Factorial Design Example

1
Chapter 6 The 2
k
Factorial Design
2
6.1 Introduction
The special cases of the general factorial design
(Chapter 5)
k factors and each factor has only two levels
Levels:
quantitative (temperature, pressure,), or
qualitative (machine, operator,)
High and low
Each replicate has 2 . 2 = 2
k
observations
3
Assumptions: (1) the factor is fixed, (2) the design
is completely randomized and (3) the usual
normality assumptions are satisfied
Wildly used in factor screening experiments

4
6.2 The 2
2
Factorial Design
Two factors, A and B, and each factor has two
levels, low and high.
Example: the concentration of reactant v.s. the
amount of the catalyst (Page 219)

5
- And + denote the low
and high levels of a factor,
respectively
Low and high are arbitrary
terms
Geometrically, the four runs
form the corners of a square
Factors can be quantitative or
qualitative, although their
treatment in the final model
will be different

6
Average effect of a factor = the change in
response produced by a change in the level of that
factor averaged over the levels if the other factors.
(1), a, b and ab: the total of n replicates taken at
the treatment combination.
The main effects:
+
=
+
+
=
+ = + =
A A
y y
n
b
n
a ab
b a ab
n
a b ab
n
A
2
) 1 (
2

)] 1 ( [
2
1
)]} 1 ( [ ] {[
2
1
+
=
+
+
=
+ = + =
B B
y y
n
a
n
b ab
a b ab
n
b a ab
n
B
2
) 1 (
2

)] 1 ( [
2
1
)]} 1 ( [ ] {[
2
1
7
The interaction effect:

In that example, A = 8.33, B = -5.00 and AB =
1.67
Analysis of Variance
The total effects:

n
a b
n
ab
b a ab
n
a b ab
n
AB
2 2
) 1 (

] ) 1 ( [
2
1
)]} 1 ( [ ] {[
2
1
+
+
=
+ = =
b a ab Contrast
a b ab Contrast
b a ab Contrast
AB
B
A
+ =
+ =
+ =
) 1 (
) 1 (
) 1 (
8
Sum of squares:
AB B A T E
i j
n
k
ijk T
AB
B
A
SS SS SS SS SS
n
y
y SS
n
a b ab
SS
n
a b ab
SS
n
b a ab
SS
=
=
+
=
+
=
+
=

= = =
4
4
] ) 1 ( [
4
)] 1 ( [
4
)] 1 ( [
2
2
1
2
1 1
2
2
2
2
9
Response: Conversion
ANOVA for Selected Factorial Model
Analysis of variance table [Partial sum of squares]
Sum of Mean F
Source Squares DF Square Value Prob > F
Model 291.67 3 97.22 24.82 0.0002
A 208.33 1 208.33 53.19 < 0.0001
B 75.00 1 75.00 19.15 0.0024
AB 8.33 1 8.33 2.13 0.1828
Pure Error 31.33 8 3.92
Cor Total 323.00 11

Std. Dev. 1.98 R-Squared 0.9030
Mean 27.50 Adj R-Squared 0.8666
C.V. 7.20 Pred R-Squared 0.7817
PRESS 70.50 Adeq Precision 11.669

The F-test for the model source is testing the significance of the
overall model; that is, is either A, B, or AB or some combination of
these effects important?
10
Table of plus and minus signs:
I A B AB
(1) + +
a + +
b + +
ab + + + +
11
The regression model:

x
1
and x
2
are coded variables that represent the
two factors, i.e. x
1
(or x
2
) only take values on
1 and 1.
Use least square method to get the estimations
of the coefficients
For that example,

Model adequacy: residuals (Pages 224~225)
and normal probability plot (Figure 6.2)

c | | | + + + =
2 2 1 1 0
x x y
2 1
2
00 . 5
2
33 . 8
5 . 27
x x y
|
.
|
\
|
+
|
.
|
\
|
+ =
12
Response surface plot:

