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DESIGN OF EXPERIMENTS

by
R. C. Baker
How to gain 20 years of experience in
one short week!
1

Role of DOE in Process Improvement
• DOE is a formal mathematical method for
systematically planning and conducting scientific
studies that change experimental variables
together in order to determine their effect of a
given response.
• DOE makes controlled changes to input
variables in order to gain maximum amounts of
information on cause and effect relationships
with a minimum sample size.
2

Role of DOE in Process Improvement
• DOE is more efficient that a standard
approach of changing “one variable at a
time” in order to observe the variable’s
impact on a given response.
• DOE generates information on the effect
various factors have on a response variable
and in some cases may be able to determine
optimal settings for those factors.
3

Role of DOE in Process Improvement • DOE encourages “brainstorming” activities associated with discussing key factors that may affect a given response and allows the experimenter to identify the “key” factors for future studies. • DOE is readily supported by numerous statistical software packages available on the market. 4 .

and 4. The conclusions reached and recommendations made as a result of the experiment. 5 . 3. 2. The collection of the data. The statistical analysis of the data. The design of the experiment.BASIC STEPS IN DOE • • • • • Four elements associated with DOE: 1.

TERMINOLOGY • Replication – repetition of a basic experiment without changing any factor settings. allows the experimenter to estimate the experimental error (noise) in the system used to determine whether observed differences in the data are “real” or “just noise”. allows the experimenter to obtain more statistical power (ability to identify small effects) 6 .

order that experimental trials are conducted.Randomization – a statistical tool used to minimize potential uncontrollable biases in the experiment by randomly assigning material. people.TERMINOLOGY • . or any other factor not under the control of the experimenter. Results in “averaging out” the effects of the extraneous factors that may be present in order to minimize the risk of these factors affecting the experimental results. 7 .

several machines.TERMINOLOGY • Blocking – technique used to increase the precision of an experiment by breaking the experiment into homogeneous segments (blocks) in order to control any potential block to block variability (multiple lots of raw material. several shifts. several inspectors). 8 . Any effects on the experimental results as a result of the blocking factor will be identified and minimized.

TERMINOLOGY • Confounding . As experiments get large. For example. 9 .A concept that basically means that multiple effects are tied together into one parent effect and cannot be separated. Two people flipping two different coins would result in the effect of the person and the effect of the coin to be confounded • 2. • 1. higher order interactions (discussed later) are confounded with lower order interactions or main effect.

TERMINOLOGY • Factors – experimental factors or independent variables (continuous or discrete) an investigator manipulates to capture any changes in the output of the process. Other factors of concern are those that are uncontrollable and those which are controllable but held constant during the experimental runs. 10 .

11 . • Treatment Combinations (run) – experimental trial where all factors are set at a specified level.TERMINOLOGY • Responses – dependent variable measured to describe the output of the process.

Random Effects Model – If the treatment levels are randomly chosen from a population of many possible treatment levels.If the treatment levels are specifically chosen by the experimenter. 12 .TERMINOLOGY • • Fixed Effects Model . then conclusions reached will only apply to those levels. then conclusions reached can be extended to all treatment levels in the population.

PLANNING A DOE • Everyone involved in the experiment should have a clear idea in advance of exactly what is to be studied. the questions one hopes to answer and the results anticipated 13 . the objectives of the experiment.

PLANNING A DOE • Select a response/dependent variable (variables) that will provide information about the problem under study and the proposed measurement method for this response variable. including an understanding of the measurement system variability 14 .

the number of levels for each factor. 15 .PLANNING A DOE • Select the independent variables/factors (quantitative or qualitative) to be investigated in the experiment. and the levels of each factor chosen either specifically (fixed effects model) or randomly (random effects model).

At this point in time it is generally useful to simulate the study by generating and analyzing artificial data to insure that experimental questions can be answered as a result of conducting your experiment 16 .PLANNING A DOE • Choose an appropriate experimental design (relatively simple design and analysis methods are almost always best) that will allow your experimental questions to be answered once the data is collected and analyzed. keeping in mind tradeoffs between statistical power and economic efficiency.

PLANNING A DOE • Perform the experiment (collect data) paying particular attention such things as randomization and measurement system accuracy. while maintaining as uniform an experimental environment as possible. How the data are to be collected is a critical stage in DOE 17 .

available in the statistical software package to insure that a maximum amount of information is generated 18 . including graphical techniques. Be liberal in the utilization of all tools.PLANNING A DOE • Analyze the data using the appropriate statistical model insuring that attention is paid to checking the model accuracy by validating underlying assumptions associated with the model.

draw conclusions/inferences about the results. determine the practical significance of the findings. interpret the physical meaning of these results. and make recommendations for a course of action including further experiments 19 .PLANNING A DOE • Based on the results of the analysis.

SIMPLE COMPARATIVE EXPERIMENTS • Single Mean Hypothesis Test • Difference in Means Hypothesis Test with Equal Variances • Difference in Means Hypothesis Test with Unequal Variances • Difference in Variances Hypothesis Test • Paired Difference in Mean Hypothesis Test • One Way Analysis of Variance 20 .

