6.

1
Chapter 6 2
k
Factorial Design
6.1 Introduction
However, there are several special cases of the general factorial design
that are important because they are widely used in research work, and also
because they form the basis of other designs of considerable practical value.
The first of these special cases is that of k factors, each at only two
levels. These levels may be quantitative or qualitative. A complete replicate of
such a design requires 2 x 2 x ... x 2 = 2
k
observations, and is called a
2
k
factorial design. The second special case is that of k factors, each at
three levels, which is called a 3
k
factorial design.

In this chapter, only the 2
k
design will be discussed and throughtout the
section we will assume that
(1) the factors are fixed,
(2) the designs are completely randomized, and
(3) the usual normality assumptions are satisfied.
6.2
6.2 The 2
2
Design
The 2
2
factorial design is one with only two factors, say A and B,
each runs at two levels. The levels of the factors may be arbitrarily called
'low' and 'high'. Consider the following table:
Factor A
low high
low
high
(1) a
b ab

The treatment combinations of the factors A and B are represented by
lower case letters. The high level of any factor in the treatment combination
is denoted by the corresponding lower case letter, and the low level of a
factor in the treatment combination is denoted by the absence of the
corresponding letter. Thus a represents the treatment combination of A at the
high level and B at the low level. By convention, (1) is used to denote both
factors at the low level. This notation is used throughout the 2
k
series.
Factor B
6.3
Factorial experiment is highly efficient, because every observation supplies
information about all the factors included in the experiment. Secondly, it is a
workman like method of investigating the interactions between different factors.
Now we consider finding the sum of squares for A, B, and AB. To compute
the sum of squares for an effect, we must first determine the contrast associated
with that effect. For example, the contrast used for estimating A is

Contrast
A
= (a 1)(b + 1) = (1) + a b + ab (6.1)
Contrast
B
= (a + 1)(b 1) = (1) a + b + ab (6.2)
Contrast
AB
= (a 1)(b 1) = (1) a b + ab (6.3)
The signs of the contrasts can be obtained by the following table:
Treatment Factorial Effect
Combination I A B AB
(1) + +
a + +
b + +
ab + + + +
6.4
Notice that the column corresponding to I has only plus signs. Signs for the main
effects are determined by associating a plus with the high level and a minus with
the low level. Once the signs for the main effects have been established, the
signs for the remaining columns can be obtained by multiplying the appropriate
preceding columns, row by row. For example, the signs in the AB column are the
product of the A and B column signs in each row.
By using Eq (3.23), we have SS
=

=
=
a
i
i
a
i
i i
c n
. X c
1
2
2
1
,
and hence SS
A
=
| |
4
) 1 (
2

+ +
n
ab b a
=
| |
n
ab b a
2
2
2
) 1 ( + +
, (6.4)
SS
B
=
| |
4
) 1 (
2

+ +
n
ab b a
=
| |
n
ab b a
2
2
2
) 1 ( + +
, (6.5)
SS
AB
=
| |
4
) 1 (
2

+
n
ab b a
=
| |
n
ab b a
2
2
2
) 1 ( +
. (6.6)
Note: Lower case letters also denote the cell totals.
6.5
The ANOVA is
Source SS d.f MS F
A
| |
n
ab b a
2
2
2
) 1 ( + +
1 SS
A
/1 MS
A
/ MS
E

B
| |
n
ab b a
2
2
2
) 1 ( + +
1 SS
B
/1 MS
B
/ MS
E

AB
| |
n
ab b a
2
2
2
) 1 ( +
1 SS
AB
/1 MS
AB
/ MS
E

Error By substraction 2
2
(n 1) SS
E
/ 2
2
(n 1)
Total

n
X
X
ijk
2
2
2
2
2
2
n 1

Remark: In the discussion of two factor factorial designs, SS
A
is given by
SS
A
=

n
X
n
X
i
4 2
2 2
. It can be shown that this is equivalent to the
expression for SS
A
stated in the above ANOVA table. Similarly for
SS
B
and SS
AB
.
6.6
Example 6.1 Assuming three replicates, data from an experiment are displayed
below:
Factor A
low high
low
high
28, 25, 27 80 36, 32, 32 100
18, 19, 23 60 31, 30, 29 90

We find the sum of squares from equations (6.4) to (6.6):
SS
A
=
| |
4 3
90 60 100 80
2