Figure 6.3
Catalyst Conc y 00 . 5 8333 . 0 33 . 18
+ =
13
6.3 The 2
3
Design
Three factors, A, B and C, and each factor has two
levels. (Figure 6.4 (a))
Design matrix (Figure 6.4 (b))
(1), a, b, ab, c, ac, bc, abc
7 degree of freedom: main effect = 1, and
interaction = 1

14
15
Estimate main effect:

Estimate two-factor interaction: the difference
between the average A effects at the two levels of
B
] ) 1 ( [
4n
1

4
) 1 (
4
abc ac ab a

] ) 1 ( [
4
1
bc c b abc ac ab a
n
bc c b
n
y y
bc abc c ac b ab a
n
A
A A
+ + + =
+ + +
+ + +
=
=
+ + + =
+
n
a ac b bc
n
c ab abc
a c ac b ab bc abc
n
AB
4 4
) 1 (

)] 1 ( [
4
1
+ + +
+ + +
=
+ + + =
16
Three-factor interaction:

Contrast: Table 6.3
Equal number of plus and minus
The inner product of any two columns = 0
I is an identity element
The product of any two columns yields another
column
Orthogonal design
Sum of squares: SS = (Contrast)
2
/8n
)] 1 ( [
4n
1

)]} 1 ( [ ] [ ] [ ] {[
4
1
+ + + =
+ =
a b ab c ac bc abc
a b ab c ac bc abc
n
ABC
17
Factorial Effect

Treatment
Combination

I
A B AB C AC BC

ABC
(1) +

+

+ +

a

+ +

+ +
b
+

+

+

+
ab +

+ + +

c +

+ +

+
ac + +

+ +

bc +

+

+

+

abc

+ + + + + + + +
Contrast

24

18

6

14

2

4

4

Effect

3.00

2.25

0.75

1.75

0.25

0.50

0.50

Table of and + Signs for the 2
3
Factorial Design (pg. 231)
18
Example 6.1
A = carbonation, B = pressure, C = speed, y = fill deviation
19

Term Effect SumSqr % Contribution
Model Intercept
Error A 3 36 46.1538
Error B 2.25 20.25 25.9615
Error C 1.75 12.25 15.7051
Error AB 0.75 2.25 2.88462
Error AC 0.25 0.25 0.320513
Error BC 0.5 1 1.28205
Error ABC 0.5 1 1.28205
Error LOF 0
Error P Error 5 6.41026

Lenth's ME 1.25382
Lenth's SME 1.88156
Estimation of Factor Effects
20
ANOVA Summary Full Model
Response: Fill-deviation
Sum of Mean F
Model 73.00 7 10.43 16.69 0.0003
A 36.00 1 36.00 57.60 < 0.0001
B 20.25 1 20.25 32.40 0.0005
C 12.25 1 12.25 19.60 0.0022
AB 2.25 1 2.25 3.60 0.0943
AC 0.25 1 0.25 0.40 0.5447
BC 1.00 1 1.00 1.60 0.2415
ABC 1.00 1 1.00 1.60 0.2415
Pure Error 5.00 8 0.63
Cor Total 78.00 15

21
The regression model and response surface:

Response surface and contour plot (Figure 6.7)
2 1 3 2 1
2
75 . 0
2
75 . 1
2
25 . 2
2
00 . 3
00 . 1 x x x x x y
|
.
|
\
|
+
|
.
|
\
|
+
|
.
|
\
|
+
|
.
|
\
|
+ =

Coefficient Standard 95% CI 95% CI
Factor Estimate DF Error Low High
Intercept 1.00 1 0.20 0.55 1.45
A-Carbonation 1.50 1 0.20 1.05 1.95
B-Pressure 1.13 1 0.20 0.68 1.57
C-Speed 0.88 1 0.20 0.43 1.32
AB 0.38 1 0.20 -0.072 0.82

22
Contour & Response Surface Plots Speed at the
High Level
DESIGN-EXPERT Pl ot
Fi l l -devi ati on
X = A: Carbonati on
Y = B: Pressure
Desi gn Poi nts
Actual Factor
C: Speed = 250.00
Fill-deviation
A: Carbonation
B
:

P
r
e
s
s
u
r
e
10.00 10.50 11.00 11.50 12.00
25.00
26.25
27.50
28.75
30.00
0.5
1.375
2.25
3.125
2 2
2 2
DESIGN-EXPERT Pl ot
Fi l l -devi ati on
X = A: Carbonati on
Y = B: Pressure
Actual Factor
C: Speed = 250.00
-0.375
0.9375
2.25
3.5625
4.875

F
i
l
l
-
d
e
v
i
a
t
i
o
n

10.00
10.50
11.00
11.50
12.00
25.00
26.25
27.50
28.75
30.00
A: Carbonati on
B: Pressure
23
Refine Model Remove Nonsignificant Factors
Response: Fill-deviation
Sum of Mean F
Model 70.75 4 17.69 26.84 < 0.0001
A 36.00 1 36.00 54.62 < 0.0001
B 20.25 1 20.25 30.72 0.0002
C 12.25 1 12.25 18.59 0.0012
AB 2.25 1 2.25 3.41 0.0917
Residual 7.25 11 0.66
LOF 2.25 3 0.75 1.20 0.3700
Pure E 5.00 8 0.63
C Total 78.00 15

24
6.4 The General 2
k
Design
k factors and each factor has two levels
Interactions
The standard order for a 2
4
design: (1), a, b, ab, c,
ac, bc, abc, d, ad, bd, abd, cd, acd, bcd, abcd

two-factor interactions
2
three-factor interactions
3
1 factor interaction
k
k
k
| |
|
\ .
| |
|
\ .
25
The general approach for the statistical analysis:
Estimate factor effects
Form initial model (full model)
Perform analysis of variance (Table 6.9)
Refine the model
Analyze residual
Interpret results

2
...
) (
2
1
2
2
) 1 ( ) 1 )( 1 (
K ABC
k
K ABC
K ABC
k
K ABC
Contrast
n
SS
Contrast
n
K ABC
k b a Contrast

=
=
=
26
6.5 A Single Replicate of the 2
k

Design
These are 2
k
factorial designs
with one observation at each
corner of the cube
An unreplicated 2
k
factorial
design is also sometimes called a
single replicate of the 2
k

If the factors are spaced too
closely, it increases the chances
that the noise will overwhelm
the signal in the data
27
Lack of replication causes potential problems in
statistical testing
Replication admits an estimate of pure error
(a better phrase is an internal estimate of
error)
With no replication, fitting the full model
results in zero degrees of freedom for error
Potential solutions to this problem
Pooling high-order interactions to estimate
error (sparsity of effects principle)
Normal probability plotting of effects
(Daniels, 1959)
28
Example 6.2 (A single replicate of the 2
4
design)
A 2
4
factorial was used to investigate the effects
of four factors on the filtration rate of a resin
The factors are A = temperature, B = pressure,
C = concentration of formaldehyde, D= stirring
rate

29
30
Estimates of the effects

Term Effect SumSqr % Contribution
Model Intercept
Error A 21.625 1870.56 32.6397
Error B 3.125 39.0625 0.681608
Error C 9.875 390.062 6.80626
Error D 14.625 855.563 14.9288
Error AB 0.125 0.0625 0.00109057
Error AC -18.125 1314.06 22.9293
Error AD 16.625 1105.56 19.2911
Error BC 2.375 22.5625 0.393696
Error BD -0.375 0.5625 0.00981515
Error CD -1.125 5.0625 0.0883363
Error ABC 1.875 14.0625 0.245379
Error ABD 4.125 68.0625 1.18763
Error ACD -1.625 10.5625 0.184307
Error BCD -2.625 27.5625 0.480942
Error ABCD 1.375 7.5625 0.131959

Lenth's ME 6.74778
Lenth's SME 13.699
31
The normal probability plot of the effects
DESIGN-EXPERT Pl ot
Fi l trati on Rate
A: Temperature
B: Pressure
C: Concentrati on
D: Sti rri ng Rate
Normal plot
N
o
r
m
a
l