CRITICAL ISSUES ASSOCIATED WITH SIMPLE COMPARATIVE EXPERIMENTS • How Large a Sample Should We Take? • Why Does the Sample Size Matter Anyway? • What Kind of Protection Do We Have Associated with Rejecting “Good” Stuff? • What Kind of Protection Do We Have Associated with Accepting “Bad” Stuff? 21 .

concern is expressed about the possibility that the average fill is too low.Single Mean Hypothesis Test • After a production run of 12 oz. bottles.1 22 . • Ho:  = 12 • Ha:  <> 12 • level of significance =  = .05 • sample size = 9 • SPEC FOR THE MEAN: 12 + .

9 Sample standard deviation = 0.15 Sample size = 9 Computed t statistic = -2.05.0 P-Value = 0.0805162 CONCLUSION: Since P-Value > . 23 . you fail to reject hypothesis and ship product.Single Mean Hypothesis Test • • • • • • Sample mean = 11.

4 0.Single Mean Hypothesis Test Power Curve Power Curve alpha = 0.2 True Mean 24 .1 12.8 0.9 12 12.05.15 1 Power 0. sigma = 0.6 0.8 11.2 0 11.

Single Mean Hypothesis Test Power Curve 25 .

Single Mean Hypothesis Test Power Curve .Different Sample Sizes 26 .

DIFFERENCE IN MEANS .8 and 12.1 and 0.2 • Sample sizes = 15 and 15 27 .05 • sample sizes both = 15 • Assumption:  =   • Sample means = 11.1 • Sample standard deviations = 0.EQUAL VARIANCES • Ho:  • Ha:  • level of significance =  = .

DIFFERENCE IN MEANS .EQUAL VARIANCES Can you detect this difference? 28 .

DIFFERENCE IN MEANS .EQUAL VARIANCES 29 .

DIFFERENCE IN MEANS .unEQUAL VARIANCES • Same as the “Equal Variance” case except the variances are not assumed equal. • How do you know if it is reasonable to assume that variances are equal OR unequal? 30 .

DIFFERENCE IN VARIANCE HYPOTHESIS TEST • • • • • • • • • Same example as Difference in Mean: Sample standard deviations = 0.25 P-Value = 0.0 Alternative: not equal Computed F statistic = 0.0140071 Reject the null hypothesis for alpha = 0.05.1 and 0.2 Sample sizes = 15 and 15 ********************************** Null Hypothesis: ratio of variances = 1. 31 .

DIFFERENCE IN VARIANCE HYPOTHESIS TEST Can you detect this difference? 32 .

DIFFERENCE IN VARIANCE HYPOTHESIS TEST -POWER CURVE 33 .

22702 • P-Value = 0.05.PAIRED DIFFERENCE IN MEANS HYPOTHESIS TEST • Two different inspectors each measure 10 parts on the same piece of test equipment. • Null hypothesis: DIFFERENCE IN MEANS = 0.0 • Alternative: not equal • Computed t statistic = -1. 34 .250944 • Do not reject the null hypothesis for alpha = 0.

2 0 -5 -4 -3 -2 -1 0 1 2 3 4 5 Difference in Means 35 . sigma = 3.866 1 Power 0.8 0.6 0.4 0.05.PAIRED DIFFERENCE IN MEANS HYPOTHESIS TEST .POWER CURVE Power Curve alpha = 0.

• Experiment: sample 20 fills from each of the 9 needles and test at 5% level of sign. • Ho:  =  36 . • Example: Production line has 7 fill needles and you wish to assess whether or not the average fill is the same for all 7 needles.ONE WAY ANALYSIS OF VARIANCE • Used to test hypothesis that the means of several populations are equal.

10019 6 0.000 Within groups 1.00982837 ---------------------------------------------------------------------------Total (Corr.66 0.183364 18.RESULTS: ANALYSIS OF VARIANCE TABLE Analysis of Variance ---------------------------------------------------------------------------Source Sum of Squares Df Mean Square F-Ratio P-Valu ---------------------------------------------------------------------------Between groups 1.) 2.40736 139 37 .30717 133 0.

9873 X N3 20 11.SINCE NEEDLE MEANS ARE NOT ALL EQUAL.9951 X N5 20 11.9811 X N1 20 11.9827 X N6 20 11.9953 X N4 20 12.786 X N2 20 11. WHICH ONES ARE DIFFERENT? • Multiple Range Tests for 7 Needles Method: 95.11 X 38 .0 percent LSD Col_2 Count Mean Homogeneous Groups -------------------------------------------------------------------------------N7 20 11.

