Chapter 5 Introduction to Factorial

Designs

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

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
B yB yB

11
2
2
52 20 30 40
AB

1
2
2
A y A y A

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
4

Regression Model &

The Associated
Response Surface
y 0 1 x1 2 x2
12 x1 x2
The least squares fit is
y 35.5 10.5 x1 5.5 x2
0.5 x1 x2
35.5 10.5 x1 5.5 x2

The Effect of
Interaction on the
Response Surface
Suppose that we add an
interaction term to the
model:

y 35.5 10.5 x1 5.5 x2

8x1 x2
Interaction is actually
a form of curvature

 When an interaction is large, the corresponding

main effects have little practical meaning.
A significant interaction will often mask the
significance of main effects.

5.3 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
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? 8

 The data for the Battery Design:

 Completely randomized design: a levels of factor

A, b levels of factor B, n replicates

10

 Statistical (effects) model:

i 1, 2,..., a

yijk i j ( )ij ijk j 1, 2,..., b

k 1, 2,..., n

Testing hypotheses:
H 0 : 1 a 0 v.s.H 1 : at least one i 0
H 0 : 1 b 0 v.s.H 1 : at least one j 0
H 0 : ( ) ij 0 i, j v.s.H 1 : at least one ( ) ij 0

11

 5.3.2 Statistical Analysis of the Fixed Effects

Model
a

i 1

j 1

2
2
2
(
y

y
)

bn
(
y

y
)

an
(
y

y
)
ijk ...
i.. ...
. j. ...
i 1 j 1 k 1

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)

12

 Mean squares
a

E ( MS A ) E ( SS A /(a 1)) 2

bn i2
i 1

a 1
b

E ( MS B ) E ( SS B /(b 1))
2

an j2
j 1

b 1
a

n ( ) ij2

SS AB
i 1 j 1
E ( MS AB ) E (
) 2
(a 1)(b 1)
(a 1)(b 1)
SS E
E ( MS E ) E (
) 2
ab(n 1)

13

 The ANOVA table:

See Page 180

Example 5.1
14

Response:
Life
ANOVA for Selected Factorial Model
Analysis of variance table [Partial sum of squares]
Source
Model
A
B
AB
Pure E
C Total

Sum of
Squares
59416.22
10683.72
39118.72
9613.78
18230.75
77646.97

DF
8
2
2
4
27
35

Mean
F
Square Value
7427.03 11.00
5341.86
7.91
19559.36 28.97
2403.44
3.56
675.21

Std. Dev. 25.98

Mean
105.53
C.V.
24.62

R-Squared
Adj R-Squared
Pred R-Squared

0.7652
0.6956
0.5826

PRESS

Adeq Precision

8.178

32410.22

Prob > F
< 0.0001
0.0020
< 0.0001
0.0186

15

DESIGN-EXPERT Plot
Life

Interaction Graph
A: Material

188

X = B: Temperature
Y = A: Material
A1 A1
A2 A2
A3 A3

Life

146

104

2
2
62

20

15

70

125

B: Tem perature

16

 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 Pages 182, 183
Compare all ab cells means to determine which
one differ significantly

17

5.3.3 Model Adequacy Checking

Residual analysis: eijk yijk y ijk y ijk yij
DESIGN-EXPERT Plot
Life

Normal plot of residuals

DESIGN-EXPERT Plot
Life

Residuals vs. Predicted

45.25

99

95
18.75

80
70

Res iduals

Norm al % probability

90

50
30
20
10

-7.75

-34.25

1
-60.75

49.50

-60.75

-34.25

-7.75

18.75

76.06

102.62

129.19

155.75

45.25

Predicted

Res idual

18

DESIGN-EXPERT Plot
Life

Residuals vs. Run

45.25

Res iduals

18.75

-7.75

-34.25

-60.75

11

16

21

26

31

36

Run Num ber

19

DESIGN-EXPERT Plot
Life

Residuals vs. Material

Residuals vs. Temperature

45.25

45.25

18.75

18.75

Res iduals

Res iduals

DESIGN-EXPERT Plot
Life

-7.75

-7.75

-34.25

-34.25

-60.75

-60.75

Material

Tem perature

20

5.3.4 Estimating the Model Parameters

The model is
y ijk i j ( ) ij ijk
The normal equations:
a

i 1

j 1

: abn bn i an j n ( ) ij y
i 1 j 1

j 1

j 1

i : bn bn i n j n ( ) ij y i
a

i 1

i 1

j : an n i an j n ( ) ij y j
( ) ij : n n i n j n( ) ij y ij

Constraints:

i 1

j 1

i 1

j 1

0, j 0, ij ij 0

21

 Estimations:
y
i y i y
j y j y

ij

y ij y i y j y

The fitted value:

y ijk i j ij yij
Choice of sample size: Use OC curves to choose
the proper sample size.
22

 Consider a two-factor model without interaction:

Table 5.8
The fitted values: y ijk y i y j y
Figure 5.15
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 ()ij = rij (Page 192)
Example 5.2
23

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.
24

 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:
yijkl i j k ( ) ij

( ) ik ( ) jk ( ) ijk ijkl
The ANOVA table (see Table 5.12)
Computing formulas for the sums of squares
(see Page 196)
Example 5.3
25

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
Example 5.5
26

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:
y ijk i j ( ) ij k ijk
No interaction between blocks and treatments
ANOVA table (Table 5.18)
Example 5.6
27

 Two randomization restrictions: Latin square

design
An example in Page 209
Model:
y ijkl i j k ( ) jk k ijk
Table 5.22

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