+ +
= 208.33
SS
B
=
| |
4 3
90 60 100 80
2

+ +
= 75
SS
AB
=
| |
4 3
90 60 100 80
2

+
= 8.33
The total sum of squares is found in the usual way, i.e.
SS
T
=

n
X
X
ijk
4
2
2

= 9398 9075 = 323 with df = 4n 1
Factor B
6.7
SS
E
= SS
T
SS
A
SS
B
SS
AB
= 31.34
The ANOVA is Source SS d.f MS F
A 208.33 1 208.33 53.15*
B 75.00 1 75.00 19.13*
AB 8.33 1 8.33 2.13
Error 31.34 8 3.92
Total 323.00 11

Hence the effects of factors A and B are significant.

6.3 The 2
3
Design

Consider the 3 factors A, B, and C, each at 2 levels. The experiment will
be a 2
3
factorial, run in a completely randomized manner. For investigating
the interactions between these factors, suppose that the experiments are
replicated n times, and then we have nx2
k
experiment. The eight treatment
combinations can now be displayed graphically as a cube as follows:

6.8








Extending the notation of the 2
2
design, we write the treatment combinations
in standard order as (1), a, b, c, ab, ac, bc and abc. Remember that these
lower-case letters also represent the total of all n observations taken at that
particular treatment combination.
The seven degrees of freedom between the eight treatment combinations
are associated with the main effects of A, B and C; the two-factor interaction
AB, AC and BC; and the three-factor interaction ABC.
To find the sum of squares, we need to find the contrasts:
bc abc
(1)
b
c
a
ac
ab
Factor B
Low, 0
Factor C
Factor A
High, 1
Low, 0
Low, 0
High, 1
High, 1
6.9
Contrast
A
= (1) + a b + ab c + ac bc + abc
Contrast
B
= (1) a + b + ab c ac + bc + abc
Contrast
AB
= (1) a b + ab + c ac bc + abc
Contrast
C
= (1) a b ab + c + ac + bc + abc
Contrast
AC
= (1) a + b ab c + ac bc + abc
Contrast
BC
= (1) + a b ab c ac + bc + abc
Contrast
ABC
= (1) + a + b ab + c ac bc + abc
The signs of the contrasts can be obtained by the following table:
Treatment Factorial Effect
Combination I A B AB C AC BC ABC
(1) + + + +
a + + + +
b + + + +
ab + + + +
c + + + +
ac + + + +
bc + + + +
abc + + + + + + + +
With n replicates, the sum of squares for any effect is SS =
n
3
2
2
(Contrast)
. (6.7)
6.10
Example 6.2 The data below show the yields of a chemical process obtained
during a 2x2
3
experiment in which there are three factors, temperature
A, pressure B and humidity C with each factor at two levels and each
treatment combination being replicated twice. Analyze the data and test
the significance of the blocks, main effects and all the interactions, since
the row material can be thoroughly mixed and all the experiments can
be carried out within a relatively short period, there is not expected to be
a block effect to take into account.

Temperature
Pressure Humidity A
0
A
1

C
0
79

67 146 (1) 87 99 186 a
C
1
72 62 134 c 121 93 214 ac

C
0
45 52 97 b 68 56 124 ab
C
1
24 34 58 bc 57 47 104 abc

Note: The cell total is given in .

B
0

B
1

6.11
Solution From (6.7), the sum of squares are:
SS
A
= [146 + 186 97 + 124 134 + 214 58 + 104]
2
/ (8 2) = 2328.06
SS
B
= [ 146 186 + 97 + 124 134 214 + 58 + 104]
2
/ (8 2) = 5513.06
SS
C
= [ 146 186 97 124 + 134 + 214 + 58 + 104]
2
/ (8 2) = 115.56
SS
AB
= [ 146 186 97 + 124 + 134 214 58 + 104]
2
/ (8 2) = 138.06
SS
AC
= [ 146 186 + 97 124 134 + 214 58 + 104]
2
/ (8 2) = 217.56
SS
BC
= [ 146 + 186 97 124 134 214 + 58 + 104]
2
/ (8 2) = 351.56
SS
ABC
= [ 146 + 186 + 97 124 + 134 214 58 + 104]
2
/ (8 2) = 27.56
For the completely randomized design,
SST =
2
2
1
2
1
2
1
2
1
l k j i
l k j i
X
=