5 11.9 12.3 Col_1 39 .VISUAL COMPARISON OF 7 NEEDLES Box-and-Whisker Plot N1 N2 Col_2 N3 N4 N5 N6 N7 11.7 11.1 12.

line speed 4000 per hour/line speed 5000 per hour).FACTORIAL (2k) DESIGNS • Experiments involving several factors ( k = # of factors) where it is necessary to study the joint effect of these factors on a specific response. • Each of the factors are set at two levels (a “low” level and a “high” level) which may be qualitative (machine A/machine B. 40 . fan on/fan off) or quantitative (temperature 800/temperature 900.

FACTORIAL (2k) DESIGNS • Factors are assumed to be fixed (fixed effects model) • Designs are completely randomized (experimental trials are run in a random order. etc.) • The usual normality assumptions are satisfied. 41 .

FACTORIAL (2k) DESIGNS • Particularly useful in the early stages of experimental work when you are likely to have many factors being investigated and you want to minimize the number of treatment combinations (sample size) but. 42 . study all k factors in a complete factorial arrangement (the experiment collects data at all possible combinations of factor levels). at the same time.

FACTORIAL (2k) DESIGNS • As k gets large. If experiment is replicated. the # runs again increases. k 2 3 4 5 6 7 8 9 10 # of runs 4 8 16 32 64 128 256 512 1024 43 . the sample size will increase exponentially.

Generalized Settings RUN Factor A Factor B RESPONSE Orthogonal Settings RUN Factor A Factor B RESPONSE 1 low low y1 1 -1 -1 y1 2 high low y2 2 +1 -1 y2 3 low high y3 3 -1 +1 y3 4 high high y4 4 +1 +1 y4 44 .FACTORIAL (2k) DESIGNS (k = 2) • Two factors set at two levels (normally referred to as low and high) would result in the following design where each level of factor A is paired with each level of factor B.

FACTORIAL (2k) DESIGNS (k = 2) • Estimating main effects associated with changing the level of each factor from low to high. This is the estimated effect on the response variable associated with changing factor A or B from their low to high values. ( y2  y4 ) ( y1  y3 ) Factor A Effect   2 2 ( y3  y4 ) ( y1  y2 ) Factor B Effect   2 2 45 .

46 .FACTORIAL (2k) DESIGNS (k = 2): GRAPHICAL OUTPUT • Neither factor A nor Factor B have an effect on the response variable.

FACTORIAL (2k) DESIGNS (k = 2): GRAPHICAL OUTPUT • Factor A has an effect on the response variable. 47 . but Factor B does not.

48 .FACTORIAL (2k) DESIGNS (k = 2): GRAPHICAL OUTPUT • Factor A and Factor B have an effect on the response variable.

Interactions can be major problems in a DOE if you fail to account for the interaction when designing your experiment.FACTORIAL (2k) DESIGNS (k = 2): GRAPHICAL OUTPUT • Factor B has an effect on the response variable. 49 . This is called interaction and it basically means that the effect one factor has on a response is dependent on the level you set other factors at. but only if factor A is set at the “High” level.

50 .EXAMPLE: FACTORIAL (2k) DESIGNS (k = 2) • A microbiologist is interested in the effect of two different culture mediums [medium 1 (low) and medium 2 (high)] and two different times [10 hours (low) and 20 hours (high)] on the growth rate of a particular CFU.

k =2.EXAMPLE: FACTORIAL (2k) DESIGNS (k = 2) • Since two factors are of interest. and we would need the following four runs resulting in Generalized Settings RUN Medium Time Growth Rate 1 low low 17 2 high low 15 3 low high 38 4 high high 39 51 .

EXAMPLE: FACTORIAL (2k) DESIGNS (k = 2) • Estimates for the medium and time effects are • Medium effect = [(15+39)/2] – [(17 + 38)/2] = -0.5 • Time effect = [(38+39)/2] – [(17 + 15)/2] = 22.5 52 .

EXAMPLE: FACTORIAL (2k) DESIGNS (k = 2) 53 .

11 0. Factor A (medium) and Factor B (time) Type III Sums of Squares -----------------------------------------------------------------------------------Source Sum of Squares Df Mean Square F-Ratio P-Value -----------------------------------------------------------------------------------FACTOR A 0.25 225.00 0.25 1 0. 54 .EXAMPLE: FACTORIAL (2k) DESIGNS (k = 2) • A statistical analysis using the appropriate statistical model would result in the following information.25 1 2.0424 Residual 2.75 3 All F-ratios are based on the residual mean square error.25 0.25 1 506.25 -----------------------------------------------------------------------------------Total (corrected) 508.7952 FACTOR B 506.

EXAMPLE: CONCLUSIONS • In statistical language.05). 55 . but factor B (time) is statistically significant at a 5 % level of significance since this pvalue is less than 5%. one would conclude that factor A (medium) is not statistically significant at a 5% level of significance since the p-value is greater than 5% (0.

this means that we have no evidence that would allow us to conclude that the medium used has an effect on the growth rate. 56 . although it may well have an effect (our conclusion was incorrect).EXAMPLE: CONCLUSIONS • In layman terms.

we have evidence that would allow us to conclude that time does have an effect on the growth rate. although it may well not have an effect (our conclusion was incorrect). 57 .EXAMPLE: CONCLUSIONS • Additionally.

