Screening Designs: Department of Mathematics and Computer Science

12
6BV04
Screening Designs
/ department of mathematics and computer science 1

12 Contents
• regression analysis and effects
• 2p-experiments
• blocks
• 2p-k-experiments
(fractional factorial experiments)
• software
• literature

12 Three factors: example
Response: deviation filling height bottles
Factors: carbon dioxide level (%) A

pressure (psi) B
speed (bottles/min) C

12 Effects
How do we determine whether an individual

factor is of importance?
Measure the outcome at 2 different settings of

that factor.
Scale the settings such that they become the

values +1 and -1.

12
measurement
-1 +1
setting factor A

12
measurement
-1 +1
setting factor A

12
measurement effect
-1 +1
setting factor A

12
measurement effect
slope
-1 +1
setting factor A
/ N.B. effect = 2 * slope

department of mathematics and computer science 8
12
50
measurement
Effect factor A
35
= 50 – 35 = 15
-1 +1
setting factor A

12
More factors
We denote factors with capitals:
A, B,…
Each factor only attains two settings:

-1 and +1
The joint settings of all factors in one

measurement is called a level combination.

12
More factors
A B
-1 -1
Level
-1 1 Combination
1 -1
1 1

12 Notation
A level combination consists of small letters.
The small letters denote which factors are set at
+1;
the letters that do not appear are set at -1.
Example: ac means: A and C at 1, the remaining

factors at -1
N.B. (1) means that all factors are set at -1.

12
An experiment consists of performing measurements at
different level combinations.
A run is a measurement at one level combination.
Suppose that there are 2 factors, A and B.

We perform 4 measurements with the following
settings:
• A -1 and B -1 (short: (1) )
• A +1 and B -1 (short: a )
• A -1 and B +1 (short: b )
• A +1 and B +1 (short: ab )
12
A 22 Experiment with 4 runs
A B yield
(1) -1 -1
b -1 1
a 1 -1
ab 1 1

12 Note:
CAPITALS for factors and effects
(A, BC, CDEF)
small letters for level combinations

( = settings of the experiments)
(a, bc, cde, (1))

12 Graphical display
b ab
+1
-1 (1) a
-1 +1
/
A
12 40 60
+1
-1
35 A 50
-1 +1

12 40 60
+1
-1
35 A 50
-1 +1
2 estimates for effect A:

12 40 60
+1
-1
35 A 50
-1 +1
2 estimates for effect A: 50 - 35 = 15

12 40 60
+1
-1
35 A 50
-1 +1

60 - 40 = 20

12 40 60
+1
-1
35 A 50
-1 +1

60 - 40 = 20
/
Which estimate is superior?
12 40 60
+1
-1
35 A 50
-1 +1

60 - 40 = 20
/
Combine both estimates: ½(50-35) + ½(60-40) = 17.5
12 40 60
+1
-1
35 A 50
-1 +1
In the same way we estimate the effect B
(note that all 4 measurements are used!):
½(40-35) + ½(60-50) = 7.5
12 40 60
+1
-1
35 A 50
-1 +1
The interaction effect AB is the difference
between the estimates for the effect A:
½(60-40) - ½(50-35) = 2.5
12 Interaction effects
Cross terms in linear regression models cause interaction
effects:
Y = 3 + 2 xA + 4 xB + 7 xA xB
xA  xA +1 YY + 2 + 7 xB,
so increase depends on xB. Likewise for xB xB+1
This explains the notation AB .

12 No interaction
55
B low
50
Output
B high
25
20
low high
/ Factor A
12 Interaction I
55
50
B low
Output
B high
45
20
low high
/ Factor A
12 Interaction II
55 50
B low
Output
B high
45
20
low high
/ Factor A
12 Interaction III
55
Output
B high
45
20 20 B low
low high
/ Factor A
12
Trick to Compute Effects
A B yield (coded)
(1) -1 -1 35 measurement
settings
b -1 1 40
a 1 -1 50
ab 1 1 60

12
A B yield
(1) -1 -1 35
b -1 1 40 Effect estimates
a 1 -1 50
ab 1 1 60

12
A B yield
(1) -1 -1 35
b -1 1 40 Effect estimates
a 1 -1 50
ab 1 1 60
Effect A = ½(-35 - 40 + 50 + 60) = 17.5
/
Effect B = ½(-35 + 40 – 50 + 60) = 7.5
12
A B AB yield
(1) -1 -1 ? 35
b -1 1 ? 40
a 1 -1 ? 50
ab 1 1 ? 60
Effect AB = ½(60-40) - ½(50-35) = 2.5

