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International Journal of Scientific & Engineering Research, Volume 4, Issue 9, September-2013 1900

ISSN 2229-5518

On the estimation of variance components in
Gage R&R studies using Ranges & ANOVA
B. Ramesh, K.V.S. Sarma

Abstract— This paper discusses various methods of estimating the variance components in a measurement system and makes a comparison of the
method of ranges with that of Analysis of Variance (ANOVA). We have developed Excel templates to perform calculations and it is shown that the
ratios of variance components to the total variance, add up to unity in the case of ANOVA and in the modified range method. The procedures are
numerically illustrated. The effect of changes in the process mean and standard deviation on the vital ratios is studied by simulation.

Keywords— AIAG, Gage R&R, Modified AIAG, Modified Vital Ratio, Nested ANOVA , r-coefficient, Vital Ratio

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T HE determination of an outcome of a quality characteristic is
called measurement. It is a knowledge which evaluates the
unknown quality in-terms of numerical values. These
The complete MSA is carried out by studying the measurement
system variation to understand the components of variation.
Let X denote the measurement made on a part using the given

measurement systems are used every day in manufacturing, measurement system. It is common to assume that X ~ N(µ,σ2)
research, development, sales and marketing. Measurement and this assumption holds good in most cases of large scale
System Analysis (MSA) is designed to help engineers, quality production.
professionals in assessing, monitoring and reducing the
variation that includes features of a measurement system like Variation in measurements occur over a period of time or when
linearity, stability, repeatability, reproducibility (Gage R&R) and other assignable causes like material changes, operator changes
the calibration of measurement equipment. Thus it is a vital and changes in machine settings take place. The variation can
component for many quality improvement initiatives. The be classified into a) changes in the location (mean value) of the
Automotive Industry Action Group (2006) has prepared a process and b) changes in width (variation) of the process.
manual to work out the analysis of a measurement system. The These two concepts are elaborated below.
basic idea is to estimate the variation in the measured values that 2.1 Location variation
can be attributed to several factors like operator, equipment etc. The changes that occur in the process average accounts for
The method ranges is one approach to estimate the variance deviations in the quality. The following are some indices of
components while Analysis of Variance (ANOVA) with random location variation.
effects model, is another way. a) Accuracy (or) Bias - It is a measure of the distance (closeness
of agreement) between the average value of a large number
The process of analyzing any measurement system involves of observed values of the characteristic and the true value or
three key dimensions viz., operator, equipment and material. reference value. The reference value is obtained by a
standardized procedure with properly calibrated
The causes of variation due to these three key dimensions should equipment.
be kept at minimum so that the efficiency of the measurement
system is maximized. In this paper we compare three existing b) Stability - It is the consistency of the performance over time
methods of estimating the variance components viz., i) AIAG and indicates the absence of assignable causes of variation,
method ii) ANOVA method and iii) Modified AIAG method. leaving only random variation. It measures the change in
bias over time. Stability refers to the difference in the
averages of at least two sets of measurements obtained with
the same gage on the same characteristics taken at different
• B. Ramesh is currently pursuing Ph. D., degree in Statistics in Sri
Venkateswara University, Tirupati, India-517502, PH-09963833322. E- c) Linearity - It measures the consistency of accuracy over the
range of measurements. When the true value is high, the
• K.V.S. Sarma is currently a professor in Statistics in Sri Venkateswara observed value also should be high and vice versa.
University, Tirupati, India-517502, PH-09393621901. E-mail: Linearity is expressed as, │Slope│* Process variation, where ││ indicates absolute value.