58 .EXAMPLE: CONCLUSIONS • In general we control the likelihood of reaching these incorrect conclusions by the selection of the level of significance for the test and the amount of data collected (sample size).

it will take 32 experimental runs for the complete factorial experiment. the number of runs needed to complete a complete factorial experiment will increase dramatically.2k DESIGNS (k > 2) • As the number of factors increase. The following 2k design layout depict the number of runs needed for values of k from 2 to 5. For example. 59 . when k = 5.

2k DESIGNS (k > 2) k 2 Design Layouts (k = 2-5) RUNS 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 k=5 k=4 k=3 k=2 -1 -1 -1 +1 -1 -1 -1 +1 -1 +1 +1 -1 -1 -1 +1 +1 -1 +1 -1 +1 +1 +1 +1 +1 -1 -1 -1 +1 -1 -1 -1 +1 -1 +1 +1 -1 -1 -1 +1 +1 -1 +1 -1 +1 +1 +1 +1 +1 -1 -1 -1 +1 -1 -1 -1 +1 -1 +1 +1 -1 -1 -1 +1 +1 -1 +1 -1 +1 +1 +1 +1 +1 -1 -1 -1 +1 -1 -1 -1 +1 -1 +1 +1 -1 -1 -1 +1 +1 -1 +1 -1 +1 +1 +1 +1 +1 -1 -1 -1 -1 -1 -1 -1 -1 +1 +1 +1 +1 +1 +1 +1 +1 -1 -1 -1 -1 -1 -1 -1 -1 +1 +1 +1 +1 +1 +1 +1 +1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 +1 +1 +1 +1 +1 +1 +1 +1 +1 +1 +1 +1 +1 +1 +1 +1 60 .

Interactions for 2k Designs (k = 3) • Interactions between various factors can be estimated for different designs above by multiplying the appropriate columns together and then subtracting the average response for the lows from the average response for the highs. 61 .

Interactions for 2k Designs (k = 3) a -1 +1 -1 +1 -1 +1 -1 +1 b -1 -1 +1 +1 -1 -1 +1 +1 c -1 -1 -1 -1 +! +1 +1 +1 ab 1 -1 -1 1 1 -1 -1 1 ac 1 -1 1 -1 -1 1 -1 1 bc 1 1 -1 -1 -1 -1 1 1 abc -1 1 1 -1 1 -1 -1 1 62 .

63 . but for these designs. In general.2k DESIGNS (k > 2) • Once the effect for all factors and interactions are determined. you can do it by hand calculations if you wish. we will do this with statistical software. you are able to develop a prediction model to estimate the response for specific values of the factors.

2k DESIGNS (k > 2)
• For example, if there are no significant interactions
present, you can estimate a response by the
following formula. (for quantitative factors only)

64

ONE FACTOR EXAMPLE
• Simple “one factor” example where the
factor is the number of hours a student
studies for an exam (LOW = 10 HRS,
HIGH = 20 HRS) and the response variable
is their grade. Estimate the model for
prediction a students grade as a function of
the number of hours they study.
65

ONE FACTOR EXAMPLE
Plot of Fitted Model
95

GRADE

85
75
65
55
10

12

14

16

#HRS STUDY

18

20

66

1* (#HRS STUDY) • The fitted orthogonal model is • GRADE = 75 + 15 * (SCALED # HRS) 67 .ONE FACTOR EXAMPLE • The output shows the results of fitting a general linear model to describe the relationship between GRADE and #HRS STUDY.3 + 3. The equation of the fitted general model is • GRADE = 29.

Two Level Screening Designs • Suppose that your brainstorming session resulted in 7 factors that various people think “might” have an effect on a response. 68 . The purpose of screening designs is to reduce (identify) the number of factors down to the “major” role players with a minimal number of experimental runs. One way to do this is to use the 23 full factorial design and use interaction columns for factors. A full factorial design would require 27 = 128 experimental runs without replication.

Note that * Any factor d effect is now confounded with the a*b a -1 +1 -1 +1 -1 +1 -1 +1 interaction * Any factor e effect is now confounded with the a*c interaction * etc. * What is the d*e interaction confounded with???????? b c d = ab e = ac f = bc g = abc -1 -1 +1 +1 -1 -1 +1 +1 -1 -1 -1 -1 +! +1 +1 +1 1 -1 -1 1 1 -1 -1 1 1 -1 1 -1 -1 1 -1 1 1 1 -1 -1 -1 -1 1 1 -1 1 1 -1 1 -1 -1 1 69 .

you may reach erroneous conclusions. Suppose that you plan an experiment with four runs and three factors resulting in the following data: 70 .Problems that Interactions Cause! • Interactions – If interactions exist and you fail to account for this.

