Chapter 5:

Factorial designs
Petter Mostad
mostad@chalmers.se

Experiments
Actively making changes and observing the result,
to find causal relationships.
Many types of experimental plans
Measuring response over a range of values
Searching for factors influencing a result

Make sure experiment is likely to answer your
questions. Adapt the experiment to the question
you want to ask!

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 Factorial designs
A number of factors are selected: They can be set by the
experimenter, and they are suspected to influence the
measured outcome
Two or more levels are selected for each factor.
The experiment is performed using all combinations of all
factor levels
The experiment may be replicated n times for each
combination of factor levels.
All other factors, including time should be randomized!

Why use factorial designs?

Efficient way to estimate the effect of
varying the factors
Effect is estimated averaged over other
factors
Interaction effects may be detected
Computations are simple (with equal
number of replications for each setting)

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 Some Basic Definitions

Definition of a factor effect: The change in the mean response

when the factor is changed from low to high
40 + 52 20 + 30
A = y A+ y A = = 21
2 2
30 + 52 20 + 40
B = yB+ yB = = 11
2 2
52 + 20 30 + 40
AB = = 1
2 2

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The Case of Interaction:

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
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 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
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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 + 8 x1 x2

Interaction is actually a form of curvature
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 Some types of factorial designs
22, as above
Two factors with several levels: rest of this
lecture
2k: Next lecture

The notation indicates the number of factors

and the number of levels for each factor,
NOT the number of replications

Differences with randomized

block design
Interaction between factors allowed (not an
additive model)
How experiment is performed:
Randomization for both factors, not just
blocking.

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Statistical (effects) model:
i = 1, 2,..., a
yijk = + i + j + ( )ij + ijk j = 1, 2,..., b
k = 1, 2,..., n
Other models (means model, regression models) can be useful
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Notation and computation

Dots are used to sum over indices, as before
Over-bars are used to indicate averages, as
before
Sums of squares
Degrees of freedom
Mean squares
Computational formulas for sums of squares

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 Extension of the ANOVA to Factorials
(Fixed Effects Case) pg. 177
a b n a b
( yijk y... ) 2 = bn ( yi.. y... ) 2 + an ( y. j . y... ) 2
i =1 j =1 k =1 i =1 j =1
a b a b n
+n ( yij . yi.. y. j . + y... ) 2 + ( yijk yij . ) 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)

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ANOVA Table Fixed Effects Case

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 Hypothesis testing
Normality assumptions about the
observations in each group
Three different null hypotheses: No
interaction, no row effect, no column effect.
The distribution of the test statistic under
the null hypothesis.

Checking assumptions
Compute the residuals!
Plot the residuals in various ways
Check also the random sample assumption

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 Example 5-1 The Battery Life Experiment
Text reference pg. 165

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Table 5.5 (p. 170)

Analysis of Variance for Battery Life Data

Design and Analysis of Experiments, 6/E

by Douglas C. Montgomery

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Figure 5.9 (p. 171)
Material type-temperature plot for Example 5-1.
Design and Analysis of Experiments, 6/E
by Douglas C. Montgomery

Table 5.6 (p. 174)

Residuals for Example 5.1

Design and Analysis of Experiments, 6/E

by Douglas C. Montgomery

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Residual Analysis Example 5-1

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Residual Analysis Example 5-1

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 Interaction Plot
DE S IG N-E X P E RT P l o t Interaction Graph
L i fe A: Mate ria l
188

X = B : T e m p e ra tu re
Y = A : M a te ri a l

A1 A1 146
A2 A2
A3 A3

L ife
104

2
62
2

20

15 70 125

B: Te m pe ra tu re

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For two-level factors:

Confidence intervals for effects
For a two-level factor, we can compare the two levels
using the same thinking as in a t-test.
The test statistic becomes a fraction: The difference in
means divided by the square root of our best estimate for
the variance of the difference in means.
The test statistic has a t-distribution under the null
hypothesis.
We can get confidence intervals for the effect investigated
The conclusions are the same as for the t-test: The square
of the t-statistic is the F statistic!

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 What to test, and conclusions
Test first whether there is an interaction
If there is an interaction, the effects of rows and columns
may be difficult to interpret by themselves
If you get a high p-value when testing for interaction, it
may be a good idea to use a model without interaction (as
in the randomized blocks computations)
NOTE: Results from a model without interaction can be
seen directly from the ANOVA table!

One observation per cell

With only one observation per cell, it is
impossible to test whether there is
interaction or not: Too few degrees of
freedom!
One approach: Fit a model without
interaction, and study the residuals to
determine if you believe there is interaction
or not.

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 Making concludions, multiple
testing, and Tukeys procedure
Once you have your model (interaction or
not) you will want to find which effects are
significantly different, and which are not.
You can make pairwise tests, or compute
confidence intervals for differences, as
above.
Multiple testing is an issue: One way to deal
with this is Tukeys procedure.

Overview
Given data from factorial experiment: How to
analyze?
Plot data
If only one observation per cell, compute the
interaction, or assume no interaction and look at the
residuals
Otherwise, test for an interaction term
Estimate the effects in the chosen model
Study residuals! Check the model
Find conf. intervals, possibly with Tukeys method

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