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Chapter 5 Introduction to Factorial


Designs
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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

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Definition of a factor effect: The change in the mean response when
the factor is changed from low to high
40 52 20 30
21
2 2
30 52 20 40
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2 2
52 20 30 40
1
2 2
A A
B B
A y y
B y y
AB
+
+
+ +
= = =
+ +
= = =
+ +
= =
4
50 12 20 40
1
2 2
40 12 20 50
9
2 2
12 20 40 50
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2 2
A A
B B
A y y
B y y
AB
+
+
+ +
= = =
+ +
= = =
+ +
= =
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Regression Model &
The Associated
Response Surface
0 1 1 2 2
12 1 2
1 2
1 2
1 2
The least squares fit is

35.5 10.5 5.5


0.5
35.5 10.5 5.5
y x x
x x
y x x
x x
x x
| | |
| c
= + +
+ +
= + +
+
~ + +
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The Effect of
Interaction on the
Response Surface
Suppose that we add an
interaction term to the
model:
1 2
1 2

35.5 10.5 5.5


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y x x
x x
= + +
+
Interaction is actually
a form of curvature
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When an interaction is large, the corresponding
main effects have little practical meaning.
A significant interaction will often mask the
significance of main effects.
5.2 The Advantage of Factorials
One-factor-at-a-time desgin
Compute the main effects of factors
A: A
+
B
-
- A
-
B
-

B: A
-
B
-
- A
-
B
+

Total number of experiments: 6
Interaction effects
A
+
B
-
, A
-
B
+
> A
-
B
-
=> A
+
B
+
is
better???
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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: 3
2
factorial design
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?
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The data for the Battery Design:
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Completely randomized design: a levels of factor
A, b levels of factor B, n replicates

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Statistical (effects) model:



is an overall mean, t
i
is the effect of the ith level
of the row factor A, |
j
is the effect of the jth
column of column factor B and (t |)
ij
is the
interaction between t
i
and |
j
.
Testing hypotheses:

1, 2,...,
( ) 1, 2,...,
1, 2,...,
ijk i j ij ijk
i a
y j b
k n
t | t| c
=

= + + + + =

0 ) ( one least at : v.s. , 0 ) ( :


0 one least at : v.s. 0 :
0 one least at : v.s. 0 :
1 0
1 1 0
1 1 0
= =
= = = =
= = = =
ij ij
j b
i a
H j i H
H H
H H
t| t|
| | |
t t t

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5.3.2 Statistical Analysis of the Fixed Effects
Model

= = =
=
= =
= =
= =
= =
= =
= =
a
i
b
j
n
k
ijk
ij
ij
n
k
ijk ij
j
a
i
j
n
k
ijk j
i
b
j
i
n
k
ijk i
abn
y
y y y
n
y
y y y
an
y
y y y
bn
y
y y y
1 1
...
...
1
...
.
.
1
.
. .
1
. .
1
. .
..
1
..
1
..




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2 2 2
... .. ... . . ...
1 1 1 1 1
2 2
. .. . . ... .
1 1 1 1 1
( ) ( ) ( )
( ) ( )
a b n a b
ijk i j
i j k i j
a b a b n
ij i j ijk ij
i j i j k
y y bn y y an y y
n y y y y y y
= = = = =
= = = = =
= +
+ + +


breakdown:
1 1 1 ( 1)( 1) ( 1)
T A B AB E
SS SS SS SS SS
df
abn a b a b ab n
= + + +
= + + +
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Mean squares
2
1 1
2
2
1
2
2
1
2
2
)
) 1 (
( ) (
) 1 )( 1 (
) (
)
) 1 )( 1 (
( ) (
1
)) 1 /( ( ) (
1
)) 1 /( ( ) (
o
t|
o
|
o
t
o
=

=

+ =

=

+ = =

+ = =

= =
=
=
n ab
SS
E MS E
b a
n
b a
SS
E MS E
b
an
b SS E MS E
a
bn
a SS E MS E
E
E
a
i
b
j
ij
AB
AB
b
j
j
B B
a
i
i
A A
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The ANOVA table:








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Response: Life
ANOVA for Selected Factorial Model
Analysis of variance table [Partial sum of squares]
Sum of Mean F
Source Squares DF Square Value Prob > F
Model 59416.22 8 7427.03 11.00 < 0.0001
A 10683.72 2 5341.86 7.91 0.0020
B 39118.72 2 19559.36 28.97 < 0.0001
AB 9613.78 4 2403.44 3.56 0.0186
Pure E 18230.75 27 675.21
C Total 77646.97 35

