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Factorial Experiments (F.

E)
5.0. Introduction
In previous designs we considered that are basic designs of experiments which involved with
one factor. But in some situations these types of designs are not useful or fit to analysis. Hence
we need a design in which there is more than one factor of interest. For instance, Let us consider
two fertilizers say Potash (K) and Nitrogen (N). Let us suppose that there are p different varities
of Potash and q different varities of Nitrogen. Here the notations p and q are termed as levels of
the factors Potash and Nitrogen respectively.
To find the various effectiveness of various treatments K and N at different levels . for this we
might couduct two simple experients one for Potansh and the other for Nitrate. A series of
experiments which only one factor is varied at a time would be both lengthy and costly. Further
more , these simple experiemtns do not give us any information regarding dependence or
indepencence of one factor on the other. That is there will be no information about interaction
effect of potash and nitrate (NK).
Hence the only alternative is to develop an design that is to try to investigate the variation in
several factors simultaneously by conduting the above experiment . such a desing is Factorial
experiments .
5.1.

Basic Principles and Definitions

The experimental designs studied so far are useful to study the effect of a
single factor on the response variable. That is, the investigator is concerned
with testing several levels of one factor while keeping all other factors at a
constant level. In some experiments it becomes necessary to study the
effects of two or more factors so that their effect and cross-effects are tested
simultaneously.

Such

experiments

are

commonly

known

as

factorial

experiments.
A factorial experiment is an experiment in which the response variable is
measured at all possible combinations of the levels of the factors
(independent variables) in each complete trial or replication of the
experiment.

The

factorial

experiment

allows

one

to

vary

factors

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simultaneously and thereby study interactions among factors as well as the


influence of individual factors. In general, in factorial experiment we are
interested in the effects of two or more factors on the response variable.
A full factorial experiment is an experiment with design consists of two or
more factors, each with levels, and whose experimental units take on all
possible combinations of these levels across all factors. In factorial design
you measure the response using various combinations of factors and levels
[Not vary-one-factor-and-keep-others-constant]. The goal is of factorial
experiment is to determine which factors have the largest effects on the
response, and whether there are interactions between factors.
Main effect and Interaction effects
The effect of a factor is defined as the change in response produced by a
change in the level of the factor. It is called the main effect because it refers
to the primary factors in the study. Consider the simple experiment in Figure
5-1. This is a two-factor factorial experiment with both design factors at two
levels. We have called this levels low and high and denoted them - and
+ respectively.

Suppose there are two factor of interest to an experimenter say A and B


where

a1

and

a2

are levels of factor A and

b1

factor B. The first comparison may be the comparison of


B is constant or comparison of

b1

and

b2

b2

and
a1

are levels of

with

a2

while

while A is constant i.e.


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a1 b1a2 b 1a1 b2 a2 b2
a1 b1a1 b 2 a 2 b 1a2 b2
The

main

effect

or

.
of

is

either

and

the

L A=a1 b1a 2 b1 L A=a1 b 2a2 b2

main

effect

of

is

LB =a1 b1a 1 b 2 LB =a2 b1a2 b 2

The main effect of factor A in the above two-level design can be thought of
as the difference between the average response at the low level of A and the
average

response

at

high

level

of

A.

numerically,

this

is

Similarly the main effect of B is


Figure 5.3 plots the response data against factor A for both levels of factor B.
Note that the B- and B+ signs are approximately parallel, indicating a lack of
interaction between factors A and B.
In some experiments, we may find that the difference in response between
the levels of one factor is not the same at all levels of the other factors (i.e.
the effects of factor A may depend on factor B.). In this case, we say there is
interaction between the factors. For example, consider the two-factor
factorial experiment shown in the figure 5-2 and the plot of the response
data against factor A at both levels of B is also shown in figure 5-4

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In figure 5-4 we see that the B- and B+ lines are not parallel, indicating
interactions between factors A and B.
The main effects of A and B and the interaction effect AB are:

.
Note that the AB interaction effect is the difference in the diagonal averages.
Advantages of Factorial Designs
1. They are more efficient than one-factor-at-a-time experiments
2. A factorial design is necessary when interactions may be present to avoid
misleading conclusions
3. Factorial designs allow the effects of a factor to be estimated at several
levels of the other factors, yielding conclusions that are valid over a range
of experimental conditions.
5.1

The Two-Factor Factorial approach with two levels (The


design)

The first design in the

is one with only two factors, say A and B, each

run at two levels. The design is called a

the levels of the

factors may be arbitrary called low and high.

