Single Factor Factorial Experiment Mixed Model

Experiments with Random Factors

Rong Pan
School of Computing, Informatics and Decision Systems Engineering Arizona State University

Spring semester, 2012

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Single Factor Factorial Experiment Mixed Model

Outline

1 2 3

Single Factor

Factorial Experiment

Mixed Model

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Single Factor Factorial Experiment Mixed Model

Motivation
xed factors A specic set of factor levels is chosen for the experiment For qualitative factor, inference is conned to these levels For quantitative factor, regression model is built random Inference is about the entire population of levels Industrial application include measurement system studies (Gage R&R)

Previous study considered

When factor levels are chosen at random from a larger population of potential levels, the factor is

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Single Factor Factorial Experiment Mixed Model

An Example
Weaving fabric on looms

Response variable is strength Interest focuses on determining if there is dierence in strength due to the dierent looms However, the weave room contains many looms Solution: select a random sample of the looms and obtain fabric from each
Looms is a random factor

Looks like a standard single factor experiment But, in the model, looms eect is a random variable Want to make inference on 2 or predict y , instead of estimating i .
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Single Factor Factorial Experiment Mixed Model

Random Eect Models

The usual single factor ANOVA model is

yij = + i + ij , i = 1, 2, ..., a, j = 1, 2, ..., n

Both the error term and the treatment eect term are random variables, ij iid N (0, 2 ) and i iid N (0, 2 )
Variance components

2 V (yij ) = 2 +
Relevant hypothesis

No longer appropriate to test equality of treatment means, because the treatments are randomly selected The individual ones we happen to have are not of interest, we are interested in the population of treatments Appropriate hypotheses are H0 : 2 = 0 vs. H1 : 2 > 0
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Single Factor Factorial Experiment Mixed Model

Testing Hypothesis
The standard ANOVA partition of the total sum of squares still works; lead to the usual ANOVA display Form of the hypothesis test depends on the

squares
Test statistics is

expected mean

2 E (MSE ) = 2 and E (MSTreatments ) = 2 + n

F0 =

MSTreatments MSE

Estimating variance components

Equate expected mean squares to their observed values, 2 2 = MSE and 2 + n = MSTreatments 2 = MSTreatments MSE So, n Potential problems with this estimator: negative estimate and poor statistical properties
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Minitab Output (Balanced ANOVA)

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Single Factor Factorial Experiment Mixed Model

Condence Intervals on Variance Components

Easy to nd a 100(1 )% CI on

( ) E 2 /2,N a

N a MS

( ) E 2 1/2,N a

N a MS

2:

Other condence intervals are given in the book

Sometimes the procedures are not simple

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Single Factor Factorial Experiment Mixed Model

Extension to Factorial Treatment Structure

Two factors, factorial experiment, both factors are random Random eect model

yijk = + i + j + ( )ij + ijk , i = 1, 2, ..., a, j = 1, 2, ..., b, k = 1, 2, ..., n 2 2 2 V (i ) = , V (j ) = , V (ij ) = , V (ijk ) = 2 2 2 2 V (yijk ) = 2 + + +

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Single Factor Factorial Experiment Mixed Model

Testing Hypotheses
Once again, the standard ANOVA partition is applicable Relevant hypotheses

2 2 H0 : = 0 vs. H1 : > 0 2 = 0 vs. H : 2 > 0 H0 : 1 2 2 H0 : = 0 vs. H1 : > 0

Expected mean squares and test statistics

E (MSE ) = 2 2 E (MSAB ) = 2 + n , F0 = MSAB MSE MSA 2 2 E (MSA ) = 2 + n + bn , F0 = MSAB MSB 2 2 E (MSB ) = 2 + n + an , F0 = MSAB

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Single Factor Factorial Experiment Mixed Model

Estimating Variance Components

Equate the expected mean squares to their observed values

2 2 2 = MSA MSAB , = MSB MSAB , = MSABn MSE , bn an 2 = MSE

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Single Factor Factorial Experiment Mixed Model

