NOTE TO USERS This reproduction is the best copy available. UMI® Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. STATISTICAL AHfcLTSIS Of LQSG-TiUM AGRICTFITUHAL IXP11IMEHTS by Arthur M. Dutton A Dissertation Submitted to the Graduate faculty in Partial fulfiHuent of The lefuiremente for the Degree of DOCTOR Of PHILOSOPHT Major Subject: Statist ice Approved: S n K i i f g 3^;',i,iii‘'11 Bean of Graduate College Iowa State College 1951 Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. UMI Number: DP11946 INFORMATION TO USERS The quality of this reproduction is dependent upon the quality of the copy submitted. Broken or indistinct print, colored or poor quality illustrations and photographs, print bleed-through, substandard margins, and improper alignment can adversely affect reproduction. In the unlikely event that the author did not send a complete manuscript and there are missing pages, these will be noted. Also, if unauthorized copyright material had to be removed, a note will indicate the deletion. ® UMI UMI Microform DP11946 Copyright 2005 by ProQuest Information and Learning Company. All rights reserved. This microform edition is protected against unauthorized copying under Title 17, United States Code. ProQuest Information and Learning Company 300 North Zeeb Road P.O. Box 1346 Ann Arbor, Ml 48106-1346 Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. fwm of ooswifs page x. mmmmmm................................... i ii. scvxnr of mt rmmm ufmmrn................ k A. long-Tera Agricultural Experiments......... k 1. Other Pertinent literature.........................10 in. a&owioui© of m nmum......................... 2k IF. BSTIKATIOH II fBI CASE OF IXIM1 HIGHESSIOI Wifi SIMHjT AUTOCOBWLAB® XBHBBS..................... 33 A, .linear legression With A Single Series...........35 1. linear ingresslea With fee Correlated Series. . . 5k S. linear Begreseion With k Correlated Series.......93 ?. mtwmim nr m oasi of sxpohhtiai isobissioi wits s s m r AOfocoBBHAfu w a r n ................ 116 A. Exponential Begreesion With A Single Series . . . . 117 1. Exponential Begreseion With fm Correlated Series . 122 C. Exponential Begreseion With k Correlated Series . . 130 FI. AFPlICAflOI OF 1SS SSfJXATIOI PBOGIDTJISS TO ACfffAl TIHD SHIES.................................132 A. linear Begreseion ©a fiae......................... 13k B. Exponential Begreseion...........................139 FII. summary . . .................................. ik> Fill. 1ITEMTOBS CITED................................ lk3h H. ACMOWISMSMMT................................ ikhu X. APFSHDIX....................................... lkkh T19J-3 Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. 1 x. sarsoBOGtios The general problem of land use may be briefly stated as that of maximising the present value ©f all future earnings of a piece ©f land. Such term# a* value mi earning* mey ho defined differently under dif ferent economic system*. la the ease of land suited to agricultural purpose*. where the «et of possible ueeo to which a piece of laud may he pit 1* finite, though possibly large la number, the problem oaa he attacked experimentally. It is possible to subject plot* of land to various cropping systems ami to measure the economic return* la any given period. Any measure of present value of the future earning* would hare to he determined ®a the basis of a (theoretically) Infinitely long cropping system. If instead of actual economic return* the change* la yield potential or fertility could he measured and described accurately ia term* of a simple mathematical function thea the properties of girea cropping systems might he inferred from long-term experiment*. It ha* beta pointed oat many times ia the agronomic literature1 that th« yield of a particular crop 1* probably not the ideal measure of crop producing ability. Xevertheleee it is the yield of test crops that has been takes almost universally a* the measure of soil fertility, ffc# statistical problem treated la this dissertation is that of describing simply uni. accurately ©a the basis of a theoretical agronomic model the variation* la yields under various cropping systems. eepliwe»ew<*>e*tiwg»w»»»<li'»i‘ 1'iiiiiiniiuiwswwwqm' "s-om—e $** for example 1. f. Shaw (19^^). Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. 