Designofexperimentswithseveral f factors

Objectivesofthetopic: D i i Designingandconductingengineeringexperiments d d ti i i i t involvingseveralfactors. y g p g y Analyzingexperimentsusingtheanalysisofvariance. Assessingmodeladequacy. Usingthetwolevelseriesoffactorialdesigns.

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Afactorialexperimentconsistsofexperimentaltrials performedatallcombinationsoflevelsoffactors. Theindustrialengineercouldbeinterestedtoinvestigatethe effectofthemachinemodelandthefeedrateonthenumber ofdefectiveparts. p Hewantstofindthebestlevelsofthetwofactors(machine modelandfeedrate)thatwillyieldtheleastnumberof defectives. d f i Theanalysisofvariancewillbeusedintheanalysis.

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

Factorialexperiment
WhentherearetwofactorsAandBwithalevelsforfactorA andblevelsforfactorB,eachreplicateoftheexperiment containsabtreatmentcombinations. t i b t t t bi ti Theeffectofafactoristakenasthechangeinresponse ( (calledmaineffect)producedbyachangeinthelevelofthe )p y g factor. Considerthefactorialexperiment:
FactorA Alow Ahigh FactorB Blow Bhigh 10 20 30 40

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 ThemaineffectoffactorAisthedifferencebetweenthe averageresponseatthehighlevelofAandtheaverage responseatthelowlevelofA: t th l l l f A

30 + 40 10 + 20 = 20 A= 2 2 Hence,changingthefactorAfromthelowleveltothehigh levelcausesanaverageresponseincreaseof20. Whenthedifferenceinresponsebetweenthelevelsofone factorisnotthesameatalllevelsoftheotherfactors,an interactionbetweenthefactorsexists. interaction between the factors exists

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Considerthefactorialexperiment:
FactorA Alow Ahigh FactorB Factor B Blow Bhigh 10 20 30 0

AtthelowlevelofB,theAeffectis30 10=20. AtthehighlevelofB,theAeffectis0 20=20. At the high level of B the A effect is 0 20 = 20 TheAeffectdependsonthelevelchosenforfactorB. ThemaineffectofAis The main effect of A is

30 + 0 10 + 20 A= =0 2 2
DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 TosayfactorAhasnoeffectmaynotbecorrect. Inthiscase,theABinteractionismoreusefulthanthemain effect. TheestimateoftheABinteractioneffectinfactorial experimentsisthedifferenceinthediagonalaverages: experiments is the difference in the diagonal averages:
FactorA Factor A Alow Ahigh FactorB Blow Bhigh 10 20 30 40

30 + 20 10 + 40 AB = =0 2 2

FactorA Alow Ahigh

FactorB Blow Bhigh 10 20 30 0

20 + 30 10 + 0 AB = = 20 2 2

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

Twofactorfactorialexperiments
Atwofactorfactorialexperimentwithnreplicatesis representedas:
FactorB 1 2 FactorA F t A 1 2 y111, y112,,y121,y122,, ,y , , y , y , , y11n y12n y211,y212,,y221,y222,, y21n y22n ya11,ya12,,ya21,ya22,, ya1n ya2n y.1. y.2. 2 b y1b1,y1b2, ,y , ,y1bn y2b1,y2b2, ,y2bn yab1,yab2,, yabn y.b. b Totals y1.. y2.. Averages

y1.. y2..

a Totals Averages

ya.. y y

ya..

y.1.

y.2.

y.b.

y...

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Theyijk observationunderleveli offactorA,leveljoffactor B,andreplicatek,isrepresentedby

Yijk = + i + j + ( )ij + ijk

where i th h istheoverallaverage,i i th ff t f th ith l l f ll istheeffectoftheith levelof factorA,j istheeffectofthejth leveloffactorB,()ij isthe effectoftheinteractionbetweenAandB,andijk isarandom j error. Theerrorisassumedtobenormalwithmeanzeroand variance variance 2. Theeffectsi,j,and()ij aredefinedasdeviationsfromthe overallmeansuchthat:

i =1 i

= 0, j =1 j = 0, i =1 ( ) ij = 0, and j =1 ( ) ij = 0
b a b

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

Testsofsignificanceofeffects
TaketwofixedfactorsAandB,withalevelsandblevels respectively. Theanalysisofvariancecanbeusedtotestthehypothesis aboutthemainfactoreffectsofAandBandABinteraction: 1. HypothesisonnomaineffectoffactorA: 1 Hypothesis on no main effect of factor A: H0:1 =2 ==a =0 2. HypothesisonnomaineffectoffactorB: H0:1 =2 ==b =0 3. Hypothesisonnointeraction: H0:()11 =()12 ==()ab =0 ( ( ( 0