IJSER © 2013

2.. We call them vital ratios discussed in measuring the same characteristics on the same part.2. estimated by observing the process over a period of time or by conducting an experiment. Volume 4. These three components shall be (appraisers) and b parts and n replications (trials). Factorial experiments with random The R method makes use of means of sample ranges R to effects model are used to estimate the variance components.. due to the experimental error (residual) denotes σ2repeatability. apart from random variation. This is also known as Equipment variation (EV).. called (σ Y2 ) = (σ A2 ) + (σ B2 ( A) ) + (σ ε2 ) (2) repeatability and reproducibility.ijser. the ratio  R  is an estimate of the   occurred due to the measurement system variation..e 3 THE USE OF EXPERIMENTAL DESIGN Any item from the process on which a measurement is made by and for parts it is d 2*.org . From the tables of d 2 values we get d 2*. For n ≥ 25 .. for estimating the variance differences in appraisers denoted by σ2reproducibility. components in a measurement system. n= number of replications and B(A) denotes the parts within operator. The constant for the factor equipment is denoted by d 2. It determines how much of the observed process variation has normally distributed data..41 and 1.2.b. September-2013 1901 ISSN 2229-5518 2. b= number of parts. Let a the system contains two factors i) Operator (A) and ii) Part (B) R ∑R σˆ e = i which contribute to variation. It is  d2  the combined estimate of R&R and denoted by process standard deviation σ.Gage Repeatability and Reproducibility This method depends on the ranges and the bias factor d 2 to (R&R) is a measure which represents the variation due IJSER estimate the variance components. Another related constant is d 2 which is a The problem is to estimate the variance components either by function of the levels of the factor (like operator) in the generating data through an experiment or by collecting data measurement system. The smaller the spread of the distribution. Issue 9. 4.International Journal of Scientific & Engineering Research. In addition to these.. the operator with given equipment is called a part.. If σ Y denotes the total variance in the experimental data then it 2 a) Precision (closeness) – Precision is the standard can be split into components as follows. The total variation found in the measurement system can be divided into the following components. due to We consider a measurement system with a operators equipment or due to operator. p . It is the variation due to measurement We have considered three methods to estimate the variance equipment obtained with one instrument used several components and are as follows. the better is the precision..2. detail below.. estimate σe as where R= i =1 and d2 a Then the variation due to A and variation due to B within A. deviation of the measurement system..91 for a = 2 Let Y ijk denote the kth value obtained on the jth part by the ith and a = 3 respectively. b = 5 and n = 2 appears as shown  i = 1. Precision can be separated into two components. times by one appraiser while measuring the parts. operator. within the measuring instrument and is represented by σ2repeatability. the * constant d 2 shall be used and for n < 25 the constant d 2 shall be * used. The total variation in the measurement could be due to part. The value of both d 2 and d 2* for different from the production line using the measurement system.. a  in Table-1 where X denotes the actual measurement made on Yijk = µ + A i + B(A) j(i) + ε ijk  j = 1. n  IJSER © 2013 http://www.. For different sizes of the sub groups the values σ Gauge 2 + σ Re 2 peatability + σ Re producibility 2 * of d 2 are tabulated. It is the variation in the average of measurements made there are three ratios used to evaluate the performance of the by different operators using the same equipment when measurement system.. denoted by B(A) represents σ2reproducibility and the variation Ri = Max(X ij ) − Min(X ij ) for the ith sample for j=1..1 Variance components by AIAG method ( R – method) d) Gage R&R . It is known that for a to the measurement system as a whole. b) Repeatability: Repeatability is the inherent variation σ ε2 is called σ 2 repeatability or Equipment variation (EV). k = 1. Then the design for this experiment can be expressed by the two way random effects model given by. This is also known as Appraiser variation (AV). in suitable units.a = 1. Illustration-1 The sample lay out with a = 3. sample sizes were provided by Duncan (1955). b (1) each part. where R is the mean of ranges in the subgroups..2 Width variation Where a = number of operators. 4 METHODS OF ESTIMATING VARIANCE COMPONENTS c) Reproducibility: Reproducibility is the variation due to There are three methods in use.

