Top Banner
1 Design and Analysis of Multi-Factored Experiments Module Engineering 7928 - 1 Engineering 7928 1 Dr. Leonard M. Lye, P.Eng, FCSCE, FEC Professor and Associate Dean (Graduate Studies) Faculty of Engineering and Applied Science, Memorial University of Newfoundland L. M. Lye DOE 1 Newfoundland St. John’s, NL, A1B 3X5 Design of Engineering Experiments Introduction Goals of the module and assumptions • The strategy of experimentation Some basic principles and terminology Guidelines for planning, conducting and analyzing experiments L. M. Lye DOE Course 2
40

Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

Mar 23, 2018

Download

Documents

phungcong
Welcome message from author
This document is posted to help you gain knowledge. Please leave a comment to let me know what you think about it! Share it to your friends and learn new things together.
Transcript
Page 1: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

1

Design and Analysis of Multi-Factored Experiments Module

Engineering 7928 - 1Engineering 7928 1

Dr. Leonard M. Lye, P.Eng, FCSCE, FECProfessor and Associate Dean (Graduate Studies)

Faculty of Engineering and Applied Science, Memorial University of Newfoundland

L. M. Lye DOE 1

NewfoundlandSt. John’s, NL, A1B 3X5

Design of Engineering ExperimentsIntroduction

• Goals of the module and assumptionsp• The strategy of experimentation• Some basic principles and terminology• Guidelines for planning, conducting and

analyzing experiments

L. M. Lye DOE Course 2

y g p

Page 2: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

2

Goals and Assumptions• Goal: Learn proper design and analysis of multi-

factor experiments.• Assume you have

– a knowledge of basic statistics– heard of the normal distribution– know about the mean and variance

• Have done or will be conducting experiments

L. M. Lye DOE Course 3

g p• Have not heard of factorial designs, fractional

factorial designs, RSM, and Multi-Objective Optimization.

Introduction: What is meant by DOE?• Experiment -

– a test or a series of tests in which purposeful changes are made to the input variables or factors of a system so that we may observe and identify the reasons forso that we may observe and identify the reasons for changes in the output response(s).

• Question: 5 factors, and 2 response variables– Want to know the effect of each factor on the response

and how the factors may interact with each other– Want to predict the responses for given levels of the

L. M. Lye DOE Course 4

p p gfactors

– Want to find the levels of the factors that optimizes the responses - e.g. maximize Y1 but minimize Y2

– Time and budget allocated for 30 test runs only.

Page 3: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

3

Strategy of Experimentation

• Strategy of experimentation– Best guess approach (trial and error)

• can continue indefinitely• can continue indefinitely• cannot guarantee best solution has been found

– One-factor-at-a-time (OFAT) approach• inefficient (requires many test runs)• fails to consider any possible interaction between factors

– Factorial approach (invented in the 1920’s)F t i d t th

L. M. Lye DOE Course 5

• Factors varied together• Correct, modern, and most efficient approach• Can determine how factors interact• Used extensively in industrial R and D, and for process

improvement.

• This module will focus on three very useful and important classes of factorial designs: – 2-level full factorial (2k)– fractional factorial (2k-p), and – response surface methodology (RSM)

• All DOE are based on the same statistical principles and method of analysis - ANOVA and regression analysis.

• Answer to question: use a 25-1 fractional factorial in a central composite design = 27 runs (min)

L. M. Lye DOE Course 6

composite design = 27 runs (min)

Page 4: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

4

Statistical Design of Experiments

• All experiments should be designed experiments• Unfortunately some experiments are poorly• Unfortunately, some experiments are poorly

designed - valuable resources are used ineffectively and results inconclusive

• Statistically designed experiments permit efficiency and economy, and the use of statistical methods in examining the data result in scientific

L. M. Lye DOE Course 7

methods in examining the data result in scientific objectivity when drawing conclusions.

• DOE is a methodology for systematically applying statistics to experimentation.

• DOE lets experimenters develop a mathematical model that predicts how input variables interact tomodel that predicts how input variables interact to create output variables or responses in a process or system.

• DOE can be used for a wide range of experiments for various purposes including nearly all fields of engineering and even in business marketing.

L. M. Lye DOE Course 8

engineering and even in business marketing.• Use of statistics is very important in DOE and the

basics are covered in a first course in an engineering program.