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 TheANOVAidentityisgivenby

( yijk y... ) = bn ( yi..-y... ) 2

2 i =1 j =1 k =1 i =1

+ an ( y. j . y... ) 2
j =1

+ n ( yij . yi.. y. j . + y... ) 2

i =1 j =1 b

+ ( yijk yij . ) 2
i =1 j =1 k =1

SST = SS A + SS B + SS AB + SS E (abn 1) = (a 1) + (b 1) + (a 1)(b 1) + ab(n 1)

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Whenthefactorsarefixedfactors,theexpectedvaluesofthe meanssquaresare E ( MS A ) = 2 + E ( MS B ) = 2 + bni =1 i2

a

a 1 an j =1 2j
b

b 1
2 ni =1 j =1 ( )ij a b

E ( MS AB ) = 2 + E ( MS E ) = 2

(a 1)(b 1)

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Whenthethreehypothesesonthemaineffectsaretrue,the fourmeansquaresareunbiasedestimatorsofthevariance. TotestthehypothesisonnoeffectoffactorA,thetest statisticsis MS A F0 = MS E whichhasanFdistributionwitha1andab(n1)d.f. ( ) TotestthehypothesisonnoeffectoffactorB,thetest statisticis

MS B F0 = MS E whichhasanFdistributionwithb1andab(n1)d.f. which has an F distribution with b 1 and ab(n 1) d f

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Totestthehypothesisonnoeffectoftheinteraction,thetest statisticis MS AB F0 = MS E whichhasanFdistributionwith(a1)(b1)andab(n1)d.f. hich has an F distrib tion ith (a 1)(b 1) and ab(n 1) d f Ifasignificantinteractioneffectexistsbetweenthefactors, thenexaminingthemaineffectsofthefactorshasnopractical g p value. Therefore,itisrecommendedtotestforthesignificanceof theinteractionfirst. th i t ti fi t

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Thesummationscaneasilycomputedas
2 y... 2 SST = yijk abn i =1 j =1 k =1 a b n 2 yi2.. y... SS A = abn i =1 bn a

SS B =
j =1 a

y.2j .
b

2 y... an abn 2 yij . 2 y... SS A SS B n abn

SS AB =
i =1 j =1

SS E = SST SS AB SS A SS B
DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 ThecomputationsareorganizedintheANOVAtable:
Sourceof Source of Variation Atreatments Btreatments Interaction Error Total Sumof Sum of squares SSA SSB SSAB SSE SST Degreesof Degrees of freedom Meansquares a1 MSA b1 MSB (a1)(b1) MSAB ab(n1) MSE abn1 F0 MSA/MSE MSB/MSE MSAB/ E /MS

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

Example
Theindustrialengineerisinterestedtoknowwhatkindof metaltypewillleadtoastrongadhesionofcolorusingtwo applicationmethods:dippingorspraying. li ti th d di i i Theplantheworkswithcanproducethreetypesofmetal. Under each type of metal he used both coloring methods and Undereachtypeofmetal,heusedbothcoloringmethodsand madethreeobservations,completelyrandom:
Applicationmethod Metaltype 1 2 3 4 5.6 3.8 38 Dipping 4.5 4.9 3.7 37 4.3 5.4 4 5.4 5.8 5.5 55 Spraying 4.9 6.1 5 5.6 6.3 5

Howsignificanttheinteractionbetweenthemetaltypeand applicationmethodis? application method is? Howsignificantthemaineffectsofthefactorsare?

