DESIGN OF EXPERIMENTS

WITH SEVERAL FACTORS

 Basic Definitions and Principles
 The Advantage of Factorials
 The Two-Factor Factorial Design
 Statistical Analysis of the Fixed Effects Model
 Model Adequacy Checking
 Estimating the Model Parameters
 Choice of Sample Size
 The Assumption of No Interaction in a Two-Factor Model
 One Observation per Cell
 The General Factorial Design
 Fitting Response Curves and Surfaces
 Blocking in a Factorial Design
FACTORIAL DESIGN
 Many experiments involve the study of the effects of
two or more factors. In general, factorial designs are
most efficient for this type of experiment.
 By a factorial design, we mean that in each complete
trial or replication of the experiment all possible
combinations of the levels of the factors are
investigated.
 For example, if there are a levels of factor A and b
levels of factor B, each replicate contains all ab
treatment combinations.
 When factors are arranged in a factorial design, they
are often said to be crossed.
What is an effect? Simple effect? main effect? Interaction
effect?
Factor B
Level B1 Level B2 Mean
Factor A Level A1 20 (m11) 40 ( m12) 30 (m1.)
Level A2 50 (m21) 14 (m22) 32 (m2.)
Mean 35 (m.1) 27 (m.2) 31 (m)

The effect of a factor is a change in the response caused by a change

in the level of that factor. An effect can be expressed as a contrast.
Three effects of interest are:
Simple Effect of a factor: is a contrast between levels of one
factor at a level of another factor. In this example, 20 – 40 = m11 -
m12 is a simple effect of factor B between levels B1 and B2 at Level
A1 of factor A.

Can you find the other three simple effects for the
above example?
Main effect of a factor: is a contrast between levels of one factor
averaged over all levels of another factor.
The main effect of Factor A : m1.- m2. = (20+40)/2 – (50+14)/2 = -2

The main effect of factor B :

The Interaction effect between two factors: is the difference

between simple effects of one factor at different levels of the other factor.
Consider Level B1: The change of A from Level A1 to Level A2 at Factor
B = B1 is: 50-20 = 30, call is C1, which is the simple effect of factor A at
B1 of factor B.
Consider Level B2: The change of A from Level A1 to Level A2 for Factor
B = B2 is: 14-40 = -26, call it C2, which is the simple effect of factor A at
B2 of factor B.
The interaction effect is the difference between C2 and C1 = -26-30 = -56
The changes for Factor from A1 to A2 are different between
two levels of Factor B. This says that A and B are interacted.
For this example, When B = B1, there is a huge increase in A
from A1 to A2 of 30. However, when B = B2, there is a huge
decrease in A from A1 to A2 of –26.
In real world applications, this happens often. When fertilizer
A is given to a field, the production increases from low dosage
to high dosage. Similar situation for B. However, when A and
B both are applied at the same time, the production may be
decreased. This is the interaction effect of fertilizer A and B.
When individual A and B work independently, each one has
his/her progress. When both work as a team, the
accomplishment can be much more than the sum of two
independent workers, or possibly much less. This is
interaction effect. The following figures demonstrates a
several possible patterns of interaction between A and A
factors, when both have two levels
The following figures demonstrate some possible patterns of
interaction between A and B for a 2x2 factorial design (a=2, b=2)

B=1 B=1 B=1

B=2 B=2 B=2

1 2 1 2 1 2
A A A

B=1 B=1
B=1
B=2
B=2
B=2

1 2 1 2
1 2
A A
A
FACTORIAL EXPERIMENTS
 If there are two factors A and B with a levels of factor
A and b levels of factor B, each replicate contains all ab
treatment combinations.
 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 a main effect because it refers to the
primary factors in the study.
FACTORIAL EXPERIMENTS
 This is a factorial experiment with two factors, A and B, each at
two levels (Alow, Ahigh, and Blow, Bhigh).
 The main effect of factor A is the difference between the average
response at the high level of A and the average response at the
low level of A, or

 That is, changing factor A from the low level to the high level
causes an average response increase of 20 units.
 Similarly, the main effect of B is
FACTORIAL EXPERIMENTS
TWO FACTOR MODEL