Problems that Interactions Cause! • • • • Factor A Effect = 0 Factor B Effect = 0 Factor C Effect = 5 In this example. In this case there is a factor A interaction with factor B and this interaction is confounded with the factor C effect. 71 . if you were assuming that “larger is better” then you would set Factor C at the “high level” and it appears to make no difference where you set factors A and B.

Problems that Interactions Cause! Interaction Plot RESPONSE 10 FACTOR B -1 1 9 8 7 6 5 -1 1 FACTOR A 72 .

73 .Resolution of a Design • The above design would be called a resolution III design because main effects are aliased (confounded) with two factor interactions.

74 . BUT two factor interactions are aliased with three factor interactions.Resolution of a Design • • • Resolution III Designs – No main effects are aliased with any other main effect BUT some (or all) main effects are aliased with two way interactions Resolution IV Designs – No main effects are aliased with any other main effect OR two factor interaction. BUT two factor interactions may be aliased with other two factor interactions Resolution V Designs – No main effect OR two factor interaction is aliased with any other main effect or two factor interaction.

…). 8. If you believe first order interactions are small compared to main effects. then you could choose a resolution III design. 64. 16. 32. it can mess up your screening experiment. 75 .Common Screening Designs • Fractional Factorial Designs – the total number of experimental runs must be a power of 2 (4. Just remember that if you have major interactions.

(n = 100 means you can study 99 factors with 100 runs) 76 . 12. …). Since n may be quite large. 8.Common Screening Designs • Plackett-Burman Designs – Two level. you can study a large number of factors with moderately small sample sizes. 16. where n is a multiple of 4 ( # of runs will be 4. resolution III designs used to study up to n-1 factors in n experimental runs.

Other Design Issues
• May want to collect data at center points to
estimate non-linear responses
• More than two levels of a factor – no
problem (multi-level factorial)
• What do you do if you want to build a nonlinear model to “optimize” the response.
(hit a target, maximize, or minimize) –
called response surface modeling
77

Other Design Issues
• What do you do if the factors levels are
categorical and not quantitative, or some are
categorical and some are quantitative?
• What do you do if the structure of you
experiment is “nested”? These are called
heirarchical designs and will allow you to
partition the total variability among the
different levels of the design (called
variance components)
78

Response Surface Designs – Box-Behnken:
After screening designs identify major factors –Next step.







Design class: Response Surface
Design name: Box-Behnken design
Base Design
----------Number of experimental factors: 3 Number of blocks: 1
Number of responses: 1
Number of runs: 15
Error degrees of freedom: 5
Randomized: No





Factors
Low
High
Units
Continuous
-----------------------------------------------------------------------Factor_A
-1.0
1.0
Yes
Factor_B
-1.0
1.0
Yes
Factor_C
-1.0
1.0
Yes

79

Response Surface Designs – Box-Behnken FACTOR A FACTOR B FACTOR C 0 0 0 -1 -1 0 1 -1 0 -1 1 0 1 1 0 -1 0 -1 1 0 -1 0 0 0 -1 0 1 1 0 1 0 -1 -1 0 1 -1 0 -1 1 0 1 1 0 0 0 80 .

0 1.Response Surface Designs – Central Composite • • • • • • Design class: Response Surface Design name: Central composite blocked cube-star Number of experimental factors: 3 Number of blocks: 2 Number of responses: 1 Number of runs: 16 Error degrees of freedom: 5 Randomized: No • Factors Low High Units Continuous • -----------------------------------------------------------------------• Factor_A -1.0 1.0 Yes • Factor_B -1.0 Yes 81 .0 1.0 Yes • Factor_C -1.

76383 0 0 1.76383 82 .76383 0 0 1.Response Surface Designs – Central Composite FACTOR A FACTOR B FACTOR C -1 -1 -1 1 -1 -1 -1 1 -1 1 1 -1 0 0 0 -1 -1 1 1 -1 1 -1 1 1 1 1 1 -1.76383 0 0 0 -1.76383 0 0 0 0 0 1.76383 0 0 0 -1.

0 1.Multilevel Factorial Designs • • • • • Design class: Multilevel Factorial Number of experimental factors: 3 Number of blocks: 1 Number of responses: 1 Number of runs: 27 Error degrees of freedom: 17 Randomized: No • Factors Low High Levels Units • -----------------------------------------------------------------------• Factor_A -1.0 3 • Factor_C -1.0 3 • Factor_B -1.0 1.0 3 83 .0 1.

Multilevel Factorial Designs 84 .

A total of 27 measurements are required. 85 .Nested Design • Design class: Variance Components • Number of experimental factors: 3 • Number of responses: 1 • Number of runs: 27 • Randomized: No Factors Levels Units • ----------------------------------------------• Factor_A 3 • Factor_B 3 • Factor_C 3 You have created a variance components design which will estimate the contribution of 3 factors to overall process variability. with each factor nested in the factor above it. The design is hierarchical.

Nested Design 86 .

