Example Using Standard Least Squares
In a study of the effect of drugs in treating a disease, thirty patients are randomly divided into three groups of ten. Two of these groups are administered drugs (Drug a and Drug d), while the third group is administered a placebo (Drug f). A pretreament measure, x, is taken on each patient, as well as a posttreatment measure, y. The pretreatment score, x, is included as a covariate, to account for differences in the stage of the disease among patients. (This example is taken from Snedecor and Cochran, 1967, p. 422.)
You are interested in determining if there is a difference in the three Drug groups. You construct a model with response y and model effects Drug, x, and the interaction of Drug and x. The ...

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