Factorial Response

Whats New in
Design-Expert version 7
Factorial and RSM Design
Pat Whitcomb
November, 2006
Design-Expert vers 1
ion 7
Whats New
General improvements
Design evaluation
Diagnostics
Updated graphics
Better help
Miscellaneous Cool New Stuff
Factorial design and analysis
Response surface design
Mixture design and analysis
Combined design and analysis
ion 7
Two-Level Factorial Designs
2k-p factorials for up to 512 runs (256 in v6) and 21 factors

(15 in v6).
Design screen now shows resolution and updates with
blocking choices.
Generators are hidden by default.
User can specify base factors for generators.
Block names are entered during build.
Minimum run equireplicated resolution V designs for
6 to 31 factors.
Minimum run equireplicated resolution IV designs for
5 to 50 factors.
ion 7
2k-p Factorial Designs
More Choices
Need to check box to see factor generators
7
2k-p Factorial Designs
Specify Base Factors for Generators
ion 7
MR5 Designs
Motivation
Regular fractions (2k-p fractional factorials) of 2k designs

often contain considerably more runs than necessary to
estimate the [1+k+k(k-1)/2] effects in the 2FI model.
For example, the smallest regular resolution V design
for k=7 uses 64 runs (27-1) to estimate 29 coefficients.
Our balanced minimum run resolution V design for k=7
has 30 runs, a savings of 34 runs.
Small, Efficient, Equireplicated Resolution V Fractions of 2k designs and their

Application to Central Composite Designs, Gary Oehlert and Pat Whitcomb, 46th
Annual Fall Technical Conference, Friday, October 18, 2002.
Available as PDF at: http://www.statease.com/pubs/small5.pdf
ion 7
MR5 Designs
Construction
Designs have equireplication, so each column contains

the same number of +1s and 1s.
Used the columnwise-pairwise of Li and Wu (1997) with
the D-optimality criterion to find designs.
Overall our CP-type designs have better properties than
the algebraically derived irregular fractions.
Efficiencies tend to be higher.
Correlations among the effects tend be lower.
ion 7
MR5 Designs
Provide Considerable Savings
k 2k-p MR5 k 2k-p MR5

6 32 22 15 256 122
7 64 30 16 256 138
8 64 38 17 256 154
9 128 46 18 512 172
10 128 56 19 512 192
11 128 68 20 512 212
12 256 80 21 512 232
13 256 92 25 1024 326
14 256 106 30 1024 466
ion 7
MR4 Designs
Mitigate the use of Resolution III Designs
The minimum number of runs for resolution IV designs is

only two times the number of factors (runs = 2k). This can
offer quite a savings when compared to a regular resolution
IV 2k-p fraction.
32 runs are required for 9 through 16 factors to obtain
a resolution IV regular fraction.
The minimum-run resolution IV designs require 18 to
32 runs, depending on the number of factors.
A savings of (32 18) 14 runs for 9 factors.
No savings for 16 factors.
Screening Process Factors In The Presence of Interactions, Mark Anderson and
Pat Whitcomb, presented at AQC 2004 Toronto. May 2004. Available as PDF at:
http://www.statease.com/pubs/aqc2004.pdf.
ion 7
MR4 Designs
Suggest using MR4+2 Designs
Problems:
If even 1 run lost, design becomes resolution III
main effects become badly aliased.
Reduction in runs causes power loss may miss
significant effects.
Evaluate power before doing experiment.
Solution:
To reduce chance of resolution loss and increase power,
consider adding some padding:
New Whitcomb & Oehlert MR4+2 designs
ion 7
MR4 Designs
Provide Considerable Savings
k 2k-p MR4+2 k 2k-p MR4+

2
6 16 14 16 32 34*
7 16 16* 17 64 36
8 16 18* 18 64 38
9 32 20 19 64 40
10 32 22 20 64 42
11 32 24 21 64 44
12 32 26 22 64 46
13 32 28 23 64 48
14 32 30 24 64 50
* No savings
15 32 32* 25 64 52
ion 7
Two-Level Factorial Analysis
Effects Tool bar for model section tools.

