Design and Analysis of Multi-Factored Experiments: Fractional Factorial Designs

L. M.
Lye DOE Course 1

Design and Analysis of
Multi-Factored Experiments

Fractional Factorial Designs
L. M. Lye DOE Course 2
Design of Engineering Experiments
The 2
k-p
Fractional Factorial Design
Motivation for fractional factorials is obvious; as
the number of factors becomes large enough to be
interesting, the size of the designs grows very
quickly
Emphasis is on factor screening; efficiently
identify the factors with large effects
There may be many variables (often because we
dont know much about the system)
Almost always run as unreplicated factorials, but
often with center points
Why do Fractional Factorial
Designs Work?
The sparsity of effects principle
There may be lots of factors, but few are important
System is dominated by main effects, low-order
interactions
The projection property
Every fractional factorial contains full factorials in
fewer factors
Sequential experimentation
Can add runs to a fractional factorial to resolve
difficulties (or ambiguities) in interpretation

The One-Half Fraction of the 2
k
Notation: because the design has 2
k
/2 runs, its referred to as a 2
k-1
Consider a really simple case, the 2
3-1

Note that I =ABC
The One-Half
Fraction of the 2
3
For the principal fraction,
notice that the contrast for
estimating the main effect A
is exactly the same as the
contrast used for estimating
the BC interaction.
This phenomena is called
aliasing and it occurs in all
fractional designs
Aliases can be found
directly from the columns in
the table of + and - signs
The Alternate Fraction of the 2
3-1
I = -ABC is the defining relation
Implies slightly different aliases: A = -BC,
B= -AC, and C = -AB
Both designs belong to the same family, defined
by

Suppose that after running the principal fraction,
the alternate fraction was also run
The two groups of runs can be combined to form a
full factorial an example of sequential
experimentation
I ABC
Example: Run 4 of the 8 t.c.s in 2
3
: a, b, c, abc

It is clear that from the(se) 4 t.c.s, we cannot
estimate the 7 effects (A, B, AB, C, AC, BC,
ABC) present in any 2
3
design, since each estimate
uses (all) 8 t.cs.

What can be estimated from these 4 t.c.s?

4A = -1 + a - b + ab - c + ac - bc + abc
4BC = 1 + a - b - ab -c - ac + bc + abc

Consider
(4A + 4BC)= 2(a - b - c + abc)
or
2(A + BC)= a - b - c + abc

Overall:
2(A + BC)= a - b - c + abc
2(B + AC)= -a + b - c + abc
2(C + AB)= -a - b + c + abc
In each case, the 4 t.c.s NOT run cancel out.

Had we run the other 4 t.c.s:
1, ab, ac, bc,
We would be able to estimate
A - BC
B - AC
C - AB
(generally no better or worse than with + signs)

NOTE: If you know (i.e., are
willing to assume) that all
interactions = 0, then you can say
either (1) you get 3 factors for the price of 2.
(2) you get 3 factors at 1/2 price.

A B AB C AC BC ABC
1 - - + - + + -
a + - - - - + +
b - + - - + - +
ab + + + - - - -
c - - + + - - +
ac + - - + + - -
bc - + - + - + -
abc + + + + + + +
A B AB C AC BC ABC
1 - - + - + + -
ab + + + - - - -
ac + - - + + - -
bc - + - + - + -
Suppose we run those 4:
1, ab, c, abc;
We would then estimate
A + B
C + ABC
AC + BC

In each case, we Lose 1 effect completely, and get the
other 6 in 3 pairs of two effects.
Members of the pair are CONFOUNDED
Members of the pair are ALIASED
two main effects
together usually
less desirable
With 4 t.c.s, one should expect to get only
3 estimates (or alias pairs) - NOT
unrelated to degrees of freedom being one
fewer than # of data points or with c
columns, we get (c - 1) df.

In any event, clearly, there are BETTER
and WORSE sets of 4 t.c.s out of a 2
3
.
(Better & worse 2
3-1
designs)
Prospect in fractional factorial designs is
attractive if in some or all alias pairs one
of the effects is KNOWN. This usually
means thought to be zero
Consider a 2
4-1
with t.c.s
1, ab, ac, bc, ad, bd, cd, abcd

Can estimate: A+BCD
B+ACD
C+ABD
AB+CD
AC+BD
BC+AD
D+ABC

- 8 t.c.s
-Lose 1 effect
-Estimate other 14 in 7 alias pairs of 2
Note:
Clean estimates of the remaining member of the pair can
then be made.