Page 5: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

5

• In general, by using DOE, we can:– Learn about the process we are investigating– Screen important variables p– Build a mathematical model– Obtain prediction equations– Optimize the response (if required)

L. M. Lye DOE Course 9

• Statistical significance is tested using ANOVA, and the prediction model is obtained using regression analysis.

Applications of DOE in Engineering Design

• Experiments are conducted in the field of engineering to:engineering to:– evaluate and compare basic design configurations– evaluate different materials– select design parameters so that the design will work

well under a wide variety of field conditions (robust design)

L. M. Lye DOE Course 10

– determine key design parameters that impact performance

Page 6: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

6

INPUTS(Factors)

X variables

OUTPUTS(Responses)Y variables

People

Materials

PROCESS:

A Blending of Inputs which Generates

Corresponding Outputs

Equipment

Policies

Procedures

responses related to performing a

service

responses related to producing a

produce

responses related to completing a task

L. M. Lye DOE Course 11

Outputs

Methods

Environment Illustration of a Process

INPUTS(Factors)

X variables

OUTPUTS(Responses)Y variables

Type of cement

Percent water compressive strength

PROCESS:

Discovering Optimal

Concrete Mixture

Type of Additives

Percent Additives

Mixing Time

g

modulus of elasticity

modulus of rupture

Poisson's ratio

L. M. Lye DOE Course 12

Curing Conditions

% Plasticizer Optimum Concrete Mixture

Page 7: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

7

INPUTS(Factors)

X variables

OUTPUTS(Responses)Y variables

Type of Raw Material

Mold Temperature

PROCESS:

Manufacturing Injection

Molded Parts

p

Holding Pressure

Holding Time

Gate Size

thickness of molded part

% shrinkage from mold size

number of defective parts

L. M. Lye DOE Course 13

Screw Speed

Moisture Content

Manufacturing Injection Molded Parts

INPUTS(Factors)

X variables

OUTPUTS(Responses)Y variables

Brand:Cheap vs Costly

PROCESS:

Making the Best

Microwave popcorn

y

Time:4 min vs 6 min

Power:75% or 100%

Taste:Scale of 1 to 10

Bullets:Grams of unpopped

corns

L. M. Lye DOE Course 14

popcornHeight:

On bottom or raised

Making microwave popcorn

Page 8: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

8

Examples of experiments from daily life• Photography

– Factors: speed of film, lighting, shutter speed– Response: quality of slides made close up with flash attachment

• Boiling water– Factors: Pan type, burner size, cover– Response: Time to boil water

• D-day– Factors: Type of drink, number of drinks, rate of drinking, time

after last meal

L. M. Lye DOE Course 15

– Response: Time to get a steel ball through a maze

• Mailing – Factors: stamp, area code, time of day when letter mailed– Response: Number of days required for letter to be delivered

More examples• Cooking

– Factors: amount of cooking wine, oyster sauce, sesame oil– Response: Taste of stewed chicken

• Sexual Pleasure– Factors: marijuana, screech, sauna– Response: Pleasure experienced in subsequent you know what

• Basketball– Factors: Distance from basket, type of shot, location on floor– Response: Number of shots made (out of 10) with basketball

L. M. Lye DOE Course 16

• Skiing– Factors: Ski type, temperature, type of wax– Response: Time to go down ski slope

Page 9: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

9

Basic Principles

• Statistical design of experiments (DOE)g p ( )– the process of planning experiments so that

appropriate data can be analyzed by statistical methods that results in valid, objective, and meaningful conclusions from the data

– involves two aspects: design and statistical

L. M. Lye DOE Course 17

involves two aspects: design and statistical analysis

• Every experiment involves a sequence of activities:– Conjecture - hypothesis that motivates theConjecture - hypothesis that motivates the

experiment– Experiment - the test performed to investigate

the conjecture– Analysis - the statistical analysis of the data

from the experiment

L. M. Lye DOE Course 18

from the experiment– Conclusion - what has been learned about the

original conjecture from the experiment.

Page 10: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

10

Three basic principles of Statistical DOE• Replication

– allows an estimate of experimental errorallows for a more precise estimate of the sample mean– allows for a more precise estimate of the sample mean value

• Randomization– cornerstone of all statistical methods– “average out” effects of extraneous factors– reduce bias and systematic errors

L. M. Lye DOE Course 19

reduce bias and systematic errors

• Blocking– increases precision of experiment– “factor out” variable not studied

Guidelines for Designing Experiments• Recognition of and statement of the problem

– need to develop all ideas about the objectives of theneed to develop all ideas about the objectives of the experiment - get input from everybody - use team approach.

