Factorial experiment

In statistics, a full factorial experiment is an experiment whose design consists of two or more
factors, each with discrete possible values or "levels", and whose experimental units take on all
possible combinations of these levels across all such factors. A full factorial design may also be
called a fully crossed design. Such an experiment allows the investigator to study the effect of
each factor on the response variable, as well as the effects of interactions between factors on the
response variable.

For the vast majority of factorial experiments, each factor has only two levels. For example, with
Designed experiments with full
two factors each taking two levels, a factorial experiment would have four treatment combinations
factorial design (left), response
in total, and is usually called a2×2 factorial design.
surface with second-degree
polynomial (right)
If the number of combinations in a full factorial design is too high to be logistically feasible, a
fractional factorial design may be done, in which some of the possible combinations (usually at
least half) are omitted.

Contents
History
Advantages of factorial experiments
Example of advantages of factorial experiments
Example
Notation
Implementation
Analysis
Analysis example
See also
Notes
References
External links

History
Factorial designs were used in the 19th century byJohn Bennet Lawes and Joseph Henry Gilbert of the Rothamsted Experimental Station.[1]

Ronald Fisher argued in 1926 that "complex" designs (such as actorial

f designs) were more efficient than studying one factor at a time.[2]

Fisher wrote,

"No aphorism is more frequently repeated in connection with field trials, than that we must ask Nature few questions, or, ideally,
one question, at a time. The writer is convinced that this view is wholly mistaken."

Nature, he suggests, will best respond to "a logical and carefully thought out questionnaire". A factorial design allows the effect of several factors
and even interactions between them to be determined with the same number of trials as are necessary to determine any one of the effects by itself
with the same degree of accuracy.

Frank Yates made significant contributions, particularly in the analysis of designs, by the
Yates analysis.

The Design of Experiments.[3]

The term "factorial" may not have been used in print before 1935, when Fisher used it in his book
Advantages of factorial experiments
Many experiments examine the effect of only a single factor or variable. Compared to such one-factor-at-a-time (OFAT) experiments, factorial
experiments offer several advantages[4] [5]:

Factorial designs are more efficient than OFAT experiments. They provide more information at similar or lower cost. They can
find optimal conditions faster than OFAT experiments.

Factorial designs allow additional factors to be examined at no additional cost.

When the effect of one factor is different for different levels of another factor, it cannot be detected by a OFAT experiment design.
Factorial designs are required to detect suchinteractions. Use of OFAT when interactions are present can lead to serious
misunderstanding of how the response changes with the factors.

Factorial designs allow the effects of a factor to be estimated at several levels of the other factors, yielding conclusions that are
valid over a range of experimental conditions.

Example of advantages of factorial experiments

In his book, "Improving Almost Anything", the famous statisticianGeorge Box gives many examples of the benefits of factorial experiments. Here
is one[6]. Engineers at the bearing manufacturer SKF wanted to know if changing to a less expensive "cage" design would affect bearing life. The
[7] .
engineers asked Christer Hellstrand, a statistician, for help in designing the experiment

Box reports the following. "The results were assessed by an accelerated life test. … The runs were expensive because they needed to be made on
an actual production line and the experimenters were planning to make four runs with the standard cage and four with the modified cage. Christer
asked if there were other factors they would like to test. They said there were, but that making added runs would exceed their budget. Christer
showed them how they could test two additional factors "for free" – without increasing the number of runs and without reducing the accuracy of
their estimate of the cage effect. In this arrangement, called a 2X3 factorial design, each of the three factors would be run at two levels and all the
eight possible combinations included. The various combinations can conveniently be shown as the vertices of a cube ... "

"In each case, the standard condition is indicated by a minus sign and the modified condition by a plus sign. The factors changed were heat
treatment, outer ring osculation, and cage design. The numbers show the relative lengths of lives of the bearings. If you look at [the cube plot], you
can see that the choice of cage design did not make a lot of difference. … But, if you average the pairs of numbers for cage design, you get the
[table below], which shows what the two other factors did. … It led to the extraordinary discovery that, in this particular application, the life of a
bearing can be increased fivefold if the two factor(s) outer ring osculation and inner ring heat treatments are increased together
."
 Bearing life vs. heat and osculation
Osculation Osculation
- +
Heat
18 21
-
Heat
23 106
+

"Remembering that bearings like this one have been made for decades, it is at first surprising that it could take so long to discover so important an
improvement. A likely explanation is that, because most engineers have, until recently, employed only one factor at a time experimentation,
interaction effects have been missed."

