Introduction to Design of Experiments

by Michael Montero

University of California at Berkeley

Mechanical Engineering Department
Summer, 2001

Introduction to DOE - Part 3

Part 1
Full Factorial Design and Analysis (2 levels)
Part 2
Fractional Factorial Design and Analysis (2 levels)

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Part 3
Software Introduction and 3-Level or Higher Designs

M. G. Montero

Available DOE Software

Commercial Software for Experimental Design
SAS JMP
S-Plus
Genstat
Minitab
State-Ease, Design-Expert
Echip
Statgraphics
Systat
Umetrics MODDE 6

Example: Minitab v11.21

DOE Specific

Windows Based (Windows 9x, NT, and 2000)

Spreadsheet-like interface and command line interface
User-friendly menus
2k full and fractional factorial designs (regular and non-regular)
Response surface building
Analysis of Variance (ANOVA)
Multiple linear regression
Statistical Process Control (SPC), time-series analysis (autoregression)
Reproducibility and Repeatability (R&R)
And more...

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Mixsoft
Nutek Qualitek-4
StatSoft
General Statistical Package
Adept Scientific DOE_PC IV
Process Builder STRATEGY
S-Matrix CARD
Qualitron Systems DoES
RSD Associates Matrex

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Minitab Example: Injection Molding Experiment

Injection Molding Experiment
(Box, G. E. P., Hunter, W. G., and Hunter J.S., Statistics for Experimenters: An
Introduction to Design, Data Analysis, and Model Building, Wiley Interscience, p. 413,
1978.)

Problem: Identify important factors effecting part shrinkage.

Less shrinkage is better.
8 4
2IV

Design Generators

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DOE:

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Minitab: Create Factorial Design Step by Step

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Minitab: Factorial Designs Dialog Box

Summary of Possible 2-Level Designs

Predefined Designs
2

Custom Designs
Screening Design
4
5
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Select # of Factors

Design Selection

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Minitab: Summary of 2-Level Designs

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Minitab: Design Selection

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Minitab: Factorial Designs Dialog Box Contd

Define Factors

Output Selection
Additional Options

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Minitab: Define Factors and Actual Level Values

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Minitab: Additional Design Options

I = - ABC

I = + ABC

Choose which
fraction to use

Choose if you want

to fold on certain
factors
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Randomize order
of tests

Store design in
current worksheet

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Minitab: Output Selection

Generators, defining relation,
and design matrix displayed

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Display confounding pattern

up to selected order

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Minitab: Command Session Window

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Minitab: Worksheet or Data Window

Design Matrix
Type in or paste in response values

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Minitab: Analyze Factorial Design

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Minitab: Select Response

9

Select terms in
model by order

12

Response, effects
and residual plots

11

Store effects, residuals,

etc. in worksheet

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10

Minitab: Select Terms for Effects Calculation and Store

Results in Worksheet

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10

Store effects in
worksheet
11

Store residuals
and fits in
worksheet

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Minitab: Graphical Options

Normal Probability
Pareto Chart
Plot of Effects

Select Confidence

12

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Residual plots

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Minitab: Effect Calculations

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Minitab: Plots

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Normal Plot of Effects

Pareto Chart of Effects

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Minitab: Factorial Plots

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Minitab: Setup of Factorial Plots

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Minitab: Main and Interaction Plots

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All Main Effects Plot

AE Interaction Plot

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Minitab: Calculator

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Minitab: Calculator Used to Construct AE Column

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Minitab: Multiple Regression

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Minitab: Linear Fit

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Three level or Higher Factor Levels

Laser-assisted Composite Mfg. Experiment
(Mazumdar and Hoa, 1995.)

DOE: 31

Replicates will allow for

estimate of error

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Problem: Verify if laser power truly effects composite

strength (measured by short-beam-shear test)

ANOVA: Analysis of variance indicates that laser power does significantly effect (Fcalc > Fcrit)
composite strength. Next, look into whether the relationship between the factor and response is
linear or quadratic over the three levels.
= 0.10

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Linear and Quadratic Contrasts

linear contrast = y3 - y1 = -1y1 + 0y2 + 1y3

To define the quadratic contrast, one can use the following argument. If relationship
is linear, then (y3 - y2) and (y2 - y1) should approximately be the same:
quadratic contrast = (y3 - y2) - (y2 - y1) = 1y1 - 2y2 + 1y3 =
= 1y1 - 2y2 + 1y3 0 if relationship is linear

linear contrast = (-1 0 1)(y1 y2 y3)T

Linear Contrast Vector (u)

Response Vector

quad. contrast = (1 -2 1)(y1 y2 y3)T

Quad. Contrast Vector (v)