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 TheANOVAtableis:
SourceofVariation Metaltype l Applicationmethod Interaction Error Total SS 4.58 4.91 0.24 0.99 10.72 d.f. 2 1 2 12 17 MS 2.29 4.91 0.12 0.08 f0 28.63 61.38 1.50

Since 1 50 < f0.05,2,12 = 3 88 the interaction between factors is Since1.50<f =3.88,theinteractionbetweenfactorsis notsignificant. Since28.63>f0.05, 2, 12 =3.88and61.38>f0.05, 1, 12 =4.75,itis 0.05,2,12 0.05,1,12 concludedthatthemetaltypeandtheapplicationmethod affectcoloradhesion.

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

Hypothesisonthedifferencebetweenlevelsmeans
Ifeitherofthehypothesesonthefactorlevelsisrejected, thentestingforsignificantdifferencebetweentwolevelsofa specificfactorisofinterest. ifi f t i f i t t ConsideringthefactorA,thehypothesisonthedifference betweentwolevelsmeansis: H0:i. =j. H1:i. j. Theteststatisticis yi.. y j .. T0 = MS E 2 bn whichhasatdistributionwithab(n 1)degreesoffreedom. which has a t distribution with ab(n1) degrees of freedom
DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 ForfactorB,thehypothesisonthedifferencebetweentwo levelsmeansis: H0:.i =.j H1:.i .j The test statistic is Theteststatisticis y.i. y. j . T0 = MS E 2 an

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

Example
Considerthedata:
Applicationmethod Metaltype l 1 2 3 4 5.6 3.8 Dipping 4.5 4.9 3.7 4.3 5.4 4 5.4 5.8 5.5 Spraying 4.9 6.1 5 5.6 6.3 5

Ithasbeenproventhatthereisnosignificantinteraction betweenthetwofactors,andalsotherearesignificanteffects between the two factors and also there are significant effects ofthefactors. Arethelevelsmeansof1and2offactorAequal?

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Thefollowinghypothesishastobetested: H0:1. =2. H1:1. 2. Thevalueoftheteststatisticis 4.78 5.68 4 78 5 68 t0 = = -5.51 0.08 2 (2)(3) Fromthettables,t0.025,12 =2.18. Since|t0|>t0.025,12 ,H0 isrejected. Thereisasignificantdifferencebetweenlevelsmeansof1 and2offactorA.

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

2k factorialdesigns
Onespecialcaseoffactorialdesignsisthatofkfactors,each atonlytwolevels. Acompletereplicateofsuchadesignrequires222=2k combinationsoflevels;hence,itiscalled2k factorialdesign. The simplest type of 2k design is the 22: two factors A and B Thesimplesttypeof2 designisthe2 :twofactorsAandB, eachattwolevels. Usually,thetwolevelsarelabeledaslow(denotedby)and high(denotedby+).
(+) b B () ( ) (1) a A ()(+) DrMuhammadAlSalamah,IndustrialEngineering,KFUPM ab

Labeling
Aspecialnotationisusedtolabelthetreatment combinations. Atreatmentcombinationisrepresentedbyaseriesof lowercaseletters. If a letter is present the corresponding factor is run at the Ifaletterispresent,thecorrespondingfactorisrunatthe highlevel. Italetterisabsent,thefactorisrunatitslowlevel. Thetreatmentcombinationwithbothfactorsatthelowlevel isrepresentedby(1).

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

Effectsestimation
Theeffectsinthe22 designarethemaineffectsAandBand thetwofactorinteractionAB. Lettheletters(1),a,b,andab representthetotalsofn observationstakenatthedesignpoints. The main effect of A is estimated as the difference of the ThemaineffectofAisestimatedasthedifferenceofthe averageoftheobservationsatthehighlevelofAandthe averageoftheobservationatthelowlevelofA:

A = y A+ y A a + ab b + (1) = 2n 2n 1 = [a + ab b (1)] 2n
DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Similarly,themaineffectofBis B = yB+ yB

b + ab a + (1) = 2n 2n 1 = [b + ab a (1)] 2n
The interaction effect is estimated as Theinteractioneffectisestimatedas
ab + (1) a + b AB = 2n 2n 1 = [ab + (1) a b] 2n
DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Thequantitiesbetweenthebracketsarecalledcontrasts. TheAcontrastis contrastA =a+ab b (1) Thecontrastcoefficientsareeither+1or1. Forconvenience,thecontrastsareusuallyorganizedinthe followingtable:

