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Lec 5: Factorial Experiment Ying Li November 21, 2011 Ying Li Lec 5: Factorial Experiment

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Page 1: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Lec 5: Factorial Experiment

Ying Li

November 21, 2011

Ying Li Lec 5: Factorial Experiment

Page 2: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Example

Study of the battery life vs the factors temperatures and typesof material.

A: Types of material, 3 levels.

B: Temperatures, 3 levels.

In general, factorial designs are most efficient for the study of theeffects of two or more factors.

Ying Li Lec 5: Factorial Experiment

Page 3: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Example

Study of the battery life vs the factors temperatures and typesof material.

A: Types of material, 3 levels.

B: Temperatures, 3 levels.

In general, factorial designs are most efficient for the study of theeffects of two or more factors.

Ying Li Lec 5: Factorial Experiment

Page 4: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Factorial Design

In each complete trial or replication of the experiment all possiblecombinations of the levels of the factors are investigated.

Question

What’s the advantage of the factorial design comparing withtwo-single factor experient?

Ying Li Lec 5: Factorial Experiment

Page 5: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Factorial Design

In each complete trial or replication of the experiment all possiblecombinations of the levels of the factors are investigated.

Question

What’s the advantage of the factorial design comparing withtwo-single factor experient?

Ying Li Lec 5: Factorial Experiment

Page 6: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Advantages of factorial design

The two-factor factorial gives estimates with higher precision(given the same number of experimental units).

The two-factor factorial experiment makes it possible todetect interactions.

Ying Li Lec 5: Factorial Experiment

Page 7: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Advantages of factorial design

The two-factor factorial gives estimates with higher precision(given the same number of experimental units).

The two-factor factorial experiment makes it possible todetect interactions.

Ying Li Lec 5: Factorial Experiment

Page 8: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Example

Ying Li Lec 5: Factorial Experiment

Page 9: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Ying Li Lec 5: Factorial Experiment

Page 10: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Ying Li Lec 5: Factorial Experiment

Page 11: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Manual Calculation

Ying Li Lec 5: Factorial Experiment

Page 12: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Results for the example

Ying Li Lec 5: Factorial Experiment

Page 13: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

15o F 70o F 125o F

Type 1 134.75 57.25 57.5 83.16667

Type 2 155.75 119.75 49.5 108.33333

Type 3 144 145.75 85.5 125.08333

144.83333 107.58333 64.16667

Temperature

aver

age

life

15 75 125

8010

012

014

0

Material type

aver

age

life

type 1 type 2 type 3

9010

011

012

0

Ying Li Lec 5: Factorial Experiment

Page 14: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

15o F 70o F 125o F

Type 1 134.75 57.25 57.5 83.16667

Type 2 155.75 119.75 49.5 108.33333

Type 3 144 145.75 85.5 125.08333

144.83333 107.58333 64.16667

Ying Li Lec 5: Factorial Experiment

Page 15: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Multiple Comparison

When interaction is significant, comparisons between themeans of one factor (A) may be obscured by the interaction(AB).

One approach to this situation is to fix factor B at a specificlevel and apply Tukey’s test to the means of factor A at thatlevel.

Example

T0.05 = q0.05(a, f )

√MSEn

= q0.05(3, 27)

√MSE

4= 45.71

y13. − y23. = 8 y33. − y23. = 36 y33. − y13. = 28

Ying Li Lec 5: Factorial Experiment

Page 16: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Multiple Comparison

When interaction is significant, comparisons between themeans of one factor (A) may be obscured by the interaction(AB).

One approach to this situation is to fix factor B at a specificlevel and apply Tukey’s test to the means of factor A at thatlevel.

Example

T0.05 = q0.05(a, f )

√MSEn

= q0.05(3, 27)

√MSE

4= 45.71

y13. − y23. = 8 y33. − y23. = 36 y33. − y13. = 28

Ying Li Lec 5: Factorial Experiment

Page 17: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

No interaction in a two-factor model

Ying Li Lec 5: Factorial Experiment

Page 18: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

No interaction in a two-factor model

Ying Li Lec 5: Factorial Experiment

Page 19: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Model adequacy checking