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If the order in which the treatments are assigned to the units is not restricted
the design is a CRD. The model for this design is

is the effect of interaction between


random

and

and

is the

error component. Both factors are assumed to be fixed.

Under the assumption of fixed effect


The hypothesis to be tested is:
Factor A
H 0 : 1= 2= a =0

Factor B

For interaction effect

H 0 : 1= 2= b =0

H 1 : atleast one i 0

H 1 : atleast one j 0

Suppose that factor A has two levels

H0:

H 1 : atleast one

a
( 1a2) and factor B has two levels

(b1 b2) . We call these levels low and high and denote by positive and
negative respectively. Let

a1

is the lower level of factor A and

a2

is the

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b1

higher level of factor A and

is the lower level of factor B and

b2

be the

higher level of factor B. The possible combinations are

where

and

Table: Algebraic signs for calculating the Effects in 22 Design


Treatment
Combinatio

Effects

ns
(1)
a
b
ab
The column headings are the

I
A
B
AB
+
+
+
+
+
+
+
+
+
+
main effects (A and B), the AB interaction, and

I, which represents the total or average of the entire experiment. Notice that
the column corresponding to I has only plus signs. The row designators are
the treatment combinations. To find the contrast for estimating any effect,
simply multiply the signs in the appropriate column of the table by the
corresponding treatment combination and add. For example, to estimate A,
the contrast is

, which agrees with the previous equations.

Example (*): Consider an investigation into the effect of concentration of


the reactant and the amount of the catalyst on the conversion (yield) in a
chemical process. Let the reactant concentration be factor A, and let the two
levels of interest be 15 and 25 percent. The catalyst is factor B, with the high
level denoting the use of only 1 pound. The data is given below:
Reactant

Temperature Level
2

Concentration

1 Pound

Pounds
18,19,2

15 percent
25 percent

28,25,27
36,32,32

3
31,30,2

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9
In the 2 design the low and high levels of A and B are denoted by and +
2

respectively. In the above example:


Factor A: 15% (-) and 25% (+)
Factor B: 1 pound (-) and (+)

The above data can be displayed as follows:


Factor
A
+
+

Replicate
B
+
+

Treatment
combinati
on
(1)
a
b
ab

I
28
36
18
31

II
25
32
19
30

III
27
32
23
29

Total
80
100
60
90

Note: The high level of any factor in the treatment combination is denoted by
corresponding lower case letter and that the low level of a factor in the
treatment combination is denoted by the absence of the corresponding
letter. Thus,

represents the treatment combination of A at high the high

level and B at low level,

represents A at the low and B at high level and

represents both factors at high level. By convention, (1) is used to denote


both factors at the low level. This notation is used throughout the 2k series.
In the two-level factorial design, we may define the average effect of a factor
as the change in response produced by a change in the level of that factor
averaged over the levels of the other factor. Also, the symbols (1), , and

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now represent the total of all n replicates taken at the treatment


combinations as shown in the figure below.

Now the effect of A at low level of B is

level of B is

and the effect of A at the high

. Averaging these two quantities yields the main effect of

A:

Similarly the main effect of B is found from the effect of B at the low level of

A (i.e.

) and at the high level of A (i.e.