• Choice of factors, levels, ranges, and response variables. – Need to use engineering judgment or prior test results.

L. M. Lye DOE Course 20

• Choice of experimental design– sample size, replicates, run order, randomization,

software to use, design of data collection forms.

Page 11: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

11

• Performing the experiment– vital to monitor the process carefully. Easy to

underestimate logistical and planning aspects in a complex R and D environment.p

• Statistical analysis of data– provides objective conclusions - use simple graphics

whenever possible.• Conclusion and recommendations

– follow-up test runs and confirmation testing to validate

L. M. Lye DOE Course 21

p gthe conclusions from the experiment.

• Do we need to add or drop factors, change ranges, levels, new responses, etc.. ???

Using Statistical Techniques in Experimentation - things to keep in mind

• Use non-statistical knowledge of the problem– physical laws, background knowledgephysical laws, background knowledge

• Keep the design and analysis as simple as possible– Don’t use complex, sophisticated statistical techniques– If design is good, analysis is relatively straightforward– If design is bad - even the most complex and elegant

statistics cannot save the situation

L. M. Lye DOE Course 22

• Recognize the difference between practical and statistical significance– statistical significance ≠ practically significance

Page 12: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

12

• Experiments are usually iterative– unwise to design a comprehensive experiment at the

start of the study– may need modification of factor levels, factors,

responses, etc.. - too early to know whether experiment would work

– use a sequential or iterative approach– should not invest more than 25% of resources in the

initial design

L. M. Lye DOE Course 23

initial design.– Use initial design as learning experiences to accomplish

the final objectives of the experiment.

Factorial v.s. OFAT

• Factorial design - experimental trials or runs are performed at all possible combinations of factor levels in contrast to OFAT experiments.

• Factorial and fractional factorial experiments are among the most useful multi-factor experiments for engineering and scientific investigations.

L. M. Lye DOE Course 24

Page 13: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

13

• The ability to gain competitive advantage requires extreme care in the design and conduct of

i t S i l tt ti t b id t j i texperiments. Special attention must be paid to joint effects and estimates of variability that are provided by factorial experiments.

• Full and fractional experiments can be conducted using a variety of statistical designs The design

L. M. Lye DOE Course 25

using a variety of statistical designs. The design selected can be chosen according to specific requirements and restrictions of the investigation.

Factorial Designs• In a factorial experiment, all

ibl bi ti fpossible combinations of factor levels are tested

• The golf experiment:– Type of driver (over or regular)– Type of ball (balata or 3-piece)– Walking vs. riding a cart– Type of beverage (Beer vs water)

L. M. Lye DOE Course 26

yp g ( )– Time of round (am or pm)– Weather – Type of golf spike– Etc, etc, etc…

Page 14: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

14

Factorial Design

L. M. Lye DOE Course 27

Factorial Designs with Several Factors

L. M. Lye DOE Course 28

Page 15: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

15

Erroneous Impressions About Factorial Experiments

• Wasteful and do not compensate the extra effort with additional useful information - this folklore presumes that

k ( t ) th t f t i d d tlone knows (not assumes) that factors independently influence the responses (i.e. there are no factor interactions) and that each factor has a linear effect on the response - almost any reasonable type of experimentation will identify optimum levels of the factors

• Information on the factor effects becomes available only after the entire e periment is completed Takes too long

L. M. Lye DOE Course 29

after the entire experiment is completed. Takes too long. Actually, factorial experiments can be blocked and conducted sequentially so that data from each block can be analyzed as they are obtained.

One-factor-at-a-time experiments (OFAT)

• OFAT is a prevalent, but potentially disastrous type of experimentation commonly used by many engineers and scientists in both industry and academia.

• Tests are conducted by systematically changing the levels of one factor while holding the levels of all other factors fixed. The “optimal” level of the first factor is then selected.

• Subsequently, each factor in turn is varied and its

L. M. Lye DOE Course 30

“optimal” level selected while the other factors are held fixed.

Page 16: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

16

One-factor-at-a-time experiments (OFAT)

• OFAT experiments are regarded as easier to implement, more easily understood, and more economical than f t i l i t B tt th t i l dfactorial experiments. Better than trial and error.