RECAP • • • • • • • • Design class: Response Surface Design name: Box-Behnken design Base Design ----------Number of experimental factors: 3 Number of blocks: 1 Number of responses: 1 Number of runs: 15 Error degrees of freedom: 5 Randomized: No • • • • • Factors Low High Units Continuous -----------------------------------------------------------------------Factor_A 10 30 Yes Factor_B 30 60 Yes Factor_C 40 60 Yes 87 .Response Surface Designs – Box-Behnken EXAMPLE .

88 .

Response Surface Designs – Box-Behnken REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) RUN F1 F2 F3 1 10 45 60 2 30 45 40 3 20 30 40 4 10 30 50 5 20 45 50 6 30 60 50 7 20 45 50 8 30 45 60 9 20 45 50 10 20 60 40 11 10 45 40 12 30 30 50 13 20 60 60 14 10 60 50 15 20 30 60 89 .

Response Surface Designs – Box-Behnken REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) Example: std. dev. of noise = 0 RUN F1 F2 F3 Y0 1 10 45 60 11800 2 30 45 40 8800 3 20 30 40 8400 4 10 30 50 9300 5 20 45 50 9400 6 30 60 50 8300 7 20 45 50 9400 8 30 45 60 10800 9 20 45 50 9400 10 20 60 40 8400 11 10 45 40 9800 12 30 30 50 11300 13 20 60 60 10400 14 10 60 50 12300 15 20 30 60 10400 90 .

0 BC = 0.0 CC = 0.0 AA = 9.0 C:Factor_C = 100. for Var_1 ------------------------------------------------------------constant = 0.0 AC = 0.0 AB = -10.0 BB = 0.0 A:Factor_A = 40.0 B:Factor_B = 200. dev.0 91 .Response Surface Designs – BoxBehnken REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) Example: std. of noise = 0 Regression coeffs.

0 60.0 Factor_C 40.4 Factor Low High Optimum ----------------------------------------------------------------------Factor_A 10. dev.0 60.0 30. of noise = 0 Optimize Response ----------------Goal: MAXIMIZE Var_1 Optimum value = 13261.0 92 .1017 Factor_B 30.0 60.0 10.0 60.Response Surface Designs – Box-Behnken REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) Example: std.

Response Surface Designs – Box-Behnken REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) Example: std. of noise = 0 93 . dev.

dev. of noise = 100 RUN F1 F2 F3 Y100 1 10 45 60 11825 2 30 45 40 8781 3 20 30 40 8413 4 10 30 50 9216 5 20 45 50 9288 6 30 60 50 8261 7 20 45 50 9329 8 30 45 60 10855 9 20 45 50 9205 10 20 60 40 8538 11 10 45 40 9718 12 30 30 50 11308 13 20 60 60 10316 14 10 60 50 12056 15 20 30 60 10378 94 .Response Surface Designs – Box-Behnken REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) Example: std.

09875 AB = -9.575 B:Factor_B = 200.0825 BB = 0.067 C:Factor_C = 3.311667 CC = 1. of noise = 100 Regression coeffs. dev.85 AA = 9.5 A:Factor_A = 36. for Var_3 ---------------------------------------------------------------------constant = 2312.10875 95 .Response Surface Designs – Box-Behnken REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) Example: std.81167 AC = -0.117222 BC = -0.

dev.Response Surface Designs – Box-Behnken REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) Example: std. of noise = 100 Standardized Pareto Chart for Var_3 AB C:Factor_C AA A:Factor_A CC BC B:Factor_B BB AC 0 10 20 30 40 Standardized effect 96 .

0 11700.0 10700.Response Surface Designs – Box-Behnken REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) Example: std.0 11300.0 60 Factor_B 55 50 45 40 35 30 10 14 18 22 Factor_A 26 30 Var_3 9300.0 10500.0 10900. of noise = 100 Contours of Estimated Response Surface Factor_C=60.0 9500. dev.0 11100.0 97 .0 10300.0 10100.0 11500.0 9700.0 9900.

of noise = 100 • Optimize Response • ----------------• Goal: maximize Y • Optimum value = 13139.0 60. dev.4 • • • • • Factor Low High Optimum ----------------------------------------------------------------------Factor_A 10.0 Factor_C 40.0 30.Response Surface Designs – Box-Behnken REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) Example: std.0 10.1036 Factor_B 30.0 60.0 60.0 98 .0 60.

dev.Response Surface Designs – Three Level Factorial Design (3 3) REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) Example: std. of noise = 100 RUN F1 F2 F3 Y100 1 10 30 40 8270 2 20 30 40 8272 3 30 30 40 10324 4 10 45 40 9928 5 20 45 40 8520 6 30 45 40 8973 7 10 60 40 11082 8 20 60 40 8377 9 30 60 40 7410 10 10 30 50 9191 11 20 30 50 9331 12 30 30 50 11131 13 10 45 50 10615 99 .

