PDF itself prints both the coefficient and the requested combination . They are inconsistent as a marginal variance. If the intended coefficient were , the variance and off-diagonal covariance would instead be and . The prior's argument list also repeats ; its displayed density indicates the intended second variance parameter is .
There is a further substantive issue with that improper prior. After integrating the latent variables, the observed-data likelihood function is positive and continuous at for fixed finite , positive , and . On a compact positive-volume set of those parameters it therefore has a positive lower bound for small . The prior density is , so integrating over gives . Thus the stated joint posterior distribution is improper, an instance of improper posterior from a log-uniform random-effect scale prior. The requested fixed-parameter conditional laws below are nevertheless proper; their existence does not remedy the joint impropriety.
Past exam of the systems biology course of the University of Cambridge 2024 Paper 2 5 Solution 2026-10-20
Test metabolic response and verified exposure, rather than using body weight as the sole definition of efficacy. Equal body weight can coexist with altered liver triglycerides, altered circulating lipids or different substrate use. A fair cross-species comparison must also distinguish failure to deliver docosahexaenoic acid from failure to respond after it reaches the relevant compartments.
Parallel randomized interventions. In mice, compare a standardized high-fat/high-sucrose diet containing docosahexaenoic acid with an otherwise matched control diet in which an equal energy amount of control fat replaces it. Keep total fat, sugar, protein, micronutrients and energy density constant; measure actual food intake. Include a normal-diet reference group to contextualize the diet-induced disturbance and, if intake differs, a separate pair feeding control to address intake-mediated effects. The pair-fed group answers a different question from the freely fed control, so it should not replace it. Standardize age and housing, include both sexes with a planned analysis, and randomize across cages and processing batches. If diet is assigned by cage, replicate and analyze the cage-level assignment rather than treating all cage-mates as independent treatment allocations.
In humans, use a parallel, double-blind randomized controlled trial of a characterized docosahexaenoic acid preparation versus a matched, isoenergetic control preparation in adults with obesity. Choose the exposure under an approved clinical protocol, maintain background diet and activity as consistently as practical, and record medication, alcohol and other supplement use. Avoid combining one arm with an unbalanced weight-loss programme. The control oil is a defined comparator with its own possible biology, not an assumed metabolically inert substance. Block randomization on important baseline factors and blind clinical assessors and laboratory staff.
Choose dose and duration to compare achieved exposure, not simply the same milligrams per kilogram across species. Analyze the administered diets and preparations for fatty-acid composition and oxidation. Measure docosahexaenoic acid incorporation in plasma and longer-lived cellular lipid fractions to assess adherence and delivery. A predeclared study duration of roughly twelve weeks in humans, with a comparable mouse time course chosen for its biology, is an example design rather than a claim that identical calendar time implies identical metabolic exposure.
Samples and timing. Collect standardized fasting plasma before treatment and at early, intermediate and final visits, for example weeks 2, 6 and 12 in humans. In a subset, add a standardized-meal time course before and after intervention to measure postprandial trajectories rather than only a fasting endpoint. Record fasting duration, collection time, handling delay and recent diet. Collect urine for complementary small-molecule measurements. In mice, obtain serial blood within appropriate sampling limits, and collect liver, adipose tissue and muscle from randomized terminal cohorts at selected early and final time points. These terminal tissues are from different animals and must not be analyzed as within-animal repeated measurements.
Use comparable plasma fractions in both species for the primary cross-species analysis. Mouse liver gives a mechanistic view of hepatic steatosis; human liver fat can be followed noninvasively by a suitable magnetic resonance imaging measurement of liver fat. Do not require research liver biopsies solely to make the matrices match. Optional tissue collection must have separate justification. Measure body composition, liver fat and relevant clinical metabolic traits alongside metabolomics, so molecular changes can be related to a physiological outcome.
Analytical measurements. Use broad liquid chromatography-mass spectrometry metabolomics to survey polar metabolites, together with dedicated lipidomics separations and tandem mass spectrometry for intact lipid classes and molecular species. Different extraction and chromatographic conditions are needed for polar compounds and hydrophobic lipids. Gas chromatography-mass spectrometry of appropriately prepared fatty-acid derivatives provides an independent quantitative fatty-acid composition measurement. NMR spectroscopy can complement these assays with robust quantification of abundant soluble metabolites, although it usually detects fewer low-abundance compounds than mass spectrometry.
Prespecify molecular outcomes such as docosahexaenoic acid incorporation into phospholipids and triglycerides, then exploratory responses in other lipid classes, acylcarnitines and central metabolic pathways. A possible response is incorporation of more highly unsaturated lipid species without weight loss; reduced liver fat or altered postprandial handling could then reveal a metabolic effect missed by body weight. Conversely, altered precursor pools do not themselves prove increased pathway flux. Acylcarnitine changes should be interpreted with other measurements, not automatically equated with increased fatty-acid oxidation. These are hypotheses to test, not assumed treatment outcomes.
