2 Experiments,

Incomplete block designs for 2k

experiments,
fractional 2k experiments
k

Factorial Experiments

 Dependent variable y
k Categorical independent variables A, B,
C, (the Factors)
Let
a = the number of categories of A
b = the number of categories of B
c = the number of categories of C
etc.

t = abc... Treatment combinations

The Completely Randomized Design

We form the set of all treatment combinations
the set of all combinations of the k factors
Total number of treatment combinations
t = abc.

In the completely randomized design n

experimental units (test animals , test plots,
etc. are randomly assigned to each treatment
combination.
Total number of experimental units N = nt=nabc..

The ANOVA Table three factor experiment

Source

SS

df

A
B
C
AB
AC
BC

SSA
SSB
SSC
SSAB
SSAC
SSBC

a-1
b-1
c-1
(a-1)(b-1)
(a-1)(c-1)
(b-1)(c-1)

ABC
Error

SSABC
SSError

(a-1)(b-1)(c-1)
abc(n-1)

 If the number of factors, k, is large then it

may be appropriate to keep the number of
levels of each factor low (2 or 3) to keep the
number of treatment combinations, t, small.
t = 2k if a = b =c = ... =2 or
t = 3k if a = b =c = ... =3
The experimental designs are called 2k and 3k
designs

The ANOVA Table 23 experiment

Source

Sum of Squares

d.f.

SSA

SSB

SSC

AB

SSAB

AC

SSAC

BC

SSBC

ABC

SSABC

Error

SSError

23(n 1)

Notation for treatment combinations

for 2k experiments
There are several methods for indicating treatment combinations
in a 2k experiment and 3k experiment.
1. A sequence of small letters representing the factors with
subscripts (0,1 for 2k experiment and 0, 1, 2 for a 3k
experiment)
2. A sequence of k digits (0,1 for 2k experiment and 0, 1, 2 for
a 3k experiment.
3. A third way of representing treatment combinations for 2k
experiment is by representing each treatment combination
by a sequence of small letters. If a factor is at its high level,
its letter is present. If a factor is at its low level, its letter is
not present.

The 8 treatment combinations in a 23 experiment

1. (a0, b0, c0), (a1, b0, c0), (a0, b1, c0), (a0, b0, c1),
(a1, b1, c0), (a1, b0, c1), (a0, b1, c1), (a1, b1, c1)
2. 000, 100, 010, 001, 110, 101, 011, 111
3. 1, a, b, c, ab, ac, bc, abc
In the last way of representing the treatment
combinations, a more natural ordering is:
1, a, b, ab, c, ac, bc, abc
Using this ordering the 16 treatment combinations in a
24 experiment
1, a, b, ab, c, ac, bc, abc, d, da, db, dab, dc, dac,
dbc, dabc

Notation for Linear contrasts treatment

combinations in a 2k experiments
The linear contrast for 1 d.f. representing the Main effect of A
LA = (1 + b + c + bc) (a + ab +ac + abc)
= comparison of the treatment combinations when A is at its
low level with treatment combinations when A is at its high
level.
Note: LA = (1 - a) (1 + b) (1 + c)
also
LB = (1 + a) (1 - b) (1 + c)
= (1 + a + c + ac) (b + ab +bc + abc)
LC = (1 + a) (1 + b) (1 - c)
= (1 + a + b + ab) (c + ca +cb + abc)

The linear contrast for 1 d.f. representing the interaction AB

LAB = (1 - a) (1 - b) (1 + c)
= (1 + ab + c + abc) (a + b +ac + bc)
= comparison of the treatment combinations where A and B
are both at a high level or both at a low level with
treatment combinations either A is at its high level and B
is at a low level or B is at its high level and A is at a low
level.
LAC = (1 - a) (1 + b) (1 - c)
= (1 + ac + b + abc) (a + c +ab + bc)
LBC = (1 + a) (1 - b) (1 - c)
= (1 + bc + a + abc) (b + c +ac + ab)

The linear contrast for 1 d.f. representing the interaction ABC

LABC = (1 - a) (1 - b) (1 - c)
= (1 + ab + ac + bc) (a + b + c + abc)
In general Linear contrasts are of the form:
L = (1 a)(1 b)(1 c) etc
We use minus (-) if the factor is present in the effect and plus (+) if
the factor is not present.

