Design and Analysis

of Experiments

Chapter 5

Introduction to
Factorial Designs
(Thiết kế giai thừa)
Dr. Tran Thanh Hung
Department of Automation Technology,
College of Engineering, Can Tho University
Email: tthung@ctu.edu.vn
 Chapter objectives

At the end of this chapter, students can:

• know the concept and principles of
factorial designs
• use ANOVA to analyse two-factors
factorial designs
 Contents

• General principles of factorial designs

• The two-factor factorial with fixed
effects
• The ANOVA for factorial designs
• Quantitative and qualitative factors –
response curves and surfaces
• Extensions to more than two factors

3
 Basic Definitions

• Factorial design = experiments with all

possible combinations of the levels of the
factors are investigated
Ex: Factor A has a levels, Factor B has b levels
 ab treatment combinations/1 replicate
• Main effect of a factor = the change in
response produced by a change in the level of
the factor
 Basic Definitions

Main effect / factor effect = The change in the mean response when the factor
is changed from low to high
Calculation of the main effect of:
40  52 20  30
A  y A  y A    21
2 2
30  52 20  40
B  yB   yB    11
2 2
52  20 30  40
AB    1  no interaction between 2 factors 5
2 2
 The Case of Interaction

50  12 20  40
A  y A  y A   1
2 2
40  12 20  50
B  yB   yB     9
2 2
12  20 40  50
AB    29  interaction is large! 6
2 2
 Regression Model

How to illustrate the concept of interaction?

 Regression model representation of

the two-factor factorial experiment:

y   0  1 x1   2 x2  12 x1 x2   ,
where : y  response,
x1  factor A variable,
x2  factor B variable,
(x1 , x2 scaled in [-1 +1]  low to high levels) ,
x1 x2  interaction between x1and x2
  random error.
7
Regression Model & Response Surface

y   0  1 x1   2 x2  12 x1 x2  
1  (main effect of A) /2 =21/2,
 2  (main effect of B) /2=11/2,
12  (interaction beetween AB) / 2  1/ 2
 0  (20 + 40 + 30 + 52) / 4
 yˆ  35.5  10.5 x1  5.5 x2  0.5 x1 x2
 35.5  10.5 x1  5.5 x2

8
 Effect of Interaction
on the Response Surface

Suppose that we add an interaction term to the model:

yˆ  35.5  10.5 x1  5.5 x2  8 x1 x2

Interaction is actually a form of curvature (đường cong)

60

50

40

-1
30

0
20
-1 -0.5 1
0 0.5 1 x2
x1 9
 Two-Factor Factorial Design:
Example 5-1 (The Battery Life Experiment)

A = Material type; B = Temperature (A quantitative variable)

1. What effects do material type & temperature have on life?
2. Is there a choice of material that would give long life
regardless of temperature (a robust product)? 10
Two-Factor Factorial Design: General

a levels of factor A; b levels of factor B; n replicates

This is a completely randomized design (CRD) 11
 Two-Factor Factorial Design: model

Statistical (effects) model:  i  1, 2,..., a


yijk     i   j  ( )ij   ijk  j  1, 2,..., b
k  1, 2,..., n

where:
 : overall mean effect,
 i : effect of the i th level of factor A,
 j : effect of the jth level of factor B,
( )ij : effect of the interaction between  i and  j ,
 ijk : random error,
a b
Assume:  =0,  
i 1
i
j 1
j =0, fixed case. 12