of noise = 100 RUN F1 F2 F3 Y100 14 20 45 50 9302 15 30 45 50 9723 16 10 60 50 12088 17 20 60 50 9343 18 30 60 50 8260 19 10 30 60 10313 20 20 30 60 10363 21 30 30 60 12267 22 10 45 60 11763 23 20 45 60 10534 24 30 45 60 10791 25 10 60 60 13281 26 20 60 60 10349 27 30 60 60 9497 100 . dev.Response Surface Designs – Three Level Factorial Design (3 3) REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) Example: std.

for Y ---------------------------------------------------------------------constant = 2887. of noise = 100 Regression coeffs.100556 CC = 1.08 A:Factor_A = 36.283704 BC = 0.190833 BB = -0.30333 101 .806 C:Factor_C = -31.95833 AB = -9.57333 AC = -0.Response Surface Designs – Three Level Factorial Design (3 3) REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE) Example: std.7028 B:Factor_B = 212. dev.0306 AA = 8.

Response Surface Designs – Three Level Factorial Design (3 3)
REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE)
Example: std. dev. of noise = 100

• Optimize Response
• ----------------• Goal: maximize Y
• Optimum value = 13230.6




Factor
Low
High
Optimum
----------------------------------------------------------------------Factor_A
10.0
30.0
10.0
Factor_B
30.0
60.0
60.0
Factor_C
40.0
60.0
60.0

102

Response Surface Designs – Three Level Factorial Design (3 3)
REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE)
Example: std. dev. of noise = 100

Estimated Response Surface
Factor_C=60.0

13400

Y

12400
11400
10400
9400

10

14

18

Factor_A

22

26

30

55 60
50
40 45
Factor_B
35
30

103

Response Surface Designs – Three Level Factorial Design (3 3)
REAL MODEL: Y = 40F1+200F2+100F3-10F1F2+9F1F1 + (NOISE)
Example: std. dev. of noise = 100

Contours of Estimated Response Surface
Factor_B=60.0

60

Y

56

Factor_C

52
48
44
40
10

14

18

22

Factor_A

26

30

8200.0
8600.0
9000.0
9400.0
9800.0
10200.0
10600.0
11000.0
11400.0
11800.0
12200.0
12600.0

104

Factor A – height of shaker (low and high) Factor B – location of shaker (close to hand and close to wall) Design experiment – would suggest several replications 105 .CLASSROOM EXERCISE • • • • STUDENT IN-CLASS EXPERIMENT: Collect data for experiment to determine factor settings (two factors) to hit a target response (spot on wall).

An observer will assist to mark the hit on the target. 106 . • Collect data – students take data home for week and come back with what you would recommend AND why.CLASSROOM EXERCISE • Conduct Experiment – student holds 3 foot “pin the tail on the donkey” stick and attempts to hit the target. • YOU TELL THE CLASS HOW TO PLAY THE GAME TO “WIN”.

CLASSROOM EXERCISE 107 .

875 6.871 L H 3.CLASSROOM EXERCISE MARKER VERTICAL 1ST OBS 2ND OBS 3RD OBS 4TH OBS STICK POLE MEAN STANDARD DEVIATION L L -2.750 -4.500 -4.155 MARKER STICK L = VERTICAL POLE WAS CLOSE TO WALL (MARKER END OF STICK H=VERTICAL POLE WAS CLOSE TO HAND VERTICAL POLE L=SHAKING DEVICE LOCATED LOW ON VERTICAL POLE H=SHAKING DEVICE LOCATED HIGH ON VERTICAL POLE 108 .625 14.000 -6.000 3.021 H L -12.250 1.625 -4.250 3.750 -5.484 H H 4.250 12.969 3.500 -6.625 11.750 -4.094 1.250 4.625 4.000 10.000 -4.

Which factor would you say affects the mean location of the “hit”? • .Determine the effects “marker stick” and “vertical pole” have on the standard deviation of the hit.Which factor would you say affects the standard deviation of the “hit”? • OPTIMAL SETTINGS: Where would you recommend we locate the “vertical pole” and the “marker stick” IF we wish to (a) MINIMIZE THE VARIABILITY OF THE HIT and (b) HIT THE TARGET LOCATED AT “0”? 109 .Determine the effects “marker stick” and “vertical pole” have on the mean location of the hit. • .CLASSROOM EXERCISE • HOMEWORK: • . • .

PIN THE TAIL DATA INPUT 110 .

875 A:MARKER STICK = 1.625 ---------------------------------------------------------------------No degrees of freedom left to estimate standard errors.969 AB = 4. 111 .ESTIMATE OF EFFECTS (MEAN HIT) • • • • • • • • Estimated effects for MEAN ---------------------------------------------------------------------average = 0.906 B:VERTICAL POLE = 12.

ESTIMATE OF EFFECTS (MEAN HIT) Pareto Chart for MEAN B:VERTICAL POLE AB A:MARKER STICK 0 3 6 9 12 15 Effect 112 .

0 -1.0 113 .0 VERTICAL POLE 1.0 MARKER STICK 1.ESTIMATE OF EFFECTS (MEAN HIT) Main Effects Plot for MEAN 9 MEAN 6 3 0 -3 -6 -1.