Std. Dev. 25.98 R-Squared 0.7652
Mean 105.53 Adj R-Squared 0.6956
C.V. 24.62 Pred R-Squared 0.5826
PRESS 32410.22 Adeq Precision 8.178
Example 5.1
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DESIGN-EXPERT Pl ot
Li fe
X = B: Temperature
Y = A: Materi al
A1 A1
A2 A2
A3 A3
A: Material
Interaction Graph
L
i
f
e
B: Temperature
15 70 125
20
62
104
146
188
2
2
22
2
2
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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 Page 174
Compare all ab cells means to determine which
one differ significantly
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5.3.3 Model Adequacy Checking
Residual analysis:

= =
ij ijk ijk ijk ijk
y y y y e

DESIGN-EXPERT Pl ot
Li fe
Residual
N
o
r
m
a
l

%

p
r
o
b
a
b
i
l
i
t
y
Normal plot of residuals
-60.75 -34.25 -7.75 18.75 45.25
1
5
10
20
30
50
70
80
90
95
99
DESIGN-EXPERT Pl ot
Li fe
Predicted
R
e
s
i
d
u
a
l
s
Residuals vs. Predicted
-60.75
-34.25
-7.75
18.75
45.25
49.50 76.06 102.62 129.19 155.75
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DESIGN-EXPERT Pl ot
Li fe
Run Number
R
e
s
i
d
u
a
l
s
Residuals vs. Run
-60.75
-34.25
-7.75
18.75
45.25
1 6 11 16 21 26 31 36
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DESIGN-EXPERT Pl ot
Li fe
Material
R
e
s
i
d
u
a
l
s
Residuals vs. Material
-60.75
-34.25
-7.75
18.75
45.25
1 2 3
DESIGN-EXPERT Pl ot
Li fe
Temperature
R
e
s
i
d
u
a
l
s
Residuals vs. Temperature
-60.75
-34.25
-7.75
18.75
45.25
1 2 3
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5.3.4 Estimating the Model Parameters
The model is

The normal equations:






Constraints:
ijk ij j i ijk
y c t| | t + + + + = ) (


= =

= =

= = = =
= + + +
= + + +
= + + +
= + + +



ij ij j i ij
j
a
i
ij j
a
i
i j
i
b
j
ij
b
j
j i i
a
i
b
j
ij
b
j
j
a
i
i
y n n n n
y n an n an
y n n bn bn
y n an bn abn
) ( : ) (
) ( :
) ( :
) ( :
1 1
1 1
1 1 1 1
t| | t t|
t| | t |
t| | t t
t| | t
( ) ( ) 0 , 0 , 0
1 1 1 1
= = = =

= = = =
b
j
ij
a
i
ij
b
j
j
a
i
i
t| t| | t
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Estimations:





The fitted value:


Choice of sample size: Use OC curves to choose
the proper sample size.
( )




+ =
=
=
=
y y y y
y y
y y
y
j i ij ij
j j
i i
t|
|
t

( )

= + + + =
ij ij j i ijk
y y t| | t


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Consider a two-factor model without interaction:
Table 5.8
The fitted values:

+ = y y y y
j i ijk

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 (t|)
ij
= rt
i
|
j
(Page 183)
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:


The ANOVA table (see Table 5.12)
Computing formulas for the sums of squares
(see Page 186)
Example 5.3
ijkl ijk jk ik
ij k j i ijkl
y
c t| | t
t| | t
+ + + +
+ + + + =
) ( ) ( ) (
) (
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Example 5.3: Three factors: the percent
carbonation (A), the operating pressure (B); the
line speed (C)

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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

Involve both quantitative and qualitative factors
This can be accounted for in the analysis to produce
regression models for the quantitative factors at each
level (or combination of levels) of the qualitative
factors

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A = Material type
B = Linear effect of Temperature
B
2
= Quadratic effect of
Temperature
AB = Material type Temp
Linear

AB
2
= Material type - Temp
Quad
B
3
= Cubic effect of
Temperature (Aliased)
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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:

No interaction between blocks and treatments
ANOVA table (Table 5.20)
ijk k ij j i ijk
y c o t| | t + + + + + = ) (
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Example 5.6:
Two factors: ground clutter and filter type
Nuisance factor: operator

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Two randomization restrictions: Latin square
design
An example in Page 200.
Model:

Tables 5.23 and 5.24
ijkl l jk k j i ijkl
y c o t| | t o + + + + + + = ) (

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