Factorialeffect Treatment combination (1) a b ab A + + B + + AB + + Total + + + +

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Inthecontrasttable,theABcolumnistheresultofthe multiplicationofcolumnsAandB. ThetotalistheresultofthemultiplicationofcolumnsA,B, andAB. From the contrast table the sum of squares can be computed: Fromthecontrasttable,thesumofsquarescanbecomputed:
[a + ab b (1)]2 SS A = 4n [b + ab a (1)]2 SS B = 4n [ab + (1) a b]2 SS AB = 4n withonedegreeoffreedomforeach. h d ff d f h
DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Whenalinearregressionmodelisused,thetotalsumof squaresis

yijk 2 2 n i =1 j =1 k =1 2 SST = yijk 4n i =1 j =1 k =1

2 2 n

with4n 1degreesoffreedom. with 4n 1 degrees of freedom Theerrorsumofsquaresisfoundbysubtraction: SSE =SST SSA SSB SSAB with4(n 1)degreesoffreedom.

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 TheANOVAtableis
Sourceof variation A B AB Error Total Sumof squares SSA SSB SSAB SSE SST Degreesof freedom MeanSquares 1 MSA 1 MSB 1 MSAB 4(n 1) MSE 4n 1 F0 MSA/MSE MSB/MSE MSAB/MSE

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

Example
Inaheaterproductionline,aninsulatorisappliedtothe insidesurfaceoftheheatertopreventcorrosion. Thethicknessoftheinsulatorinmmisofspecialinterestto thequalityengineer. It is thought that the thickness is affected by two factors: Itisthoughtthatthethicknessisaffectedbytwofactors: applicationtime(A)andapplicationflowrate(B). ThelevelsoffactorAare2seconds()and5seconds(+). ThelevelsoffactorBare1cubiccm/second()and1.3cubic cm/second.

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Hemade4observationsundereachcombinationofthe factors:
FactorB FactorA + 14.037 14.165 13.972 13.907 13.880 13.860 14.032 13.914 + 14.821 14.757 14.843 14.878 14.888 14.921 14.415 14.932

The quality engineer is interested in assessing the significance Thequalityengineerisinterestedinassessingthesignificance ofindividualfactorsandtheirinteraction.

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Thetreatmentcombinationsare
Treatment combination (1) a b ab Thickness 14.165 13.972 14.757 14.843 13.86 13 86 14.032 14 032 14.921 14.415 Total 56.081 59.299 55.686 55 686 59.156

14.037 14.821 13.88 13 88 14.888

13.907 14.878 13.914 13 914 14.932

The estimates of the effects are Theestimatesoftheeffectsare

1 A= [59.299 + 59.156 55.686 56.081] = 0.836 2(4) 1 B= [55.686 + 59.156 59.299 56.081] = 0.067 2(4) 1 AB = [59.156 + 56.081 59.299 55.686] = 0.032 2(4)

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 Fromtheestimatesofthemaineffectsofthefactors: Applicationtime(factorA)hasalargeeffectonthe thickness,andincreasingtheapplicationtimeisgoingto increasethethickness. Effects of the application flow rate (factor B) and the Effectsoftheapplicationflowrate(factorB)andthe interaction(AB)havesmalleffectonthethickness. ANOVAcanbeappliedtofurtherassesstheeffectsofthe factors:
Sourceof variation A B AB Error Total Sumof squares 2.7956 0.0181 0.0040 0.2495 0 2495 3.0672 Degreesof freedom MeanSquares 1 2.7956 1 0.0181 1 0.0040 12 0.0208 0 0208 15 f0 134.40 0.87 0.19

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM

 FromtheFtables,f0.05,1,12 =4.747. Since134.40>f0.05,1,12,theeffectoffactorAissignificant. Since0.87and0.19<f0.05,1,12,theeffectsoffactorBandthe interactionABarenotsignificant.

DrMuhammadAlSalamah,IndustrialEngineering,KFUPM