0 8 MEAN 5 VERTICAL POLE=1.0 -7 -1.0 MARKER STICK 114 .0 2 -1 -4 VERTICAL POLE=-1.INTERACTION PLOT (MEAN HIT) Interaction Plot for MEAN 11 VERTICAL POLE=1.0 VERTICAL POLE=-1.0 1.

6 1 -1 -0.6 1 VERTICAL POLE MARKER STICK 115 .2 0.2 0.6 -0.2 0.3-D PLOT OF RESPONSE (MEAN HIT) MEAN Estimated Response Surface 11 8 5 2 -1 -4 -7 -1 -0.2 0.6 -0.

0 0.2 0.6 1 MARKER STICK 116 .6 0.6 -1 -1 -0.2 0.2 -0.2 -0.0 4.0 2.0 -2.CONTOUR PLOT OF RESPONSE (MEAN HIT) Contours of Estimated Response Surface 1 MEAN -4.6 -0.0 6.0 VERTICALPOLE 0.0 8.

63284 1 3.3906 1 21.17 0.63284 0.ANALYSIS OF VARIANCE TABLE (MEAN HIT) • • • • • • • • Analysis of Variance for MEAN -------------------------------------------------------------------------------Source Sum of Squares Df Mean Square F-Ratio P-Value -------------------------------------------------------------------------------A:MARKER STICK 3.2181 Total error 21.86 0.7511 B:VERTICAL POLE 168.195 1 168.195 7.3906 -------------------------------------------------------------------------------- 117 .

ESTIMATED LINEAR RESPONSE MODEL (MEAN HIT) • • • • • • Regression coeffs.875 + 0.875 A:MARKER STICK = 0.4845 ---------------------------------------------------------------------- • The StatAdvisor • --------------• This pane displays the regression equation which has been fitted to • the data. The equation of the fitted model is • MEAN = 0. for MEAN ---------------------------------------------------------------------constant = 0.4845*VERTICAL POLE 118 .953*MARKER STICK + 6.953 B:VERTICAL POLE = 6.

0 0.0 • Optimum value = 0.139803 119 .03311 • VERTICAL POLE -1.0 • Factor Low High Optimum • ----------------------------------------------------------------------• MARKER STICK -1.0 1.0 -0.0 1.OPTIMAL FACTOR SETTINGS (MEAN HIT) • Optimize Response • ----------------• Goal: maintain MEAN at 0.

3735 • AB = -0.7605 • B:VERTICAL POLE = 0.63275 • A:MARKER STICK = 2.ESTIMATE OF EFFECTS (STD DEV HIT) • Estimated effects for STD DEV • --------------------------------------------------------------------• average = 2.0895 120 .

139502 17.139502 1 0.76787 3 121 .) 7.1497 Total error 0.62036 951.62036 1 7.00801025 -------------------------------------------------------------------------------Total (corr.42 0.33 0.00801025 1 0.ESTIMATE OF EFFECTS (STD DEV HIT) • • • • • • • • • Analysis of Variance for STD DEV -------------------------------------------------------------------------------Source Sum of Squares Df Mean Square F-Ratio P-Value -------------------------------------------------------------------------------A:MARKER STICK 7.0206 B:VERTICAL POLE 0.

0 1.0 -1.0 -1.OPTIMAL FACTOR SETTINGS (STD DEV HIT) • Optimize Response • ----------------• Goal: minimize STD DEV • Optimum value = 1.0 1.06575 • • • • Factor Low High Optimum ----------------------------------------------------------------------MARKER STICK -1.0 VERTICAL POLE -1.0 122 .

0 MARKER STICK 123 .0 VERTICAL POLE=-1.0 VERTICAL POLE=-1.0 1.INTERACTION (STD DEV HIT) Interaction Plot for STD DEV 5 VERTICAL POLE=1.0 STDDEV 4 3 2 1 VERTICAL POLE=1.0 0 -1.

5 VERTICALPOLE 0.5 2.0 2.2 0.6 1 MARKER STICK 124 .0 4.0 3.CONTOUR PLOT OF RESPONSE (STD DEV HIT) Contours of Estimated Response Surface 1 STD DEV 1.2 0.6 -0.6 0.2 -0.5 3.2 -0.0 1.5 4.6 -1 -1 -0.

125 .SO. SET THE “VERTICAL POLE” AT A VALUE THAT WILL HIT THE TARGET. SET THE “MARKER STICK” AT LOW (CLOSE TO THE WALL) • 2. WHAT’S THE ANSWER? • I WOULD: • 1.

875 + . SET MARKER STICK AT “-1”.4845*VP • 0 = .012 and MS = -1 126 . HIT AT “0”.953*MS + 6.0875 +. WHAT’S THE ANSWER? • FROM REGRESSION FOR “MEAN HIT”. AND SOLVE FOR VP • HIT = .SO.953*(-1) + 6.4845*VP • Resulting in • VP = .

127 . Dev.Contour Plots for Mean and Std.