12
A B AB yield
(1) -1 × -1 = 1 35
AB equals
b -1 × 1 = -1 40 the product
a 1 × -1 = -1 50 of the columns
A and B
ab 1 × 1 = 1 60
Effect AB = ½(60-40) - ½(50-35) = 2.5

12
I A B AB yield
(1) + - - + 35
b + - + - 40
a + + - - 50
ab + + + + 60
Computational rules: I×A = A, I×B = B, A×B=AB etc.
/
This holds true in general (i.e., also for more factors).
12
3 Factors: a 23 Design
I A B AB C AC BC ABC
(1) + - - + - + + -
a + + - - - - + +
b + - + - - + - +
ab + + + + - - - -
c + - - + + - - +
ac + + - - + + - -
bc + - + - + - + -
abc + + + + + + + +

12
3 Factors: a 23 Design
A B C Yield
(1) - - - 5
a + - - 2
b - + - 7
ab + + - 1
c - - + 7
ac + - + 6
bc - + + 9
/
abc + + + 7
I
12
A B AB C AC BC ABC
(1) + - - + - + + - scheme 23 design
a + + - - - - + +
b + - + - - + - +
ab + + + + - - - -
c + - - + + - - +
bc=9 
ac + + - - + + - -
bc +
abc +
- + - + -
+ + + + +
+
+
-
+
 abc=7
c=7  ac=6
effect A = C
b=7   ab=1
¼(+16-28)=-3 B
(1)=5  a=2
/
A
I
12
A B AB C AC BC ABC
(1) + - - + - + + - scheme 23 design
a + + - - - - + +
b + - + - - + - +
ab + + + + - - - -
c + - - + + - - +
bc=9 
ac + + - - + + - -
bc +
abc +
- + - + -
+ + + + +
+
+
-
+
 abc=7
c=7  ac=
6
effect AB = C
b=7   ab=1
¼(+20-24)=-1 B
(1)=5  a=2
/
A
12 Back to 2 factors – Blocking
I A B AB
(1) + - - + day 1
b + - + -
a + + - -
ab + + + + day 2
Suppose that we cannot perform all measurements at the
same day. We are not interested in the difference between
2 days, but we must take the effect of this into account.
/
How do we accomplish that?
I A B AB day
(1) + - - + 1
“hidden”
b + - + - 1 block
effect
a + + - - 2
ab + + + + 2
Suppose that we cannot perform all measurements at the
same day. We are not interested in the difference between
2 days, but we must take the effect of this into account.
/
How do we accomplish that?
I A B AB day
(1) + - - + -
b + - + - -
a + + - - +
ab + + + + +
We note that the columns A and day are the same.
Consequence: the effect of A and the day effect cannot be
/
distinguished. This is called confounding or aliasing).
I A B AB day
(1) + - - + ?
b + - + - ?
a + + - - ?
ab + + + + ?
A general guide-line is to confound the day effect with an

interaction of highest possible order.
/
How can we accomplish that here?
I A B AB day
(1) + - - + +
b + - + - -
a + + - - -
ab + + + + +
Solution:
day 1: a, b day 2: (1), ab
/
or interchange the days!
I
Choose A the days
within B by drawing
AB day
lots
(1) + experiment
which - - be performed
must + +first.
In general, the order of experiments must
b + - + - -
be determined by drawing lots.
a + is called
This + randomisation.
- - -
ab + + + + +
Solution:
day 1: a, b day 2: (1), ab
/
or interchange the days!
12 I A B AB C A C BC A BC
(1) + - - + - + + -
a + + - - - - + + day 1
b + - + - - + - +
ab + + + + - - - -
c + - - + + - - +
ac + + - - + + - -
bc + - + - + - + - day 2
abc + + + + + + + +
Here is a scheme for 3 factors. Interactions of order 3 or

higher can be neglected in practice. How should we
divide the experiments over 2 days?

12 Fractional experiments
Often the number of parameters is too large to allow
a complete 2p design
(i.e, all 2p possible settings -1 and 1 of the p factors).
By performing only a subset of the 2p experiments in

a smart way, we can arrange that by performing
relatively few, it is possible to estimate the main
effects and (possibly) 2nd order interactions.

