Factorial Experiments

General principles of factorial experiments

The two-factor factorial with fixed effects
The ANOVA for factorials
Extensions to more than two factors
Quantitative and qualitative factors – response curves and
surfaces
The Strategy of Experimentation
Every experiment involves a sequence of activities:
1. Conjecture – the original hypothesis that motivates the experiment.

2. Experiment – the test performed to investigate the conjecture.

3. Analysis – the statistical analysis of the data from the experiment.

4. Conclusion – what has been learnt about the original conjecture from
the experiment. Often the experiment will lead to a revised conjecture,
and a new experiment, and so forth.

Statistical methods are essential to good experimentation, to safeguard valuable

resources in terms of cost and time. Statistically designed experiments permit
efficiency and economy in the experimental process leading to scientific objectivity.
Factorial Experiments

 Factorial Design are most efficient for this type of experiment.

 For example: if there are a levels of factor A and b levels of factor B, each
replicate contains all ab treatment combinations.

 When factors are arranged in a factorial design, they are called as crossed.
Factorial Experiments
Basic Definitions
Factor B
Definition of a factor effect: The
Factor A Blow Bhigh change in the mean response when the
Alow 20 30 factor is changed from low to high.
Ahigh 40 52 Main Effect
The main effect of factor A is the difference
between the average response at the high
30 52
+ level of A and the average response at the
(High) low level of A:
40  52 20  30
Factor B

A  yA  yA    21
2 2
- The main effect of factor B is the difference
(Low) 20 40 between the average response at the high
level of B and the average response at the
- + low level of B:
(Low) (High)
30  52 20  40
Factor A B  y B  y B    11
2 2
Factorial Design
Basic Definitions
Factor B
Interaction between factors: When the
Factor A Blow Bhigh difference in response between the
Alow 20 40 levels of one factor is not the same at all
Ahigh 50 12 levels of the other factors.

At low level of factor B, the A effect is:

40 12 A  50  20  30
+
(High) At high level of factor B, the A effect is:
Factor B

A 12  40  28
Interaction Effect: It is the difference
- in the diagonal averages
(Low) 20 50
28  30
AB    29
- + 2
(Low) (High) OR
Factor A 12  20 40  50
AB    29
2 2
Factorial Experiments
 When an interaction is large, the corresponding main effects have very little
practical meaning.

 The main effect of factor A in the previous example can be calculated as:
52  12 20  40
A   32  30  2 ( very small )
2 2

 We are tempted to conclude that there is almost no factor A effect.

 However, when we examine the effects of A at different levels of factor B,

we saw that this was not the case.

 The effect of factor A depends upon the levels of factor B.

 Thus, the knowledge of the AB interaction is very useful than the main
effect.

 A significant interaction can mask the significance of main effects.

Factorial Experiments
Two-factor without interaction

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
2 2
Factorial Experiments
Two-factor with interaction

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
Factorial Experiments
Regression Model & The Associated Response Surface

y  0  1 x1   2 x2  12 x1 x2  
The least squares fit is
yˆ  35.5  10.5 x1  5.5 x2  0.5 x1 x2  35.5  10.5 x1  5.5 x2
Factorial Experiments

Suppose that we add an interaction term to the model:

yˆ  35.5  10.5x1  5.5x2  8x1x2

Interaction is actually a form of curvature

Factorial Experiments
Advantages of Factorial Experimentation

One-Factor at a Time Design Factorial Design

A-B+ A-B+ A+B +
+ +
(High) (High)
Factor B

Factor B
- A-B - A+B - -
(Low) (Low) A-B - A+B -

- + - +
(Low) (High) (Low) (High)
Factor A Factor A
Effect of Factor A A B   A B  If a factorial experiment is designed, an additional
treatment combination A+B+ is taken and the
Effect of Factor B A B   A B  number of observations needed will be reduced to
Since, experimental error is present, it is desirable four.
to take two observations at each treatment
combination and estimate the effects of the factors
using average responses. Thus a total of six
observations are required.
Factorial Experiments
Advantages of Factorial Experimentation

 They are more efficient than one-factor-at-a-time experiments

 A factorial design is necessary when interactions may be present to avoid

misleading conclusions.

 Factorial designs allow the effects of a factor to be estimated at several levels

of the other factors, yielding conclusions that are valid over a range of
experimental procedures.
 The Two-Factor Factorial Experiment
Example 5.1: The Battery Life Experiment

A = Material type; B = Temperature (A quantitative variable)

1. What effects do material type & temperature have on life?
2. Is there a choice of material that would give long life regardless
of temperature (a robust product)?
The General Two-Factor Factorial Experiment

a levels of factor A; b levels of factor B; n replicates

This is a completely randomized design
The General Two-Factor Factorial Experiment

Statistical (effects) model:

 i  1, 2,..., a

yijk     i   j  ( )ij   ijk  j  1, 2,..., b
k  1, 2,..., n

Other models (means model, regression models) can be useful
 Extension of the ANOVA to Factorials
(Fixed Effects Case)

a b n a b

 ijk ...

( y  y )
i 1 j 1 k 1
2
 bn  i.. ...
( y  y ) 2

i 1
 an  . j. ...
( y  y ) 2

j 1
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)
ANOVA Table – Fixed Effects Case
ANOVA Table – Fixed Effects Case
ANOVA Table – Fixed Effects Case
ANOVA Table – Fixed Effects Case
Example 5.1: The Battery Life Experiment
Residual Analysis – Example 5.1
Residual Analysis – Example 5.1
Factorials with More Than Two Factors

 Basic procedure is similar to the two-factor case; all

abc…kn treatment combinations are run in random order
 ANOVA identity is also similar:

SST  SS A  SS B   SS AB  SS AC 
 SS ABC   SS AB K  SS E

 Complete three-factor example in text, Example 5.5