Colored positive and negative effects and Shapiro-Wilk
test statistic add to probability plots.
Select model terms by boxing them.
Pareto chart of t-effects.
Select aliased terms for model with right click.
Better initial estimates of effects in irregular factions by
using Design Model.
Recalculate and clear buttons.
ion 7
Effects Tool Bar
New Effects Tool on the factorial

effects screen makes all the options
obvious.
New Pareto Chart
New Clear Selection button
New Recalculate button (discuss
later in respect to irregular fractions)
ion 7
Colored Positive and Negative Effects
D e si g n-E xpe rt S oftw are
Fi l tra ti on Rate
S h ap i ro -W il k tes t
W -va l u e = 0.9 74
p - val u e = 0 .9 2 7
A : Te mp e r atu re
B : Pre ss u r e
C : Co n ce n tra ti on
D : Sti r Ra te
Po s i ti v e E f ec ts
Ne g ati v e Ef fec ts
Half-Normal Plot
99
Half-Normal % Probability
95
90 AC
80
AD
D
70 C
50
30
20
10
0
0.00 5.41 10.81 16.22 21.63
|Standardized Effect|
ion 7
Select Model Terms by Boxing Them.
Half-Normal Plot Half-Normal Plot

Warning! No terms are selected.
99 99
A
95 95
90 90 AC
80 80
AD
D
70 70 C
50 50
30 30
20 20
10 10
0 0
0.00 5.41 10.81 16.22 21.63 0.00 5.41 10.81 16.22 21.63
|Standardized Effect| |Standardized Effect|
7
Pareto Chart to Select Effects
The Pareto chart is useful for showing the relative size of

effects, especially to non-statisticians.
Problem: If the 2k-p factorial design is not orthogonal and
balanced the effects have differing standard errors, so the
size of an effect may not reflect its statistical significance.
Solution: Plotting the t-values of the effects addresses
the standard error problems for non-orthogonal and/or
unbalanced designs.
Problem: The largest effects always look large, but what
is statistically significant?
Solution: Put the t-value and the Bonferroni corrected
t-value on the Pareto chart as guidelines.
ion 7
Pareto Chart to Select Effects
Pareto Chart
C
11.27
8.45 AC
t-Value of |Effect|
5.63 A
Bonferroni Limit 5.06751
2.82
t-Value Limit 2.77645
0.00
1 2 3 4 5 6 7
Rank
ion 7
Select Aliased terms via Right Click
7
Better Effect Estimates in Irregular Factions
Design-Expert version 6 De sig n

cle an
- E xper t S oft wa re
Sh api ro- Wi lk te s
W- value = 0. 876
p-v alu e= 0 .171
A: wat er t em p
B: cycle t im e
C: soap
D: sof tene r
Po sit i v
t
e E f fect s
Ne gat ive E f ect s
Ha lf N o r m a l p lo t Half-Normal Plot
99 99
H a lf N o rm a l % p ro b a b ility
97
95 A 95 AC
90 90
85 C C
80 80
AC A
70 70
B
60
50
40
30
20 20
10
0 0
0 .0 0 1 4 .8 3 2 9 .6 7 4 4 .5 0 5 9 .3 3 0.00 17.81 35.62 53.44 71.25
|E ffe c t| |Standardized Effect|
7
ANOVA for Selected Factorial Model

Analysis of variance table [Partial sum of squares]
Sum of Mean F
Source Squares DF Square Value Prob > F
Model 38135.17 4 9533.79 130.22 < 0.0001
A 10561.33 1 10561.33 144.25 < 0.0001
B 8.17 1 8.17 0.11 0.7482
C 11285.33 1 11285.33 154.14 < 0.0001
AC 14701.50 1 14701.50 200.80 < 0.0001
Residual 512.50 7 73.21
Cor Total 38647.67 11
ion 7
Main effects only model:

[Intercept] = Intercept - 0.333*CD - 0.333*ABC - 0.333*ABD
[A] = A - 0.333*BC - 0.333*BD - 0.333*ACD
[B] = B - 0.333*AC - 0.333*AD - 0.333*BCD
[C] = C - 0.5*AB
[D] = D - 0.5*AB
Main effects & 2fi model:
[Intercept] = Intercept - 0.5*ABC - 0.5*ABD
[A] = A - ACD
[B] = B - BCD
[C] = C
[D] = D
[AB] = AB
[AC] = AC - BCD
[AD] = AD - BCD
[BC] = BC - ACD
[BD] = BD - ACD
[CD] = CD - 0.5*ABC - 0.5*ABD
ion 7
Design-Expert version 6 calculates the

initial effects using sequential SS via
hierarchy.
Design-Expert version 7 calculates the
initial effects using partial SS for the
Base model for the design.
The recalculate button (next slide)
calculates the chosen (model) effects
using partial SS and then remaining
effects using sequential SS via
hierarchy.
ion 7
Better Effect Estimates in Irregular Fractions
Irregular fractions Use the Recalculate key when

