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Design of experiments

The design of experiments (DOE or DOX), also known as


experiment design or experimental design, is the design of any
task that aims to describe and explain the variation of information
under conditions that are hypothesized to reflect the variation. The
term is generally associated with experiments in which the design
introduces conditions that directly affect the variation, but may also
refer to the design of quasi-experiments, in which natural conditions
that influence the variation are selected for observation.
Design of experiments with full
In its simplest form, an experiment aims at predicting the outcome factorial design (left), response
by introducing a change of the preconditions, which is represented surface with second-degree
by one or more independent variables, also referred to as "input polynomial (right)
variables" or "predictor variables." The change in one or more
independent variables is generally hypothesized to result in a
change in one or more dependent variables, also referred to as "output variables" or "response variables."
The experimental design may also identify control variables that must be held constant to prevent external
factors from affecting the results. Experimental design involves not only the selection of suitable
independent, dependent, and control variables, but planning the delivery of the experiment under
statistically optimal conditions given the constraints of available resources. There are multiple approaches
for determining the set of design points (unique combinations of the settings of the independent variables)
to be used in the experiment.

Main concerns in experimental design include the establishment of validity, reliability, and replicability. For
example, these concerns can be partially addressed by carefully choosing the independent variable,
reducing the risk of measurement error, and ensuring that the documentation of the method is sufficiently
detailed. Related concerns include achieving appropriate levels of statistical power and sensitivity.

Correctly designed experiments advance knowledge in the natural and social sciences and engineering,
with design of experiments methodology recognised as a key tool in the successful implementation of a
Quality by Design (QbD) framework.[1] Other applications include marketing and policy making. The
study of the design of experiments is an important topic in metascience.

History

Statistical experiments, following Charles S. Peirce

A theory of statistical inference was developed by Charles S. Peirce in "Illustrations of the Logic of
Science" (1877–1878)[2] and "A Theory of Probable Inference" (1883),[3] two publications that
emphasized the importance of randomization-based inference in statistics.[4]

Randomized experiments
Charles S. Peirce randomly assigned volunteers to a blinded, repeated-measures design to evaluate their
ability to discriminate weights.[5][6][7][8] Peirce's experiment inspired other researchers in psychology and
education, which developed a research tradition of randomized experiments in laboratories and specialized
textbooks in the 1800s.[5][6][7][8]

Optimal designs for regression models

Charles S. Peirce also contributed the first English-language publication on an optimal design for regression
models in 1876.[9] A pioneering optimal design for polynomial regression was suggested by Gergonne in
1815. In 1918, Kirstine Smith published optimal designs for polynomials of degree six (and less).[10][11]

Sequences of experiments

The use of a sequence of experiments, where the design of each may depend on the results of previous
experiments, including the possible decision to stop experimenting, is within the scope of sequential
analysis, a field that was pioneered[12] by Abraham Wald in the context of sequential tests of statistical
hypotheses.[13] Herman Chernoff wrote an overview of optimal sequential designs,[14] while adaptive
designs have been surveyed by S. Zacks.[15] One specific type of sequential design is the "two-armed
bandit", generalized to the multi-armed bandit, on which early work was done by Herbert Robbins in
1952.[16]

Fisher's principles
A methodology for designing experiments was proposed by Ronald Fisher, in his innovative books: The
Arrangement of Field Experiments (1926) and The Design of Experiments (1935). Much of his pioneering
work dealt with agricultural applications of statistical methods. As a mundane example, he described how
to test the lady tasting tea hypothesis, that a certain lady could distinguish by flavour alone whether the milk
or the tea was first placed in the cup. These methods have been broadly adapted in biological,
psychological, and agricultural research.[17]

Comparison
In some fields of study it is not possible to have independent measurements to a traceable
metrology standard. Comparisons between treatments are much more valuable and are
usually preferable, and often compared against a scientific control or traditional treatment
that acts as baseline.