For those who believe, by conviction or via selected
empirical evidence, that the world is relatively simple, 3
and higher order interactions (such as ABC, ABCD, etc.)
may be announced as zero in advance of the inquiry. In
this case, in the 2
4-1
above, all main effects are CLEAN.
Without any such belief, fractional factorials are of
uncertain value. After all, you could get A + BCD = 0, yet
A could be large +, BCD large -; or the reverse; or both
zero.
Despite these reservations fractional factorials are
almost inevitable in a many factor situation. It is
generally better to study 5 factors with a quarter
replicate (2
5-2
= 8) than 3 factors completely (2
3
=
8). Whatever else the real world is, its Multi-
factored.

The best way to learn how is to work (and
discuss) some examples:

Aliasing Structure and constructing a FFD
Example: 2
5-1
: A, B, C, D, E
Step 1: In a 2
k-p
, we lose 2
p
-1.
Here we lose 1. Choose the effect to lose. Write it as a
Defining relation or Defining contrast.
I = ABDE
Step 2: Find the resulting alias pairs:
*A=BDE AB=DE ABC=CDE
B=ADE AC=4 BCD=ACE
C=ABCDE AD=BE BCE=ACD
D=ABE AE=BD
E=ABD BC=4
CD=4
CE=4
*AxABDE=BDE
- lose 1
- other 30 in 15
alias pairs of 2
- run 16 t.c.s
15 estimates
See if they are (collectively) acceptable.
Another option (among many others):

I = ABCDE

A=4 AB=3
B=4 AC=3
C=4 AD=3
D=4 AE=3
E=4 BC=3
BD=3
BE=3
CD=3
CE=3
DE=3
Next step: Find the 2 blocks (only one of which will be run)
Assume we choose I=ABDE

I II
1 c a ac
ab abc b bc
de cde ade acde
abde abcde bde bcde
ad acd d cd
bd bcd abd abcd
ae ace e ce
be bce abe abce

Same process
as a
Confounding
Scheme
Example 2:

In a 2
5
, there
are 31 effects;
with 8 t.c.,
there are 7 df &
7 estimates
available
2
5-2
A, B, C, D, E

Must lose 3; other 28
in 7 alias groups of 4
Choose the 3: Like in confounding schemes, 3rd
must be product of first 2:

I = ABC = BCDE = ADE

A = BC = 5 = DE
B = AC = 3 = 4
C = AB = 3 = 4
D = 4 = 3 = AE
E = 4 = 3 = AD
BD = 3 = CE = 3
BE = 3 = CD = 3

Assume we use this design.
Find alias
groups:

1 2 3 4
1 a b d
Abd bd ad ab
Bc abc c bcd
Acd cd abcd ac
de ade bde e
abe be ae abde
bcde abcde cde bce
ace ce abce acde
Assume we run the Principal block (block 1)
Lets find the 4 blocks: I =ABC = BCDE = ADE
a
b
a
An easier way to construct a one-half
fraction
The basic design; the design generator
Examples
Example
Interpretation of
results often relies on
making some
assumptions
Ockhams razor
Confirmation
experiments can be
important
See the projection of
this design into 3
factors
Projection of Fractional Factorials
Every fractional
factorial contains
full factorials in
fewer factors
The flashlight
analogy
A one-half fraction
will project into a
full factorial in any
k 1 of the original
factors
The One-Quarter Fraction of the 2
k
The One-Quarter Fraction of the 2
6-2
Complete defining relation: I = ABCE = BCDF = ADEF
Possible
Strategies for
Follow-Up
Experimentation
Following a
Fractional
Factorial Design
Analysis of Fractional Factorials
Easily done by computer
Same method as full factorial except that
effects are aliased
All other steps same as full factorial e.g.
ANOVA, normal plots, etc.
Important not to use highly fractionated
designs - waste of resources because
clean estimates cannot be made.
Design Resolution and Minimal-Run
Designs
Design Resolution for Fractional Factorial
Designs
The concept of design resolution is a useful way to
catalog fractional factorial designs according to
the alias patterns they produce.
Designs of resolution III, IV, and V are
particularly important.
The definitions of these terms and an example of
each follow.