Example: A Measurement System Capability Study

Gauge capability (or R&R) is of interest The gauge is used by an operator to measure a critical dimension on a part

Repeatability
gauge

is a measure of the variability due only to the

Reproducibility
operator

is a measure of the variability due to the

Example: two-factor factorial experiment (completely randomized) with both factors (both operators and parts) random - a random eect model

Model?
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Single Factor Factorial Experiment Mixed Model

Minitab Solution

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Discussion
There is a large eect of parts

expected?
Small operator eect

good or bad?
No part-operator interaction Negative estimate of the part-operator interaction variance component

odd?
Fit a reduced model with the part-operator interaction deleted

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Single Factor Factorial Experiment Mixed Model

Minitab Output of Reduced Model

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Single Factor Factorial Experiment Mixed Model

Estimating Gauge Capability

Repeatability estimation

2 = MSE = 0.88
Reproducibility estimation

2 = MSBanMSE = 0.01

Gauge system R&R

2 2 gauge = 2 +
If interaction had been signicant?

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Single Factor Factorial Experiment Mixed Model

Two-Factor Mixed Model (Restricted)

Two factors, factorial experiment, factor random Model

xed, factor

yijk = + i + j + ( )ij + ijk , i = 1, 2, ..., a, j = 1, 2, ..., b, k = 1, 2, ..., n 2 2 V (j ) = , V (ij ) = a1 , V (ijk ) = 2 a a ( ) = 0 i = 0, i =1 ij

The model parameters variables, the interaction eect is normal, but not independent This is called the restricted model

and

ijk

are iid normal random

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Single Factor Factorial Experiment Mixed Model

Testing Hypotheses
The standard ANOVA partition is still applicable Relevant hypotheses

H0 : i = 0 vs. H1 : i = 0 2 2 H0 : = 0 vs. H1 : > 0 2 2 H0 : = 0 vs. H1 : > 0

Test statistics depend on the expected mean square

E (MSE ) = 2 2 E (MSAB ) = 2 + n , F0 = MSAB MSE 2 E (MSB ) = 2 + an , F0 = MSB MSE MSA 2 E (MSA ) = 2 + n + abn1 n=1 i2 , F0 = MSAB i
Estimating variance components and eects?

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Single Factor Factorial Experiment Mixed Model

Minitab Solution - Restricted Model

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Discussion

There is a large eect of parts Small operator eect No part-operator interaction Negative estimate of the part-operator interaction variance component Fit a reduced model with the part-operator interaction deleted This leads to the same solution that we found previously for the two-factor random model

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Single Factor Factorial Experiment Mixed Model

Unrestricted Mixed Model

Without the restriction on interaction eect means Expected mean square of random factor is dierent from the previous restricted mixed model Still use the ANOVA method to estimate variance components

The estimate of the random eect variance component is dierent from the restricted model

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Single Factor Factorial Experiment Mixed Model

Minitab Solution - Unrestricted Model

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Finding Expected Mean Squares

It is important in determining the form of the test statistics In xed model, it is easy

E (MS ) = 2 + f (xedfactor )
Can always use the brute force approach - just apply the expectation operator

Straightforward, but tedious

Rules for any balanced model Rules are consistent with the restricted mixed model

Can be modied to incorporate the unrestricted model assumptions

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Reading Assignment

Approximate F Test
Sometimes we nd that there are no exact tests for certain eects Leads to an approximate

test (pseudo

test)

Test procedure is due to Satterthwaite (1946), and uses linear combinations of the original mean squares to for the

F -ratio

The linear combinations of the original mean squares are sometimes called synthetic mean squares Adjustments are required to the degrees of freedom Minitab will analyze these experiments, although their synthetic mean squares are not always the best choice

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Reading Assignment

For Further Reading

For Further Reading I

D. C. Montgomery. Design and Analysis of Experiments. Chapter 13.

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