• OFAT experiments are believed to provide the optimum combinations of the factor levels.

• Unfortunately, each of these presumptions can generally be shown to be false except under very special circumstances.

• The key reasons why OFAT should not be conducted

L. M. Lye DOE Course 31

except under very special circumstances are:– Do not provide adequate information on interactions– Do not provide efficient estimates of the effects

Factorial vs OFAT ( 2-levels only)

• 2 factors: 4 runs • 2 factors: 6 runsFactorial OFAT

• 2 factors: 4 runs– 3 effects

• 3 factors: 8 runs– 7 effects

• 5 factors: 32 or 16 runs31 15 ff t

• 2 factors: 6 runs– 2 effects

• 3 factors: 16 runs– 3 effects

• 5 factors: 96 runs5 ff t

L. M. Lye DOE Course 32

– 31 or 15 effects• 7 factors: 128 or 64 runs

– 127 or 63 effects

– 5 effects• 7 factors: 512 runs

– 7 effects

Page 17: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

17

Example: Factorial vs OFAT

high high

OFATFactorial

l hi h

low

Factor B

high

B

high

low

l hi h

L. M. Lye DOE Course 33

Factor A

low high

E.g. Factor A: Reynold’s number, Factor B: k/D

low highA

Example: Effect of Re and k/D on friction factor f• Consider a 2-level factorial design (22)• Reynold’s number = Factor A; k/D = Factor BReynold s number Factor A; k/D Factor B• Levels for A: 104 (low) 106 (high)• Levels for B: 0.0001 (low) 0.001 (high)• Responses: (1) = 0.0311, a = 0.0135, b = 0.0327,

ab = 0.0200• Effect (A) = -0.66, Effect (B) = 0.22, Effect (AB) = 0.17

L. M. Lye DOE Course 34

• % contribution: A = 84.85%, B = 9.48%, AB = 5.67%• The presence of interactions implies that one cannot

satisfactorily describe the effects of each factor using main effects.

Page 18: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

18

D E S IG N -E A S E P l o t

L n (f )

X = A : R e y n o l d 's #Y = B : k/D

k /DInte ra c tio n G ra p h

- 3 64155

- 3.420382222

D e si g n P o i n ts

B - 0 .0 0 0B + 0 .0 0 1

Ln(f)

- 4 .08389

- 3.86272

3.64155

22

L. M. Lye DOE Course 35

R e yn o ld 's #

4.000 4.500 5.000 5.500 6.000

- 4.30507 22

D E S IG N -E A S E P l o t

L n (f )X = A : R e y n o l d 's #Y = B : k/D

D e si g n P o i n ts

L n(f)

0.0008

0.0010

k/D

0 .0003

0.0006

-4 . 1 5 7 6 2

-4 . 0 1 0 1 7

-3 . 8 6 2 7 2-3 . 7 1 5 2 8

-3 . 5 6 7 8 3

L. M. Lye DOE Course 36

R e yn o ld 's #

4.000 4.500 5.000 5.500 6.000

0.0001

Page 19: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

19

D E S IG N -E A S E P l o t

L n (f )X = A : R e y n o l d 's #Y = B : k/D

-3 8 6 2 7 2

-3 . 6 4 1 5 5

-3 . 4 2 0 3 8

-4 . 3 0 5 0 7

-4 . 0 8 3 8 9

-3 . 8 6 2 7 2

Ln(

f)

0 . 0 0 0 8

0 . 0 0 1 0

L. M. Lye DOE Course 37

4 . 0 0 0 4 . 5 0 0

5 . 0 0 0 5 . 5 0 0

6 . 0 0 0

0 . 0 0 0 1

0 . 0 0 0 3

0 . 0 0 0 6

R e y n o l d 's #

k/D

With the addition of a few more points• Augmenting the basic 22 design with a center

point and 5 axial points we get a central composite design (CCD) and a 2nd order model can be fit.design (CCD) and a 2nd order model can be fit.

• The nonlinear nature of the relationship between Re, k/D and the friction factor f can be seen.

• If Nikuradse (1933) had used a factorial design in his pipe friction experiments, he would need far less experimental runs!!

L. M. Lye DOE Course 38

less experimental runs!! • If the number of factors can be reduced by

dimensional analysis, the problem can be made simpler for experimentation.