1. Resolution III designs
These designs have no main effect aliased with
any other main effects, but main effects are aliased
with 2-factor interactions and some two-factor
interactions may be aliased with each other.
The 2
3-1
design with I=ABC is a resolution III
design or 2
III
3-1
.
It is mainly used for screening. More on this
design later.

2. Resolution IV designs
These designs have no main effect aliased with
any other main effect or two-factor interactions,
but two-factor interactions are aliased with each
other.
The 2
4-1
design with I=ABCD is a resolution IV
design or 2
IV
4-1
.
It is also used mainly for screening.

3. Resolution V designs
These designs have no main effect or two factor
interaction aliased with any other main effect or
two-factor interaction, but two-factor interactions
are aliased with three-factor interactions.
A 2
5-1
design with I=ABCDE is a resolution V
design or 2
V
5-1
.
Resolution V or higher designs are commonly
used in response surface methodology to limit the
number of runs.

Guide to choice of fractional factorial designs
Factors 2 3 4 5 6 7 8
4 runs Full 1/2 (III) - - - - -
8 2 rep Full 1/2 (IV) 1/4 (III) 1/8 (III) 1/16 (III) -
16 4 rep 2 rep Full 1/2 (V) 1/4 (IV) 1/8 (IV) 1/16 (IV)
32 8 rep 4 rep 2 rep Full 1/2 (VI) 1/4 (IV) 1/8 (IV)
64 16 rep 8 rep 4 rep 2 rep Full 1/2 (VII) 1/4 (V)
128 32 rep 16 rep 8 rep 4 rep 2 rep Full 1/2 (VIII)
Guide (continued)
Factors 9 10 11 12 13 14 15
4 runs - - - - - - -
8 - - - - - - -
16 1/32 (III) 1/64 (III) 1/128 (III) 1/256 (III) 1/512 (III) 1/1024 (III) 1/2048 (III)
32 1/16 (IV) 1/32 (IV) 1/64 (IV) 1/128 (IV) 1/256 (IV) 1/512 (IV) 1/1024 (IV)
64 1/8 (IV) 1/16 (IV) 1/32 (IV) 1/64 (IV) 1/128 (IV) 1/256 (IV) 1/512 (IV)
128 1/4 (VI) 1/8 (V) 1/16 (V) 1/128 (IV) 1/64 (IV) 1/128 (IV) 1/128 (IV)
Guide (continued)
Resolution V and higher safe to use (main and
two-factor interactions OK)
Resolution IV think carefully before
proceeding (main OK, two factor interactions are
aliased with other two factor interactions)
Resolution III Stop and reconsider (main
effects aliased with two-factor interactions).
See design generators for selected designs in the
attached table.

More on Minimal-Run Designs
In this section, we explore minimal designs with
one few factor than the number of runs; for
example, 7 factors in 8 runs.
These are called saturated designs.
These Resolution III designs confound main
effects with two-factor interactions a major
weakness (unless there is no interaction).
However, they may be the best you can do when
confronted with a lack of time or other resources
(like $$$).
If nothing is significant, the effects and
interactions may have cancelled itself out.
However, if the results exhibit significance, you
must take a big leap of faith to assume that the
reported effects are correct.
To be safe, you need to do further experimentation
known as design augmentation - to de-alias
(break the bond) the main effects and/or two-
factor interactions.
The most popular method of design augmentation
is called the fold-over.
Case Study: Dancing Raisin Experiment
The dancing raisin experiment provides a vivid
demo of the power of interactions. It normally
involves just 2 factors:
Liquid: tap water versus carbonated
Solid: a peanut versus a raisin
Only one out of the four possible combinations
produces an effect. Peanuts will generally float,
and raisins usually sink in water.
Peanuts are even more likely to float in carbonated
liquid. However, when you drop in a raisin, they
drop to the bottom, become coated with bubbles,
which lift the raisin back to the surface. The
bubbles pop and the up-and-down process
continues.