 The observations of a simplest two factor model may

be described by the linear statistical model

 where µ is the overall mean effect,

 τi is the effect of the i th level of factor A,
 βj is the effect of the jth level of factor B,
 (τβ)ij is the effect of the interaction between A and B, and
 εijk is a random error component having a normal
distribution
TWO FACTOR MODEL

 The analysis of variance (ANOVA), in particular,

will continue to be used as one of the primary tools for
statistical data analysis.
 We are interested in testing the hypotheses of
 no main effect for factor A,
 no main effect for B, and
 no AB interaction effect
EXAMPLE

 ANOVA Table for a two-factorial, fixed effect model

 Analysis of Two-factors
When response, yijk’s are observed, we need a method to
estimate treatment effects:
What is the main effect of factor A, factor B?
What is the interaction effect?
Is any of these effects significant?
If an effect is significant, where are the differences from?
If there is a control, is any other level of the factor
significantly different from the control level?
Do the responses show any interesting patterns in relation to
the levels of a factor?
We asked similar questions for one-factor analysis before.
Many of the techniques applied there will be applied here as
well.
 TWO-FACTOR FACTORIAL EXPERIMENTS
Statistical Analysis of the Fixed-Effects Model
Example 14-1

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 TWO-FACTOR FACTORIAL EXPERIMENTS
Statistical Analysis of the Fixed-Effects Model
Example 14-1

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 TWO-FACTOR FACTORIAL EXPERIMENTS
Statistical Analysis of the Fixed-Effects Model
Example 14-1

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 TWO-FACTOR FACTORIAL EXPERIMENTS
Statistical Analysis of the Fixed-Effects Model
Example 14-1

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 TWO-FACTOR FACTORIAL EXPERIMENTS
Statistical Analysis of the Fixed-Effects Model
Example 14-1

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 TWO-FACTOR FACTORIAL EXPERIMENTS
Statistical Analysis of the Fixed-Effects Model
Example 14-1

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 TWO-FACTOR FACTORIAL EXPERIMENTS
Statistical Analysis of the Fixed-Effects Model
Example 14-1

Figure 14-10 Graph of

average adhesion force
versus primer types for both
application methods.

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 TWO-FACTOR FACTORIAL EXPERIMENTS
Statistical Analysis of the Fixed-Effects Model
Minitab Output for Example 14-1

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 TWO-FACTOR FACTORIAL EXPERIMENTS

Model Adequacy Checking

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 TWO-FACTOR FACTORIAL EXPERIMENTS

Model Adequacy Checking

Figure 14-11 Normal

probability plot of the
residuals from Example 14-1

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 TWO-FACTOR FACTORIAL EXPERIMENTS

Model Adequacy Checking

Figure 14-12 Plot of residuals versus primer type.

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 TWO-FACTOR FACTORIAL EXPERIMENTS
Model Adequacy Checking

Figure 14-13 Plot of residuals versus application method.

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GENERAL FACTORIAL EXPERIMENTS
 GENERAL FACTORIAL EXPERIMENTS

Model for a three-factor factorial experiment

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30
GENERAL FACTORIAL EXPERIMENTS
Example 14-2

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Example 14-2

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2K FACTORIAL DESIGNS

22 Design

Figure 14-15 The 22 factorial design.

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2K FACTORIAL DESIGNS
2k Design for k  3 Factors

Figure 14-20 The 23 design. 34

Figure 14-21 Geometric
presentation of contrasts
corresponding to the main
effects and interaction in
the 23 design. (a) Main
effects. (b) Two-factor
interactions. (c) Three-
factor interaction.

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 27 FULL FACTORIAL DESIGN
Cube Plot - Means for Average