Page 20: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

20

D E S IG N -E X P E R T P l o t

L o g 1 0 (f )

X = A : R EY = B : k/D

D e si g n P o i n ts

B : k /DInte ra c tio n G ra p h

- 1.567

- 1.495

B - 0 .0 0 0B + 0 .0 0 1

Log1

0(f)

- 1 .712

- 1.639

L. M. Lye DOE Course 39

A: R E

4.293 4.646 5.000 5.354 5.707

- 1.784

D E S IG N -E X P E R T P l o t

L o g 1 0 (f )X = A : R EY = B : k/D

-1 . 6 1 1

-1 . 5 5 4

-1 . 7 8 3

-1 . 7 2 5

-1 . 6 6 8

Log

10(f)

0 . 0 0 0 8 8 2 8

L. M. Lye DOE Course 40

4 . 2 9 3 4 . 6 4 6 5 . 0 0 0 5 . 3 5 4 5 . 7 0 7

0 . 0 0 0 3 1 7 2

0 . 0 0 0 4 5 8 6

0 . 0 0 0 6 0 0 0

0 . 0 0 0 7 4 1 4

A : R E

B : k/D

Page 21: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

21

D E S IG N -E X P E R T P l o t

L o g 1 0 (f )D e si g n P o i n t s

X = A : R EY = B : k/D

L o g 1 0 (f)

0.0007414

0 .0008828

B: k

/D0 .0004586

0 .0006000

-1 . 7 4 4

-1 . 7 0 6-1 . 6 6 8-1 . 6 3 0-1 . 5 9 2

L. M. Lye DOE Course 41

A: R E

4.293 4.646 5.000 5.354 5.707

0 .0003172

D E S IG N -E X P E R T P l o tL o g 1 0 (f ) P re d ic te d vs . A c tua l

- 1.566

- 1.494

Pred

icte

d

- 1 .711

- 1.639

1.566

L. M. Lye DOE Course 42

Ac tu a l

- 1.783

- 1.783 - 1.711 - 1.639 - 1.566 - 1.494

Page 22: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

22

Design of Engineering ExperimentsBasic Statistical Concepts

• Simple comparative experiments (t-test) – Stats course – not covered here.

• Comparing more than two factor levels…theanalysis of variance– ANOVA decomposition of total variability– Statistical testing & analysis– Checking assumptions, model validity

L. M. Lye DOE Course 43

Portland Cement Formulation

17 5016 851

Unmodified Mortar (Formulation 2)

Modified Mortar(Formulation 1)

Observation (sample), j

1 jy 2 jy

17.7517.04617.8616.52518.0016.35418.2517.21317.6316.40217.5016.851

L. M. Lye DOE Course 44

18.1516.571017.9616.59917.9017.15818.2216.967

Page 23: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

23

Minitab Two-Sample t-Test ResultsTwo-Sample T-Test and CI: Form 1, Form 2Two-sample T for Form 1 vs Form 2

N Mean StDev SE Mean

Form 1 10 16.764 0.316 0.10

Form 2 10 17.922 0.248 0.078

Difference = mu Form 1 - mu Form 2

Estimate for difference: -1 158

L. M. Lye DOE Course 45

Estimate for difference: 1.158

95% CI for difference: (-1.425, -0.891)

T-Test of difference = 0 (vs not =): T-Value = -9.11 P-Value = 0.000 DF = 18

Both use Pooled StDev = 0.284

Checking Assumptions –The Normal Probability Plot

Tension Bond Strength DataML Estimates

Form 1

Form 2

20304050607080

90

95

99

Per

cent

AD*

1.2091.387

Goodness of Fit

L. M. Lye DOE Course 46

16.5 17.5 18.5

1

5

10

Data

Page 24: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

24

What If There Are More Than Two Factor Levels?

• The t-test does not directly applyTh l t f ti l it ti h th ith• There are lots of practical situations where there are either more than two levels of interest, or there are several factors of simultaneous interest

• The analysis of variance (ANOVA) is the appropriate analysis “engine” for these types of experiments

• The ANOVA was developed by Fisher in the early 1920s, and

L. M. Lye DOE Course 47

initially applied to agricultural experiments• Used extensively today for industrial experiments

An Example• Consider an investigation into the formulation of a

new “synthetic” fiber that will be used to make ropes• The response variable is tensile strengthThe response variable is tensile strength• The experimenter wants to determine the “best” level

of cotton (in wt %) to combine with the synthetics• Cotton content can vary between 10 – 40 wt %; some

non-linearity in the response is anticipated• The experimenter chooses 5 levels of cotton

L. M. Lye DOE Course 48

p“content”; 15, 20, 25, 30, and 35 wt %

• The experiment is replicated 5 times – runs made in random order

Page 25: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

25

An Example

• Does changing the cotton weight percent

L. M. Lye DOE Course 49

g pchange the mean tensile strength?

