Chapter 10 (Week 12)

DOE , 1 & 2-Way ANOVA

Dr.S.Rajalingam
L1: Factorial Experiments
L2: 22 Factorial Design & Regression
Model
1

Learning Outcomes
At the end of the lesson student should be able
to:
Design and conduct factorial experiments
involving two factors using factorial design.
Analyze and interpret main effects and
interactions.
Understand how to use ANOVA to analyze
data from factorial experiments.
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Introduction

Introduction

Introduction

Introduction

Introduction

Design of Experiments (DOE)

Experimental design techniques based on
statistics are useful in the engineering world for
improving the performance of manufacturing
process.
Design of experiments can be used to
determine which subset (A, B, C, AB, AC, BC,
) of the process variables have the most
influence on process performance.

Design of Experiments (DOE)

Advantages:
1. Improve process yield
2. Reduced variability in the process
3. Reduced design and development time
4. Reduced cost of operation
Use of statistical methods in examining the
data give scientific objectivity when you
draw conclusions.
When several factors are of interest in an
experiment, a factorial experiment should be
used.
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Terminology - DOE
Factor: variable whose influence upon the response
variable is being studied in the experiment.
Factor Level: different modes or settings of a factor.
Trial (or runs): applying of a treatment to an experimental
unit.
Treatment or level combination: specific combination of
the levels of different factors.
Replicates: number of experimental units on which a
particular treatment is applied.
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Definitions
A factorial experiment means that in each
complete replicate of the experiment all possible
combinations of the levels of the factors are
investigated.
The effect of a factor is defined as the change in
response produced by a change in the level of the
factor.
Main effect: the primary factors in the study that
change the response variable.
Interaction effect: the change in response variable
is due to an interaction between the factors.
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Example

A chemical engineer is interested in

investigating the effects of reaction time and
reaction temperature on the yield (response)
of a process. Two levels of time (1 and 1.5 hrs)
and two levels of temperature (125 and 150oF)
are considered.

The engineer conduct a 22 - factor experimental

design with 3 replicates at each of the four
possible combinations of these levels of reaction
time and reaction temperature.

Question: Total how many experiment have to

do?

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The data are generally arrange in the following way

Factor time
(1) 1 hr
(2) 1.5hrs
Yields measured Yields measured
Factor temperature
(1)125oF u111 , u112 , u113
u121 , u122 , u123

(2)150oF

Yields measured

Yields measured

u211 , u212 , u213

u221 , u222 , u223

n = 3 replications
uijk, k = 1,..,n are the observations in the cell (i,j).
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Factorial Design Can Be Used To:

Identify factors with significantly effects
on the response/s.
Identify interactions among factors.
Identify which factor/s have the most important
effects on the response/s.
Decide whether further investigation of a
factors effect is justified.
Investigate the response/s on multiple factors
simultaneously
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Factorial Design - 2k

Analysis of Variance (ANOVA):

A statistical method to analyze the data from
experimental designs.
Test the null hypothesis (H0) for each effect
whether that the effect is equal to 0.
When H0 is rejected, this provides evidence that the
factor involved actually affect the response.
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22 Factorial Design: 2 factors, each at 2 levels

Two Factors:
Example: A (reaction time) and B (reaction temperature)
Two levels of factor A: 1 hr (denote by -) and 1.5 hrs (denote by +)
Factor B has two levels: 125oF (-) (low) and 150oF (+)(high)
Note: Levels need not be numeric can be variable data (numbers) or
attribute data (on/off, male/female, Ford/Subaru/Mercedes) we could
arbitrarily designate one as high (+) and one as low (-)
All possible combination of the level of the factors or
factorial experiment is given in a design (test) matrix as follows:
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Standard 22 Layout
22 = 4 runs/ treatment combination
Factor A: high
Factor B: low

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The letters (1), a, b and ab represents the total of all n

observations at each treatment combination.

19

Estimate the effects of factors in 22 FD

Main effect of factor A:

Main effect of factor B:

contrast

AB interaction effect:

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10

Sum of square formulas for ANOVA

1 2 n
2
u ijk
uijk

4n i 1 k 1
i 1 k 1
j 1
j 1

SSTotal

The error sum of squares is obtained by subtraction:

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SSE = SSTotal SSA SSB - SSAB

Example 1:
An engineer is investigating the thickness of epitaxial layer
which will be subject to two variations in A, deposition time (+
for short time, and for long time) and two levels of B,
arsenic flow rate (- for 55% and + for 59%). The engineer
conduct 22 factorial design with n = 4 replicates.
a)
b)
c)

Construct the 22 factorial design table.

Find the estimate of all effects and interaction.
Construct the ANOVA table for each effect, test the null
hypothesis that the effect is equal to 0.