The sign of coefficients of each treatment for each contrast (LA,

LB, LAB, LC, LAC, LBC, LABC) is illustrated in the table below:

For the main effects (LA, LB, LC) the sign is negative (-) if the letter
is present in the treatment, positive (+) if the letter is not present.
The interactions are products of the main effects:

+ + = +- + = - + - = - - - = +

Yates Algorithm
This is a method for computing the Linear
contrasts of the effects and their sum of squares
(S.S.) The algorithm is illustrated with the Table
on the next slide
The algorithm is as follows:
1. Treatments are listed in the standard order (1,
a, b, ab, c, ac, bc, abc etc.) i.e. Starting with
1, then adding one letter at a time followed
by all combinations with letters that have
been previously added.

Table: Illustration of Yates Algorithm for a 23 factorial Design

(# of replicates n = 4)
Total
Treatment yield
I
II
III
Effect
SS
1
a
b

121
181
104

302
361
296

663
699
213

1362
408
166

Total
A
B

5202.00
861.12

ab
c
ac

257
123
173

403
60
153

195
59
107

188
36
-18

AB
C
AC

1104.50
40.50
10.12

ab
abc

129
274

50
145

93
95

48
2

AB
ABC

72.00
0.12

Yates Algorithm (continued)

2. In the yield column enter the total yields for each treatment
combination.
3. Fill in as many columns headed by Roman numerals as there
are factors in the experiment in the following way.
a.
b.

Add successive pairs in the previous column. (1 st +2nd), (3rd + 4th) etc
Subtract successive pairs in the previous column (2 nd - 1st), (4th - 3rd)
etc

4. To obtain entries in column II repeat steps 3a and 3b on the

entries of column I.
5. To obtain entries in column III repeat steps 3a and 3b on the
entries of column II
6. Continue in this way until as many columns have been filled
as factors.

Yates Algorithm (continued) - Computation of SSs

7. Square the effect total (entry in last column).
8. Divide the result by the number of observations n2k.

Strategy for a single replication (n = 1)

The ANOVA Table 23 experiment
Source

Sum of Squares

d.f.

SSA

SSB

SSC

AB

SSAB

AC

SSAC

BC

SSBC

ABC

SSABC

Error

SSError

23(n 1)

If n = 1 then there is 0 df for estimating error. In practice the

higher order interactions are not usually present. One makes this
assumption and pools together these degrees of freedom to
estimate Error

In a 7 factor experiment (each at two levels) there

are 27 =128 treatments.
There are:
7
7 Main Effects
1

7
21, 2 - factor interactions
2
7
35, 3 - factor interactions
3
7
35, 4 - factor interactions
4

7
21, 5 - factor interactions
5
7
7, 6 - factor interactions
6
7
1, 7 - factor interaction
7

ANOVA table:
Source

d.f.

Main Effects

2-factor interactions

21

3-factor interactions

35

4-factor interactions

35

5-factor interactions

21

6-factor interactions

7-factor interaction

Pool together these degrees of freedom to estimate Error

Randomized Block design for 2k experiments

1

Blocks
3
4

...

ab

ab

ab

ab

ab

ac

ac

ac

ac

ac

bc

bc

bc

bc

bc

abc

abc

abc

abc

abc

A Randomized Block Design for a 23 experiment

The ANOVA Table 23 experiment in RB design

Source

Sum of Squares

d.f.

Blocks

SSBlocks

n-1

SSA

SSB

SSC

AB

SSAB

AC

SSAC

BC

SSBC

ABC

SSABC

Error

SSError

(23 1)(n 1)

Incomplete Block designs

for 2k experiments
Confounding

A Randomized Block Design for a 23 experiment

1

Blocks
3
4

...

ab

ab

ab

ab

ab

ac

ac

ac

ac

ac

bc

bc

bc

bc

bc

abc

abc

abc

abc

abc

Incomplete Block designs for 2k experiments

A Randomized Block Design for a 2k experiment requires
blocks of size 2k. The ability to detect treatment differences
depends on the magnitude of the within block variability. This
can be reduced by decreasing the block size.
Blocks
1

abc

bc

ac

ab

Example: a 23 experiment in
blocks of size 4 (1 replication). The
ABC interaction is confounded
with blocks

Blocks
1

abc

bc

ac

ab

In this experiment the linear contrast

LABC = (1 + ab + ac + bc) (a + b + c + abc)
In addition to measuring the ABC interaction
it is also subject to block to block differences.
The ABC interaction it is said to be confounded
with block differences.

