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.
| 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.
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.
| 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.
| 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.
| 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.
| 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.