selecting effects.
ion 7
General Factorials
Design:
Bigger designs than possible in v6.
D-optimal now can force categoric balance (or
impose a balance penalty).
Choice of nominal or ordinal factor coding.
Analysis:
Backward stepwise model reduction.
Select factor levels for interaction plot.
3D response plot.
ion 7
General Factorial Design
D-optimal Categoric Balance
ion 7
General Factorial Design
Choice of Nominal or Ordinal Factor Coding
ion 7
Categoric Factors
Nominal versus Ordinal
The choice of nominal or ordinal for coding categoric factors

has no effect on the ANOVA or the model graphs. It only
affects the coefficients and their interpretation:
1. Nominal coefficients compare each factor level
mean to the overall mean.
2. Ordinal uses orthogonal polynomials to give
coefficients for linear, quadratic, cubic, ,
contributions.
ion 7
Battery Life
Interpreting the coefficients
Nominal contrasts coefficients compare each factor level mean

to the overall mean.
Name A[1] A[2]
A1 1 0
A2 0 1
A3 -1 -1
The first coefficient is the difference between the overall
mean and the mean for the first level of the treatment.
The second coefficient is the difference between the overall
mean and the mean for the second level of the treatment.
The negative sum of all the coefficients is the difference
between the overall mean and the mean for the last level of
the treatment.
ion 7
Battery Life
Interpreting the coefficients
Ordinal contrasts using orthogonal polynomials the first

coefficient gives the linear contribution and the second the
quadratic:
Name B[1] B[2]
15 -1 1
70 0 -2
125 1 1
B[1] = linear
B[2] = quadratic
ion 7
General Factorial Analysis
Backward Stepwise Model Reduction
ion 7
Select Factor Levels for Interaction Plot
ion 7
General Factorial Analysis
3D Response Plot
De s i g n-Ex p e rt S o ftwa re
wo o d fa i lu re
X1 = A: W o o d
X2 = B: A d h e si ve
Ac tu a l Fa c to rs
C: A p pl i c a to r = b r u s h
D: C l a mp = p ne u m a tic
E: P re ss u re = fi rm
96
81.5
wood failure
67
52.5
38
LV-EPI-RT pine
EPI-RT maple
RF-RT poplar
PRF-RT red oak
B: Adhesive PRF-ET chestnut A: Wood
ion 7
Factorial Design Augmentation
Semifold: Use to augment 2k-p resolution IV; usually

as many additional two-factor interactions can be
estimated with half the runs as required for a full
foldover.
Add Center Points.
Replicate Design.
Add Blocks.
ion 7
Whats New
General improvements
Design evaluation
Diagnostics
Updated graphics
Better help
Miscellaneous Cool New Stuff
Factorial design and analysis
Response surface design
Mixture design and analysis
Combined design and analysis
ion 7
Response Surface Designs
More canned designs; more factors and choices.

CCDs for 30 factors (v6 10 factors)
New CCD designs based on MR5 factorials.
New choices for alpha practical, orthogonal
quadratic and spherical.
Box-Behnken for 330 factors (v6 3, 4, 5, 6, 7, 9 & 10)
Odd designs moved to Miscellaneous.
Improved D-optimal design.
for 30 factors (v6 10 factors)
Coordinate exchange
ion 7
MR-5 CCDs
Response Surface Design
Minimum run resolution V (MR-5) CCDs:

Add six center points to the MR-5 factorial design.
Add 2(k) axial points.
For k=10 the quadratic model has 66 coefficients. The
number of runs for various CCDs:
Regular (210-3) = 158
MR-5 = 82
Small (Draper-Lin) = 71
ion 7
MR-5 CCDs (k = 6 to 30)
Number of runs closer to small CCD
ion 7
MR-5 CCDs (k=10, = 1.778)
Regular, MR-5 and Small CCDs
210-3 CCD MR-5 Small

158 runs CCD CCD
82 runs 71 runs
Model 65 65 65
Residuals 92 16 5
Lack of Fit 83 11 1
Pure Error 9 5 4
Corr Total 157 81 70
ion 7
MR-5 CCDs (k=10, = 1.778)
Properties of Regular, MR-5 and Small CCDs
210-3 CCD MR-5 CCD Small CCD