12
Fractional experiments
AB
I A B AB C AC BC
C
(1) + - - + - + + -
a + + - - - - + +
b + - + - - + - +
ab + + + + - - - -
c + - - + + - - +
ac + + - - + + - -
bc + - + - + - + -
abc /
+ + department
+ of mathematics
+ + and computer
+ +
science
+ 48
12
AB
I A B AB C AC BC
C
(1) + - - + - + + -
a + + - - - - + +
b + - + - - + - +
ab + + + + - - - -
c + - - + + - - +
ac + + - - + + - -
bc + - + - + - + -
abc /
+ + department
+ of mathematics
+ + and computer
+ +
science
+ 49
12
AB
I A B AB C AC BC
C
(1) + - - + - + + -
a + + - - - - + +
b + - + - - + - +
ab + + + + - - - -

12
AB
I A B AB C AC BC
C
(1) + - - + - + + -
a + + - - - - + +
b + - + - - + - +
ab + + + + - - - -
With this half fraction (only 4 = ½×8 experiments) we see
that a number of columns are the same (apart from a minus
sign):
/
I = -C, A = -AC, B = -BC, AB = -ABC
12
AB
I A B AB C AC BC
C
(1) + - - + - + + -
a + + - - - - + +
b + - + - - + - +
ab + + + + - - - -
We say that these factors are confounded or aliased.
In this particular case we have an ill-chosen fraction,
because I and C are confounded.
/
I = -C, A = -AC, B = -BC, AB = -ABC
12
Fractional experiments – Better Choice: I=
ABC
AB
I A B AB C AC BC
C
(1) + - - + - + + -
a + + - - - - + +
b + - + - - + - +
ab + + + + - - - -
c + - - + + - - +
ac + + - - + + - -
bc + - + - + - + -
abc /
+ + department
+ of mathematics
+ + and computer
+ +
science
+ 53
12
Fractional experiments – Better Choice: I=
ABC
AB
I A B AB C AC BC
C
a + + - - - - + +
b + - + - - + - +
c + - - + + - - +
abc + + + + + + + +
Aliasing structure: I = ABC, A = BC, B = AC, C = AB
The other “best choice” would be: I = -ABC

12
AB
I A B AB C AC BC
C
a + + - - - - + +
b + - + - - + - +
c + - - + + - - +
abc + + + + + + + +
In the case of 3 factors further reducing the number of
experiments is not possible in practice, because this
leads to undesired confounding, e.g. :
I = A = BC = ABC, B = C = AB = AC,
12
AB
I A B AB C AC BC
C
a + + - - - - + +
abc + + + + + + + +
Other quarter fractions also have confounded

main effects, which is unacceptable.

12 Further remarks on fractions
• there exist computational rules for aliases. E.g., it follows

from A=C that AB = BC. Note that I = A2 = B2 = C2 etc.
always holds (see the next lecture)
• tables and software are available for choosing a suitable
fraction . The extent of confounding is indicated by the
resolution. Resolution III is a minimal ; designs with a higher
resolution are very much preferred.

12 Plackett-Burman designs
So far we discussed fractional designs for screening.
This is sensible if one cannot exclude the possibility of
interactions.
If one knows based on foreknowledge that there are no

interactions or if one is for some reason is only
interested in main effects, than Plackett-Burman designs
are preferred. They are able to detect significant main
effects using only very few runs. A disadvantage of these
designs is their complicated aliasing structure.

12
Number of measurements
For every main or interaction effect that has to estimated

separately, at least one measurement is necessary. If there
are k blocks, then this requires additional k - 1
measurements. The remaining measurements are used for
estimation of the variance.
It is important to have sufficient measurements for the
variance.

12
Choice of design
After a design has been chosen, the factors A, B, … must
be assigned to the factors of the experiment. It is
recommended to combine any foreknowledge on the
factors with the alias structure. The individual
measurements must be performed in a random order.
• never confound two effects that might both be

significant
• if you know that a certain effect will not be significant,
you can confound it with an effect that might be
significant.

12
Centre points and Replications
If there are not enough measurements to obtain a

good estimate of the variance, then one can perform
replications. Another possibility is to add centre points
.
Centre point
Adding centre points serves two +1 b ab

purposes:
B
• better variance estimate
• allow to test curvature using -1 (1) a
a lack-of-fit test
-1 +1
/ A
12 Curvature
A design in which each factor is only allowed to attain the

levels -1 and 1, is implicitly assuming a linear model. This is
because knowing only the functions values at -1 and +1, then
1 and x2 cannot be distinguished. We can distinguish them by
adding the level 0.
This is the idea behind adding centre points.