Ying Li Lec 5: Factorial Experiment

Page 20: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

One observation per cell case

Model 1

yij = µ+ τi + βj + (τβ)ij + εij

i = 1, 2, . . . , a, j = 1, 2, . . . , b

Ying Li Lec 5: Factorial Experiment

Page 21: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

One observation per cell case

Model 1

yij = µ+ τi + βj + (τβ)ij + εij

i = 1, 2, . . . , a, j = 1, 2, . . . , b

Ying Li Lec 5: Factorial Experiment

Page 22: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

One observation per cell case

Model 1

yij = µ+ τi + βj + (τβ)ij + εij

i = 1, 2, . . . , a, j = 1, 2, . . . , b

Model 2

yij = µ+ τi + βj + εij

i = 1, 2, . . . , a, j = 1, 2, . . . , b

Ying Li Lec 5: Factorial Experiment

Page 23: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

One observation per cell case

Model 1

yij = µ+ τi + βj + (τβ)ij + εij

i = 1, 2, . . . , a, j = 1, 2, . . . , b

Model 2

yij = µ+ τi + βj + εij

i = 1, 2, . . . , a, j = 1, 2, . . . , b

Ying Li Lec 5: Factorial Experiment

Page 24: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Ying Li Lec 5: Factorial Experiment

Page 25: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Tukey single-degree-of-freedom test

It is helpful in determining whether interaction is present or not.The procedure assumes (τβ)ij = γτiβj . Then the test partitionsthe residual sum of squares into two part. One is

SSN =[∑a

i=1

∑bj=1 yijyi .y.j − y..(SSA + SSB + y2

..ab )]2

abSSASSB,

with 1 degree of freedom, and

SSError = SSresidual − SSN ,

with (a− 1)(b − 1) − 1 degrees of freedom. To test the present ofinteraction, we compute

F0 =SSN

SSError/[(a− 1)(b − 1) − 1]

If F0 > Fα,1,(a−1)(b−1)−1, the hypothesis of no interaction must berejected.

Ying Li Lec 5: Factorial Experiment

Page 26: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Question

Is the two-factor factorial model with one observation per cellidentical to the randomized complete block model?

Ying Li Lec 5: Factorial Experiment

Page 27: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Blocking in a Factorial Design

Example

Study of the battery life vs the factors temperatures and typesof material.

A: Types of material, 3 levels.

B: Temperatures, 3 levels.

9 combinations of A and B.

4 observations per combination.

In total 36 observations.

Ying Li Lec 5: Factorial Experiment

Page 28: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Example

Study of the battery life vs the factors temperatures and typesof material.

A: Types of material, 3 levels.

B: Temperatures, 3 levels.

9 combinations of A and B.

4 observations per combination.

In total 36 observations.

4 blocks.

Ying Li Lec 5: Factorial Experiment

Page 29: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Ying Li Lec 5: Factorial Experiment

Page 30: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Source DF Anova SS MeanSquare F Value Pr > F

temperature 2 39118.722 19559.361 26.26 <.0001

material 2 10683.722 5341.861 7.17 0.0036

Interaction 4 9613.778 2403.444 3.23 0.0297

block 3 354.972 118.324

Error 24 17875.778 744.824

Total 35 77646.972

Ying Li Lec 5: Factorial Experiment

Page 31: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Three factorial experiment

yijkl = µ+ τi + βj + γr + (τβ)ij + (τγ)ik + (βγ)jk + (τβγ)ijk + εijkl

i = 1, 2, ·, a

j = 1, 2, ·, b

k = 1, 2, ·, c

l = 1, 2, ·, n

Ying Li Lec 5: Factorial Experiment

Page 32: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Ying Li Lec 5: Factorial Experiment

Page 33: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Example

Soft drink bottling

Fill correct volume

Response variable: difference from correct volume

Carbonation (10%, 12%, 14% )

Pressure (25psi, 30psi)

Line speed (200bpm, 250bpm)

Ying Li Lec 5: Factorial Experiment

Page 34: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Ying Li Lec 5: Factorial Experiment

Page 35: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Ying Li Lec 5: Factorial Experiment

Page 36: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Ying Li Lec 5: Factorial Experiment

Page 37: Lec 5: Factorial Experiment - s ugauss.stat.su.se/gu/ep/lec5.pdf · Ying Li Lec 5: Factorial Experiment. Multiple Comparison When interaction is signi cant, comparisons between the

Ying Li Lec 5: Factorial Experiment