Chapter 5 Introduction to Factorial

Designs

1
5.1 Basic Definitions and Principles
Study the effects of two or more factors.
Factorial designs
Crossed: factors are arranged in a factorial design
Main effect: the change in response produced by a
change in the level of the factor

2
Definition of a factor effect: The change in the mean response when
the factor is changed from low to high

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 3
2 2
 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
2 2
4
Regression Model &
The Associated
Response Surface

y 0 1 x1 2 x2
12 x1 x2
The least squares fit is
y 35.5 10.5 x1 5.5 x2
0.5 x1 x2
35.5 10.5 x1 5.5 x2

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The Effect of
Interaction on the
Response Surface
Suppose that we add an
interaction term to the
model:

y 35.5 10.5 x1 5.5 x2

8 x1 x2

Interaction is actually
a form of curvature

6
 When an interaction is large, the corresponding
main effects have little practical meaning.
A significant interaction will often mask the
significance of main effects.

7
5.3 The Two-Factor Factorial Design
5.3.1 An Example
a levels for factor A, b levels for factor B and n
replicates
Design a battery: the plate materials (3 levels) v.s.
temperatures (3 levels), and n = 4
Two questions:
What effects do material type and temperature
have on the life of the battery?
Is there a choice of material that would give
uniformly long life regardless of temperature?
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 The data for the Battery Design:

9
 Completely randomized design: a levels of factor
A, b levels of factor B, n replicates

10
 Statistical (effects) model:
i 1, 2,..., a

yijk i j ( )ij ijk j 1, 2,..., b
k 1, 2,..., n

Testing hypotheses:
H 0 : 1 a 0 v.s. H 1 : at least one i 0

H 0 : 1 b 0 v.s. H 1 : at least one j 0

H 0 : ( ) ij 0 i, j v.s. H 1 : at least one ( ) ij 0

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 5.3.2 Statistical Analysis of the Fixed Effects
Model
a b n a b

ijk ...
( y y )
i 1 j 1 k 1
2
bn i.. ...
( y y
i 1
) 2
an . j. ...
( y y )
j 1
2

a b a b n
n ( yij . yi.. y. j . y... ) ( yijk yij . ) 2
2

i 1 j 1 i 1 j 1 k 1

SST SS A SS B SS AB SS E
df breakdown:
abn 1 a 1 b 1 (a 1)(b 1) ab(n 1)

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 Mean squares
a
bn i2
E ( MS A ) E ( SS A /( a 1)) 2 i 1

a 1
b
an j2
j 1
E ( MS B ) E ( SS B /(b 1))
2

b 1
a b
n ( ) ij2
SS AB i 1 j 1
E ( MS AB ) E ( ) 2
(a 1)(b 1) (a 1)(b 1)
SS E
E ( MS E ) E ( ) 2
ab(n 1)

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 The ANOVA table:

See Page 180

Example 5.1

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Response: Life
ANOVA for Selected Factorial Model
Analysis of variance table [Partial sum of squares]
Sum of Mean F
Source Squares DF Square Value Prob > F
Model 59416.22 8 7427.03 11.00 < 0.0001
A 10683.72 2 5341.86 7.91 0.0020
B 39118.72 2 19559.36 28.97 < 0.0001
AB 9613.78 4 2403.44 3.56 0.0186
Pure E 18230.75 27 675.21
C Total 77646.97 35

Std. Dev. 25.98 R-Squared 0.7652

Mean 105.53 Adj R-Squared 0.6956
C.V. 24.62 Pred R-Squared 0.5826
PRESS 32410.22 Adeq Precision8.178

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DESIG N-E XPERT Plo t

L ife

X = B: T e m pe ra tu re
Y = A: M a te ria l

A1 A1
A2 A2
A3 A3

Inte ra c tio n G ra p h
A : M a te ria l
188

146

L ife
104

2
62
2

20

15 70 125

B : T e m p e ra tu re

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 Multiple Comparisons:
Use the methods in Chapter 3.
Since the interaction is significant, fix the
factor B at a specific level and apply Turkeys
test to the means of factor A at this level.
See Pages 182, 183
Compare all ab cells means to determine which
one differ significantly