%

p
r
o
b
a
b
i
l
i
t
y
Effect
-18.12 -8.19 1.75 11.69 21.62
1
5
10
20
30
50
70
80
90
95
99
A
C
D
AC
AD
32
DESIGN-EXPERT Pl ot
Fi l trati on Rate
X = A: Temperature
Y = C: Concentrati on
C- -1.000
C+ 1.000
Actual Factors
B: Pressure = 0.00
D: Sti rri ng Rate = 0.00
C: Concentration
Interaction Graph
F
i
l
t
r
a
t
i
o
n

R
a
t
e
A: Temperature
-1.00 -0.50 0.00 0.50 1.00
41.7702
57.3277
72.8851
88.4426
104
DESIGN-EXPERT Pl ot
Fi l trati on Rate
X = A: Temperature
Y = D: Sti rri ng Rate
D- -1.000
D+ 1.000
Actual Factors
B: Pressure = 0.00
C: Concentrati on = 0.00
D: Stirring Rate
Interaction Graph
F
i
l
t
r
a
t
i
o
n

R
a
t
e
A: Temperature
-1.00 -0.50 0.00 0.50 1.00
43
58.25
73.5
88.75
104
33
B is not significant and all interactions
involving B are negligible
Design projection: 2
4
design => 2
3
design in
A,C and D
ANOVA table (Table 6.13)

34

Response: Filtration Rate
Sum of Mean F
Source Squares DF Square Value Prob >F
Model 5535.81 5 1107.16 56.74 < 0.0001
A 1870.56 1 1870.56 95.86 < 0.0001
C 390.06 1 390.06 19.99 0.0012
D 855.56 1 855.56 43.85 < 0.0001
AC 1314.06 1 1314.06 67.34 < 0.0001
AD 1105.56 1 1105.56 56.66 < 0.0001
Residual 195.12 10 19.51
Cor Total 5730.94 15


35

Residual Analysis (P. 251)
Response surface (P. 252)

Final Equation in Terms of Coded Factors:

Filtration Rate =
+70.06250
+10.81250 * Temperature
+4.93750 * Concentration
+7.31250 * Stirring Rate
-9.06250 * Temperature * Concentration
+8.31250 * Temperature * Stirring Rate

36
DESIGN-EXPERT Pl ot
Fi l trati on Rate
Studentized Residuals
N
o
r
m
a
l

%

p
r
o
b
a
b
i
l
i
t
y
Normal plot of residuals
-1.83 -0.96 -0.09 0.78 1.65
1
5
10
20
30
50
70
80
90
95
99
37
Half-normal plot: the absolute value of the effect
estimates against the cumulative normal
probabilities.
DESIGN-EXPERT Pl ot
Fi l trati on Rate
A: Temperature
B: Pressure
C: Concentrati on
D: Sti rri ng Rate
Half Normal plot
H
a
l
f

N
o
r
m
a
l

%

p
r
o
b
a
b
i
l
i
t
y
|Effect|
0.00 5.41 10.81 16.22 21.63
0
20
40
60
70
80
85
90
95
97
99
A
C
D
AC
AD
38
Example 6.3 (Data transformation in a Factorial
Design)
A = drill load, B = flow, C = speed, D = type of mud,
y = advance rate of the drill
39
The normal probability plot of the effect estimates
DESIGN-EXPERT Pl ot
adv._rate
A: l oad
B: fl ow
C: speed
D: mud
Half Normal plot
H
a
l
f

N
o
r
m
a
l

%

p
r
o
b
a
b
i
l
i
t
y
|Effect|
0.00 1.61 3.22 4.83 6.44
0
20
40
60
70
80
85
90
95
97
99
B
C
D
BC
BD
40
Residual analysis
DESIGN-EXPERT Pl ot
adv._rate
Residual
N
o
r
m
a
l