=

n
X
3
2
2

= (79
2
+ 67
2
+ + 47
2
) 1063
2
/16
= 9473.94
SS
Tr
=
2
2
1
2
1
2
1
1

=
k j i
k j i
X
n

n
X
3
2
2

=
2
1
(146
2
+ 186
2
+. . .+ l04
2
) 1063
2
/16
= 8691.42
6.12
or SS
Tr
= SS
A
+ SS
B
+ SS
C
+ SS
AB
+ SS
AC
+ SS
BC
+ SS
ABC
= 8691.42
SSE = SST SS
Tr
= 9473.94 8691.42 = 782.52
The analysis of variance table is given by:
Source SS d.f. MS F F
0.05;(1,8)

A 2328.06 1 2328.06 23.8* 5.32
B 5513.06 1 5513.06 56.4*
AB 138.06 1 138.06 1.2
C 115.56 1 115.56 1.4
AC 217.56 1 217.56 2.2
BC 351.56 1 351.56 3.6
ABC 27.56 1 27.56 0.3
Residual 782.52 8 97.815
Total 9473.94 15 (= 2
3
n 1) = 2
3
(n 1)

Conclusion: Temperature and pressure are significant at 5% level. Humidity is
not significant and none of the interactions is significant.

6.13
6.4 The General 2
k
Design
The statistical model for a 2
k
factorial design would include k main effects,
|
.
|

\
|
2
k
two-factor interactions,
|
.
|

\
|
3
k
three-factor interactions, , one k-factor interactions.
That is, for a 2
k
factorial design the complete model would contain 2
k
1 effects.
To estimate an effect or to compute the sum of squares for the effect,
we must first determine the contrast associated with that effect. In general
we determine the contrast for effect A, B, , K by expanding the right-hand
side of Contrast
AB K
= (a 1)(b 1) (k 1) (6.8)
In expanding (6.8), ordinary algebra is used with 1 being replaced by
(1) in the final expression. The sign in each set of parentheses is negative if
the factor is included in the effect, and positive if the factor is not included.
For example, contrast
AB
= (a 1)(b 1)(c + 1)(k + 1). Once the contrasts for the
effects have been computed, the sum of squares of any effect is
SS=
n
k
2
2
(Contrast)
.
6.14
The analysis of variance table for a completely randomized 2
k
design is given
by: Source SS d.f.
A SS
A
1
B SS
B
1



K SS
K
1
AB SS
AB
1
AC SS
AC
1



JK SS
JK
1
ABC SS
ABC
1
ABD SS
ABD
1



IJK SS
IJK
1



ABC K SS
ABCK
1
Residual SS
E
2
k
(n 1)
Total SS
T
(n 2
k
1)

6.15
6.5 A Single Replicate of the 2
k
Design
When there is only one observation per cell, it is impossible to obtain
an estimate for the variance of the experimental error, (i.e. MS
E
). However, if
we assume that certain high order interactions are negligible, then the mean
squares due to these interactions can be pooled to obtain an estimate for
2

since each of these mean squares would have expectation
2
under the
assumption of negligible high interactions.

Example 6.3 Consider the following set of data:

A
B C Low High
Low 5 (1) 6 a
High

10 c 12 ac

Low 10 b 12 ab
High

15 bc 20 abc

Solution From (6.7), the sum of squares are:
SS
A
= [ 5 + 6 10 + 12 10 + 12 15 + 20]
2
/ 2
3
= 12.5
Low
High
6.16
SS
B
= [ 5 6 + 10 + 12 10 12 + 15 + 20]
2
/ 2
3
= 72
SS
C
= [ 5 6 10 12 + 10 + 12 + 15 + 20]
2
/ 2
3
= 72
SST =
2
2
1
2
1
2
1
2
1
l k j i
l k j i
X
=

=

n
X
3
2
2

= (5
2
+ 10
2
+ + 20
2
) 90
2
/8 = 161.5
SSE = SST SS
A
SS
B
SS
C
= 5
The analysis of variance table is given by:
Source SS d.f. MS F F
0.05;(1, 4)

A 12.5 1 12.5 10* 7.71
B 72 1 72 57.6*
C 72 1 72 57.6*
Residual 5 4 1.25
Total 161.5 7
Conclusion: Hence we conclude that the main effects are significant.