22

11

The thickness of epitaxial layer

Given in
the
question

Arsenic
Level
Deposition Time

A - (Long)

A + (Short)

B
B+
(Low - 55%) (High 59%)

14.037
14.165
13.972
13.907

13.880
13.860
14.032
13.914

14.821
14.757
14.843
14.878

14.888
14.921
14.415
14.932
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Solution: a) Expanded 22 factorial design layout

SOLUTION: b). Estimates of the effects:

1
1
a ab b (1) 59.299 59.156 55.686 56.081 0.836
2n
8
1
1
B b ab a (1) 55.686 59.156 59.299 56.081 0.067
2n
8
A

AB

1
1
(1) a b ab 56.081 59.299 55.686 59.156 0.032
2n
8

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12

SOLUTION: (Cont.)

Factor A effect estimate = 0.836.

Factor

A (deposition time) has positive effect on the

response variable (thickness).
If deposition time changes from short (-) to long(+) the
mean thickness increases by 0.836

The effects of factor B (arsenic flow rate) and the

AB interaction appear small.

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SOLUTION (Contd.): c) The ANOVA table

ANOVA gives a quantitative assessment
[a ab b (1)]2 6.6882

2.7956,
16
16
[(1) ab b a]2 0.2522

0.004
16
16

SS A
SS AB

SST 14.037 2

grand total
14.9322
16

SS B

[b ab a (1)]2 0.5382

0.0181
16
16

MSA = SSA /DFA

3.0672

FA = f = MSA / MSE

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13

For =0.05, F-critical : f 0.05,1,12 = 4.75

For the interaction term, F < F-critical

For Factor A, F > F-critical

Fail to reject null hypothesis (0.87 < 4.75)

The effect of Factor B, the arsenic flow rate is not significant

For Factor AB, F < F-critical

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Reject null hypothesis (134.40 > 4.75)

The effect of Factor A, the deposition time is significant

For Factor B, F < F-critical

Fail to reject null hypothesis

The effect of interaction between A and B is not significant

Fail to reject null hypothesis (0.19 < 4.75)

The effect of Interaction Factor AB, the deposition time &
arsenic flow rate is not significant

Comment:
The main effect of factor A has fairly small P-value ( 0)
<0.05. Therefore reject null hypothesis.
There is strong evidence that the main effect of factor A
differ from 0. Therefore factor A do effect the response
(outcome).
The effect of interaction between the two factors (AB)
and factor B are not significant (p-value >0.05). There is
no evidence that the main effect of factor B or the
interaction AB differ from 0.
Hypothesis Test
Test the null hypothesis (H0) for each effect whether that the
effect is equal to 0.
When H0 is rejected, this provides evidence that the factor
involved actually affect the response.
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14

Least square regression model

An initial estimated regression model is

y 0 1 x1 2 x2 12 x1x2
0 = constant ( = grand average of all 4n observations)

1 = the estimated coefficient of x1 (the effect of having

factor A) = (effect A)/2

2 = the estimated coefficient of x2 (the effect of having

factor B) = (effect B)/ 2

12 = the effect of interaction between A and B

= (effect AB)/2
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From Example 1,

1
1
a ab b (1) 59.299 59.156 55.686 56.081 0.836
2n
8

1
1
b ab a (1) 55.686 59.156 59.299 56.081 0.067
2n
8

AB

1
1
(1) a b ab 56.081 59.299 55.686 59.156 0.032
2n
8

So the initial least squares fitted model is

31

15

where,
x1 is the deposition time,x2 is the arsenic flow rate, and x1x2 is the
interaction between this two factors.
The intercept, 0 is the grand average of all 16 observations.
The estimated coefficient of x1 is one-half the effect for deposition time.
The estimated coefficient of x2 is one-half the effect for arsenic flow rate.
The estimated coefficient of the cross-product term is one-half of the
interaction effect.

32

From the earlier ANOVA, it was found that only factor A

(deposition time) has significant effect on the response
variable (epitaxial layer thickness). So, the preferred
model becomes ( using only the important effect)

y 14.389 0.418x1
This model can now be used for predicting the response for a
given deposition time.

33

16

Example in exercise 7.1

DYS

The data are as follow:

Material,
A

Temperature (oC),
B

Low

130

155

74

180

High

20

70

82

58

Low

High

Effective life in hours

138 110 168 160

96 104

82

60

(i) Estimate all the main and the interaction effects.