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 5.3.3 Model Adequacy Checking
Residual analysis: eijk y ijk y ijk y ijk y ij
DES IG N -EX PE RT Pl o t
L i fe

DE SIG N- EXP ER T Pl o t
L i fe

N o rm a l p lo t o f re s id ua ls R e s id ua ls vs . P re d ic te d
45.25

99

95
18.75
90
N o rm a l % p ro b a b ility

80

R e s id u a ls
70

50 - 7.75

30
20

10 - 34.25
5

- 60.75

49.50 76.06 102.62 129.19 155.75

- 60.75 - 34.25 - 7.75 18.75 45.25

P re d ic te d
R e s id u a l

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DESIG N-EXPERT Plo t
Li fe

R e s id ua ls vs . R un
45.25

18.75

R e s id u a ls - 7.75

- 34.25

- 60.75

1 6 11 16 21 26 31 36

Run Num ber

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DES IG N -EX PE RT Pl o t D ES IG N-E XP ER T P lo t
L i fe L i fe

R e s id ua ls vs . M a te ria l R e s id ua ls vs . T e m p e ra ture
45 .25 45.25

18 .75 18.75

R e s id u a ls
R e s id u a ls

- 7.75 - 7.75

- 34.25
- 34.25

- 60.75
- 60.75

1 2 3
1 2 3

T e m p e ra tu r e
M a te r ia l

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5.3.4 Estimating the Model Parameters
The model is
y ijk i j ( ) ij ijk
The normal equations:
a b a b
: abn bn i an j n ( ) ij y
i 1 j 1 i 1 j 1
b b
i : bn bn i n j n ( ) ij y i
j 1 j 1
a a
j : an n i an j n ( ) ij y j
i 1 i 1

( ) ij : n n i n j n( ) ij y ij
Constraints:
a b a b

i 0, j 0, ij ij 0
i 1 j 1 i 1 j 21
1
 Estimations:
y
i y i y
j y j y
ij y ij y i y j y

The fitted value:

y ijk i j ij y ij

Choice of sample size: Use OC curves to choose

the proper sample size.

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 Consider a two-factor model without interaction:
Table 5.8
The fitted values: y ijk y i y j y
Figure 5.15
One observation per cell:
The error variance is not estimable because the
two-factor interaction and the error can not be
separated.
Assume no interaction. (Table 5.9)
Tukey (1949): assume ()ij = rij (Page 192)
Example 5.2

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5.4 The General Factorial Design
More than two factors: a levels of factor A, b
levels of factor B, c levels of factor C, , and n
replicates.
Total abc n observations.
For a fixed effects model, test statistics for each
main effect and interaction may be constructed by
dividing the corresponding mean square for effect
or interaction by the mean square error.

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 Degree of freedom:
Main effect: # of levels 1
Interaction: the product of the # of degrees of
freedom associated with the individual
components of the interaction.
The three factor analysis of variance model:
y ijkl i j k ( ) ij
( ) ik ( ) jk ( ) ijk ijkl
The ANOVA table (see Table 5.12)
Computing formulas for the sums of squares
(see Page 196)
Example 5.3
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5.5 Fitting Response Curves and
Surfaces
An equation relates the response (y) to the factor
(x).
Useful for interpolation.
Linear regression methods
Example 5.4
Study how temperatures affects the battery life
Hierarchy principle
Example 5.5

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5.6 Blocking in a Factorial Design
A nuisance factor: blocking
A single replicate of a complete factorial
experiment is run within each block.
Model:
y ijk i j ( ) ij k ijk
No interaction between blocks and treatments
ANOVA table (Table 5.18)
Example 5.6

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 Two randomization restrictions: Latin square
design
An example in Page 209
Model:
y ijkl i j k ( ) jk k ijk
Table 5.22

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