• Is there an optimumlevel for cotton content?

The Analysis of Variance

• In general, there will be a levels of the factor, or a treatments, and nreplicates of the experiment, run in random order…a completely

d i d d i (CRD)

L. M. Lye DOE Course 50

randomized design (CRD)• N = an total runs• We consider the fixed effects case only• Objective is to test hypotheses about the equality of the a treatment

means

Page 26: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

26

The Analysis of Variance• The name “analysis of variance” stems from a

partitioning of the total variability in the response variable into components that are consistent with a

d l f h imodel for the experiment• The basic single-factor ANOVA model is

1,2,...,,

1,2,...,ij i ij

i ay

j nμ τ ε

=⎧= + + ⎨ =⎩

L. M. Lye DOE Course 51

2

an overall mean, treatment effect,

experimental error, (0, )i

ij

ith

NID

μ τ

ε σ

= =

=

Models for the Data

There are several ways to write a model forThere are several ways to write a model for the data:

is called the effects model

Let , then ij i ij

i i

y μ τ ε

μ μ τ

= + +

= +

L. M. Lye DOE Course 52

is called the means model

Regression models can also be employedij i ijy μ ε= +

Page 27: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

27

The Analysis of Variance• Total variability is measured by the total sum of

squares:2( )

a n

SS y y=∑∑

• The basic ANOVA partitioning is:

..1 1

( )T iji j

SS y y= =

= −∑∑

2 2.. . .. .

1 1 1 1( ) [( ) ( )]

a n a n

ij i ij ii j i j

y y y y y y= = = =

− = − + −∑∑ ∑∑

L. M. Lye DOE Course 53

2 2. .. .

1 1 1

( ) ( )

j j

a a n

i ij ii i j

T Treatments E

n y y y y

SS SS SS= = =

= − + −

= +

∑ ∑∑

The Analysis of Variance

T Treatments ESS SS SS= +

• A large value of SSTreatments reflects large differences in treatment means

• A small value of SSTreatments likely indicates no differences in treatment means

• Formal statistical hypotheses are:

T Treatments E

L. M. Lye DOE Course 54

yp

0 1 2

1

:: At least one mean is different

aHH

μ μ μ= = =L

Page 28: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

28

The Analysis of Variance• While sums of squares cannot be directly compared to test

the hypothesis of equal means, mean squares can be compared.

• A mean square is a sum of squares divided by its degrees q q y gof freedom:

1 1 ( 1)

,1 ( 1)

Total Treatments Error

Treatments ETreatments E

df df dfan a a n

SS SSMS MSa a n

= +− = − + −

= =− −

L. M. Lye DOE Course 55

• If the treatment means are equal, the treatment and error mean squares will be (theoretically) equal.

• If treatment means differ, the treatment mean square will be larger than the error mean square.

1 ( 1)a a n

The Analysis of Variance is Summarized in a Table

L. M. Lye DOE Course 56

• The reference distribution for F0 is the Fa-1, a(n-1) distribution• Reject the null hypothesis (equal treatment means) if

0 , 1, ( 1)a a nF Fα − −>

Page 29: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

29

ANOVA Computer Output (Design-Expert)

Response:StrengthANOVA for Selected Factorial Model

Analysis of variance table [Partial sum of squares]Sum of Mean F

Source Squares DF Square Value Prob > FModel 475.76 4 118.94 14.76 < 0.0001A 475.76 4 118.94 14.76 < 0.0001Pure Error161.20 20 8.06Cor Total 636.96 24

L. M. Lye DOE Course 57

Std. Dev. 2.84 R-Squared 0.7469Mean 15.04 Adj R-Squared 0.6963C.V. 18.88 Pred R-Squared 0.6046PRESS 251.88 Adeq Precision 9.294

The Reference Distribution:

L. M. Lye DOE Course 58

Page 30: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

30

Graphical View of the ResultsD E S I G N - E X P E R T P l o t

S t re n g t h X = A : C o t t o n W e i g h t %

D e s i g n P o i n t s

O n e F a c to r P lo t

2 5

D e s i g n P o i n t s

Stre

ngth

1 1 .5

1 6

2 0 .5

22

22 22

22 22

22

L. M. Lye DOE Course 59

A : C o t to n W e i g h t %

1 5 2 0 2 5 3 0 3 5

7 22

Model Adequacy Checking in the ANOVA

• Checking assumptions is important• Normality• Constant variance• Independence• Have we fit the right model?

