Lecture 14.

Confounding in the 2k factorial

design, fractional factorial designs

Jesper Rydén
Matematiska institutionen, Uppsala universitet
jesper@math.uu.se

Regression and Analysis of Variance • autumn 2014

Motivation

Consider 2k designs.
Problem in some situations: not possible to run every treatment
combination under exactly the same experimental conditions.
Example: A lab may not be equipped to handle all
treatment combinations in the same day (material not
arrived, different staff)

Solution: Run the treatment combinations in subsets, incomplete

blocks.
A price to be paid for not running the entire experiment under
identical conditions: Some effects become “confounded” with or
inseparable from the block effects.
Confounding in the 2k design

Often: the block size is smaller than the number of runs in the
complete replicate.
Usual approach: confounding of the 2k factorial design in 2p
blocks, where p < k.
k = 2 Then p = 1 and 2p = 2. The four treatment combinations
are divided into two sets of two treatments each.
k = 3 Then p = 1 or p = 2, so either two or four blocks can be
used.
Question: How to assign treatment combinations into blocks, how
to confound effects in a clever way?
Introductory example: 22 design

Consider a 22 design. Suppose that each of the 22 = 4 treatment

combinations requires four hours of laboratory work.
Thus, two working days are required for performing the
experiment. Consider days as blocks, and assign two of the four
treatments to each day.

Blackboard
Scheme for forming 2p blocks

1. Choose a value of p, p < k and choose p defining contrasts.

2. Write each contrast in the form Aγ1j B γ2j C γ3j . . . where

1, if the ith factor appears in the jth defining contrast
γij =
0 otherwise.

3. Associated with the p defining contrasts are p functions L1 , . . . , Lp

defined by

LJ = x1 γ1j + x2 γ2j + · · · + xk γkj , j = 1, . . . , p

Evaluate each of these function for each treatment combination by

allowing xi = 1 if high level of ith factor is used, xi = 0 otherwise.
4. Reduce each of the values of Lj to 0 or 1 modulo 2.
5. Group all treatment combinations with identical values of
L1 , L2 , . . . , Lp into single blocks. The block containing treatment
combination (1) is called the principal block.
Example. Run a 24 design in 4 blocks

A 24 design in 4 = 22 blocks means that 2 defining contrasts are

needed. Suppose that the researcher has no interest in ABC and
CD. These are defining contrasts.

Blackboard
ANOVA tables and confounding

So far, effects have been completely confounded with blocks. If

the design (and blocks) are replicated, the effect is confounded in
each replicate. Example of ANOVA table, see Table 7.5
(Section 7.4).

If different interactions are confounded in each replicate, the design

is said to be partially confounded. Example of ANOVA table, see
Table 7.10 (Section 7.8).
Fractional factorial designs
How to select an experimental design?

Comparative objective. One a-priori important factor of interest

(others exist). Significance?
Screening objective. Screen out a few main important effects from
many less important ones. Main-effects design.
Response surface objective. Local shape shape of the response
surface investigated. Find improved or optimal
process settings.

From Engineering Statistics Handbook,

http://www.itl.nist.gov/div898/handbook/
A 23 design: Plus and minus signs

Introductory example.

Further analysis on blackboard, introducing e.g. the key notions

defining relations and aliases!
A 24−1 design with defining relation I = ABCD
Consider again the plasma-etch experiment. We now use a 24−1
design with I = ABCD.
Example, cont.

Consider first the factor A. With I = ABCD, we find the alias for
A:
A · I = A · ABCD = A2 BCD = BCD
and can obtain the estimated effect from the table of signs for this
fractional design:
`A = A + BCD
Moreover, for the other factors,

`B = B + ACD, `C = C + ABD, `D = D + ABC .

Blackboard
Example, cont.

R code:
v = matrix(c(-127,4,11.5, 290.5, -10, -25.5, -197.5),1,7);
colnames(v) <- c("A","B","C","D","AB","AC","AD")
identify(Q <- qqnorm(v,pch=21,bg="blue",cex=1.5),labels=colnames(v));
qqline(v,lty=2,col="red",lwd=2); grid()
Design resolution

1. Resolution III. No main effects are aliased with any other

main effect, but main effects are aliased with two-factor
interactions and some two-factor interactions may be aliased
with each other.
2. Resolution IV. No main effect is aliased with any other main
effect or two-factor interactions, but two-factor interactions
are aliased with each other.
3. Resolution V. No main effect or two-factor interaction is
aliased with any other main effect or two-factor interaction,
but two-factor interactions are aliased with three-factor
interactions.
Examples: resolutions

3−1
A 23−1 design with defining relation I = ABC is a 2III design.
4−1
A 24−1 design with defining relation I = ABCD is a 2IV design.
5−1
A 25−1 design with defining relation I = ABCDE is a 2V design.

What about a“resolution II design”? Would be of little use, since

there would be at least one instance of aliasing of one main effect
with another.
Other fractions, e.g. 2k−2 (quarter fraction)

Consider an experiment with 6 factors (a 26 design). An engineer

is interested primarily in main effects, but would also like to get
some information about two-factor interactions.
26−1 design: Contains 32 runs and has 31 degrees of freedom for
estimating effects. There are 6 main effects and 15 two-factor
interactions. The 1/2 fraction is inefficient (too many runs).
26−2 design: Contains 16 runs and, with 15 degrees of freedom,
will allow all 6 main effects to be estimated, with some capability
for examining two-factor interactions.
A 27−3
IV design
Generators, defining relation and aliases for the 27−3
IV fractional
factorial design.
A 27−3
IV design: Scheme of signs for design
A 27−4
III design: a 1/16 fraction

First write down the 23 design as the basic design in the factors A,
B and C , then choose 4 generators, here

D = AB, E = AC , F = BC , G = ABC .

Blackboard