Design of Engineering Experiments

Part 5 The 2k Factorial Design

Text reference, Chapter 6
Special case of the general factorial design; k factors,
all at two levels
The two levels are usually called low and high (they
could be either quantitative or qualitative)
Very widely used in industrial experimentation
Form a basic building block for other very useful
experimental designs (DNA)

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 Relationship between the tools
and the practical problems
Practical Questions Statistical Answer
We have varied all the controllable factors at the Orthogonality Concept
same time how can we estimate the effect of each
factor separately?
Do all the controllable factors have the same effect Effect estimation
on the examined performance measure?
How can we quantify the effect controllable factors
of rank them based on their importance?
Do some of the factors depend on others in Interaction Estimation
affecting the performance measure?
If we repeat the experiment, another time do we get ANOVA but its assumptions
the same conclusions? must be met.
To what extent can we generalize the conclusions of
our experiment?

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 Orthogonallity & Orthogonal Arrays
(OA)
Orthogonality comes from the Greek orthos, meaning "straight", and
gonia, meaning "angle". It has somewhat different meanings depending
on the context, but most involve the idea of perpendicular, non-
overlapping, varying independently, or uncorrelated.
In mathematics, two lines or curves are orthogonal if they are perpendicular at
their point of intersection. Two vectors are orthogonal if and only if their dot
product is zero.
Typically in Cartesian coordinates, one considers primarily bound vectors. A
bound vector is determined by the coordinates of the terminal point, its initial
point always having the coordinates of the origin O = (0,0). Thus the bound
vector represented by (1,0) is a vector of unit length pointing from the origin
up the positive x-axis.

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 Orthogonallity & Orthogonal Arrays
A B
Using the 22=4 Orthogonal array, -1 -1
vector A (-1,1,-1,1) and B (-1,-1,1,1) are
1 -1
orthogonal because
Their inner product is zero -1 1
All the possible pair of levels appear 1 1
the same number of time

It is essential to estimate the effect of

each of the studied factors
independently.

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 Example Tea Experiment Data
F M
Tea
Type Sugar Cup Response Avg
1 L 1.5 P 3 5 4
2 L 1.5 M 8 4 6
3 L 2 P 5 6 5.5
4 L 2 M 4 5 4.5
5 R 1.5 P 6 5 5.5
6 R 1.5 M 5 4 4.5
7 R 2 P 4 5 4.5
8 R 2 M 6 7 6.5

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 Relationship between the tools
and the practical problems
Practical Questions Statistical Answer
We have varied all the controllable factors at the Orthogonality Concept
same time how can we estimate the effect of each
factor separately?
Do all the controllable factors have the same effect Effect estimation
on the examined performance measure?
How can we quantify the effect controllable factors
of rank them based on their importance?
Do some of the factors depend on others in Interaction Estimation
affecting the performance measure?
If we repeat the experiment, another time do we get ANOVA but its assumptions
the same conclusions? must be met.
To what extent can we generalize the conclusions of
our experiment?

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Determining the most influential factors
calculation of the main effect
F M
Tea
Type Sugar Cup Response Avg
1 L (-1) 1.5 (-1) P (-1) 3 5 4
2 L (-1) 1.5 (-1) M (+1) 8 4 6
3 L (-1) 2 (+1) P (-1) 5 6 5.5
4 L (-1) 2 (+1) M (+1) 4 5 4.5
5 R(+1) 1.5 (-1) P (-1) 6 5 5.5
6 R(+1) 1.5 (-1) M (+1) 5 4 4.5
7 R(+1) 2 (+1) P (-1) 4 5 4.5
8 R(+1) 2 (+1) M (+1) 6 7 6.5

Avg (-
1) 5 5 4.875
Avg
(+1) 5.25 5.25 5.375
 Evaluating the Interdependence

What is interaction? Does tea depend on sugar

in impacting the taste?
Fix tea at its (-1) level (Lepton) and vary the
sugar-compute the effect of sugar
Fix tea at its (+1) level Rabee and vary the
sugar-compute the effect of sugar
Compare the effects calculated in the above
two steps-if the are equal, then there is no
interdependence

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Evaluating the Interdependence

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Evaluating the Interdependence

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Evaluating the Interdependence

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Generating Interactions Columns in OAs

No. of two-factor interaction in 2k design =

k!/(2!*(k-2)!)
No. of three-factor interaction in 2k design =
k!/(3!*(k-3)!)
No. of X-factor interaction in 2k design =
k!/(x!*(k-x)!)
Each interaction column is obtained by multiplying
the elements of the factors that comprise (form) it

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 Interactions in Tea experiments

Three factors (k) were studied.