The linear contrasts

LA = (1 + b + c + bc) (a + ab +ac + abc)
LB = (1 + a + c + ac) (b + ab +bc + abc)
LC = (1 + a + b + ab) (c + ca +cb + abc
LAB = (1 + ab + c + abc) (a + b +ac + bc)
LAC = (1 + ac + b + abc) (a + c +ab + bc)
LBC = (1 + bc + a + abc) (b + c +ac + ab)
are not subject to block to block differences

To confound an interaction (e. g. ABC) consider the linear contrast

associated with the interaction:
LABC = 1 + ab + ac + bc a b c abc
Assign treatments associated with positive (+) coefficients to one
block and treatments associated with negative (-) coefficients to
the other block
Blocks
1

abc

bc

ac

ab

The ANOVA Table 23 experiment in incomplete

design with 2 blocks of size 4
Source

Sum of Squares

d.f.

Blocks

SSBlocks

SSA

SSB

SSC

AB

SSAB

AC

SSAC

BC

SSBC

Total

SSTotal

Confounding
more than one interaction
to further reduce block size

Example: contrasts for 23 experiment

If I want to confound ABC, one places the treatments associated

with the positive sign (+) in one block and the treatments
associated with the negative sign (-) in the other block.
If I want to confound both BC and ABC, one chooses the blocks
using the sign categories (+,+) (+,-) (-,+) (-,-)
Comment: There will also be a third contrast that will also be
confounded

Example: a 23 experiment in blocks of size 2 (1 replicate). BC and ABC

interaction is confounded in the four block.
Block 1

Block 2

Block 3

Block 4

ab

bc

abc

ac

LABC = (1 + ab + ac + bc) (a + b + c + abc) and

LBC = (1 + bc + a + abc) (b + c +ac + ab)
are confounded with blocks
LA = (1 + b + c + bc) (a + ab +ac + abc)
is also confounded with blocks
LB = (1 + a + c + ac) (b + ab +bc + abc)
LC = (1 + a + b + ab) (c + ca +cb + abc
LAB = (1 + ab + c + abc) (a + b +ac + bc)
LAC = (1 + ac + b + abc) (a + c +ab + bc)
are not subject to block to block differences

The ANOVA Table 23 experiment in incomplete design

with 4 blocks of size 2 (ABC, BC and hence A
confounded with blocks)
Source

Sum of Squares

d.f.

Blocks

SSBlocks

SSB

SSC

AB

SSAB

AC

SSAC

Total

SSTotal

There are no degrees of freedom for Error.

Solution: Assume either one or both of the two factor
interactions are not present and use those degrees of freedom to
estimate error

Rule: (for determining additional contrasts that are confounded

with block)
1. Multiply the confounded interactions together.
2. If a factor is raised to the power 2, delete it
Example:
Suppose that ABC and BC is confounded, then so also is (ABC)
(BC) = AB2C2 = A.
A better choice would be to confound AC and BC, then the third
contrast that would be confounded would be (AC)(BC) = ABC2 =
AB

If I want to confound both AC and BC, one chooses the blocks

using the sign categories (+,+) (+,-) (-,+) (-,-). As noted this
would also confound (AC)(BC) = ABC2 = AB.
Block 1

Block 2

Block 3

Block 4

ab

abc

ac

bc

The ANOVA Table 23 experiment in incomplete design

with 4 blocks of size 2 (AC, BC and hence AB
confounded with blocks)
Source

Sum of Squares

d.f.

Blocks

SSBlocks

SSA

SSB

SSC

ABC

SSABC

Total

SSTotal

There are no degrees of freedom for Error.