L. M. Lye DOE Course 60

g• Later we will talk about what to do if some

of these assumptions are violated

Page 31: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

31

Model Adequacy Checking in the ANOVA

• Examination of residuals l o t N o rm a l p lo t o f re s i d u a ls

9 9

• Design-Expert generates the residuals

• Residual plots are very useful

.

ˆij ij ij

ij i

e y y

y y

= −

= −

Nor

mal

% p

roba

bilit

y

1

5

1 0

2 0

3 0

5 0

7 0

8 0

9 0

9 5

9 9

L. M. Lye DOE Course 61

useful• Normal probability plot

of residualsR e s i d u a l

- 3 .8 - 1 .5 5 0 .7 2 .9 5 5 .2

1

Other Important Residual Plots5.2 5.2

22

22

22

22

22

22

Res

idua

ls

-1.55

0.7

2.95

Res

idua

ls

-1.55

0.7

2.95

L. M. Lye DOE Course 62

22

22

Predicted

-3.8

9.80 12.75 15.70 18.65 21.60

Run Num ber

-3.8

1 4 7 10 13 16 19 22 25

Page 32: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

32

Design of Engineering ExperimentsIntroduction to General Factorials

• General principles of factorial experiments• The two-factor factorial with fixed effects• The ANOVA for factorials• Extensions to more than two factors

L. M. Lye DOE Course 63

Some Basic Definitions

Definition of a factor effect: The change in the mean response when the factor is changed from low to high

40 52 20 30+ +

L. M. Lye DOE Course 64

40 52 20 30 212 2

30 52 20 40 112 2

52 20 30 40 12 2

A A

B B

A y y

B y y

AB

+ −

+ −

+ += − = − =

+ += − = − =

+ += − = −

Page 33: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

33

The Case of Interaction:

50 12 20 40 12 2A A

A y y+ −

+ += − = − =

L. M. Lye DOE Course 65

2 240 12 20 50 9

2 212 20 40 50 29

2 2

A A

B BB y y

AB

+ −

+ += − = − = −

+ += − = −

Regression Model & The Associated Response

Surface

0 1 1 2 2

12 1 2

1 2

The least squares fit isˆ 35.5 10.5 5.5

0 5

y x xx x

y x xx x

β β ββ ε

= + ++ +

= + ++

L. M. Lye DOE Course 66

1 2

1 2

0.535.5 10.5 5.5

x xx x

+≅ + +

Page 34: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

34

The Effect of Interaction on the Response Surface

Suppose that we add an interaction term to the model:

1 2

1 2

ˆ 35.5 10.5 5.58

y x xx x

= + ++

L. M. Lye DOE Course 67

Interaction is actually a form of curvature

Example: Battery Life Experiment

L. M. Lye DOE Course 68

A = Material type; B = Temperature (A quantitative variable)

1. What effects do material type & temperature have on life?

2. Is there a choice of material that would give long life regardless of temperature (a robust product)?

Page 35: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

35

The General Two-Factor Factorial Experiment

L. M. Lye DOE Course 69

a levels of factor A; b levels of factor B; n replicates

This is a completely randomized design

Statistical (effects) model:

1, 2,...,i a=⎧⎪

, , ,( ) 1,2,...,

1, 2,...,ijk i j ij ijky j b

k nμ τ β τβ ε

⎧⎪= + + + + =⎨⎪ =⎩

Other models (means model, regression models) can be useful

L. M. Lye DOE Course 70

Regression model allows for prediction of responses when we have quantitative factors. ANOVA model does not allow for prediction of responses - treats all factors as qualitative.

Page 36: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

36

Extension of the ANOVA to Factorials (Fixed Effects Case)

2 2 2( ) ( ) ( )a b n a b

b∑∑∑ ∑ ∑2 2 2... .. ... . . ...

1 1 1 1 1

2 2. .. . . ... .