No. of two-factor interaction in 2k design =
3!/(2!*(3-2)!) = 3
No. of three-factor interaction in 2k design =
3!/(3!*(3-3)!) = 1
No. of X-factor interaction in 2k design =
k!/(x!*(k-x)!)
Each interaction column is obtained by multiplying
the elements of the factors that comprise (form) it

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Estimate the main effects & interactions in
the Tea experiments

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Plot the main effects in the Tea
experiments

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Plot the Sugar-Tea type interaction

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Plot the Cup-Tea type interaction

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 Relationship between the tools
and the practical problems
Practical Questions Statistical Answer
We have varied all the controllable factors at the Orthogonality Concept
same time how can we estimate the effect of each
factor separately?
Do all the controllable factors have the same effect Effect estimation
on the examined performance measure?
How can we quantify the effect controllable factors
of rank them based on their importance?
Do some of the factors depend on others in Interaction Estimation
affecting the performance measure?
If we repeat the experiment, another time do we get ANOVA but its assumptions
the same conclusions? must be met.
To what extent can we generalize the conclusions of
our experiment?

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 Tea Experiment ANOVA
Sum of Mean F-
Source Squares DF Square Value P-value
0.15384615
A 0.25 1 0.25 4 0.7051
0.15384615
B 0.25 1 0.25 4 0.7051
0.61538461
C 1 1 1 5 0.4554
0.15384615
AB 0.25 1 0.25 4 0.7051
AC 0 1 0 0 1.0000
BC 0 1 0 0 1.0000
5.53846153
ABC 9 1 9 8 0.0464
Pure Error 13 8 1.625
Total 23.75 15
 Example Tea Experiment Data
F M
Tea
Type Sugar Cup Response Avg
1 L 1.5 P 3 5 4
2 L 1.5 M 8 4 6
3 L 2 P 5 6 5.5
4 L 2 M 4 5 4.5
5 R 1.5 P 6 5 5.5
6 R 1.5 M 5 4 4.5
7 R 2 P 4 5 4.5
8 R 2 M 6 7 6.5

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 ANOVA
Tool for identifying the causes of variances and quantifying
their contributions.
Vertical vs. horizontal variance
Variance equation:

Every value in a random sample provide a piece of

information about the population & to do so it must be
unpredictable.
Number of data points that provide information -the
number of points that can freely vary.
 ANOVA
If two S2 are computed for two samples that
come from two normal populations with a
common variance then their ratio S12/S22
follows Fdf1,df2.
If an effect is not significant, its variance
should be close to the error variance.
In hypothesis testing, it is assumed that the
effect is zero and the calculated F-value is
evaluated on this basis
F-distribution

F Calculated

Rejection Region

F
0 F table
Two-Factor Analysis of Variance
SSA Factor A

SSB Factor B
SST
Interacti
SSAB on
Between
A and B
Inherent
SSE Variation
(Error)
Two-Factor Analysis of Variance
Tea Experiment ANOVA
 Tea Experiment ANOVA
Sum of Mean F-
Source Squares DF Square Value P-value
0.15384615
A 0.25 1 0.25 4 0.7051
0.15384615
B 0.25 1 0.25 4 0.7051
0.61538461
C 1 1 1 5 0.4554
0.15384615
AB 0.25 1 0.25 4 0.7051
AC 0 1 0 0 1.0000
BC 0 1 0 0 1.0000
5.53846153
ABC 9 1 9 8 0.0464
Pure Error 13 8 1.625
Total 23.75 15
 Tea Experiment ANOVA
Sum of
Square Mean F-
Source s DF Square Value P-value
8.5423
ABC 9 1 9 73 0.0111
1.0535
Residual 14.75 14 71
Total 23.75 15
 Tea Experiment Regression
Y = average + (Effect/2)X
Y =5.13+0.75ABC
This should be used to predict the values of the
responses and estimate the error
Residuals Estimation
Standa Predict
rd Actual ed Residu
Order Value Value al
1 3 4.375 -1.375
2 8 5.875 2.125
3 5 5.875 -0.875
4 4 4.375 -0.375
5 6 5.875 0.125
6 5 4.375 0.625
7 4 4.375 -0.375
8 6 5.875 0.125
9 5 4.375 0.625
10 4 5.875 -1.875
11 6 5.875 0.125
12 5 4.375 0.625
13 5 5.875 -0.875
14 4 4.375 -0.375
15 5 4.375 0.625
16 7 5.875 1.125
 Residuals (error) assessment
Subtracting the actual values from the predicted ones (Y A-Yp) e
Errors average should be zero (the positive impacts cancel the
negative ones).
It should be normally distributed any linear function of normally
distributed variable is normal (Central limit theory)
It should be independent of the run order
Considerably large values should be examined
Its variance with the predicted values should be the same
(homogeneous variance)
So errors should be independent, Normally distributed with constant
variance
Residuals Plot (Normality)
 Residuals Plot (Normality)
Sort the calculated errors from the smallest
to the largest
Assign a rank value (i) to each of them
Calculate (i-0.5)/(No. of residuals)
Residuals Plot (Normality)
Rank Reseduals (i-0.5)/16
1 -1.875 0.03125
2 -1.375 0.09375
3 -0.875 0.15625
4 -0.875 0.21875
5 -0.375 0.28125
6 -0.375 0.34375
7 -0.375 0.40625
8 0.125 0.46875
9 0.125 0.53125
10 0.125 0.59375
11 0.625 0.65625
12 0.625 0.71875
13 0.625 0.78125
14 0.625 0.84375
15 1.125 0.90625
16 2.125 0.96875
Residuals Plot (Normality)
Residuals Plot (Independence)
Residuals Plot: Variance Constance
Use the table of the data and locate the maximum (or the minimum)