Example
The simplest factorial experiment contains two levels for each of two factors. Suppose an engineer wishes to study the total power used by each of
two different motors, A and B, running at each of two different speeds, 2000 or 3000 RPM. The factorial experiment would consist of four
experimental units: motor A at 2000 RPM, motor B at 2000 RPM, motor A at 3000 RPM, and motor B at 3000 RPM. Each combination of a single
level selected from every factor is present once.

This experiment is an example of a 22 (or 2x2) factorial experiment, so named because it considers two levels (the base) for each of two factors
(the power or superscript), or #levels#factors , producing 22=4 factorial points.

Designs can involve many independent

variables. As a further example, the effects
of three input variables can be evaluated in
eight experimental conditions shown as the
corners of a cube.

This can be conducted with or without

replication, depending on its intended
purpose and available resources. It will
provide the effects of the three independent
variables on the dependent variable and
possible interactions.

Notation
The notation used to denote factorial experiments conveys a lot of information. When a design is denoted a 23 factorial, 2×2 factorial
this identifies the number of factors (3); how many levels each factor has (2); and how many experimental conditions experiment
there are in the design (23=8). Similarly, a 25 design has five factors, each with two levels, and 25=32 experimental A B
conditions. Factorial experiments can involve factors with different numbers of levels. A 243 design has five factors, four (1) − −
[8]
with two levels and one with three levels, and has 16 X 3=48 experimental conditions.
a + −
To save space, the points in a two-level factorial experiment are often abbreviated with strings of plus and minus signs. b − +
The strings have as many symbols as factors, and their values dictate the level of each factor: conventionally, for the
ab + +
first (or low) level, and for the second (or high) level. The points in this experiment can thus be represented as ,
, , and .

The factorial points can also be abbreviated by (1), a, b, and ab, where the presence of a letter indicates that the specified factor is at its high (or
second) level and the absence of a letter indicates that the specified factor is at its low (or first) level (for example, "a" indicates that factor A is on
its high setting, while all other factors are at their low (or first) setting). (1) is used to indicate that all factors are at their lowest (or first) values.

Implementation
For more than two factors, a 2k factorial experiment can usually be recursively designed from a 2k-1 factorial experiment by replicating the 2k-1
experiment, assigning the first replicate to the first (or low) level of the new factor, and the second replicate to the second (or high) level. This
framework can be generalized to,e.g., designing three replicates for three level factors,etc.
A factorial experiment allows for estimation of experimental error in two ways. The experiment can be replicated, or the sparsity-of-effects
principle can often be exploited. Replication is more common for small experiments and is a very reliable way of assessing experimental error.
When the number of factors is large (typically more than about 5 factors, but this does vary by application), replication of the design can become
operationally difficult. In these cases, it is common to only run a single replicate of the design, and to assume that factor interactions of more than a
certain order (say, between three or more factors) are negligible. Under this assumption, estimates of such high order interactions are estimates of
an exact zero, thus really an estimate of experimental error
.

When there are many factors, many experimental runs will be necessary, even without replication. For example, experimenting with 10 factors at
two levels each produces 210=1024 combinations. At some point this becomes infeasible due to high cost or insufficient resources. In this case,
fractional factorial designsmay be used.

As with any statistical experiment, the experimental runs in a factorial experiment should be randomized to reduce the impact that bias could have
on the experimental results. In practice, this can be a lar
ge operational challenge.

Factorial experiments can be used when there are more than two levels of each factor. However, the number of experimental runs required for
three-level (or more) factorial designs will be considerably greater than for their two-level counterparts. Factorial designs are therefore less
attractive if a researcher wishes to consider more than two levels.

Analysis
A factorial experiment can be analyzed using ANOVA or regression analysis.[9] It is relatively easy to estimate the main effect for a factor. To
compute the main effect of a factor "A", subtract the average response of all experimental runs for which A was at its low (or first) level from the
average response of all experimental runs for which A was at its high (or second) level.

Other useful exploratory analysis tools for factorial experiments include main effects plots, interaction plots, Pareto plots, and a normal probability
plot of the estimated effects.

When the factors are continuous, two-level factorial designs assume that the effects are linear. If a quadratic effect is expected for a factor, a more
complicated experiment should be used, such as acentral composite design. Optimization of factors that could have quadratic ef
fects is the primary
goal of response surface methodology.

Analysis example
Montgomery [4] gives the following example of analysis of a factorial experiment.