1 1 1 1 1

( ) ( ) ( )

( ) ( )

ijk i ji j k i j

a b a b n

ij i j ijk iji j i j k

y y bn y y an y y

n y y y y y y

= = = = =

= = = = =

− = − + −

+ − − + + −

∑∑∑ ∑ ∑

∑∑ ∑∑∑

T A B AB ESS SS SS SS SS= + + +

L. M. Lye DOE Course 71

breakdown:1 1 1 ( 1)( 1) ( 1)

dfabn a b a b ab n− = − + − + − − + −

ANOVA Table – Fixed Effects Case

L. M. Lye DOE Course 72

Design-Expert will perform the computations

Most text gives details of manual computing(ugh!)

Page 37: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

37

Design-Expert Output

Response: LifeANOVA for Selected Factorial Model

Analysis of variance table [Partial sum of squares]Analysis of variance table [Partial sum of squares]

Sum of Mean FSource Squares DF Square Value Prob > FModel 59416.22 8 7427.03 11.00 < 0.0001A 10683.72 2 5341.86 7.91 0.0020B 39118.72 2 19559.36 28.97 < 0.0001AB 9613.78 4 2403.44 3.56 0.0186Pure E 18230.75 27 675.21C Total 77646.97 35

L. M. Lye DOE Course 73

Std. Dev. 25.98 R-Squared 0.7652Mean 105.53 Adj R-Squared 0.6956C.V. 24.62 Pred R-Squared 0.5826

PRESS 32410.22 Adeq Precision 8.178

Residual Analysis DESIGN-EXPERT Plo tLi fe

Normal plot of residuals

99

DESIGN-EXPERT PlotL i fe

Residuals vs. Predicted

45.25

Nor

mal

% p

roba

bilit

y

1

5

10

20

30

50

70

80

90

95

Res

idua

ls

-60.75

-34.25

-7.75

18.75

L. M. Lye DOE Course 74

Res idual

-60.75 -34.25 -7.75 18.75 45.25

Predicted

49.50 76.06 102.62 129.19 155.75

Page 38: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

38

Residual Analysis

DESIGN-EXPERT Plo tL i fe

Residuals vs. Run

45.25

Res

idua

ls-34.25

-7.75

18.75

L. M. Lye DOE Course 75

Run Num ber

-60.75

1 6 11 16 21 26 31 36

Residual Analysis DESIGN-EXPERT Plo tLi fe

Residuals vs. Material

45.25

DESIGN-EXPERT P lotL i fe

Residuals vs. Temperature

18 75

45.25

Res

idua

ls

-60.75

-34.25

-7.75

18.75

Res

idua

ls

-60.75

-34.25

-7.75

18.75

L. M. Lye DOE Course 76

Material

1 2 3

Tem perature

1 2 3

Page 39: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

39

Interaction Plot DESIGN-EXPERT P lot

L i fe

X = B: T em peratureY = A: M ateria l

A1 A1

A: Materia lInteraction Graph

188

A1 A1A2 A2A3 A3

Life

62

104

146

2

2

22

2

2

L. M. Lye DOE Course 77

B: Tem perature

15 70 125

20

Quantitative and Qualitative Factors

• The basic ANOVA procedure treats every factor as if itThe basic ANOVA procedure treats every factor as if it were qualitative

• Sometimes an experiment will involve both quantitativeand qualitative factors, such as in the example

• This can be accounted for in the analysis to produce regression models for the quantitative factors at each level (or combination of levels) of the qualitative factors

L. M. Lye DOE Course 78

(or combination of levels) of the qualitative factors• These response curves and/or response surfaces are often

a considerable aid in practical interpretation of the results

Page 40: Design and Analysis of Multi-Factored Experiments Moduleadfisher/7928-12/DOE/DOE module- Part 1 - Basic… · Design and Analysis of Multi-Factored Experiments Module ... • Some

40

Factorials with More Than Two Factors

• Basic procedure is similar to the two-factor case;• Basic procedure is similar to the two-factor case; all abc…kn treatment combinations are run in random order

• ANOVA identity is also similar:

T A B AB ACSS SS SS SS SS= + + + + +L L

L. M. Lye DOE Course 79

ABC AB K ESS SS SS+ + + +LL

More than 2 factors• With more than 2 factors, the most useful ,

type of experiment is the 2-level factorial experiment.

• Most efficient design (least runs)• Can add additional levels only if required

L. M. Lye DOE Course 80

• Can be done sequentially• That will be the next topic of discussion