(ii) Calculate the sums of squares for the main factors
and their interaction.
(iii) Construct the ANOVA table and determine the
regression model using only the significant sources.
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The effective life in hours

Temp.
Material

A - (Type 1)

(Low -)
130
155
74
80

138
A + (Type 2) 110
168
160

(High +)
20
70
82
58
96
104
82
60
35

17

Treatment
Combination
(I)
a
b
ab

Factorial Effect
A
B
AB

Effective Life
(in hours)

+
+

130 155 74 180

138 110 168 160
20 70 82 58
96 104 82 60

+
+

+
+

Total

Average

539
576
230
342

134.75
144.0
57.5
85.5

Estimates the effects:

(i)

A = 1/2n[a+ab-(I)-b]=1/8[576+342-539-230]=1/8[149]=18.625
B = 1/2n[b+ab-(I)-a]=1/8[230+342-539-576]=1/8[-543]=-67.875
AB=1/2n[ab+(I)-a-b]=1/8[342+539-576-230]=1/8[75]=9.375

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Treatment
Combination
(I)
a
b
ab
(ii)

Factorial Effect
A
B
AB

Effective Life
(in hours)

+
+

130 155 74 180

138 110 168 160
20 70 82 58
96 104 82 60

+
+

+
+

Total

Average

539
576
230
342

134.75
144.0
57.5
85.5

Sum of squares:
SSA = 1/4n[a+ab-(I)-b]2 =1/16[149]2 =1387.563
SSB = 1/4n[b+ab-(I)-a]2 =1/16[-543]2 =18428.06
SSAB=1/4n[ab+(I)-a-b]2 =1/16[75]2 = 351.5625
SSTotal= 1302 + 1552 + +602 (539 + .+342)2 /16 = 31639.94

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18

Sum of squares:
SSA = 1/4n[a+ab-(I)-b]2 =1/16[149]2 =1387.563
SSB = 1/4n[b+ab-(I)-a]2 =1/16[-543]2 =18428.06
SSAB=1/4n[ab+(I)-a-b]2 =1/16[75]2 = 351.5625
SSTotal= 1302 + 1552 + +602 (539 + .+342)2 /16 = 31639.94
ANOVA Table:
SV

SS

df

MS

F0

A
B
AB
Error
Total

1387.563
18428.06
351.5625
11472.75
31639.94

1
1
1
12
15

1387.563
18428.06
351.5625
956.0625

1.451
19.275
0.368

SV

SS

df

MS

F0

A
B
AB
Error
Total

1387.563
18428.06
351.5625
11472.75
31639.94

1
1
1
12
15

1387.563
18428.06
351.5625
956.0625

1.451
19.275
0.368

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ANOVA Table:

From F-Table: Fa=0.05,1,12=4.75

Conclusion:
The effects of A and AB are not significant because F 0 < 4.75 fail to reject Ho
But F0 > 4.75 for B, so reject Ho. It means that the effect of factor B, the
temperature is significant to the effective life of the battery.

39

19

Treatment
Combination
(I)
a
b
ab

Factorial Effect
A
B
AB

Effective Life
(in hours)

+
+

130 155 74 180

138 110 168 160
20 70 82 58
96 104 82 60

+
+

+
+

Total

Average

539
576
230
342

134.75
144.0
57.5
85.5

Estimates the effects:

A = 1/2n[a+ab-(I)-b]=1/8[576+342-539-230]=1/8[149]=18.625
B = 1/2n[b+ab-(I)-a]=1/8[230+342-539-576]=1/8[-543]=-67.875
AB=1/2n[ab+(I)-a-b]=1/8[342+539-576-230]=1/8[75]=9.375
The initial regression model is:
^
18.625
67.875
9.375
y 105.438
x1
x2
x1 x2
2
2

2
40

y 105.44 9.31x1 33.94 x2 4.69 x1 x2

where,
x1 is the material type, x2 is the temperature level, and x1x2 is the
interaction between this two factors.
The intercept, 0 is the grand average of all 16 observations.
The estimated coefficient of x1 is one-half the effect for material.

The estimated coefficient of x2 is one-half the effect for temperature.

The estimated coefficient of the cross-product term is one-half of the
interaction effect.

41

20

From the ANOVA table, it was found that only factor B

(temperature level) has significant effect on the response
variable (effective life). So, the preferred model becomes
( using only the important effect)

y 105.44 33.94 x2
This model can now be used for predicting the response for a
given temperature.

42

EXERCISE:
An experiment was designed to study the effect of oxygen flow rate in liter
per minutes (lpm), A and oxidation time in minutes, B on the oxide
thickness of wafers during dry oxidation. Each parameter was studied at
two levels (low and high levels).
Oxidation Time
(Minute) - B

20 ( - )

40 ( + )

2 (-)

607 582

854 794

9(+)

831 824

1149 1129

O2 Flow (lpm) - A

1. Estimate the each factors effect and indicate which effects are
significant to the oxide thickness of wafers.
2. Perform an analysis of variances and analyze the result.
3. Write the least square fitted model using only the significant source for
predicting the oxide thickness.

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END
TQ
ALL THE BEST
BYE

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