Randomization
Random assignment is the process of assigning individuals at random to groups or to
different groups in an experiment, so that each individual of the population has the same
chance of becoming a participant in the study. The random assignment of individuals to
groups (or conditions within a group) distinguishes a rigorous, "true" experiment from an
observational study or "quasi-experiment".[18] There is an extensive body of mathematical
theory that explores the consequences of making the allocation of units to treatments by
means of some random mechanism (such as tables of random numbers, or the use of
randomization devices such as playing cards or dice). Assigning units to treatments at
random tends to mitigate confounding, which makes effects due to factors other than the
treatment to appear to result from the treatment.

The risks associated with random allocation (such as having a serious imbalance in a key
characteristic between a treatment group and a control group) are calculable and hence
can be managed down to an acceptable level by using enough experimental units.
However, if the population is divided into several subpopulations that somehow differ, and
the research requires each subpopulation to be equal in size, stratified sampling can be
used. In that way, the units in each subpopulation are randomized, but not the whole
sample. The results of an experiment can be generalized reliably from the experimental
units to a larger statistical population of units only if the experimental units are a random
sample from the larger population; the probable error of such an extrapolation depends on
the sample size, among other things.

Statistical replication
Measurements are usually subject to variation and measurement uncertainty; thus they are
repeated and full experiments are replicated to help identify the sources of variation, to
better estimate the true effects of treatments, to further strengthen the experiment's
reliability and validity, and to add to the existing knowledge of the topic.[19] However,
certain conditions must be met before the replication of the experiment is commenced: the
original research question has been published in a peer-reviewed journal or widely cited,
the researcher is independent of the original experiment, the researcher must first try to
replicate the original findings using the original data, and the write-up should state that the
study conducted is a replication study that tried to follow the original study as strictly as
possible.[20]

Blocking
Blocking is the non-random arrangement of experimental units into groups (blocks)
consisting of units that are similar to one another. Blocking reduces known but irrelevant
sources of variation between units and thus allows greater precision in the estimation of
the source of variation under study.

Orthogonality

Orthogonality concerns the forms of comparison


(contrasts) that can be legitimately and efficiently
carried out. Contrasts can be represented by vectors
and sets of orthogonal contrasts are uncorrelated and
independently distributed if the data are normal.
Because of this independence, each orthogonal
treatment provides different information to the others. If
there are T treatments and T – 1 orthogonal contrasts, Example of orthogonal factorial
all the information that can be captured from the design
experiment is obtainable from the set of contrasts.

Multifactorial experiments
Use of multifactorial experiments instead of the one-factor-at-a-time method. These are
efficient at evaluating the effects and possible interactions of several factors (independent
variables). Analysis of experiment design is built on the foundation of the analysis of
variance, a collection of models that partition the observed variance into components,
according to what factors the experiment must estimate or test.

Example
This example of design experiments is attributed to Harold Hotelling, building on examples from Frank
Yates.[21][22][14] The experiments designed in this example involve combinatorial designs.[23]

Weights of eight objects are measured using a pan balance and set of standard weights. Each weighing
measures the weight difference between objects in the left pan and any objects in the right pan by adding
calibrated weights to the lighter pan until the balance is in equilibrium. Each measurement has a random
error. The average error is zero; the standard deviations of the
probability distribution of the errors is the same number σ on
different weighings; errors on different weighings are independent.
Denote the true weights by

We consider two different experiments:

1. Weigh each object in one pan, with the other pan empty.
Let Xi be the measured weight of the object, for
i = 1, ..., 8.
2. Do the eight weighings according to the following
schedule—a weighing matrix:

Let Yi be the measured difference for i = 1, ..., 8. Then the estimated value of the weight θ1
is

Similar estimates can be found for the weights of the other items:
The question of design of experiments is: which experiment is better?