An engineer would like to increase the filtration rate (output) of a process to produce a chemical, and to reduce the amount of formaldehyde used
in the process. Previous attempts to reduce the formaldehyde have lowered the filtration rate. The current filtration rate is 75 gallons per hour. Four
factors are considered: temperature (A), pressure (B), formaldehyde concentration (C), and stirring rate (D). Each of the four factors will be tested
at two levels. The table shows the experiment design matrix and the resulting filtration rate. The minus sign (-) indicates the factor run at the low
level. The plus sign (+) indicates the factor run at the high level.
The main effects plots show the filtration rates for the low (-) and high (+) setting for each factor
.

The interaction plots show the mean filtration rate at each of the four possible combinations {(-,-) (-,+) (+,-) (+,+)} of levels for a given pair of
factors.
The non-parallel lines in the A:C interaction plot indicate that the effect of factor A depends on the level of factor C. A similar results holds for the
A:D interaction. The graphs indicate that factor B has little ef
fect on filtration rate.

The analysis of variance including all 4 factors and all possible interaction terms yields the coef
ficient estimates shown in the table below.

The relative magnitude of the factor coefficients is conveniently seen in thePareto plot.
Because there are 16 observations and 16 coefficients (intercept, main effects, and interactions), p-values cannot be calculated for this model. The
coefficient values and the graphs suggest that theimportant factors are A, C, and D, and the interaction terms A:C and A:D.

The coefficients for A, C, and D are all positive in the anova, which would suggest running the process with all three variables set to the high
value. However, the main effect of each variable is the average over the levels of the other variables. The A:C interaction plot above shows that the
effect of factor A depends on the level of factor C, and vice versa. Factor A (temperature) has very little effect on filtration rate when factor C is at
the + level. But Factor A has a large effect on filtration rate when factor C (formaldehyde) is at the - level. The combination of A at the + level and
C at the - level gives the highest filtration rate. This observation indicates how one-factor-at-a-time analyses can miss important interactions. Only
by varying both factors A and C at the same time could the engineer discover that the fect
ef of factor A depends on the level of factor C.

The best filtration rate is seen when A and D are at the high level, and C is at the low level. This result also satisfies the objective of reducing
formaldehyde (factor C). Because B does not appear to be important, it can be dropped from the model. Performing the anova using factors A, C,
and D, and the interaction terms A:C and A:D, gives the result shown in the table, in which all the terms are significant (p < 0.05).

The cube plot for this model aids in visualizing the result, and shows that the best combination is A+, D+, and C-.
See also
Combinatorial design
Design of experiments
Orthogonal array
Plackett–Burman design
Taguchi methods
Welch's t-test

Notes
1. Frank Yates and Kenneth Mather (1963). "Ronald Aylmer Fisher" (https://web.archive.org/web/20090218135035/http://digital.libr
ary.adelaide.edu.au/coll/special/). Biographical Memoirs of Fellows of the Royal Society . 9: 91–120. doi:10.1098/rsbm.1963.0006
(https://doi.org/10.1098%2Frsbm.1963.0006). Archived from the original (http://digital.library.adelaide.edu.au/coll/special//fisher/fi
sherbiog.pdf) (PDF) on 2009-02-18.
2. Ronald Fisher (1926). "The Arrangement of Field Experiments"(http://digital.library.adelaide.edu.au/dspace/bitstream/2440/1519
1/1/48.pdf) (PDF). Journal of the Ministry of Agriculture of Great Britain
. 33: 503–513.
3. http://jeff560.tripod.com/f.html
4. Montgomery, Douglas C. (2013), Design and Analysis of Experiments(8th ed.), Wiley
5. Oehlert, Gary (2000), A First Course in Design and Analysis of Experiments(http://users.stat.umn.edu/~gary/Book.html)
(Revised ed.), W. H. Freeman
6. George, Box (2006), Improving Almost Anything(Revised ed.), John Wiley & Sons
7. Hellstrand, C. (1989). "The necessity of modern quality improvement and some experiences with its implementation in the
manufacture of rolling bearings".Philosophical Transactions of the Royal Society, Industrial Quality Rel.: 51–56.
8. Penn State University College of Health and Human Development."Introduction to Factorial Experimental Designs"(http://metho
dology.psu.edu/ra/most/factorial).
9. Cohen, J (1968). "Multiple regression as a general data-analytic system".
Psychological Bulletin. 70 (6): 426–443.
doi:10.1037/h0026714 (https://doi.org/10.1037%2Fh0026714).

References
Box, G. E.; Hunter, W. G.; Hunter, J. S. (2005). Statistics for Experimenters: Design, Innovation, and Discovery(2nd ed.). Wiley.
ISBN 0-471-71813-0.

External links
Introduction to Factorial Experimental Designs (The Methodology Center
, Penn State University)
Factorial Designs (California State University
, Fresno)
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