12
Analysis of a Design
A B C Yield
(1) - - - 5
a + - - 2
b - + - 7
ab + + - 1
c - - + 7
ac + - + 6
bc - + + 9
/
abc + + + 7
12
Analysis of a Design – With 2-way Interactions
Analysis Summary
----------------
File name: <Untitled>
Estimated effects for Yield

----------------------------------------------------------------------
average = 5.5 +/- 0.25
A:A = -3.0 +/- 0.5
B:B = 1.0 +/- 0.5
C:C = 3.5 +/- 0.5
AB = -1.0 +/- 0.5
AC = 1.5 +/- 0.5
BC = 0.5 +/- 0.5
----------------------------------------------------------------------
Standard errors are based on total error with 1 d.f.

12
Analysis of a Design – With 2-way Interactions
Analysis of Variance for Yield
--------------------------------------------------------------------------------
Source Sum of Squares Df Mean Square F-Ratio P-Value
--------------------------------------------------------------------------------
A:A 18.0 1 18.0 36.00 0.1051
B:B 2.0 1 2.0 4.00 0.2952
C:C 24.5 1 24.5 49.00 0.0903
AB 2.0 1 2.0 4.00 0.2952
AC 4.5 1 4.5 9.00 0.2048
BC 0.5 1 0.5 1.00 0.5000
Total error 0.5 1 0.5
--------------------------------------------------------------------------------
Total (corr.) 52.0 7
R-squared = 99.0385 percent

R-squared (adjusted for d.f.) = 93.2692 percent
Standard Error of Est. = 0.707107
Mean absolute error = 0.25
Durbin-Watson statistic = 2.5
Lag 1 residual autocorrelation = -0.375

12
Analysis of a Design – Only Main Effects
Analysis Summary
----------------
File name: <Untitled>

----------------------------------------------------------------------
average = 5.5 +/- 0.484123
A:A = -3.0 +/- 0.968246
B:B = 1.0 +/- 0.968246
C:C = 3.5 +/- 0.968246
----------------------------------------------------------------------
Standard errors are based on total error with 4 d.f.
Effect estimates remain the
/ same!
12
Analysis of a Design – Only Main Effects
--------------------------------------------------------------------------------
--------------------------------------------------------------------------------
A:A 18.0 1 18.0 9.60 0.0363
B:B 2.0 1 2.0 1.07 0.3601
C:C 24.5 1 24.5 13.07 0.0225
--------------------------------------------------------------------------------

Durbin-Watson statistic = 2.16667 (P=0.3180)

12
Analysis of a Design with Blocks
Block A B C Yield
(1) 1 - - - 5
ab 1 + + - 1
ac 1 + - + 6
bc 1 - + + 9
a 2 + - - 2
b 2 - + - 7
c 2 - - + 7
/
abc 2 + + + 7
12 Analysis of a Design with Blocks – With 2-way
Interactions
--------------------------------------------------------------------------------
--------------------------------------------------------------------------------
A:A 18.0 1 18.0
B:B 2.0 1 2.0
C:C 24.5 1 24.5
AB 2.0 1 2.0
AC 4.5 1 4.5
BC 0.5 1 0.5
blocks 0.5 1 0.5
Total error 0.0 0
--------------------------------------------------------------------------------

/
Saturated design: 0 df for the error term → no testing possible
12
Analysis of a Design with Blocks – Only Main Effects

--------------------------------------------------------------------------------
--------------------------------------------------------------------------------
A:A 18.0 1 18.0 7.71 0.0691
B:B 2.0 1 2.0 0.86 0.4228
C:C 24.5 1 24.5 10.50 0.0478
blocks 0.5 1 0.5 0.21 0.6749
--------------------------------------------------------------------------------


12
Analysis of a Fractional Design (I = -ABC)
A B C Yield
(1) - - - 5
ac + - + 6
bc - + + 9
ab + + - 1

12 Analysis of a Fractional Design (I = -ABC)
--------------------------------------------------------------------------------
--------------------------------------------------------------------------------
A:A-BC 12.25 1 12.25
B:B-AC 0.25 1 0.25
C:C-AB 20.25 1 20.25
Total error 0.0 0
--------------------------------------------------------------------------------


----------------------------------------------------------------------
average = 5.25
A:A-BC = -3.5
B:B-AC = -0.5
C:C-AB = 4.5
----------------------------------------------------------------------
/
No degrees of freedom left to estimate standard errors.

