CHAPTER 8

RESPONSE SURFACE
METHODS
Central Composite Designs
Instructor: Lena Ahmadi
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Course notes are copyrighted material. © Professor Alex Penlidis, 2019.
This copy is for individual use only in connection with this course.
It may not be resold or used to make additional copies.
Tel: (519) 888-4567 x36634, E-mail: penlidis@uwaterloo.ca
1
Major Topics
• Chapter 1:
Statistical Background
• Chapter 2:
Regression Analysis
• Chapter 3:
Statistical Design of Experiments
• Chapter 4:
Design/Analysis of Single Factor Experiments
• Chapter 5:
Blocking
• Chapter 6:
Multifactor Experiments (Full Factorial)
• Chapter 7:
Multifactor Experiments (Fractional Factorial)
• Chapter 8
Response Surface Methods/CCDs (Mb:Ch11)
• Chapter 9:
Response Surface Methods/BBD,
Face Centered Designs, Nonlinear
Regression
• Chapter 10:
Data Transformations
• Chapter 11:
The Analysis of Undesigned Data,
• Chapter 12:
Concluding Remarks
2
 LEARNING OBJECTIVES

• Uses of response-surface methodology (RSM).

• Methods for locating an appropriate

experimental region (improving,
optimizing).

• Description of designs for fitting response

surfaces.

• Use of polynomial models to fit data from

response-surface designs.

• Establish an optimal window/map!

3
 INTRODUCTION

• Many times the goal of experimentation is to

characterize or model the relationship between one
or more responses (y1, y2, ..., yr) and several factors
or inputs (x1, x2, ..., xn).

• Often the exact mathematical relationship between

the responses and factors is unknown and an
empirical model is used to locally approximate the
true relationship. A very useful class of
approximating functions are polynomial models;
often of degree 2.

• A polynomial of order d is equivalent to a Taylor’s

series expansion of the true underlying theoretical
function truncated after terms of dth order.

• A polynomial model can be thought of as a “french

curve” (or fitting a spline). The higher the order of
the polynomial, the more flexible the “french-curve”
becomes.

4
 RESPONSE SURFACE
MODELS
• Models consist of simple polynomial functions
including terms for main effects, interactions
and curvature:
1st order: y =  0 +  1 x1 +  2 x 2 + error " tilted plane"

2 nd order: y =  0 + intercept
 1 x1 +  2 x 2 + main effects
2nd order
response  11 x12 +  22 x 22 + curvature
surface  12 x1 x 2 + interaction
model error
• With linear designs (2-levels) we cannot in
general make good predictions inside
experimental regions; using more than two
levels in the design will allow more complex
modelling of the response variable.
• An interaction will ‘twist’ or ‘fold’ the plane that
passes through the data!
• We can estimate parameters of models as per Ch2,
notes!
5
 ADDITION OF
CENTER POINTS (nc)
TO A 2K DESIGNS
• Based on the idea of replicating some of the
runs in a factorial design
• Runs at the center provide an estimate of error
and allow the experimenter to distinguish
between two possible models:

  x +   x x
k k k
First-order model (interaction) y = 0 + i i ij i j +
i=1 i=1 j i

  x +  
k k k k
Second-order model y =  0 +
i=1
i i
i=1 j i
ij ix xj +  x
i=1
ii i
2
+

Source: Design and Analysis of Experiments by D.C.Mongomery 6

 Lets say 5
independent
runs total

Source: Design and Analysis of Experiments by D.C.Mongomery 7

 IF CURVATURE IS NOT
SIGNIFICANT
yF = yC  no "curvature"
y = 0 + intercept
 1 x1 +  2 x2 + main effects
 12 x1 x2 + interaction
error
The hypotheses are:

H0 :  ii = 0
k

i=1
k
H1 :  ii  0
i=1

nF nC ( y F − yC )2
SSPure Quad =
nF + nC
This sum of squares has a
single degree of freedom 8
Source: Design and Analysis of Experiments by D.C.Mongomery
 IF CURVATURE IS
SIGNIFICANT
y = 0 + intercept
 1 x1 +  2 x2 + main effects
 11 x12 +  22 x 22 + curvature
 12 x1 x2 + interaction
error
• Unfortunately, we cannot estimate the
unknown parameters ( the ’s) in this model
because there are six parameters to estimate
and 22 design and center points, we have only
five independent runs.