Use isotope-labeled internal standards, extraction blanks and a pooled quality-control sample injected throughout each analytical batch. Randomize sample order while balancing species, arm and time; include shared reference material across batches. Standardize rapid cooling, extraction, storage and freeze–thaw exposure, because highly unsaturated lipids are susceptible to oxidation. Verify key metabolite identities with retention behaviour, fragmentation and authentic standards where available. An accurate mass alone does not uniquely establish a lipid's double-bond positions or distinguish all structural isomers.
Statistical plan. Power the study for a limited set of primary biochemical or physiological endpoints, using anticipated variance and independent treatment units. Keep discovery lipidomics separate from confirmatory endpoints. Inspect principal component analysis plots for outliers and batch effects; an apparent separation is not by itself a treatment test. For repeated plasma measurements, use a mixed model with participant or animal random effects, baseline adjustment and treatment-by-time terms, with cage effects where relevant. Report effect sizes and confidence intervals; use a prespecified Benjamini-Hochberg procedure for exploratory multiple testing.
For matched molecular endpoints, model the log abundance or change using species, treatment, time and their interactions, or compare harmonized treatment effect sizes across species. A species-by-treatment interaction addresses differing responses. A significant result in mice and a nonsignificant result in humans does not establish that the responses differ. Differences in achieved exposure, sampled tissue, starting diet or baseline disease can still explain an apparent interaction; document these before attributing the difference to species physiology. Use intention-to-treat analysis for the primary human trial, with adherence-based analyses clearly secondary, and validate exploratory molecular findings in independent samples.
Ethics. Obtain informed consent and independent ethical review, explain uncertainty about benefit, protect identifiable molecular and clinical data, monitor adverse events and allow withdrawal. Do not induce obesity or require a harmful diet merely to mimic the mouse model, and do not withhold established care. Minimize blood and tissue sampling and justify any optional biopsy separately. Animal work likewise needs justified numbers, humane endpoints and refinement of sampling. The design should answer the cross-species question with the least invasive measurements that can distinguish exposure, molecular response and physiology.
Poisson-lognormal random-effect model 2026-10-14
Let , with . The lognormal distribution of the random mean gives marginal mean . The law of total variance gives , strictly larger than when . Thus independent observation-level random effects produce overdispersion even though the conditional Poisson distributions have variance equal to their means.
Serial correlation Created 2026-10-07 Updated 2026-10-14
Responses observed on the same process or individual at different times may have nonzero correlation coefficients. Such serial correlation can arise from a shared random effect or from history-dependent conditional means. A scalar dispersion parameter adjustment alone does not represent this temporal dependence.
Variance component Created 2026-10-06 Updated 2026-10-07
A variance component is a nonnegative parameter multiplying a specified covariance contribution. In a Gaussian linear mixed model with independent standardized group effects, describes the covariance induced by one set of random effects. Testing whether a component is zero is a variance-component likelihood-ratio test at a boundary; ordinary regular chi-squared likelihood-ratio calibration need not apply.
Variance of nested measurements 2026-10-18
For pots per treatment and leaves per pot, the group sample mean decomposes into two averages:The variance of a sum adds the variances of the independent terms. Every pot random effect has weight , whereas each remaining error has weight , giving the short proofThis is also the variance of the arithmetic mean of the pot sample means, each with variance . Equal numbers of leaves per pot make the two averaging procedures identical.
If all leaf measurements were falsely treated as independent, the predicted variance would instead be . The ratio of correct to false variance isThus pseudoreplication can underestimate a standard error by the square root of this ratio. Equality holds when or ; sharing a pot creates an error here precisely when the shared influence has positive variance.
Choose , , and as constructed model parameters in squared length units. These are assumptions rather than fitted experimental values. For each group,The treatment contrast has expected value . Since the group errors are independent conditional on the allocation, its variance is twice the group variance, namely , whereas the false calculation gives . Its correct standard error is length units; the false value is . The variance ratio is .
Constructed variance predictions: adding pots reduces uncertainty faster than adding leaf measurements within four pots
. Each curve uses and ; the horizontal axis counts measurements per treatment. The solid designs agree at four pots with three leaves each. The dashed curve assumes all measurements are independent and therefore illustrates pseudoreplication; none of the curves are observed experimental data. Details.With four pots fixed, increasing drives the error contribution towards zero, but the limit of the group variance remains . Measuring twelve leaves on each of four pots gives . Using the same forty-eight measurements on sixteen pots, with three leaves per pot, gives . More independent experimental units reduce both contributions. Extra nested measurements are useful for characterizing each experimental unit, but cannot average away its shared random effect. This is why sample collection effort and the number of independent treatment replicates answer different questions.[ref]
Pseudoreplication and the Design of Ecological Field Experiments by Stuart H. Hurlbert. Pseudoreplication and the Design of Ecological Field Experiments, p. 201, “Multiple samples per experimental unit”
