Chapter 5 Introduction to Factorial Designs

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

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

A B AB

yA yB

yA yB

52 20 2

40 52 2 30 52 2 30 40 2

20 30 21 2 20 40 11 2 1
3

A B AB

yA yB

yA yB

12 20 2

50 12 2 40 12 2 40 50 2

20 40 1 2 20 50 9 2 29
4

Regression Model & The Associated Response Surface

y
0 1 1

2 2

12 1 2

xx

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

The Effect of Interaction on the Response Surface

Suppose that we add an interaction term to the model:

35.5 10.5 x1 5.5 x2 y 8x1 x2

Interaction is actually a form of curvature

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

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? 8

 The data for the Battery Design:

 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:
H0 : H0 : H0 : (
1

) ij

0 v.s.H 1 : at least one

b

0 0 0

0 v.s.H 1 : at least one

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

) ij

11

 5.3.2 Statistical Analysis of the Fixed Effects Model

a b n a b

( yijk
i 1 j 1 k 1

y... ) 2

bn
i 1 a

( yi.. y... ) 2 an
j 1 b

( y. j . y... )
2

y... ) 2
a b n

n
i 1 j 1

( yij .

yi..

y. j .

( yijk
i 1 j 1 k 1

yij . ) 2

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 E ( MS A ) E ( SS A /(a 1))
2 i 1

2 i

a 1
b

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

2 j

b 1
a b

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

n
2 i 1 j 1

2 ) ij

(a 1)(b 1)

13

 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]
Source Model A B AB Pure E C Total Sum of Squares 59416.22 10683.72 39118.72 9613.78 18230.75 77646.97 DF 8 2 2 4 27 35 Mean F Square Value 7427.03 11.00 5341.86 7.91 19559.36 28.97 2403.44 3.56 675.21 Prob > F < 0.0001 0.0020 < 0.0001 0.0186

Std. Dev. 25.98 Mean 105.53 C.V. 24.62

R-Squared Adj R-Squared Pred R-Squared

0.7652 0.6956 0.5826

PRESS

32410.22

Adeq Precision

8.178
15

DESIGN-EXPERT Plot Life X = B: Temperature Y = A: Material A1 A1 A2 A2 A3 A3

146 188

Interaction Graph
A: Material

Life

104

2 2 62 2

20

15

70

125

B: Tem perature

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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

17

5.3.3 Model Adequacy Checking ijk Residual analysis: eijk yijk y

DESIGN-EXPERT Plot Life

y ijk
45.25

y ij

Normal plot of residuals

99

DESIGN-EXPERT Plot Life

Residuals vs. Predicted

95 90
18.75

Norm al % probability

80

Res iduals

70 50 30 20 10 5

-7.75

-34.25

1
-60.75

49.50

76.06

102.62

129.19

155.75

-60.75

-34.25

-7.75

18.75

45.25

Predicted

Res idual

18

DESIGN-EXPERT Plot Life

45.25

Residuals vs. Run

18.75

Res iduals

-7.75

-34.25

-60.75

11

16

21

26

31

36

Run Num ber

19

DESIGN-EXPERT Plot Life

45.25

Residuals vs. Material

DESIGN-EXPERT Plot Life

45.25

Residuals vs. Temperature

18.75

18.75

Res iduals

Res iduals

-7.75

-7.75

-34.25

-34.25

-60.75

-60.75

Material

Tem perature

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5.3.4 Estimating the Model Parameters The model is

y ijk
a

(
b

) ij
a j

ijk

The normal equations:

b

: abn : bn : an ) ij : n
a

bn
i 1

i b

an
j 1

n
i 1 j 1

( ) ij ) ij y ij
b ij

) ij

b j

bn n

i a

n
j 1

n
j 1 a

( (
i 1

yi yj

i i 1

an n
b

n n(
a

) ij

Constraints:

i i 1

0,
j 1

0,
i 1

ij j 1

0
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 Estimations:
i
j ij

y yi yj y ij y y yi yj y

The fitted value: ijk y

ij

yij

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 ijk y i y j y The fitted values: 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 = r i j (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: ( ) ij yijkl i j k

( ) 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

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

ijk

Table 5.22

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