) as:

We define the interaction effect AB as the average difference between the


effect of A at high level of B and the effect of A at the low level of B. Thus

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Alternatively we may define AB as the average difference between the effect


of B at high level of A and the effect of B at the low level of A.
For the reactant concentration and temperature level example

The effect of reactant concentration (A) is positive; this suggests that


increasing A from the low level (15%) to the high level (25%) will increase
the yield. The effect of catalyst (B) is negative this suggests that increasing
the amount of catalyst added to the process will decrease the yield.
Consider the sum of Squares for A, B and AB. Note that a contrast is used in

estimating the main effect of A, namely

. Similarly

and
. Note that the three contrasts are Orthogonal.
The sum of squares for any contrast can be computed from the following
equation:

which states that the contrast sum of squares is equal to the


contrast squared divided by the number of observations in each total in the
contrast times the sum of squares of the contrast coefficients. Consequently,

Consider Example (*):


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The total sum of squares is obtained in the usual way as:

The ANOVA table is given below

Exercise: An experiment is conducted to investigate the effect of type of


glass (Factor A) and temperature level (Factor B) on the lifetimes of batteries
(in hours). The following data is obtained:
Temperature Level
Type of Battery
15
25
20,70,82,
A
130,135,74,18
58
25,70,58,
B
150,188,159,126
45
Analyze the data and draw appropriate conclusions. Use =0.05.
Exercise: The nutritive value of certain edible fruit was measured in a total
of 24 specimens representing six specimens of each two varieties grown in
each two geographic regions taken at random.
Geographical region(A)
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1
Varieties
(B)

Total

I
6.9
11.
8
6.2
18.
2
19.
2
6.2
68.
5

2
II
13.4

I
8.9

II
9.1

14.1
13.5

9.2
5.2

13.1
13.2

13

7.7

8.6

12.3
13.7

7.8
5.7

9.8
9.9

80

44.5

63.7

a. Construct the ANOVA table and test the significance of varieties, region
and check whether there is significant interaction effect.
5.2.The advantage of factorial design
5.3. The General Two-Factor Factorial approach
The simplest type of factorial design involves only two factors. There are

levels of factor A and


Let

levels of factor B.

be the observed response when factor A is at the

level and the factor B is at the

for the

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The order in which the

observations are taken is selected at random so

that this design is a completely randomized design.


Example: An engineer is designing a battery for use in a device that will be
used subject to extreme variation in temperature. The only design parameter
that he can select at this point is the plate material for the battery and he
has three plate materials, and he has three choices. The engineer decides to
test all three plate materials at three temperature levels: 15, 70 and 125 0F.
Four batteries are tested at each combination of plate material and
temperature, and all 36 tests are run in random order. The data is given
below

The Statistical Model for the Two-Factor Factorial Design is given by

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is the effect of interaction between


random

and

and

is the

error component. Both factors are assumed to be fixed.

and

and similarly

In two-factor factorial experiments, both factors A and B are of equal


interest. Specifically we are interested in testing hypothesis about row
treatment effects (Factor A):
H 0 : 1= 2= a =0
H 1 : atleast one i 0
And the equality of column treatment effects (Factor B):
H 0 : 1= 2= b =0
H 1 : atleast one j 0
We are also interested in determining whether the two factors interact. That
is,

H0:

H 1 : atleast one

Statistical Analysis (The two-factor Analysis of Variance)

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The sums of squares are computed as:

The total sum of squares has been partitioned into a sum of squares due

to

factor A,

; a sum of squares due to factor B,

squares due to the interaction between A and B,

squares due to error,

as

; a sum of

; and a sum of

The mean squares are obtained by dividing the sum of squares by the
corresponding degrees of freedom.

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The Analysis of variance table for the Two-Factor Factorial Design is shown
below:

The null hypotheses will be rejected if

Example: Consider the battery design experiment (Table 5.1). Analyze the
data and draw appropriate conclusions. Use =0.05.
Solution:

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The interaction effect of temperature and material type are both


significant.

The main effects of material type and temperature are also significant.