0 .8 9 5 0 1 .2 3 5 0 0 .4 6 1 0 0 .6 5 0 0 0 .9 1 1 0 1 .2 4 7 0 0 .4 6 4 0 0 .6 4 6 0
0 .2 3 4 0 0 .3 8 5 0 0 .1 3 1 0 0 .2 1 5 0 0 .2 3 7 0 0 .3 3 6 0 0 .1 3 9 0 0 .1 9 2 0
1 .0 3 6 0 1 .4 5 9 0 0 .4 8 1 0 0 .6 7 8 0 1 .0 3 4 0 1 .4 6 8 0 0 .4 8 2 0 0 .6 8 1 0
0 .5 7 9 0 0 .8 2 8 0 0 .3 2 0 0 0 .4 6 9 0 0 .6 9 3 0 0 .9 0 3 0 0 .3 3 9 0 0 .4 6 0 0
0 .8 9 7 0 1 .2 4 8 0 0 .4 6 0 0 0 .6 5 4 0 0 .8 9 6 0 1 .2 7 6 0 0 .4 6 4 0 0 .6 5 7 0
0 .2 4 0 0 0 .3 2 2 0 0 .1 4 8 0 0 .1 8 8 0 0 .2 3 8 0 0 .3 3 2 0 0 .1 3 3 0 0 .2 0 6 0
1 .0 2 7 0 1 .4 7 9 0 0 .4 8 1 0 0 .6 8 2 0 1 .0 4 0 0 1 .4 6 8 0 0 .4 8 1 0 0 .6 8 1 0
0 .6 7 8 0 0 .8 3 6 0 0 .3 1 7 0 0 .4 2 5 0 0 .6 5 6 0 0 .9 6 4 0 0 .3 2 9 0 0 .4 4 0 0

1 0 .9 2 2 0 1 .2 8 8 0 0 .4 6 7 0 0 .6 5 7 0 0 .9 3 0 0 1 .3 0 1 0 0 .4 6 6 0 0 .6 5 9 0
0 .2 2 6 0 0 .3 5 5 0 0 .1 6 9 0 0 .1 9 9 0 0 .2 4 7 0 0 .3 7 8 0 0 .1 4 9 0 0 .2 2 1 0
E 1 .0 5 7 0 1 .4 7 2 0 0 .4 8 2 0 0 .6 8 2 0 1 .0 4 5 0 1 .4 9 2 0 0 .4 8 3 0 0 .6 8 1 0
0 .5 8 8 0 0 .9 3 8 0 0 .3 1 8 0 0 .4 1 2 0 0 .6 3 9 0 0 .8 6 7 0 0 .2 7 9 0 0 .4 3 5 0
-1 1
0 .9 2 6 0 1 .2 8 4 0 0 .4 6 5 0 0 .6 5 8 0 0 .9 0 6 0 1 .2 9 9 0 0 .4 6 6 0 0 .6 6 2 0
0 .2 7 2 0 0 .3 5 3 0 0 .1 4 9 0 0 .1 9 2 0 F 0 .2 2 2 0 0 .3 6 3 0 0 .1 4 4 0 0 .1 9 3 0
1 -1
B1 .0 3 7 0 1 .5 0 4 0
1 0 .4 8 3 0 0 .6 8 0 0 1 .0 5 1 0 1 .4 8 1 0 0 .4 8 1 0 0 .6 8 3 0
0 .6 5 0 0 0 .9 7C
30 0 .3 2 0 0 0 .4 4 6 0 0 .6 5 7 0 0 .9 4 5 0 0 .3 3 0 0 0 .4 1 2 0
-1
-1 1 -1
A
-1 D 1
-1 G 1
2K FACTORIAL DESIGNS

Additional Center Points to a 2k Design

A potential concern in the use of two-level factorial
designs is the assumption of the linearity in the factor
effect. Adding center points to the 2k design will
provide protection against curvature as well as allow
an independent estimate of error to be obtained.
Figure 14-26 illustrates the situation.

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2K FACTORIAL DESIGNS
Additional Center Points to a 2k Design

Figure 14-26 A 22 Design

with center points.

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 14-5: 2K FACTORIAL DESIGNS

14-5.4 Additional Center Points to a 2k Design

A single-degree-of-freedom sum of squares for curvature

is given by:

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2K FACTORIAL DESIGNS
Additional Center Points to a 2k Design
Example 14-6

Figure 14-27 The 22 Design

with five center points for
Example 14-6.

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 14-5: 2K FACTORIAL DESIGNS
14-5.4 Additional Center Points to a 2k Design
Example 14-6

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EXAMPLE 1
 Aircraft primer paints are applied to aluminum
surfaces by two methods: dipping and spraying. The
purpose of the primer is to improve paint adhesion,
and some parts can be primed using either
application method. The process engineering group
responsible for this operation is interested in
learning whether three different primers differ in
their adhesion properties.
 A factorial experiment was performed to investigate
the effect of paint primer type and application
method on paint adhesion. For each combination of
primer type and application method, three specimens
were painted, then a finish paint was applied, and
the adhesion force was measured.
EXAMPLE