a    a.5% and the appraiser variation consumes 3. IJSER R 1. September-2013 1902 ISSN 2229-5518 Wheeler (2009) observed that these VRs are not ratios in a proper sense as they would not add to unity and proposed the following modified Vital Ratios which can be interpreted in a nice way. These ratios can be expressed values are available in Duncan (1955). operator. product and R&R respectively. are calculated for each operator and the average of these ranges is found to give R = 4.  d 2. as percentages. Volume 4. the content inside the square root turns out to be variation in the measurements can be attributed to parts negative in which case it is reset to zero. 2 Now we consider another method called WR method to  Rp  4. Wheeler (2006) also showed that the VR method based on the standard deviations leads to trigonometrically derived quantities which do not add to unity.128. Wheeler (2009) has provided the following estimators. 4.267. Part Variation (PV) = σˆ p =  *  where R p is estimate the variance components by using within sample ranges. PV/TV and GRR/TV for the equipment. It also makes use of the constant d 2* whose to the factor under consideration.1%. IJSER © 2013 http://www.International Journal of Scientific & Engineering Research. Where Ra is the range of operator averages. Each VR represents the portion of the total variation attributable to find the EV. We get three Vital Ratios (VR).n   add up to unity while the modified ratios in the fifth row add up to unity.944 which means that 94. p  the range of the parts. For the data given in illustration-1 we Since each part is measured twice. However it can be seen that (VR repeat +VR reprod +VR part ) = (VR GRR + VR part ) = 1. Issue 9. AV/TV. Since all the 30 data values are treated as a single group we have n > 25 and hence d 2 = 1. For each operator. we express each of within parts is calculated. The AIAG group has used the ratios as EV/TV. a) VR repeat = EV2/TV2 in place of EV/TV b) VR reprod = AV2/TV2 in place of AV/TV c) VR part = PV2/TV2 in place of PV/TV d) VR GRR = GRR2/TV2 in place of GRR/TV Ermer (2006) observed that the use of ratio of variances in place of the ratio of standard deviations is justified due to the fact that [σ2 a+b = σ2 a + σ2 b ] but [ σ a+b ≠ σ a + σ b ] and the same can be established by the Pythagorean theorem. The average of these averages is used them as a percentage of TV.4% of the values. For some data We have got VR part = . Appraiser Variation (AV) = 2  Ra    a  σˆ Re producibility = σˆ a =  *  −    [σˆ e ]2  It can be seen that the ratios in the fourth row of Table-2 do not  d 2. the average of the ranges After estimating these variance components. Gage R&R (GR&R) = σˆ R& R = (σˆ e )2 + (σˆ a )2 ratios adds up to unity. The sum of these 3. (production) while the equipment variation accounts for 2. Total Variation (TV) = σˆ T = (σˆ e )2 + (σˆ a )2 + (σˆ p )2 ( WR – method) = (σˆ R&R )2 + (σˆ p )2 In this method σˆ Re peatability is estimated by taking the average of the ranges within parts instead of taking the average range from the entire data.2 Variance components by modified AIAG 5. Equipment Variation (EV) = σˆ Re peatability = σˆ e = d2 2.b. the ranges within each part get the results as shown in Table-2. The variance components in this case are as follows.

For some data values. in an experiment if the levels of one factor are similar but not identical for different levels of ranges (< 30) and with n = 2 replications we get d 2*.  the average of X is based on 6 observations and hence we get five values of part averages as {158.. 4.a   d bn  It can be seen that the sum of modified VR’s is unity. p = 2..8.267 ∑∑    − ∑   i =1  bn  i =1 j =1  n    b) The range of operator averages becomes 8. Reconsider the data in Table-1 of illustration-1.5 3.  Ra   [σˆ e ]2  2 2.3 Variance components by Nested ANOVA method For the case of EV.  R   [σˆ ]2  2 In a normally distributed data the range method. September-2013 1903 ISSN 2229-5518 WR 1..15. Closer this sum to unity better is the method estimating the variance 3.e = 1. Sum of squares (SS) due to operator (SS A ) = a  yi2.. σˆ R& R = (σˆ e )2 + (σˆ a )2 components. Then 1. p   an  components. Total SS (SS T ) = ∑∑∑ yijk  −  . is not the only way of estimating the variance  d 2. Volume 4. Here we have the levels of factor B nested under the IJSER levels of factor A.j.167. we 5.0. SS due to parts within operator within A (SS B(A) )= From the Table-3 we get the following intermediate calculations. intermediate calculations. The Analysis of Variance (ANOVA) with random effects model is a known procedure. the numerator is based on m = 5 x 3 = 15 According to Montgomery (2002) . IJSER © 2013 http://www. In the following section.  2 Table-4. 184. There are b parts of raw materials available (b = 5)..  a) The average of WR gives WR = 4. Define yi.2. σˆ T = (σˆ e )2 + (σˆ a )2 + (σˆ p )2 = (σˆ R&R )2 + (σˆ p )2 consider Nested ANOVA method and compare the estimate by the three methods. from each operator (a). and n trials are to be taken for each part. σˆ p =  *p  −  e  unbiased. This is a two-stage nested design. yij.    i =1 j =1 k =1   abn  The corresponding mean sum of squares (MSS) are obtained by dividing each SS by the corresponding degrees of freedom.   y..e range within parts. 206.ijser.. with parts nested within Illustration-2 operators. = mean of observations at the ith operator and jth part. σˆ a =  *  −     2. The method of We use Two-way Nested ANOVA with random effects model to using within ranges of parts produces the following estimate the variance components. Issue 9. another factor then such an arrangement is said to be nested Similarly we get d 2*. = mean of the ith operator y.a = 1.  i =1 j =1 k =1   i =1 j =1  n     y2  ( ) a b n The summary of results including the modified VRs is shown in 4.International Journal of Scientific & Engineering Research. SS due to Residual (SS Є ) = c) Each part appears twice with each operator and hence  a b n 2   a b  yij2.91 for AV (a = 3) and d 2*. the content inside the square root turns out to be negative in which case AV and PV are set to zero. though 4. a b  yij2. σˆ e = where WR is the average of the averages of d 2*. 182.  a  . 148.0} so that ( ) ∑∑∑ yijk  − ∑∑    the range of these averages is 58.2  ∑   −   i =1  bn   abn  2..48 for PV design. = mean of the jth part y… = overall mean of all observations.0.