158 runs 82 runs 71 runs
Max coefficient SE 0.214 0.227 16.514
Max VIF 1.543 2.892 12,529
Max leverage 0.498 0.991 1.000
Ave leverage 0.418 0.805 0.930
Scaled D-optimality 1.568 2.076 3.824
ion 7
MR-5 CCDs (k=10, = 1.778)
Properties closer to regular CCD
A-B slice
4 4 16
14
3 3 12
StdErr of Design
StdErr of Design
StdErr of Design
10
2 2 8
6
1 1 4
2
0 0 0
1.00 1.00 1.00
0.50 0.50 0.50

1.00 1.00 1.00
0.00 0.50 0.00 0.50 0.00 0.50
B: B -0.50 0.00 B: B -0.50 0.00 B: B -0.50 0.00
-0.50 -0.50 -0.50
-1.00 -1.00 -1.00 -1.00 -1.00 -1.00
A: A A: A A: A

different y-axis scale
ion 7
MR-5 CCDs (k=10, = 1.778)
Properties closer to regular CCD
A-C slice
4 4 4
3 3 3
StdErr of Design
StdErr of Design
StdErr of Design
2 2 2
1 1 1
0 0 0
1.00 1.00 1.00
0.50 0.50 0.50

1.00 1.00 1.00
0.00 0.50 0.00 0.50 0.00 0.50
C: C -0.50 0.00 C: C -0.50 0.00 C: C -0.50 0.00
-0.50 -0.50 -0.50
-1.00 -1.00 -1.00 -1.00 -1.00 -1.00
A: A A: A A: A

all on the same y-axis scale
7
MR-5 CCDs
Conclusion
Best of both worlds:

The number of runs are closer to the number in the
small than in the regular CCDs.
Properties of the MR-5 designs are closer to those of
the regular than the small CCDs.
The standard errors of prediction are higher than
regular CCDs, but not extremely so.
Blocking options are limited to 1 or 2 blocks.
ion 7
Practical alpha
Choosing an alpha value for your CCD
Problems arise as the number of factors increase:

The standard error of prediction for the face centered
CCD (alpha = 1) increases rapidly. We feel that an
alpha > 1 should be used when k > 5.
The rotatable and spherical alpha values become too
large to be practical.
Solution:
Use an in between value for alpha, i.e. use a practical
alpha value.
practical alpha = (k)
ion 7
Standard Error Plots 26-1 CCD
Slice with the other four factors = 0
1 1 1
0.8 0.8 0.8

StdErr of Design
StdErr of Design
StdErr of Design
0.6 0.6 0.6
0.4 0.4 0.4
0.2 0.2 0.2
0 0 0
1.00 1.00 1.00
0.50 0.50 0.50

1.00 1.00 1.00
0.00 0.50 0.00 0.50 0.00 0.50
B: B -0.50 0.00 B: B -0.50 0.00 B: B -0.50 0.00
-0.50 -0.50 -0.50
-1.00 -1.00 -1.00 -1.00 -1.00 -1.00
A: A A: A A: A
Face Centered Practical Spherical

= 1.000 = 1.565 = 2.449
7
Standard Error Plots 26-1 CCD
Slice with two factors = +1 and two = 0
1 1 1
0.8 0.8 0.8

StdErr of Design
StdErr of Design
StdErr of Design
0.6 0.6 0.6
0.4 0.4 0.4
0.2 0.2 0.2
0 0 0
1.00 1.00 1.00
0.50 0.50 0.50

1.00 1.00 1.00
0.00 0.50 0.00 0.50 0.00 0.50
B: B -0.50 0.00 B: B -0.50 0.00 B: B -0.50 0.00
-0.50 -0.50 -0.50
-1.00 -1.00 -1.00 -1.00 -1.00 -1.00
A: A A: A A: A

= 1.000 = 1.565 = 2.449
7
Standard Error Plots MR-5 CCD (k=30)
Slice with the other 28 factors = 0
1 1 1
0.8 0.8 0.8

StdErr of Design
StdErr of Design
StdErr of Design
0.6 0.6 0.6
0.4 0.4 0.4
0.2 0.2 0.2
0 0 0
1.00 1.00 1.00
0.50 0.50 0.50

1.00 1.00 1.00
0.00 0.50 0.00 0.50 0.00 0.50
B: B -0.50 0.00 B: B -0.50 0.00 B: B -0.50 0.00
-0.50 -0.50 -0.50
-1.00 -1.00 -1.00 -1.00 -1.00 -1.00
A: A A: A A: A