%

p
r
o
b
a
b
i
l
i
t
y
-1.96375 -0.82625 0.31125 1.44875 2.58625
1
5
10
20
30
50
70
80
90
95
99
DESIGN-EXPERT Pl ot
adv._rate
Predicted
R
e
s
i
d
u
a
l
s
Residuals vs. Predicted
-1.96375
-0.82625
0.31125
1.44875
2.58625
1.69 4.70 7.70 10.71 13.71
41
The residual plots indicate that there are problems
with the equality of variance assumption
The usual approach to this problem is to employ a
transformation on the response
In this example,
y y ln * =
42
DESIGN-EXPERT Pl ot
Ln(adv._rate)
A: l oad
B: fl ow
C: speed
D: mud
Half Normal plot
H
a
l
f

N
o
r
m
a
l

%

p
r
o
b
a
b
i
l
i
t
y
|Effect|
0.00 0.29 0.58 0.87 1.16
0
20
40
60
70
80
85
90
95
97
99
B
C
D
Three main effects are
large
No indication of large
interaction effects
What happened to the
interactions?
43
Response: adv._rate Transform: Natural log
Constant: 0.000

Sum of Mean F
Model 7.11 3 2.37 164.82 < 0.0001
B 5.35 1 5.35 371.49 < 0.0001
C 1.34 1 1.34 93.05 < 0.0001
D 0.43 1 0.43 29.92 0.0001
Residual 0.17 12 0.014
Cor Total 7.29 15

44
Following Log transformation

Final Equation in Terms of Coded Factors:

Ln(adv._rate) =
+1.60
+0.58 * B
+0.29 * C
+0.16 * D

45
DESIGN-EXPERT Pl ot
Ln(adv._rate)
Residual
N
o
r
m
a
l

%

p
r
o
b
a
b
i
l
i
t
y
-0.166184 -0.0760939 0.0139965 0.104087 0.194177
1
5
10
20
30
50
70
80
90
95
99
DESIGN-EXPERT Pl ot
Ln(adv._rate)
Predicted
R
e
s
i
d
u
a
l
s
Residuals vs. Predicted
-0.166184
-0.0760939
0.0139965
0.104087
0.194177
0.57 1.08 1.60 2.11 2.63
46
Example 6.4:
Two factors (A and D) affect the mean number
of defects
A third factor (B) affects variability
Residual plots were useful in identifying the
dispersion effect
The magnitude of the dispersion effects:

When variance of positive and negative are
equal, this statistic has an approximate normal
distribution
) (
) (
ln
2
2
*
+
=
i S
i S
F
i
47
6.6 The Addition of Center Points to
the 2
k
Design
Based on the idea of replicating some of the runs
in a factorial design
Runs at the center provide an estimate of error and
allow the experimenter to distinguish between two
possible models:
0
1 1
2
0
1 1 1
First-order model (interaction)
Second-order model
k k k
i i ij i j
i i j i
k k k k
i i ij i j ii i
i i j i i
y x x x
y x x x x
| | | c
| | | | c
= = >
= = > =
= + + +
= + + + +

48
no "curvature"
F C
y y =
The hypotheses are:
0
1
1
1
: 0
: 0
k
ii
i
k
ii
i
H
H
|
|
=
=
=
=
2
Pure Quad
( )
F C F C
F C
n n y y
SS
n n
=
+
This sum of squares has a
single degree of freedom
49
Example 6.6
5
C
n =
Usually between 3
and 6 center points
will work well
Design-Expert
provides the analysis,
including the F-test
for pure quadratic
curvature
50
Response: yield
Sum of Mean F
Model 2.83 3 0.94 21.92 0.0060
A 2.40 1 2.40 55.87 0.0017
B 0.42 1 0.42 9.83 0.0350
AB 2.500E-003 1 2.500E-003 0.058 0.8213
Curvature 2.722E-003 1 2.722E-003 0.063 0.8137
Pure Error 0.17 4 0.043
Cor Total 3.00 8

C.V. 0.51 Pred R-Squared N/A
PRESS N/A Adeq Precision 14.234
51
If curvature is significant, augment the design with
axial runs to create a central composite design.
The CCD is a very effective design for fitting a
second-order response surface model

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