Occasionally, an experimenter feels that a two-factor model without


interaction is appropriate, say

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We should be very careful in dispensing with the interaction terms, however,


because the presence of significant interaction can have a dramatic impact
on the interpretation of the data.
The statistical analysis of a two-factor factorial model without interaction is
straight- forward and interaction sum of square contribute to the increase in
error sum of square as is given in the following ANOVA table.

5.3

The Three-Factor Factorial Design with two levels (The


design)

Suppose that three factors A, B and C, each at two levels are of interest. The
design is called a 23 factorial design and the eight treatment combinations
are

. Remember that these symbols also represent the

total of all n observations taken at the particular treatment combination.

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Example: An engineer is interested in the effects of cutting speed (A), tool


geometry (B), and cutting angle (C) on the life (in hours) of a machine tool.
Two levels of each factor are chosen, and three replicates of a 2 3 design are
run. The data are given below:
Factor

Replicate
C

A
+
+
+
+

B
+
+
+
+

+
+
+
+

Treatment
combinati
on
(1)
a
b
ab
c
ac
bc
abc

I
22
32
35
55
44
40
60
39

II
31
43
34
47
45
37
50
41

III
25
29
50
46
38
36
54
47

Total
78
104
119
148
127
113
164
127

To find the main effects, interaction effects and to calculate the sum of
squares we make use of the following table of pluses and minus.

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To find the contrast for estimating any effect, simply multiply the signs in the
appropriate column of the table by the corresponding treatment combination
and

add.

For

example,
.

to
Thus

estimate
the

A,

main

the
effect

contrast
of

is
is:

Similarly:

The effects of the interactions can be obtained as follows:

Example: For the cutting speed (A), tool geometry (B), and cutting angle (C)
example find the main and interaction effects:
Solution:

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In the 23 design with n replicates, the sum of squares for any effect is:

Example: For the cutting speed (A), tool geometry (B), and cutting angle (C)
example find the sum of squares main and interaction effects:

Similarly:

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The total sum of squares is obtained as usual as:

The sum of square is obtained by subtraction as:

ANOVA table:
Source of Variation
A
B
AB
C
AC
BC
ABC
Error
Total

Sum
Squares
0.67
770.67
16.67
280.167
468.17
48.167
28.167
482.65
2095.33

of
df
1
1
1
1
1
1
1
16
23

Mean Square F-Ratio


0.67
0.022
770.67
25.548
16.67
0.553
280.167
9.288
468.17
15.52
48.167
1.597
28.167
0.933
30.165

This implies that the main effects of B and C and the interaction effect AC are
significant.
The General Factorial Design
The results for the two-factor factorial design may be extended to the
general case where there are a levels of factor A, b levels of factor B, c
levels of factor C, arranged in a factorial experiment. We can have
treatment combinations. Suppose that each treatment combination is
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replicated n times. If all factors in the experiment are fixed, we may test
hypotheses about the main effects and interactions. The test statistics for
each main effect
corresponding

and

interaction

is constructed

by dividing

mean square for the effect or interaction

the

by the mean

square error. The number of degrees of freedom for any main effect is
the number of levels of the factor minus one, and the number of degrees
of freedom for an interaction is the product of the number of degrees of
freedom associated with the individual components of the interaction.
For instance the three-factor analysis of variance mode is given by:

Assuming that A, B and C are fixed the Analysis of variance table is given
below:

Assuming the design is CRD, the sum of squares can be obtained as:

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The mean squares are obtained by dividing the sum of squares by the
corresponding degrees of freedom.

Carbon
(A)

10
12

operating
25psi
line
speed
25
200 0
-3
-1
-1
0
0
2
1
1

Pressure (B)
30 psi
line
speed( C)
200
-1
0
2
3

A x B summary table
Carbon
Operating Pre. (B)

250
1
1
6
5

(A)

25

30

10
12
14
Total

-5
4
22
21

1
16
37
54

Total

-4
20
59
75

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5
4

14

7
6

7
9

10
11

A x C summary table
Carbonatio
n (A)
10
12
14
Total

Line Speed
20
0
250
-5
1
6
14
25
34
26
49

B x C summary table
Line Speed
Total
-4
20
59
75

Operating
Pressure (B)
25 psi
30psi
Total

200
6
20
26

250
15
34
49

Total
21
54
75

The sums of squares are:

The sums of squares for the two-factor interactions were calculated from
two-way cell totals.