2 1 the published work* m the analysis of long-term agricultural experiment* have taken the view that yield variations with tine e«> host he described by fitting m linear, quadratic, or, at most, a low order tine polynomial to the data by the method of least squares. This approach leads to moderately simple methods of analysis. It has not boon particularly successful from the agronomic point of visw because of the fact that the coefficients in the polynomials so fitted hare little practical meaning, furthermore if the errors from such trend lines are not Independent in time the method of least squares may lead to inefficient estimates of the coefficients Involved. lifter consideration of certain data as well as the remarks of » earlens agronomists and: statisticians in print or private conversa tion, an alternative model .has been considered which seems to he mere justified, this model aoomnos that the yield is roprsssatabls by an exponential trend line and an nnteeorrelated error, the problems of estimation Involved; in using such a model are similar to these encountered la tlme-sorlss analysis, the essential difference should be noted, how ever, that in this'approach a bio-mathemaileal reaction law is postulated with theoretical Justification whereas la the ease of time-eeries analysis there is aa attempt to derive *tru»“ relations from observed data, the estimation of the parameter# Involved in the model is muds more involved than.the estimation of the coefficients of polynomials for instance.' the pnrmietors so estimated, however, have a physical Hem fisher lift©) and Cochran (1939) %*♦, for example fisher (1920) footnote 1, p. 109. Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. 3 mourning whereas 4a the classical polynomial approach ao sack meaning ia apparent. »a*4*«i likelihood estimators of the parameters larolred ia a linear regression *#*#1 with autoeorrelsted error terns will he giren. fhis analysis alii ho extended to iaeXmi© iJae exponential tread model, fh# smximmn likelihood estimators are quite imrelved for the case of •oreral correlated yield eorlea under either model. lay simpler approach to the estimation problem would oeoa to otea froa emsmiaatiom of thess rigorous eat last ioa procedures. the position has h«o» taken In the coarse of this work that the first step towards the analysis of long*4.era yield data aast he the examination of data under a staple continuous cropping system. A model which does not work satisfactorily ia this situation cannot ho expected to he of mime la the more complex si font lea s. Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. H 11. ISri'W Of fill PlBflllSf MflMfS®! Ia the past 10 year* there hs.«s been an extensive development of the related subject© ©f timswserles analysis and the analysis of auto* regressive system*. This development lias coma as Inly la the economic field with applications to economic data. Sine® It Is felt that the*© development * are distinct fro* these of the classical analysis of long*, term agricultural experiments, the literature review will consist of two mala parts, The first will he devoted to the subject of long-term agricultural experiments, Th® second will ©over the other statistical (mainly econometrlc^l) developments which are related to the method of analysis' advanced ia this dissertation. A. loag»f«r* Agricultural Ixperlmeats The most fundamental study of yield variation fro® the statistleal standpoint as well as one of tho earliest fls that of fisher (1920). from a long series of observations of wheat yields on the plots of Broafbalk field (ftotfcamsted) he distinguishes three types of variation, these arof, (1) annual variation, (2) steady diminution due to soil deterioration, and (3) slow changes other than diminution. The extent of slow changes is described by the fittlag of a fifth degree polynomial in time by the mss of orthogonal polynomials and least squares. Deterioration Is described by the mean annual diminution over the years investigated,. The deviations from the fifth degree polynomial are Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. 5 attributed to random annual variation. In later studies (Fisher (192*) ) the random annual variations were correlated with, reeldmale similarly obtained from weather data. Fisher states, "The errors involved in the correlation of residual* of series changing In an unknown manner may he minimised hy the method of polynomial fitting; such errors are prohahly insignificant when this procedure is applied to rain data and wheat yields*. (Fisher (192*0 pg. 1*1). This sort of technique was repeatedly applied to ether data hy Fisher as well as hy ether workers at lethansted. (See for example Cashen (19*?) ). fariatlons and extensions of the methods of Fisher are set forth hy other investigators, notably, Cochran (1939). sad Crowther and Cochran (19*2). The earlier paper is a very exhaustive summary of the types of long-term agricultural experiments. The use of orthogonal polynomials Is extended to include replicated experiments and experiments ia which crop rotations are involved. Cochran (1939) suggests the fol lowing preliminary analysis for the case of a long-term experiment laid out in the ordinary randomized block design with t treatments, r rep. lleates, and n yearns Source Degrees of Freedom Treatments t-1 Replicates r-1 Irrer (l) (t-1) (r-i) Tear# n-1 Tears x Treatments (n-1) (t-1) Error (2) (n-1)(r-l)t Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.