= 1.000 = 2.340 = 5.477
7
Standard Error Plots MR-5 CCD (k=30)
Slice with 14 factors = +1 and 14 = 0
2.4 2.4 2.4
2 2 2
StdErr of Design
StdErr of Design
StdErr of Design
1.6 1.6 1.6
1.2 1.2 1.2
0.8 0.8 0.8
0.4 0.4 0.4
0 0 0
1.00 1.00 1.00
0.50 0.50 0.50

1.00 1.00 1.00
0.00 0.50 0.00 0.50 0.00 0.50
B: B -0.50 0.00 B: B -0.50 0.00 B: B -0.50 0.00
-0.50 -0.50 -0.50
-1.00 -1.00 -1.00 -1.00 -1.00 -1.00
A: A A: A A: A

= 1.000 = 2.340 = 5.477
7
Choosing an alpha value for your CCD
ion 7
D-optimal Design
Coordinate versus Point Exchange
There are two algorithms to select optimal points for

estimating model coefficients:
Point exchange
Coordinate exchange
ion 7
D-optimal Coordinate Exchange*
Cyclic Coordinate Exchange Algorithm

1. Start with a nonsingular set of model points.
2. Step through the coordinates of each design point
determining if replacing the current value increases the
optimality criterion. If the criterion is improved, the new
coordinate replaces the old. (The default number of steps
is twelve. Therefore 13 levels are tested between the low and
high factor constraints; usually 1.)
3. The exchanges continue and cycle through the model
points until there is no further improvement in the
optimality criterion.
* R.K. Meyer, C.J. Nachtsheim (1995), The Coordinate-Exchange Algorithm for
Constructing Exact Optimal Experimental Designs, Technometrics, 37, 60-69.
ion 7

Factorial Response

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Factorial Response

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Whats New in

2k-p factorials for up to 512 runs (256 in v6) and 21 factors

Need to check box to see factor generators

Regular fractions (2k-p fractional factorials) of 2k designs

Small, Efficient, Equireplicated Resolution V Fractions of 2k designs and their

Designs have equireplication, so each column contains

k 2k-p MR5 k 2k-p MR5

The minimum number of runs for resolution IV designs is

k 2k-p MR4+2 k 2k-p MR4+

Effects Tool bar for model section tools.

New Effects Tool on the factorial

0.00 5.41 10.81 16.22 21.63

Half-Normal Plot Half-Normal Plot

|Standardized Effect| |Standardized Effect|

The Pareto chart is useful for showing the relative size of

Bonferroni Limit 5.06751

Design-Expert version 6 De sig n

0 .0 0 1 4 .8 3 2 9 .6 7 4 4 .5 0 5 9 .3 3 0.00 17.81 35.62 53.44 71.25

|E ffe c t| |Standardized Effect|

ANOVA for Selected Factorial Model

Main effects only model:

Design-Expert version 6 calculates the

Irregular fractions Use the Recalculate key when

The choice of nominal or ordinal for coding categoric factors

Nominal contrasts coefficients compare each factor level mean

Ordinal contrasts using orthogonal polynomials the first

Semifold: Use to augment 2k-p resolution IV; usually

More canned designs; more factors and choices.

Minimum run resolution V (MR-5) CCDs:

210-3 CCD MR-5 Small

Corr Total 157 81 70

210-3 CCD MR-5 CCD Small CCD

Max VIF 1.543 2.892 12,529

Max leverage 0.498 0.991 1.000

Ave leverage 0.418 0.805 0.930

Scaled D-optimality 1.568 2.076 3.824

1.00 1.00 1.00

0.50 0.50 0.50

210-3 CCD MR-5 CCD Small CCD

1.00 1.00 1.00

0.50 0.50 0.50

210-3 CCD MR-5 CCD Small CCD

Best of both worlds:

Problems arise as the number of factors increase:

0.8 0.8 0.8

0.4 0.4 0.4

0.2 0.2 0.2

1.00 1.00 1.00

0.50 0.50 0.50

Face Centered Practical Spherical

0.8 0.8 0.8

0.4 0.4 0.4

0.2 0.2 0.2

1.00 1.00 1.00

0.50 0.50 0.50

Face Centered Practical Spherical

0.8 0.8 0.8

0.4 0.4 0.4

0.2 0.2 0.2

1.00 1.00 1.00

0.50 0.50 0.50

Face Centered Practical Spherical

2.4 2.4 2.4

1.2 1.2 1.2