The variance of the estimate X1 of θ1 is σ2 if we use the first experiment. But if we use the second
experiment, the variance of the estimate given above is σ2 /8. Thus the second experiment gives us 8 times
as much precision for the estimate of a single item, and estimates all items simultaneously, with the same
precision. What the second experiment achieves with eight would require 64 weighings if the items are
weighed separately. However, note that the estimates for the items obtained in the second experiment have
errors that correlate with each other.

Many problems of the design of experiments involve combinatorial designs, as in this example and
others.[23]

Avoiding false positives


False positive conclusions, often resulting from the pressure to publish or the author's own confirmation
bias, are an inherent hazard in many fields. A good way to prevent biases potentially leading to false
positives in the data collection phase is to use a double-blind design. When a double-blind design is used,
participants are randomly assigned to experimental groups but the researcher is unaware of what
participants belong to which group. Therefore, the researcher can not affect the participants' response to the
intervention. Experimental designs with undisclosed degrees of freedom are a problem.[24] This can lead to
conscious or unconscious "p-hacking": trying multiple things until you get the desired result. It typically
involves the manipulation – perhaps unconsciously – of the process of statistical analysis and the degrees of
freedom until they return a figure below the p<.05 level of statistical significance.[25][26] So the design of
the experiment should include a clear statement proposing the analyses to be undertaken. P-hacking can be
prevented by preregistering researches, in which researchers have to send their data analysis plan to the
journal they wish to publish their paper in before they even start their data collection, so no data
manipulation is possible (https://osf.io). Another way to prevent this is taking the double-blind design to the
data-analysis phase, where the data are sent to a data-analyst unrelated to the research who scrambles up the
data so there is no way to know which participants belong to before they are potentially taken away as
outliers.

Clear and complete documentation of the experimental methodology is also important in order to support
replication of results.[27]

Discussion topics when setting up an experimental design


An experimental design or randomized clinical trial requires careful consideration of several factors before
actually doing the experiment.[28] An experimental design is the laying out of a detailed experimental plan
in advance of doing the experiment. Some of the following topics have already been discussed in the
principles of experimental design section:

1. How many factors does the design have, and are the levels of these factors fixed or random?
2. Are control conditions needed, and what should they be?
3. Manipulation checks: did the manipulation really work?
4. What are the background variables?
5. What is the sample size? How many units must be collected for the experiment to be
generalisable and have enough power?
6. What is the relevance of interactions between factors?
7. What is the influence of delayed effects of substantive factors on outcomes?
8. How do response shifts affect self-report measures?
9. How feasible is repeated administration of the same measurement instruments to the same
units at different occasions, with a post-test and follow-up tests?
10. What about using a proxy pretest?
11. Are there lurking variables?
12. Should the client/patient, researcher or even the analyst of the data be blind to conditions?
13. What is the feasibility of subsequent application of different conditions to the same units?
14. How many of each control and noise factors should be taken into account?

The independent variable of a study often has many levels or different groups. In a true experiment,
researchers can have an experimental group, which is where their intervention testing the hypothesis is
implemented, and a control group, which has all the same element as the experimental group, without the
interventional element. Thus, when everything else except for one intervention is held constant, researchers
can certify with some certainty that this one element is what caused the observed change. In some
instances, having a control group is not ethical. This is sometimes solved using two different experimental
groups. In some cases, independent variables cannot be manipulated, for example when testing the
difference between two groups who have a different disease, or testing the difference between genders
(obviously variables that would be hard or unethical to assign participants to). In these cases, a quasi-
experimental design may be used.

Causal attributions
In the pure experimental design, the independent (predictor) variable is manipulated by the researcher – that
is – every participant of the research is chosen randomly from the population, and each participant chosen is
assigned randomly to conditions of the independent variable. Only when this is done is it possible to certify
with high probability that the reason for the differences in the outcome variables are caused by the different
conditions. Therefore, researchers should choose the experimental design over other design types whenever
possible. However, the nature of the independent variable does not always allow for manipulation. In those
cases, researchers must be aware of not certifying about causal attribution when their design doesn't allow
for it. For example, in observational designs, participants are not assigned randomly to conditions, and so if
there are differences found in outcome variables between conditions, it is likely that there is something
other than the differences between the conditions that causes the differences in outcomes, that is – a third
variable. The same goes for studies with correlational design. (Adér & Mellenbergh, 2008).