By using Nested– ANOVA method the following output is found. b = 5 and n = 2 as shown in Figure-1.ijser.1. σˆ a2 =    na  Minitab provides a module for Gage R & R studies using nested ANOVA.coefficient given by. IJSER The VRs are found in the usual way for which the ratio property  σˆ e2 + σˆ a2 + σˆ p2  holds well. However by all the three methods the system. σˆ T2 = (σˆ e )2 + (σˆ a )2 + (σˆ p )2 = (σˆ R& R )2 + (σˆ p )2 A single index of measurement system performance is the Illustration-3 r . September-2013 1904 ISSN 2229-5518 The variance components are given by standard deviations is not a correct method. It can be seen that   =1 which  σˆ 2   T  means that the relative utilities add up to unity which describes that how strongly the units in the same group resemble each The value of r is 0. It follows that both ANOVA and WR methods produce 1) More variation is due to EV when compared with AV & meaningful percentage contributions of different components to PV. though the 1. Issue 9. process is classified as marginal variation in the measurement Remark: It is possible that for certain data sets a vital ratio turns system.  MSS A − MSS B ( A )  4.5 Performance indicators 2. . 4.15 by ANOVA.5 the variance components and the vital ratios are shown in Table- 6. IJSER © 2013 http://www. 5. in which case it is reset to unity. The computation of above mentioned three methods is shown in Figure-1. σˆ = [MSSε ] 2 ε percentages individually appear to be correct.4 Illustrative comparison of the three methods We considered a = 3.24 by the R – method and WR – method but other and is used to study the performance of a measurement it is only 0. These are nothing but the VRs defined in section 4. 3. Reconsider the data given in illustration-1. b = 5 and n = 2 and generated a random sample from N(µ. out to be more than unity. 5 CONCLUSIONS From the above study we observe the following.σ2) by using Data Analysis Pak of Excel with given mean (µ) & Standard Deviation (σ).   ( σˆ e2 + σˆ a2 )   r= (  σˆ e2 + σˆ a2 + σˆ p2  )   Table-7 shows the convention used to classify a process into one of the three categories. For µ = 175 & σ = 2. σˆ p2 =    n  In the Minitab output the Gage R&R section produces variance components and % contribution of each component to total σˆ R2& R = (σˆ e ) + (σˆ a ) 2 2 4. Volume 4. We have developed a template in Excel to work out  MSS B ( A ) − MSSε  the calculations for a = 3. the measurement system variation. The method of using ratio of 2) The Equipment Variation needed improvement.International Journal of Scientific & Engineering Research.

S. Software.html. Quality Progress. Duncan. Issue 9. Volume 4. MI.” Southfield.” Chapman & [1] D.6sigma. September-2013 1905 ISSN 2229-5518 [4] D.” third edition. IJSER IJSER © 2013 http://www.3958. 888 – 764 . “An honest Gage R&R study. 369- The first author acknowledges the financial support by UGC. 1969. 396. “Design and analysis of 3) ANOVA gives the exact ratio than R and WR method. “Appraiser variation in Gage R&R measurement. User’s Manual [9] H.MathOptions. [7] Measurement System Capability manual. studies. Montgomery. “Statistical methods of Version 3.” www. “Quality Control and Industrial Statistics. [8] A.” second edition.J.ijser. John Wiley & sons.J. “Statistics made simple – Basic concepts. http://www. BSR. 2009. Distributed by Math Options Inc for Easy Quality Assurance.0. 1993. 2006. Duncan. REFERENCES Automotive Industry Action Group (AIAG) manual. 2006. [10] K. 1994 – 2001 Easy Software.” part one. Rinne. 440- 4) By posting the experimental data into the column-D of 444.C. press.” part two. pp. John Wiley & . experiments. Gage Repeatability & A. “Measurement System Analysis. the calculations are automatically [5] D. Ermer. Mittag. and H.J. Reproducibility Analysis Software.International Journal of Scientific & Engineering Research.C. “Improved Gage R&R measurement asurement-systems-analysis-MSA-p1.” [2] Easy GR&RTM for windows.S. 2007.” SPC changed. pp. [6] D. [3] D.J. the Excel template. “Introduction to Statistical Quality ACKNOWLEDGEMENT Control. Montgomery. Sarma.S. 1991. Wheeler. Quality 2007.