Remarks: As a general rule, it is probably unwise to assume 2-factor interactions
to be zero without prior information. If most 2-factor interactions are
small, then it seems likely that all higher-order interactions will be
insignificant also.
6.17
Example 6.4 A study is carried out to investigate the effect of temperature (A),
pressure (B), concentration of reactant (C) and stirring rate (D) on
product filtration rate. Each factor is present at two levels. The response
data obtained from a single replicate of the 2
4
design is given below
Run label Filtration Rate (gal/h) Model Term SS % Contribution
(1) 45
a 71 A 1870.56 32.6397
b 48 B 39.0625 0.6818
c 68 C 390.062 6.80626
d 43 D 855.563 14.9288
ab 65 AB 0.0625 0.00109
ac 60 AC 1314.06 22.9293
ad 100 AD 1105.56 19.2911
bc 80 BC 22.5625 0.3937
bd 45 BD 0.5625 0.009815
cd 75 CD 5.0625 0.08834
abc 65 ABC 14.0625 0.245379
abd 104 ABD 68.0625 1.18763
acd 86 ACD 10.5625 0.184307
bcd 70 BCD 27.5625 0.4809
abcd 96 ABCD 7.5625 0.131959
6.18
Contrast Constants for the 2
4
Design
Treatment Factorial Effect
Combination I A B AB C AC BC ABC D AD BD CD ABD ACD BCD ABCD
(1) + - - + - + + - - + + + - - - +
a + + - - - - + + - - + + + + - -
b + - + - - + - + - + - + + - + -
ab + + + + - - - - - - - + - + + +
c + - - + + - - + - + + - - + + -
ac + + - - + + - - - - + - + - + +
bc + - + - + - + - - + - - + + - +
abc + + + + + + + + - - - - - - - -
d + - - + - + + - + - - - + + + -
ad + + - - - - + + + + - - - - + +
bd + - + - - + - + + - + - - + - +
cd + - - + + - - + + - - + + - - +
abd + + + + - - - - + + + - + - - -
acd + + - - + + - - + + - + - + - -
bcd + - + - + - + - + - + + - - + -
abcd + + + + + + + + + + + + + + + +

From the above plus and minus signs for the contrast constants for the
2
4
design, we may estimate the sums of squares given on page 6.17.
6.19







Solution SST = (55
2
+ 71
2
+ + 96
2
) 1121
2
/16
= 84271 1121
2
/16
= 5730.9375
Following the sign on page 6.18
SS
A
= [ 45 + 71 48 + 96]
2
/ 2
4
= 1870.5625
SS
B
= [ 45 71 + 48 + 96]
2
/ 2
4
= 39.0625
SS
C
= [ 45 71 48 + + 96]
2
/ 2
4
= 390.0625


80 65
45
48
68
71
60
65
B
C
A
70 96
43
45
75
100
86
104
Low D High
6.20
Source SS d.f. MS F
A 1870.56 1 1870.56 73.15
b

B 39.06 1 39.06 1.53
C 390.06 1 390.06 15.25
a

D 855.56 1 855.56 33.46
b

AB 0.06 1 0.06 < 1
AC 1314.06 1 1314.06 51.39
b

AD 1105.56 1 1105.56 43.24
b

BC 22.56 1 22.56 < 1
BD 0.56 1 0.56 < 1
CD 5.06 1 5.06 < 1
Error 127.84 5 25.57
Total 5730.94 15

a
Significant at the 5 percent level.

b
Significant at the 1 percent level.

Because B (pressure) is not significant and all interactions involving B are
negligible, we may discard B from the experiment so that the design becomes
a 2
3
factorial in A , C, and D.
6.21
The analysis of variance table is given by:
Source SS d.f. MS F F
0.05;(1, 8)

A 1870.56 1 1870.56 83.36* 5.32
C 390.062 1 390.062 17.38*
D 855.563 1 855.563 38.13*
AC 1314.06 1 1314.06 58.56*
AD 1105.56 1 1105.56 49.27*
CD 5.0625 1 5.0625 < 1
ACD 10.5625 1 10.5625 < 1
Residual 179.52 8 22.44
Total 5730.94 15

Conclusion: Hence we conclude that the main effects of A, C and D
and the AC and AD interactions are significant.