Statistical control
It is best that a process be in reasonable statistical control prior to conducting designed experiments. When
this is not possible, proper blocking, replication, and randomization allow for the careful conduct of
designed experiments.[29] To control for nuisance variables, researchers institute control checks as
additional measures. Investigators should ensure that uncontrolled influences (e.g., source credibility
perception) do not skew the findings of the study. A manipulation check is one example of a control check.
Manipulation checks allow investigators to isolate the chief variables to strengthen support that these
variables are operating as planned.

One of the most important requirements of experimental research designs is the necessity of eliminating the
effects of spurious, intervening, and antecedent variables. In the most basic model, cause (X) leads to effect
(Y). But there could be a third variable (Z) that influences (Y), and X might not be the true cause at all. Z is
said to be a spurious variable and must be controlled for. The same is true for intervening variables (a
variable in between the supposed cause (X) and the effect (Y)), and anteceding variables (a variable prior to
the supposed cause (X) that is the true cause). When a third variable is involved and has not been controlled
for, the relation is said to be a zero order relationship. In most practical applications of experimental
research designs there are several causes (X1, X2, X3). In most designs, only one of these causes is
manipulated at a time.

Experimental designs after Fisher


Some efficient designs for estimating several main effects were found independently and in near succession
by Raj Chandra Bose and K. Kishen in 1940 at the Indian Statistical Institute, but remained little known
until the Plackett–Burman designs were published in Biometrika in 1946. About the same time, C. R. Rao
introduced the concepts of orthogonal arrays as experimental designs. This concept played a central role in
the development of Taguchi methods by Genichi Taguchi, which took place during his visit to Indian
Statistical Institute in early 1950s. His methods were successfully applied and adopted by Japanese and
Indian industries and subsequently were also embraced by US industry albeit with some reservations.

In 1950, Gertrude Mary Cox and William Gemmell Cochran published the book Experimental Designs,
which became the major reference work on the design of experiments for statisticians for years afterwards.

Developments of the theory of linear models have encompassed and surpassed the cases that concerned
early writers. Today, the theory rests on advanced topics in linear algebra, algebra and combinatorics.

As with other branches of statistics, experimental design is pursued using both frequentist and Bayesian
approaches: In evaluating statistical procedures like experimental designs, frequentist statistics studies the
sampling distribution while Bayesian statistics updates a probability distribution on the parameter space.

Some important contributors to the field of experimental designs are C. S. Peirce, R. A. Fisher, F. Yates, R.
C. Bose, A. C. Atkinson, R. A. Bailey, D. R. Cox, G. E. P. Box, W. G. Cochran, W. T. Federer, V. V.
Fedorov, A. S. Hedayat, J. Kiefer, O. Kempthorne, J. A. Nelder, Andrej Pázman, Friedrich Pukelsheim, D.
Raghavarao, C. R. Rao, Shrikhande S. S., J. N. Srivastava, William J. Studden, G. Taguchi and H. P.
Wynn.[30]

The textbooks of D. Montgomery, R. Myers, and G. Box/W. Hunter/J.S. Hunter have reached generations
of students and practitioners. [31] [32] [33] [34] [35]

Some discussion of experimental design in the context of system identification (model building for static or
dynamic models) is given in[36] and.[37]