• A simple and highly

effective solution
is to augment the
design with axial
runs.

Source: Design and Analysis of Experiments by D.C.Mongomery 9

 IF CURVATURE IS
SIGNIFICANT
• If curvature is significant, augment the
design with axial runs to create a central
composite design. The CCD is a very
effective design for fitting a second-order
response surface model
Added 6 axial runs
(or star ), so total of
14 + nc runs
Added 4 axial (usually 𝟑 ≤ 𝒏𝒄 ≤ 𝟓)
runs (or star)

Source: Design and Analysis of Experiments by D.C.Mongomery

10
 RESPONSE SURFACE:
SIMPLE MAXIMUM (often)

0
x2

-2

7
0.0
00
7
5.0
00
-4 8
0.0
00
-4 -2 0 2 4 8
5.0
00

x
1

11
 RESPONSE SURFACE:
MINIMAX (less frequently in
practice)

0
x2

-2
7
0.00
0
7
5.00
0
8
0.00
0
8
5.00
0
9
0.00
0
-4 9
5.00
0
-4 -2 0 2 4 1
00.0
00

x
1

12
 RESPONSE SURFACE:
STATIONARY RIDGE (often)

0
x2

-2

7
0.0
00
7
5.0
00
-4 8
0.0
00
-4 -2 0 2 4 8
5.0
00

x
1

13
 RESPONSE SURFACE:
RISING RIDGE (with sets of
reactions)

0
x2

-2
7
0.0
00
7
5.0
00
8
0.0
00
8
5.0
00
-4 9
0.0
00
-4 -2 0 2 4 9
5.0
00

x
1

14
 USES OF RESPONSE-
SURFACE METHODOLOGY

1. How a response is affected by a set of factors

over some specified region.

2. Determine the settings of the factors for which

a response variable is optimum (minimum or
maximum); ‘optimum operation window’.

3. Determine the factor levels that simultaneously

optimize several responses; if simultaneous
optimization is not possible, trade-offs are
readily apparent (suboptimal solutions/
regions).

4. Explore the space of the factors to determine

the optimum (maximum or minimum) response
and to determine the nature (local topology,
‘geography’) of this optimum.

15
 APPROACH

• Response surfaces can be determined and

explored experimentally through the
application of carefully designed experiments.

• The method of steepest ascent can be used to

move from a region of low response to one of
high response using a simple linear
approximation. Once a maximum is found, a
better mathematical function can be found by
augmenting the experiment; iterative
sequential approach.

• If the region contains a maximum, we need to

know the local ‘geography’ (topology); ridges,
for example, imply multiple near-optimal
(suboptimal) operating scenarios.

16
 THREE-LEVEL
DESIGNS (3k)

• Expansion to three levels allows us to include

squared terms in the model; example:
2 factors, 3 levels (32)

X2 0

-1
-1 -0.5 0 0.5 1
X1

Y =  0 +  1 X 1 +  2 X 2 +  12 X 1 X 2 +  11 X 12 +  22 X 22 + ERROR

17
 EXAMPLE OF 32 DESIGN

• Problem (industry): To predict the rate of water

vapour transmission of a plastic foam. The
objective is to minimize the vapour
transmission rate.