F M
Tea
Type Sugar Cup Response Avg
1 L 1.5 P 3 5 4
2 L 1.5 M 8 4 6
3 L 2 P 5 6 5.5
4 L 2 M 4 5 4.5
5 R 1.5 P 6 5 5.5
6 R 1.5 M 5 4 4.5
7 R 2 P 4 5 4.5
8 R 2 M 6 7 6.5
If the main effects are the only significant effects
use their plot to identify the best settings.
 Conclusions From the
Experiments
None of the studied factors has an independent effect on the
tea taste as all the main effects were statistically not
significant.
Because of the significance of the interaction ABC, the impact
of tea type on the taste depends on both the sugar quantity and
the cup type.
The residuals analysis revealed no serious violation of the
ANOVA assumption. In fact only the variance constancy
assumption is suspicious.
The best performance was attained with Rabee tea when
used with two sugar cubes and a Mug.
 ABC interaction plot
C=P
C=M
Single Replicate Experiments
TeaType Sugar Cup Res
1 L 1.5 P 3
2 L 1.5 M 8
3 L 2 P 5
4 L 2 M 4
5 R 1.5 P 6
6 R 1.5 M 5
7 R 2 P 4
8 R 2 M 6
 Single Replicate Experiments
Estimate the effects and divide them into
two groups-the small verses the large ones.
Use half-normal probability plot
Use ANOVA values of the sums of squares
should be divided into two groups.
 Estimate the effects and divide them into
two groups-the small verses the large ones
Term Effect
A 0.25
B -0.75
C 1.25
AB 0.25
AC -0.75
BC -0.75
ABC 2.25
 Half-Normal Probability Plot
Obtain the absolute values of the effects
Sort the calculated absolute Effects from the
smallest to the largest.
Assign a rank value (i) to each Effect.
Calculate (i-0.5)/(No. of Effects)
Half-Normal Probability Plot
Rank (i) Term Effect (i-0.5)/7
1 A 0.25 0.071429
2 AB 0.25 0.214286
3 B 0.75 0.357143
4 AC 0.75 0.5
5 BC 0.75 0.642857
6 C 1.25 0.785714
7 ABC 2.25 0.928571
Half-Normal Probability Plot
Half-Normal Probability Plot

Sumof Mean F
Source Squares DF Square Value Prob>F

C 3.125 1 3.125 4.310345 0.0925

ABC 10.125 1 10.125 13.96552 0.0135

Error 3.625 5 0.725

Total 16.875 7
 Half-Normal Probability Plot

Sumof Mean F
Source Squares DF Square Value Prob>F

ABC 10.125 1 10.125 9 0.0240

Residual 6.75 6 1.125

Total 16.875 7
What to do if the Residuals plots reveal
unusual pattern
Consider one of the conventional
transformations of the response such as:
log, ln, square root, inverse square root
Use Power transformation Box-Cox plot
The above procedures are normally
implemented using a software package.
If these transformations are not effective,
the experiments must be repeated.
 Selecting Best Settings
Use the table of the data and locate the maximum
(or the minimum)
If the main effects are the only significant effects
use their plot to identify the best settings.
If there is one or more significant two or higher
factor interactions, use their plots along with the
main effects that are not involved in them to
identify the best settings.