BIG PROBLEM no guarantee of success
A number of factors have been suggested as
causes for failure, e.g., the freshness of the
raisins, brand of carbonated water, popcorn
instead of raisin, etc.
These and other factors became the subject
of a two-level factorial design.
See table on next page.
Factors for initial DOE on dancing objects
Factor Name Low Level (-) High Level (+)
A
Material of container
Plastic Glass
B
Size of container
Small Large
C
Liquid
Club Soda Lemon Lime
D
Temperature
Room Ice Cold
E
Cap on container
No Yes
F
Type of object
Popcorn Raisin
G
Age of object
Fresh Stale
The full factorial for seven factors would
require 128 runs. To save time, we run only
1/16 of 128 or a 2
7-4
fractional factorial
design which requires only 8 runs.
This is a minimal design with Resolution
III. At each set of conditions, the dancing
performance was rated on a scale of 1 to 10.
The results from this experiment is shown
in the handout.
Results from initial dancing-raisin experiment
The half-
normal plot
of effects is
shown.
DESIGN-EXPERT Pl ot
Rati ng
A: A
B: B
C: C
D: D
E: E
F: F
G: G
Half Normal plot
H
a
l
f

N
o
r
m
a
l

%

p
r
o
b
a
b
i
l
i
t
y
|Effect|
0.0000 0.4937 0.9875 1.481 1.975
0.0000
20.00
40.00
60.00
70.00
80.00
85.00
90.00
95.00
97.00
99.00
B
E
G
Three effects stood out: cap (E), age of object (G),
and size of container (B).
The ANOVA on the resulting model revealed
highly significant statistics.
Factors G+ (stale) and E+ (capped liquid) have a
negative impact, which sort of make sense.
However, the effect of size (B) does not make
much sense.
Could this be an alias for the real culprit (effect),
perhaps an interaction?
Take a look at the alias structure in the handout.
Alias Structure
Each main effect is actually aliased with 15 other
effects. To simplify, we will not list 3 factor
interactions and above.
[A] = A+BD+CE+FG
[B] = B+AD+CF+EG
[C] = C+AE+BF+DG
[D] = D+AB+CG+EF
[E] = E+AC+BG+DF
[F] = F+AG+BC+DE
[G] = G+AF+BE+CD
Can you pick out the likely suspect from the lineup for
B? The possibilities are overwhelming, but they can be
narrowed by assuming that the effects form a family.
The obvious alternative to B (size) is the
interaction EG. However, this is only one of
several alternative hierarchical models
that maintain family unity.
E, G and EG (disguised as B)
B, E, and BE (disguised as G)
B, G, and BG (disguised as E)
The three interaction graphs are shown in
the handout.

Notice that all three interactions predict the
same maximum outcome. However, the
actual cause remains murky. The EG
interaction remains far more plausible than
the alternatives.
Further experimentation is needed to clear
things up.
A way of doing this is by adding a second
block of runs with signs reversed on all
factors a complete fold-over. More on this
later.
A very scary thought
Could a positive effect be cancelled by an anti-
effect?
If you a Resolution III design, be prepared for the
possibility that a positive main effect may be
wiped out by an aliased interaction of the same
magnitude, but negative.
The opposite could happen as well, or some
combination of the above. Therefore, if nothing
comes out significant from a Resolution III design,
you cannot be certain that there are no active
effects.
Two or more big effects may have cancelled each
other out!
Complete Fold-Over of Resolution III Design
You can break the aliases between main
effects and two-factor interactions by using
a complete fold-over of the Resolution III
design.
It works on any Resolution III design. It is
especially popular with Plackett-Burman
designs, such as the 11 factors in 12-run
experiment.
Lets see how the fold-over works on the
dancing raisin experiments with all signs
reversed on the control factors.

Complete Fold-Over of Raisin Experiment
See handout for the augmented design. The second
block of experiments has all signs reversed on the
factors A to F.
Notice that the signs of the two-factor interactions
do not change from block 1 to block 2.
For example, in block 1 the signs of column B and
EG are identical, but in block 2 they differ; thus
the combined design no longer aliases B with EG.
If B is really the active effect, it should come out
on the plot of effects for the combined design.

Augmented Design
DESIGN-EXPERT Pl ot
Response 1
X = A: A
Y = D: D
D- -1.000
D+ 1.000
Actual Factors
B: B = 0.0000
C: C = 0.0000
E: E = 0.0000
F: F = 0.0000
G: G = 0.0000
D: D
Interaction Graph
A: A
R
e
s
p
o
n
s
e

1
-1.000 -0.5000 0.0000 0.5000 1.000
0.5000
1.625
2.750
3.875
5.000
Factor B has
disappeared and AD
has taken its place.