• Independent Variables:
– Foam Thickness: 1.0, 1.5, 2.0 inches
– Foam Density: 2.0, 2.25, 2.50 lb/cubic ft

• Response:
– Transmission rate in grams/day

18
 RESULTS OF VAPOUR
TRANSMISSION STUDY

Density
Thickness 2.0 2.25 2.50
1.0 0.04425 0.04454 0.05417
1.5 0.03326 0.02292 0.03037
2.0 0.02946 0.01908 0.01823

Fitted Model:

RATE = 0.476264 − 0.003482 (THICK ) − 0.379270(DEN ) −

0.042400(THICK )(DEN ) + 0.024420(THICK ) 2 +
0.09776(DEN ) 2

19
 RESPONSE SURFACE OF
VAPOUR TRANSMISSION RATE
T
RAN
SMIS
SIO
NRA
TE

0
.07

0
.06

0
.05

0
.04

0
.03

0
.02

2
.55
2.4
5 2.2
2.3
5 2.0
1.8
2.2
5 1.6
2.1
5 1
.4
2.0
5 1.
2
1.0
1.9
5 0
.8
D
ENSIT
Y TH IC
K N
ES S

2
.55

2
.45

2
.35
DENSITY

2
.25

0
.01
8
2
.15
0
.02
2
0
.02
6
0
.03
0
0
.03
4 2
.05
0
.03
8
0
.04
2
0
.04
6
0
.05
0 1
.95
0
.05
4 0.8 1
.0 1
.2 1
.4 1
.6 1
.8 2
.0 2
.2

T
HIC
KNE
SS

20
NUMBER OF RUNS FOR A 3k
FACTORIAL DESIGN

Number of Number of Number of

Variables Runs Model Terms
2 9 6
3 27 10
4 81 15
5 243 21
6 729 28
7 2189 36

• Requires running far more experiments than are

really needed to estimate a quadratic model.
• For more than 3 factors, the number of runs in the
full factorial is prohibitive!
• Central Composite Designs (CCDs) can be used
to reduce the number of required trials:
– gives equivalent results to 3-level full factorials.

21
 CENTRAL COMPOSITE
DESIGN FOR 2 VARIABLES

(0,)
(-1,1) (1,1)

(-,0) (,0)

(-1,-1) (1,-1)
“Star” (axial)
“Square” (factorial) (0,-)

(0,)

(-1,1) (1,1)

(0,0)
(-,0) (,0)

(-1,-1) (1,-1)

(0,-)

“Square” + “Star” + Centrepoint(s) 22

 CENTRAL COMPOSITE
DESIGN FOR 3 VARIABLES

23
 ROTATABLE vs.
ORTHOGONAL CCDs (two
optimality criteria!)
• A CCD design can be either rotatable, orthogonal or
both. The type of design determines the star point
level ().

• Orthogonal CCDs have no correlation among the

main effects being estimated (and hence,
parameters). They are used to determine significant
curvature effects in addition to the effects estimated
from the base design (factorial design part).

• Rotatable CCDs yield models which give equal

prediction error R units from the centre in every
direction.

• If the goal is to understand cause and effect only,

use orthogonal CCDs.
• If goal includes prediction, rotatable CCDs are more
appropriate.

24
25
 STAR POINT LEVELS FOR
DIFFERENT CCDs

Orthogonal Rotatable Ortho. & Rotat.

Factors Centre  Centre  Centre 
Points Points Point
2 4 1.21 5 1.41 8 1.41
5 1.27
3 4 1.41 6 1.68 9 1.68
5 1.47
4 4 1.61 7 2.00 12 2.00
5 1.66
5 4 1.78 10 2.38 17 2.38
5 1.84
5 (half) 4 1.72 6 2.00 10 2.00
5 1.77
6(half) 4 1.90 9 2.38 15 2.38
5 1.95

26
 Comments on CCDs

• Are CCDs amenable to blocking? Yes, as per Ch 5,

notes, and Ch 6, notes)

• The symbol alpha (α), slide 26, is the distance of the

axial (star) point (and hence, run) from the centre

• Centre points: produce a good profile for the

information function; minimize the integrated mean
squared error; offer good detectability of LOF; give a
robust design insensitive to bad values

