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Introduction to full factorial experiments

 

In full factorial experiments, all the combinations of all the levels of all factors are tested. For example, if the experiment studies the effect of 4 factors A, B, C, D, at `a`, `b`, `c`, d levels respectively, then the number of treatments is `abcd`. If each treatment is realized with `n` runs, then the number of runs will be `abcdn`.

To investigate further, let's consider an experiment with 2 factors A and B. We would like to study the effect of `a` levels of factors A and `b` levels of factor B on response `Y`. Each level of factor A combines with all the `b` levels of factor B and vice versa. There are `ab` treatments. If each treatment is realized with `n` runs, then the total runs of experiment are `abn`.

After experiment, the results of response Y are shown on Table 1.

Table 1 Response `Y` in full factorial experiment with 2 factors
Factor B Mean
Level 1 Level 2 . . . Level `j` . . . Level `b`
Factor A Level 1 `y_(111)` `y_(121)` . . . `y_(1j1)` . . . `y_(1b1)` `bar y_(a1)`
. . . . . . . . . . . . . . . . . .
`y_(11k)` `y_(12k)` . . . `y_(1jk)` . . . `y_(1bk)`
. . . . . . . . . . . . . . . . . .
`y_(11n)` `y_(12n)` . . . `y_(1jn)` . . . `y_(1bn)`
Level 2 `y_(211)` `y_(221)` . . . `y_(2j1)` . . . `y_(2b1)` `bar y_(a2)`
. . . . . . . . . . . . . . . . . .
`y_(21k)` `y_(22k)` . . . `y_(2jk)` . . . `y_(2bk)`
. . . . . . . . . . . . . . . . . .
`y_(21n)` `y_(22n)` . . . `y_(2jn)` . . . `y_(2bn)`
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . .
Level `i` `y_(i11)` `y_(i21)` . . . `y_(ij1)` . . . `y_(ib1)` `bar y_(ai)`
. . . . . . . . . . . . . . . . . .
`y_(i1k)` `y_(i2k)` . . . `y_(ijk)` . . . `y_(ibk)`
. . . . . . . . . . . . . . . . . .
`y_(i1n)` `y_(i2n)` . . . `y_(ijn)` . . . `y_(ibn)`
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . .
Level `a` `y_(a11)` `y_(a21)` . . . `y_(aj1)` . . . `y_(ab1)` `bar y_(aa)`
. . . . . . . . . . . . . . . . . .
`y_(a1k)` `y_(a2k)` . . . `y_(ajk)` . . . `y_(abk)`
. . . . . . . . . . . . . . . . . .
`y_(a1n)` `y_(a2n)` . . . `y_(ajn)` . . . `y_(abn)`
Mean `bar y_(b1)` `bar y_(b2)` . . . `bar y_(bj)` . . . `bar y_(b b)`

In Table 1.

  • `i` is the index of factor A, `j` is the index of factor B, `k` is the index run in `a` treatment,
  • `y_(ijk)` is the value of response `Y` in `k^(th)` run with level `i` of factor A and level `j` of factor B.
  • `bar y_(ai)` is the mean of level `i` of factor A (consists of `bn` values),
  • `bar y_(bj)` is the mean of level `j` of factor B (consists of `an` values),
  • `bar y_(ij)` is the mean of treatment `ij` (consists of `n` values),
  • `bar y` is the mean of all abn values of `Y` (also known as grand mean).

  • Analysis of variance for full factorial experiments

     

    In principle, analysis of variance (ANOVA) for multiple factor experiments is realized similar to that for single factor experiments. It consists of:

    • calculate sums of squares `SS`,
    • calculate means of squares `MS` by dividing `SS` to suitable degree of freedom `df`,
    • calculate values `F_(oi)=(MS_i)/(MS_E)`,
    • compare `F_(oi)` to critical value `F_i`*,
    • then, conclude.

    Now examine this procedure further in detail for experiments with 2 factors.