Solution: Assume that the three factor interaction is not present
and use this degrees of freedom to estimate error

Partial confounding

Example: a 23 experiment in blocks of size 4 (3 replicates). BC interaction is

confounded in 1st replication. AC interaction is confounded in 2nd replication.
AB interaction is confounded in 3rd replication.
Replicate 1

Replicate 2

Replicate 3

BC confounded

AC confounded

AB confounded

Block 1

Block 2

Block 3

Block 4

Block 5

Block 6

ab

abc

bc

bc

abc

ac

ab

ab

ac

ac

abc

bc

The main effects (A, B and C) and the three factor interaction ABC can be
estimated using all three replicates. The two factor interaction AB can be
estimated using replicates 1 and 2, AC using replicates 1 and 3, BC using
replicates 2 and 3,

The ANOVA Table

Source

Sum of Squares

d.f.

Reps

SSBlocks

Blocks within Reps

SSBlocks(Reps)

SSA

SSB

SSC

AB

SSAB

Reps I,II

AC

SSAC

Reps I,III

BC

SSBC

Reps II,III

ABC

SSABC

Error

SSError

11

Total

SSTotal

23

Example: A chemist is interested in determining how purity (Y) of a chemical

product, depends on agitation rate (A), base component concentration (B)
and concnetration of reagent (C). He decides to use a 23 design. Only 4 runs
can be done each day (Block) and he wanted to have 3 replications of the
experiment.
Replicate 1
BC confounded
day 1

Replicate 2
AC confounded

day 2

day 3

Replicate 3
AB confounded

day 4

day 5

day 6

25

ab

43

abc

39

bc

38

26

43

bc

34

30

29

37

32

34

abc

42

ac

40

27

ab

46

ab

52

ac

40

25

33

ac

40

34

abc

51

bc

36

The ANOVA Table

Source

Sum of
Squares

d.f.

Mean
Square

Reps

111.00

55.50

Blocks within Reps

108.00

36.00

600.00

600.00

40.6**

253.50

253.50

17.2**

54.00

54.00

3.7(ns)

AB (Reps I,II)

6.25

6.25

<1

AC (Reps I,III)

1.00

1.00

<1

BC (Reps II,III)

6.25

6.25

<1

ABC

13.50

13.50

<1

Error

162.50

11

14.77

Total

1316.00

23

F0.05(1,11) = 4.84 and F0.01(1,11) = 9.65

Fractional Factorials

In a 2k experiment the number of experimental

units required may be quite large even for
moderate values of k.
For k = 7, 27 = 128 and n27 = 256 if n = 2.
Solution:
1. Use only n = 1 replicate and use higher order
interactions to estimate error. It is very rare thqt the
higher order interactions are significant
2. An alternative solution is to use a replicate, a
replicate, 1/8 a replicate etc. (i.e. a fractional
replicate)
2k 1 = 2k design, 2k 2 = 2k design

In a fractional factorial design, some ot he

effects (interactions or main effects) may not be
estimable. However it may be assumed that these
effects are not present (in particular the higher
order interactions)

Example: 24 experiment, A, B, C, D - contrasts

To construct a replicate of this design in which

the four factor interaction, ABCD, select only the
treatment combinations where the coefficient is
positive (+) for ABCD

The treatments and contrasts of a 24 = 24-1 experiment

Notice that some of the contrasts are equivalent

e.g.
A and BCD, B and ACD, etc
In this case the two contrasts are said to be aliased.
Note the defining contrast, ABCD is aliased with the constant
term I. To determine aliased contrasts multiply the any effect by
the effect of the defining contrast
e.g. (A)(ABCD) = A2BCD = BCD

Aliased contrasts in a 24 -1 design with ABCD the defining contrast

1.
2.
3.
4.
5.
6.
7.

A with BCD
B with ACD
C with ABD
D with ABC
AB with CD
AC with BD
AD with BC

If an effect is aliased with another effect you can either estimate

one or the other but not both

The ANOVA for a 24 -1 design with ABCD the defining contrast

Source

df

AB

AC

AD

Total

Example: 24 experiment

To construct a replicate of the 24 design.

Choose two defining contrasts, AB and CD, say
and select only the treatment combinations where
the coefficient is positive (+) for both AB and CD

The treatments and contrasts of a 24 = 24-2 experiment

Aliased contrasts
1. I and AC and BD and ABCD
2. A and C and ABD and BCD
3. B and ABC and D and ACD
4. AB and BC and AD and CD

The ANOVA for a 24 -1 design with ABCD the defining contrast

Source

df

AB

Total

There may be better choices for the defining contrasts

The smaller fraction of a 2k design becomes more
appropriate as k increases.