• More centre points than the suggested numbers on

slide 26? Nothing will be lost, except that the cost of
performing the extra trials will increase

• When performing blocking (due to time lengths of

the experimentation phase), try to distribute centre
points almost equally among blocks (in order to
retain orthogonality)

27
 STAR POINT LEVELS FOR
DIFFERENT CCDs

• For orthogonal CCDs:

1

( )2 k 4
2
 2 k + nc + n s − 2 k 
= 
 4 
 

• For rotatable CCDs:

 = (2 ) = (n )
1 1
k 4
4
F

For both of the above equations,

k = number of factors
nc = number of centrepoin ts
ns = number of starpoints = 2k
nF = number of points in factorial part of design

• To make a design orthogonal and rotatable,

add more centrepoints to a rotatable design.

28
 DECODING STAR POINT
LEVELS
• Recall the +1/-1 coding discussed earlier:

X =
(X − X )
R
2
 X = X + X ( R 2)

 Upper star level = X +  ( R 2)

Lower star level = X −  ( R 2)

where R is the range in the linear part (factorial part) of the design.

• Example: Time: 80 - 100 minutes

Temp: 140 - 150 oC
Catalyst: 0.03 - 0.17%
 = 1.41 ~ √2
The coded Time star points are (,0,0) and (-,0,0).
Upper Time star point = X +  (R 2 )
= 90 + 1.41(20 / 2 ) = 104.1 min.

Lower Time star point = 90 - 1.41(10) = 75.9 min,

• The uncoded Time star points are (104.1,145,0.1)

and (75.9,145,0.1).
29
LACK OF FIT TEST (a general
test in any regression situation,
in principle)
• How do we decide if we need star points for
estimating curvature?

• Employ a Lack of Fit (LOF or LF) test: Test to see

whether or not the full linear model (including linear
interaction term) is fitting well. If not, curvature
terms may improve the fit.

• Data from a linear design are fit to a model using

multiple linear regression, in which the centre points
are included in the analysis instead of just being
used to estimate error. Recall the residual sum of
squares (SSE):
n
SSE =  (Y − Y ) 2
i =1
= SS due to Pure Error + SS due to lack of fit
= SSPE +SSLF
= Error from centre points + error from model not fitting

30
 LACK OF FIT TEST

SSE = SSPE +SSLF

SSPE = (n -1)S2 where S2 is the variance calculated

C

from nC replicate points and (nC -1) are the

degrees of freedom associated with S2 .

SSLF = SSE - SSPE

dfLF = dfSSE − dfSSPE

We will compare Lack of Fit error to Pure error to determine if

Lack of Fit is a problem. What kind of test is this?

31
 LACK OF FIT TEST

• Lack of fit is determined using an F-test:

SSLF df LF
F=
SSPE df PE

• The above ratio is like [(MS LOF)/ (MS PE)]

• Compare the observed F-value above with an

F-distribution having degrees of freedom (dfLF, dfPE).
• If Fobs > Fdist, then there is significant lack of fit.

• (Since we reject the null hypothesis; null hypothesis

expression: No LOF!)

32
THE APPROACH (general, in
actual experimental scenarios)

1. Start with a two-level (fractional) factorial with

replicated centrepoint.

2. Test for lack of fit.

3a. If there is no evidence of lack of fit, then plan the

next experiment following the direction of
steepest ascent (Next chapter).
3b. If there is evidence of lack of fit, augment the
experiment with star points and fit a second-order
polynomial model to the data.

4. Determine the characteristics of the response

surface.

(We will see all these steps in a long (real) example

that follows in next chapter)

33
 SUMMARY

• Very useful for process + product optimization!

• Response surface designs provide a

systematic framework for collecting data to
develop efficient empirical models of a
process.

• CCDs allow major reduction in the number of

runs compared to full 3-level designs.

• CCDs permit a sequential, iterative (optimal)

strategy to be used in collecting data and
developing empirical models.

34