    Calculate sums of squares `SS`

    Sums of squares for experiments 2 factors A and B consist of:

    `SS_T=sum_(i=1)^a sum_(j=1)^b sum_(k=1)^n (y_(ijk)-bar y)^2`(1)

    `SS_A=bnsum_(i=1)^a (bar y_(ai)-bar y)^2`(2)

    `SS_B=ansum_(j=1)^b (bar y_(bj)-bar y)^2`(3)

    `SS_(AB)=nsum_(i=1)^a sum_(j=1)^b (bar y_(ij)-bar y_(ai)-bar y_(bj)+bar y)^2`(4)

    `SS_E=sum_(i=1)^a sum_(j=1)^b sum_(k=1)^n (y_(ijk)-bar y_(ij))^2`(5)

    in which `SS_T` is total sum of squares, `SS_A` is sum of squares of factor A, `SS_B` is sum of squares of factor B, `SS_(AB)` is sum of squares of interaction between A and B, `SS_E` is sum of squares of errors.

    We can prove that :

    `SS_T=SS_A+SS_B+SS_(AB)+SS_E`(6)

    Degrees of freedom of these components are  `df_T=abn-1` ; `df_A=a-1` ; `df_B=b-1` ; `df_(AB)=(a-1)(b-1)` ; `df_E=ab(n-1)`

    Calculate means of squares

    Means of squares for experiments 2 factors A and B consist of:

    `MS_A=(SS_A)/(a-1)`(7)
    `MS_B=(SS_B)/(b-1)`(8)
    `MS_(AB)=(SS_(AB))/((a-1)(b-1))`(9)
    `MS_E=(SS_E)/(ab(n-1))`(10)

    Calculate values `F`

    `F_A=(MS_A)/(MS_E)`(11)
    `F_B=(MS_B)/(MS_E)`(12)
    `F_(AB)=(MS_(AB))/(MS_E)`(13)

    When we use softwares to analyze the data of this type of experiment, the result is shown in the form of Table 2.

    Table 2 Result of analysis of variance for full factorial experiment with 2 factors
    Source of variation Degree of freedom `SS` `MS` `F_o` `F`* `p` value
    Factor A `a-1` `SS_A` `MS_A` `(MS_A)/(MS_E)` `F_A`*
    Factor B `b-1` `SS_B` `MS_B` `(MS_B)/(MS_E)` `F_B`*
    Interaction AB `(a-1)(b-1)` `SS_(AB)` `MS_(AB)` `(MS_(AB))/(MS_E)` `F_(AB)`*
    Error `ab(n-1)` `SS_E` `MS_E`
    Total `abn-1` `SS_T`

    2k experiments

     

    This is a special case of full factorial experiments in which each factor is studied at two levels only, designated at high level and low level (and coded as + and −). So if `k` factors are studied, the number of treatments will be `2^k`.

    For example, if we would like to study the effect of 3 factors `X_1`, `X_2`, `X_3`, the number of treatments is 8 and the matrix of coded factors of this experiment (without replication) is shown on Table 3.

    Table 3 Matrix of coded factors for experiment `2^3`
    Run `X_1` `X_2` `X_3`
    1
    2 +
    3 +
    4 + +
    5 +
    6 + +
    7 + +
    8 + + +

    The numbers of treatments and runs of this type of experiment are low. But it cannot investigate the factors in depth. So `2^k` experiments are mainly used in screening experiments, in which we would like to separate important factors and unimportant ones.


    Example

     

    An experiment was carried out to compare anti-settling properties of 3 additives A, B, and C for nectar. Each additive was tested with two levels of concentration: 0,5% and 1%. There were three runs for each treatment. The result is given in Table 4.

    Table 4 Settling time of runs in experiment (unit: day)
    0,5% 1%
    Run 1 Run 2 Run 3 Run 1 Run 2 Run 3
    A 61 67 65 95 88 97
    B 84 77 81 103 114 116
    C 57 55 61 94 92 88

    This experiment studied the effect of 2 factors: type of additive (with 3 levels A, B and C) and additive concentration (with 2 levels 0,5% and 1%). Hence, there were 6 treatments. Each treatment was realized with 3 runs, so this experiment consists of 18 runs. The response is settling time.

    The result of analysis of variance is shown in Table 5.

    Table 5 Result of analysis of variance
    Source of variation Degree of freedom `SS` `MS` `F_o` `F`*
    Additive 2 1525,8 761,9 41,0 1,56
    Concentration 1 4324,5 4324,5 252,4 1,46
    Additive*Concentration 2 17,3 8,7 0,4657 1,56
    Error 12 223,3 18.5
    Total 17 6090,9

    From this result, we conclude that:

    • Type of additive affects the settling time.
    • Additive content affects the settling time.
    • There is not interaction between these factors on settling time.



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    This web page was last updated on 04 December 2018.