UBC O- ENGR 489/589

Multicriteria Optimization and

Design of Experiments
Lecture 6

2010, Milani

Text 1: DOX 6E Montgomery

The 2k Factorial Design

Text reference, Chapter 6
Special case of the general factorial design; k factors,
all at two levels
The two levels are usually called low and high (they
could be either quantitative or qualitative)
Very widely used in industrial experimentation
Form a basic building block for other very useful
experimental designs (DNA)
Some other special types of design (from Chapter 11)
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The Simplest Case: The 22

- and + denote the low and
high levels of a factor, respectively
Factors can be quantitative or
qualitative, although their treatment in
the regression model will be different
Chemical Process Example

Is this an
orthogonal
design?

A = reactant concentration, B = catalyst amount,

y = recovery
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Analysis Procedure for a

Factorial Design
Estimate factor effects and percentage
contributions
Formulate the model
Do statistical testing (ANOVA)
Refine the model, if needed (i.e., remove the
insignificant factors)
Analyze residuals (graphical)
Interpret results
If required, fit a response curve and check again
the assumptions; normality, constant-variance, etc.
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Estimation of Factor Effects

General Formulas
A = y A+ y A

You can use manual

calculations as before:

ab + a b + (1)

2n
2n
= 21n [ab + a b (1)]
=

B = yB + yB
ab + b a + (1)
=

2n
2n
= 21n [ab + b a (1)]
ab + (1) a + b
AB =

2n
2n
= 21n [ab + (1) a b]

The effect estimates are:

A = 8.33, B = -5.00, AB = 1.67
Any practical interpretations so
far?
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Calculation of SS values
Textbook formulas

Alternative method (easier for manual

calculations)
Number of times each
level of A is seen in
the experimental table
(in column A)

Number of replicates
of the test in each
experimental point
2

SS A = mA n y Ai y =

i =1
2

2
2

2 3 y A+ y... + y A y...

100 90
80 60
+
+
2
3 27.5) + ( 3
3 27.5) 2 ]
= 6[( 3
2
2
= 208.33

.Similar formulas for SSB and SSA, etc.

B

Statistical Testing - ANOVA

The F-test for the model source is testing the significance

of the overall model; that is, is either A, B, or AB or some combination
of these effects statistically important?

***Calculating contributions%:
A% =

SS A
SS
SS
; B% = B ; AB% = AB
SST
SST
SST

A%=64.49%; B%=23.21%; AB%=2.51; Error~9.7%

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Regression Model for the Process

Linear Model:

Coded/normalized variables (between [-1,1]):

Note: In Excel you

Fitted model (Excel/Design Expert/Minitab): should code the
variables yourself.
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Residuals and Diagnostic Checking

(Available in Excels regression tool)

The Response Surface

10

The 23 Factorial Design

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Effects in The 23 Factorial Design

A = y A+ y A
B = yB + yB
C = yC + yC
AB = y AB + y AB
etc, ...

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An Example of a 23 Factorial Design

A = gap, B = Flow, C = Power, y = Etch Rate

13

Use these symbols if you want to use formulas on pages 212214 to calculate the main effects.
You can do the same calculations manually just using the
average values on the upper and lower levels; e.g., A = y A y A
+

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Properties of the Design Table

Balanced design: every factor (including interaction
columns) has an equal number of + and signs
Orthogonal design: The sum of the product of signs in any
two columns (i.e., inner product) is zero
The product of any two columns yields a column in the
table:

A B = AB

AB BC = AB C = AC
etc,...
Orthogonality is an important property shared by all (full)
factorial designs
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Estimation of Factor Effects

SSA/SSTotal

Q. What does a negative

value mean here?

* See also the text for the

notion of Half-normal
probability plot of effects to
identify the important factors.

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ANOVA Summary Full Model

The ANOVA is used to statistically confirm the magnitude of the

effects/ contributions. Here the main effects of A, C and AC are highly
significant (they have a very small P-value).^
^ ^
^
^
One would choose a regression model as y = 0 + 1 x1 + 3 x3 + 13 x1 x3
Fit to measured data in Table 6-4 to find the model coefficients...(by
computer)

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Model Coefficients Reduced Model

Standard error of fitted model coefficients

se( ) = V ( ) =

2
n2k

MSResidual
1738.15
=
= 10.42
k
n2
2(8)

Confidence interval on model coefficients

t / 2,df se( ) + t / 2,df se( )
E

(see pg. 221)

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Regression Statistics for Model with A, C, and AC

(pg. 221)

R2 and adjusted-R2
SS Model
SS E
20857.75
= 1
= 1
= 0.9608
R =
5
SST
SST
5.314 10
2

2
Adj

SS E / df E
20857.75 /12
= 1
= 1
= 0.9509
5
SST / dfT
5.314 10 /15

R2 for prediction of new data points (based

on the PRESS statistic)
R

2
Pred

PRESS
37080.44
= 1
= 1
= 0.9302
5
5.314 10
SST

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The General 2k Factorial Design

See Table 6-9, pg. 225
There will be k main effects, and
k
two-factor interactions
2
k
three-factor interactions
3


k
k factor interaction
k
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Unreplicated 2k Factorial Designs

These are 2k factorial designs with one
observation at each corner of the square/cube
These designs are very widely used
Risksif there is only one observation at each
corner, is there a chance of unusual response
observations spoiling the results?
Modeling noise?
No data repeats means the degree-of-freedom for
the random error is zero in ANOVA

Error may be attributed to ignored interaction
terms/effects
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Example 6-2: an Unreplicated 2k

Design (p. 228)
A 24 factorial was used to investigate the
effects of four factors on the filtration rate of a
resin
The factors are A = temperature, B = pressure,
C = mole ratio, D= stirring rate
Experiment was performed in a pilot plant

22

Example Contd.

23

The Resin Plant Example Contd.

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Estimates of the Effects

25

ANOVA Summary for the Model

26

Addition of Center Points

to 2k Designs
x2

Center Point in a 22 design

x1

Runs at the center provide an estimate of

error and also allow the experimenter to fit
higher order models;
k

First-order model (interaction) y = 0 + i xi + ij xi x j +

i =1
k

i =1 j >i
k

Second-order model y = 0 + i xi + ij xi x j + ii xi2 +

i =1

i =1 j >i

i =1

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If a factor effect on the response is nonlinear (curved response

surface), augment the design with axial runs to create a central
composite design. The CCD is a very effective design for fitting
second-order response surface models.

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Practical Use of Center Points (pg. 250)

Use current operating conditions as the center
point
Check for abnormal conditions during the
time the experiment was conducted (i.e.,
unrandomly run tests at the center point every now
and then, to make sure the test set-up is not
changed over time...)
Use center points as the first few runs when there
is little or no information available about the
magnitude of error
Center points and qualitative factors?
29

How to Add Center Points with

Qualitative Factors?
Example:
Instead of
adding one
point in the
center, we
added two
points on the
two side
surfaces

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Other special type of designs

with center points

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Computer Generated (optimal)

Designs (Chapter 11, p. 439)
Three situations where such designs
may be appropriate:
1- An irregular design/experimental
space
2- Nonstandard/empirical model to fit
3- Unusual sample size requirements

The number of possible runs is
limited..
Some known computer designs: D-optimum design, A, G, V,

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Mixture Designs (Chapter 11, p. 444)

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