Human participant constraints


Laws and ethical considerations preclude some carefully designed experiments with human subjects. Legal
constraints are dependent on jurisdiction. Constraints may involve institutional review boards, informed
consent and confidentiality affecting both clinical (medical) trials and behavioral and social science
experiments.[38] In the field of toxicology, for example, experimentation is performed on laboratory
animals with the goal of defining safe exposure limits for humans.[39] Balancing the constraints are views
from the medical field.[40] Regarding the randomization of patients, "... if no one knows which therapy is
better, there is no ethical imperative to use one therapy or another." (p 380) Regarding experimental design,
"...it is clearly not ethical to place subjects at risk to collect data in a poorly designed study when this
situation can be easily avoided...". (p 393)

See also
Adversarial collaboration
Bayesian experimental design
Block design
Box–Behnken design
Central composite design
Clinical trial
Clinical study design
Computer experiment
Control variable
Controlling for a variable
Experimetrics (econometrics-related experiments)
Factor analysis
Fractional factorial design
Glossary of experimental design
Grey box model
Industrial engineering
Instrument effect
Law of large numbers
Manipulation checks
Multifactor design of experiments software
One-factor-at-a-time method
Optimal design
Plackett–Burman design
Probabilistic design
Protocol (natural sciences)
Quasi-experimental design
Randomized block design
Randomized controlled trial
Research design
Robust parameter design
Sample size determination
Supersaturated design
Royal Commission on Animal Magnetism
Survey sampling
System identification
Taguchi methods

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Design, Innovation, and Discovery (2 ed.). Hoboken, N.J.: Wiley. ISBN 978-0471718130.
36. Spall, J. C. (2010). "Factorial Design for Efficient Experimentation: Generating Informative
Data for System Identification". IEEE Control Systems Magazine. 30 (5): 38–53.
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Sources
Peirce, C. S. (1877–1878), "Illustrations of the Logic of Science" (series), Popular Science
Monthly, vols. 12–13. Relevant individual papers:
(1878 March), "The Doctrine of Chances", Popular Science Monthly, v. 12, March issue,
pp. 604 (https://books.google.com/books?id=ZKMVAAAAYAAJ)–615. Internet Archive
Eprint (https://archive.org/stream/popscimonthly12yoummiss#page/612/mode/1up).
(1878 April), "The Probability of Induction", Popular Science Monthly, v. 12, pp. 705 (http
s://books.google.com/books?id=ZKMVAAAAYAAJ)–718. Internet Archive Eprint (https://a
rchive.org/stream/popscimonthly12yoummiss#page/715/mode/1up).
(1878 June), "The Order of Nature", Popular Science Monthly, v. 13, pp. 203 (https://book
s.google.com/books?id=u8sWAQAAIAAJ)–217.Internet Archive Eprint (https://archive.or
g/stream/popularsciencemo13newy#page/203/mode/1up).
(1878 August), "Deduction, Induction, and Hypothesis", Popular Science Monthly, v. 13,
pp. 470 (https://books.google.com/books?id=u8sWAQAAIAAJ)–482. Internet Archive
Eprint (https://archive.org/stream/popularsciencemo13newy#page/470/mode/1up).
(1883), "A Theory of Probable Inference", Studies in Logic, pp. 126–181 (https://archive.o
rg/details/bub_gb_V7oIAAAAQAAJ/page/n134), Little, Brown, and Company. (Reprinted
1983, John Benjamins Publishing Company, ISBN 90-272-3271-7)

External links
A chapter (http://www.itl.nist.gov/div898/handbook/pri/section1/pri1.htm) from a
"NIST/SEMATECH Handbook on Engineering Statistics" (http://www.itl.nist.gov/div898/hand
book/) at NIST
Box–Behnken designs (http://www.itl.nist.gov/div898/handbook/pri/section3/pri3362.htm)
from a "NIST/SEMATECH Handbook on Engineering Statistics" (http://www.itl.nist.gov/div89
8/handbook/) at NIST
Detailed mathematical developments of most common DoE (https://archive.org/details/Oper
aMagistris) in the Opera Magistris v3.6 online reference Chapter 15, section 7.4, ISBN 978-
2-8399-0932-7.

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