What happened to
family unity?

Is it really AD or
something else, since
AD is aliased with CF
and EG?
The problem is that a complete fold-over of
a Resolution III design does not break the
aliasing of the two-factor interactions.
The listing of the effect AD the
interaction of the container material with
beverage temperature is done arbitrarily
by alphabetical order.
The AD interaction makes no sense
physically. Why should the material (A)
depend on the temperature of beverage (B)?
Other possibilities
It is not easy to discount the CF interaction:
liquid type (C) versus object type (F). A
chemical reaction is possible.
However, the most plausible interaction is
between E and G, particularly since we now
know that these two factors are present as
main effects.
See interaction plots of CF and EG.
Interaction plots of CF and EG
DESIGN-EXPERT Pl ot
Response 1
X = C: C
Y = F: F
F- -1.000
F+ 1.000
Actual Factors
A: A = 0.0000
B: B = 0.0000
D: D = 0.0000
E: E = 0.0000
G: G = 0.0000
F: F
Interaction Graph
C: C
R
e
s
p
o
n
s
e

1
-1.000 -0.5000 0.0000 0.5000 1.000
0.5000
1.625
2.750
3.875
5.000
DESIGN-EXPERT Pl ot
Response 1
X = E: E
Y = G: G
G- -1.000
G+ 1.000
Actual Factors
A: A = 0.0000
B: B = 0.0000
C: C = 0.0000
D: D = 0.0000
F: F = 0.0000
G: G
Interaction Graph
E: E
R
e
s
p
o
n
s
e

1
-1.000 -0.5000 0.0000 0.5000 1.000
0.5000
1.625
2.750
3.875
5.000
It appears that the effect of cap (E) depends
on the age of the object (G).
When the object is stale (G+ line), twisting
on the bottle cap (going from E- at left to
E+ at right) makes little difference.
However, when the object is fresh (the G-
line at the top), the bottle cap quenches the
dancing reaction. More experiments are
required to confirm this interaction.
One obvious way is to do a full factorial on
E and G alone.
An alias by any other name is not necessarily the same
You might be surprised that aliased interactions
such as AD and EG do not look alike.
Their coefficients are identical, but the plots differ
because they combine the interaction with their
parent terms.
So you have to look through each aliased
interaction term and see which one makes physical
sense.
Dont rely on the default given by the software!!
Single Factor Fold-Over
Another way to de-alias a Resolution III design is
the single-factor fold-over.
Like a complete fold-over, you must do a second
block of runs, but this variation of the general
method, you change signs only on one factor.
This factor and all its two-factor interactions
become clear of any other main effects or
interactions.
However, the combined design remains a
Resolution III, because with the exception of the
factor chosen for de-aliasing, all others remained
aliased with two-factor interactions!
Extra Note on Fold-Over
The complete fold-over of Resolution IV designs
may do nothing more than replicate the design so
that it remains Resolution IV.
This would happen if you folded the 16 runs after
a complete fold-over of Resolution III done earlier
in the raisin experiment.
By folding only certain columns of a Resolution
IV design, you might succeed in de-aliasing some
of the two-factor interactions.
So before doing fold-overs, make sure that you
check the aliases and see whether it is worth
doing.
Bottom Line
The best solution remains to run a higher
resolution design by selecting fewer factors and/or
bigger design.
For example, you could run seven factors in 32
runs (a quarter factorial). It is Resolution IV, but
all 7 main effects and 15 of the 21 two-factor
interactions are clear of other two-factor
interactions.
The remaining 6 two-factor interactions are:
DE+FG, DF+EG, and DG+EF.
The trick is to label the likely interactors anything
but D, E, F, and G.

For example, knowing now that capping
and age interact in the dancing raisin
experiment, we would not label these
factors E and G.
If only we knew then what we know
now!!!!

So it is best to use a Resolution V design,
and none of the problems discussed above
would occur!

Design and Analysis of Multi-Factored Experiments: Fractional Factorial Designs

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L. M.

Lye DOE Course 1

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