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The three-factor interaction sum of squares is found from the A X B X C


cell totals.

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This shows that the percentage of carbonation, operating pressure, and line
speed significantly affect the fill volume.
The

Factorial Design
refers to a special case of the general factorial design in

which there are k factors, each at two levels.


The two levels are usually called low and high (could be either quantitative
or qualitative).
Assumptions: (1) the factor is fixed, (2) the design is completely
randomized and (3) the usual normality assumptions are satisfied
is particularly useful in the early stages of experimental
work, when there are likely to be many factors to be investigated. It provides
the smallest number of runs with which k factors can be studied in a
complete factorial design.
5.4

Blocking in a Factorial Design

Consider a factorial experiment with two factors (A and B) and n replicates.


The linear statistical model for this design is

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Where

, represent the effects of factors A, B, and the AB

interaction, respectively. Now suppose that to run this experiment a


particular block is required and a single replicate of a complete factorial
experiment is run within each block. The model now is

where

is the effect of

the kth block.

Example: Consider a 3 X 2 factorial experiment run in a randomized


complete block.

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The ANOVA table is

Both ground clutter level and filter type are significant at the 1 percent level
of significance whereas their interaction is not significant only at the 1
percent level.
Factorial experiment with single replication
If there are two factors and only one observation per cell, the effects
model is

Here the error variance is not estimable; that is, the two-factor interaction

effect

and the experimental error cannot be separated. Consequently,

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there are no tests on main effects unless the interaction effect is zero. If

there is no interaction, then

= 0 for all i and j, the model is:

To test whether there is an interaction, one may use the following possibility
developed by Tukey with one degree of freedom.

The impurity present in a chemical product is affected by two factorspressure

and temperature. The data from a single replicate of a factorial

experiment are shown below:

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The sums of squares are

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The test statistic for non-additivity is F= 0.36, so we conclude that there


is

no evidence

of

interaction

in

these data. The main effects of

temperature and pressure are significant.

5.5

Blocking and Confounding in the 2k Factorial Design

Confounding in the 2k Factorial Design


Confounding is a design technique for arranging a complete factorial
experiment in blocks, where the block size is smaller than the number of
treatment combinations in one replicate. The technique causes information
about certain treatment effects (usually high-order interactions) to be
indistinguishable from, or confounded with, blocks.
Confounding the 2k Factorial Design in two Blocks
Suppose that we wish to run a single replicate of the 22 design. Each of the 22
= 4 treatment combinations requires a blocks. For example, if each block is
only large enough for two treatment combinations to be tested. Thus, two
blocks are required and we must assign two of the four treatment
combinations to each block. The treatment combinations having opposite
signs on the higher interaction effect are assigned to different blocks i.e.
block 1 contains the treatment combinations (1) and ab and that block 2
contains a and b. The order in which the treatment combinations run within a
block is randomly determined.

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Because the two treatment combinations with the plus sign [ab and (I)]
are in block 1 and the two with the minus sign (a and b) are in block
2, the block effect and the AB interaction are identical. That is, AB is
confounded with blocks.
All treatment combinations that have a plus sign on AB are assigned to block
1, whereas all treatment combinations that have a minus sign on AB are
assigned to block 2.

Consider a 23 design run in two blocks. Suppose we wish to confound the


three- factor interaction ABC with blocks.

Fr
om the table of plus and minus signs assign the treatment combinations
that are minus on ABC to block 1 and those that are plus on ABC to
block 2 and the treatment combinations within a block are run in random
order.

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