12
Analysis of a Design with Centre Points
A B Yield
(1) - - 5
a + - 6
b - + 9
ab + + 1
0 0 8 Pure Error =
0 0 8 1 3 1
0 0 7

3  1 i 1
( yi  y ) 
2

12 Analysis of a Design with Centre Points
--------------------------------------------------------------------------------
--------------------------------------------------------------------------------
A:A 12.25 1 12.25 36.75 0.0261
B:B 0.25 1 0.25 0.75 0.4778
AB 20.25 1 20.25 60.75 0.0161
Lack-of-fit 10.0119 1 10.0119 30.04 0.0317
Pure error 0.666667 2 0.333333
--------------------------------------------------------------------------------
Total (corr.) 43.4286 6

Mean absolute error = 1.18367 P-Value <
Lag 1 residual autocorrelation = 0.524964 0.05
→
/
Lack-of-fit!
12 Software
• Statgraphics: menu Special -> Experimental Design
• StatLab: http://www.win.tue.nl/statlab2/
• Design Wizard (illustrates blocks and fractions):

http://www.win.tue.nl/statlab2/designApplet.html
• Box (simple optimization illustration):

http://www.win.tue.nl/~marko/box/box.html

12 Literature
• J. Trygg and S. Wold, Introduction to Experimental Design –
What is it? Why and Where is it Useful?, homepage of
chemometrics, editorial August 2002:
www.acc.umu.se/~tnkjtg/Chemometrics/editorial/aug2002.html
• Introduction from moresteam.com:
www.moresteam.com/toolbox/t408.cfm
• V. Czitrom, One-Factor-at-a-Time Versus Designed
Experiments, American Statistician 53 (1999), 126-131
• Thumbnail Handbook for Factorial DOE, StatEase

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12

/ department of mathematics and computer science 1

/ department of mathematics and computer science 2

Factors: carbon dioxide level (%) A

/ department of mathematics and computer science 3

How do we determine whether an individual

Measure the outcome at 2 different settings of

Scale the settings such that they become the

/ department of mathematics and computer science 4

/ department of mathematics and computer science 5

/ department of mathematics and computer science 6

/ department of mathematics and computer science 7

/ N.B. effect = 2 * slope

/ department of mathematics and computer science 9

Each factor only attains two settings:

The joint settings of all factors in one

/ department of mathematics and computer science 10

/ department of mathematics and computer science 11

Example: ac means: A and C at 1, the remaining

N.B. (1) means that all factors are set at -1.

/ department of mathematics and computer science 12

Suppose that there are 2 factors, A and B.

/ department of mathematics and computer science 14

CAPITALS for factors and effects

(A, BC, CDEF)

small letters for level combinations

(a, bc, cde, (1))

/ department of mathematics and computer science 17

2 estimates for effect A:

/ department of mathematics and computer science 18

2 estimates for effect A: 50 - 35 = 15

/ department of mathematics and computer science 19

2 estimates for effect A: 50 - 35 = 15

/ department of mathematics and computer science 20

2 estimates for effect A: 50 - 35 = 15

2 estimates for effect A: 50 - 35 = 15

so increase depends on xB. Likewise for xB xB+1

This explains the notation AB .

/ department of mathematics and computer science 25

/ department of mathematics and computer science 30

/ department of mathematics and computer science 31

Effect A = ½(-35 - 40 + 50 + 60) = 17.5

Effect AB = ½(60-40) - ½(50-35) = 2.5

Effect AB = ½(60-40) - ½(50-35) = 2.5

Computational rules: I×A = A, I×B = B, A×B=AB etc.

/ department of mathematics and computer science 36

Consequence: the effect of A and the day effect cannot be

A general guide-line is to confound the day effect with an

Here is a scheme for 3 factors. Interactions of order 3 or

/ department of mathematics and computer science 46

By performing only a subset of the 2p experiments in

/ department of mathematics and computer science 47

/ department of mathematics and computer science 50

The other “best choice” would be: I = -ABC

/ department of mathematics and computer science 54

Other quarter fractions also have confounded

/ department of mathematics and computer science 56

• there exist computational rules for aliases. E.g., it follows

/ department of mathematics and computer science 57

If one knows based on foreknowledge that there are no

/ department of mathematics and computer science 58

For every main or interaction effect that has to estimated