Where dot product of contrast vectors equals 0. Contrast vectors are orthogonal to one
another ensuring that the contrasts are independent of one another:
u v = (-1 0 1) (1 -2 1) = (-1)(1) + (0)(-2) + (1)(1) = 0
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So, in vector form:

Linear and Quadratic Effects

Scale vectors so that they both have unit lengths. Hence, divide contrast vector
by length of vector:
Length (u) = [(-1)2 + (0)2 + (1)2]1/2= 2

Length (v) = [(1)2 + (-2)2 + (1)2]1/2= 6

Al =
Aq =

1
2
1
6

( 1
(1

0 1) ( y1

y2

y3 )T = 8.636

2 1) ( y1

y2

y3 )T = 0.109

AVE = 30.921
ANOVA:

= 0.10

21.249
0.0034
0.003

Linear term is significant (Fcalc>Fcrit) while

quadratic term is not (Fcalc<Fcrit)

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Linear and Quadratic Effect Estimates:

Predictive Model and Orthogonal Polynomials

To be able to predict composite strength through the range of the design space (40 to 60
Watts), we must extend the notion of orthogonal contrasts to orthogonal polynomials:
y = AVE + Al

P1 ( x)
2

+ Aq

P2 ( x)
6

Where:
x m x 50
=
= ( 1 0 1) , when x ={40,50,60} respectively

10
x 50 2 2
x m 2 2
P2(x) = 3
= (1 2 1) , when x ={40,50,60} respectively
= 3
3
3
10

P1(x) =

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x laser power
distance between consecutive levels
m middle level

Example: What is composite strength when laser is powered at 55 Watts?

y = 30.921 + 8.636

(55 50) 10

0.109
2
y = 30.921 + 3.053 + .0556 = 34.03

3 ((55 50) 10 )2 2

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Extending Orthogonal Polynomials

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Model can be extended for any level equally spaced (4, 5, 6, etc.)
Analysis is the same using factorial plots, normal plot of effects, and
confidence intervals or ANOVA for statistical testing
Analysis of equal level DOEs with more than one factor is the same but we
must also consider interaction estimates (For example 32)
Al x Bl
Al x Bq
Aq x Bl
Aq x Bq
Also in mixed-level designs (For example 2131)
A x Bl
A x Bq
Polynomials with fourth and higher degrees, however, should be avoided
unless responses behavior can be justified by a physical model
Data can be well fitted by using higher-degree polynomial model but
the resulting fitted model will lack predictive power
In regression analysis, this is referred to as overfitting
Average variance of the regression parameter estimates is proportional
to the number of regression parameters in the model.
Overfitting inflates variance and lowers accuracy of predictive
model (Draper and Smith, 1998)
Higher degree polynomials become harder to interpret
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Further Topics: 3-Level Fractional Factorial Designs

3k-p designs rely on generators and defining relation not based on
multiplicative column but modulus calculus:
Example: 34-1
(Generator: D = ABC) where xD = xA + xB + xC (mod 3)
Where:
x = coded value (0, 1, or 2)

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So:
3/3 = 1 remainder 0
1/3 = 0.3 remainder 1
2/3 = 0.6 remainder 2

Column Ds coded pattern is generated by the

xA + xB + xC (mod 3) relation

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Further Topics: 2m4n Mixed Designs

2m4n designs can be generated from fractional factorial 2k-p designs by
method of column replacement:
Example: 27-4 (Generators Not Shown)

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2441

M. G. Montero

Statistical Literature
Experimental Design and Optimization
Box, G. E. P., Hunter, W. G. and Hunter, J.S., Statistics for Experimenters: An Introduction to
Design, Data Analysis, and Model Building, Wiley Series in Probability and Statistics, 1978.
Devor, R. E., Chang, T. and Sutherland, J. W., Statistical Quality Design and Control:
Contemporary Concepts and Methods, Macmillan, 1992.
Ross, P. J., Taguchi Techniques for Quality Engineering, McGraw Hill, 2nd Edition, 1996.

Myers, R. H. and Montgomery, D. C., Response Surface Methodology: Process and Product
Optimization Using Designed Experiments, Wiley Series in Probability and Statistics, 1995

Statistics and Multiple Linear Regression

Walpole, R. E., Myers and R. H., Myers, S. L., Probability and Statistics for Engineers and
Scientists, Prentice Hall, 6th edition, 1998.
Sen, A. and Srivastava, M., Regression Analysis: Theory, Methods, and Applications, SpringerVerlag, 1990.

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Wu, C. F. J. and Hamada, M., Experiments: Planning, Analysis, and Parameter Design
Optimization, Wiley Series in Probability and Statistics, 2000.