Other models (means model, regression models) can be useful

 Two-Factor Factorial Design:
hypotheses
-Testing hypotheses about the equality of row treatment
effects:
H 0 : 1   2     a  0
H1 : at least one  i  0
-Testing hypotheses about the equality of column treatment
effects:
H 0 : 1   2     b  0
H1 : at least one  j  0
-Testing hypotheses about the row and column treatments
interaction:
H 0 : ( )ij  0 for all i, j
13
H1 : at least one ( )ij  0
 Extension of the ANOVA to Factorials
yi.. : total of all observations under the i th level of factor A,
y. j . :total of all observations under the jth level of factor B,
yij . : total of all observations in the ijth cell,
y... : grand total of all the observations,
yi.. , y. j . , yij . , y... :corresponding row, column, cell, and grand averages,
b n
yi..
yi..   yijk , yi..  , i  1, 2,..., a
j 1 k 1 bn
a n y. j .
y. j .   yijk , y. j .  , j  1, 2,..., b
i 1 k 1 an
n yij .
yij .   yijk , yij .  , i  1, 2,..., a j  1, 2,..., b
k 1 n
a b n
y...
y...   yijk , y...  . 14
i 1 j 1 k 1 abn
 Extension of the ANOVA to Factorials

The total corrected sum of squares: 2

a b n a b ( yi..  y... )  ( y. j .  y... )
n 
 ( yijk  y... )   
2

i 1 j 1 k 1   ( y  y  y  y )  ( y  y )

i 1 j 1 k 1  ij . i .. . j. ... ijk ij . 
a b
 bn ( yi..  y... )  an ( y. j .  y... ) 2
2

i 1 j 1
a b a b n
 n ( yij .  yi..  y. j .  y... ) 2   ( yijk  yij . ) 2
i 1 j 1 i 1 j 1 k 1

 SST  SS A  SS B  SS AB  SS E
Number of degrees of freedom:
abn  1  a  1  b  1  (a  1)(b  1)  ab(n  1) 15
 ANOVA Table – Fixed Effects Case

• The reference distribution for F0 is the F distribution

• Reject the null hypothesis H0 if
For A : F0  F ,a 1,ab ( n 1) For B : F0  F ,b 1,ab ( n 1)
16
For AB : F0  F , a 1  b 1 ,ab ( n 1)
Example 5-1: ANOVA output

17
Example 5-1: ANOVA output

F0.05,2,27  3.35  Reject H 0 for A, B

F0.05,4,27  2.73  Reject H 0 for AB

18
Residual Analysis – Example 5-1

19
Residual Analysis – Example 5-1

20
 Quantitative / Qualitative Factors
(Yếu tố định lượng/định tính)
• The basic ANOVA procedure treats every factor as if
it were quantitative
• Sometimes an experiment will involve both
quantitative and qualitative factors, such as in
Example 5-1
• This can be accounted for in the analysis to produce
regression models for the quantitative factors at
each level (or combination of levels) of the qualitative
factors
• These response curves and/or response surfaces
are often a considerable aid in practical interpretation
of the results
21
Quantitative / Qualitative Factors

22
 Quantitative / Qualitative Factors

A = Material type Candidate model terms

B = Linear effect of Temperature from Design- Expert:
Intercept
B2 = Quadratic effect of Temperature
A
AB = Material type – TempLinear B
AB2 = Material type - TempQuad B2
AB
B3 = Cubic effect of Temperature B3
(Aliased) AB2

23
Regression Model Summary of
Results

24
Regression Model Summary of
Results

25
 Factorials with More Than
Two Factors

• Basic procedure is similar to the two-factor

case; all abc…kn treatment combinations are
run in random order
• ANOVA identity is also similar:
SST  SS A  SS B    SS AB  SS AC  
 SS ABC    SS ABK  SS E

• Complete three-factor example in text, Example

5-5
26
Three-factor analysis of variance
 Thực hành chương 5

• Bài 1: Dùng Minitab phân tích kết quả thí

nghiệm trong ví dụ 5-1
Số liệu kết quả thí nghiệm:
 Thực hành chương 5

• Bài 2: Xếp máy bay giấy với 2 yếu tố,

mỗi yếu tố thay đổi 3 mức. Phóng thử
mỗi loại 10 lần, ghi lại độ xa mỗi lần
phóng. Dùng Minitab phân tích kết quả.