How - To - Analyze - A - Split-Plot - Design STATGRAPHICS 2
How - To - Analyze - A - Split-Plot - Design STATGRAPHICS 2
How - To - Analyze - A - Split-Plot - Design STATGRAPHICS 2
Introduction
When performing an experiment involving several factors, it is best to randomize the order in
which the experiments are performed. This reduces the chance that any unexpected effects, such
as a gradual change in some uncontrolled variable over time, will bias the results of the
experiment. Randomization protects the experimenter against the effects of “lurking variables”,
which are factors that affect the experiment but are not recognized until after the experiment is
completed (if they ever are). Randomization also insures that all experimental factors are
subjected to the same level of experimental error, which simplifies the type of analysis that needs
to be performed on the results.
In some cases, pure randomization is not practical, since certain factors may be hard to change.
For example, when experimenting with a chemical process, it may be very easy to change the
initial temperature by turning a dial, but changing a factor such as the type of catalyst may be
considerably more involved. In such cases, experimental designs such as the split-plot design
provide economical alternatives to full randomization. Unfortunately, the restricted
randomization complicates the statistical analysis that must be performed on the resulting data.
This “How To” guide shows how STATGRAPHICS Centurion can be used to analyze typical
split-plot designs. Two examples are considered, one involving categorical experimental factors
and the other involving quantitative factors.
Example #1
The first example we will consider comes from the latest edition of Statistics for Experimenters,
second edition (Wiley, 2005) by Box, Hunter and Hunter. It is an experiment designed to study
the corrosion resistance of steel bars that have been treated with four different coatings. The bars
have been randomly positioned in a furnace and baked at three different temperatures. Although
the position of the bars in the furnace could be randomized, multiple experiments involving a
particular temperature needed to be conducted at the same time, since it was impractical to
change the temperature of the furnace for each sample.
The following table shows the layout of the experiment. Six experimental runs were performed,
each at a selected temperature. During each run, four bars were baked, one bar with each coating.
The position of the bars in the oven was randomly determined for each run. However, the
temperature was changed in a systematic manner:
The results of the experiment have been placed in a file called howto11.sf6, which has the
structure shown below:
The goal of the experiment is to determine the effect of the type of coating and the temperature
on corrosion.
To plot the experimental data, let’s begin by pushing the X-Y Scatterplot button on the main
toolbar. On the data input dialog box, indicate the variables to be plotted on each axis as shown
below:
The resulting plot shows a general increase in corrosion with increasing temperature:
160
120
80
40
0
355 360 365 370 375 380 385
Temperature
Figure 4: X-Y Scatterplot for Chlorine Data
To introduce the type of coating into the plot, double-click on the graph to enlarge it and press
the Pane Options button on the analysis toolbar. This will display the following dialog box:
160 3
4
120
80
40
0
355 360 365 370 375 380 385
Temperature
Figure 6: Coded X-Y Scatterplot
Each type of point symbol represents a different coating. At each of the 3 temperatures, there are
2 replicates for each type of coating. Based on this plot, one would be hard pressed to select the
best type of coating.
There are two sources of variability in this experiment: variability in bringing the furnace to a
particular temperature, and variability amongst positions within the furnace. The variance of the
first source will be labeled σ W2 , while the variance of the second will be labeled σ S2 . Since
coatings were randomized across the subplots, estimates of differences between the coatings are
subject only to the subplot error, while estimates of the temperature effects involve both the
subplot and whole-plot error.
The secret to analyzing this split-plot experiment is to view it as two experiments, one contained
within the other. The whole-plot experiment involves changes in temperature. It can be viewed
as a one-way comparison amongst the three levels of temperatures, with two replicates at each
level:
Each replicate represents a “whole-plot” or run of the furnace. A standard ANOVA table for the
whole-plot design would look like:
T1 R1 T2 R1 T3 R1 T1 R2 T2 R2 T3 R2
C1 Y Y Y Y Y Y
C2 Y Y Y Y Y Y
C3 Y Y Y Y Y Y
C4 Y Y Y Y Y Y
One bar was baked at each of the 4×6 combinations of coating and whole-plot. The terms in the
ANOVA table for this experiment look like:
Tests of significance for the terms in each experiment are done by comparing them to the
corresponding error component.
© 2005 by StatPoint, Inc. How to Analyze a Split-Plot Design - 5
Procedure: General Linear Models
A fully randomized factorial design, in which there is only one source of experimental error, is
usually analyzed using the Multifactor ANOVA procedure. When there is more than one source
of error, the General Linear Models procedure must be used instead. This is accessed from the
main STATGRAPHICS Centurion menu by selecting:
• If using the Classic menu: Compare – Analysis of Variance – General Linear Models.
• If using the Six Sigma menu: Improve – Analysis of Variance – General Linear Models.
Although not strictly necessary, it is helpful to enter the factors in the order shown:
After completing the first dialog box, a second dialog box is displayed on which to specify the
statistical model. It should be completed as shown below:
1. The main effect of the whole-plot factor Temperature is specified by placing the single
letter A in the Effects field. Since specific values of temperature were used (360, 370,
380), it is a fixed rather than a random factor.
2. Replicate is entered using the notation B(A). This indicates that replicate (Factor B) is
nested within temperature (Factor A). Specifying the factors as nested indicates that the
experimental unit for the first replicate of T1 is not the same as the experimental unit for
the first replicate of temperature T2 or T3. Indeed, each combination of T and R forms a
separate whole-plot. Factor B is also specified to be a random factor, since the two
replicates are but a small random sample of all replicates that could have been performed.
3. After entering the whole-plot terms, the subplot effects are specified. First, main effects
of Coating are requested using the symbol C. Then the Temperature×Coating interaction
is entered as A*C. Since four specific coatings are being tested, Coating is also a fixed
rather than a random factor.
Pressing OK causes the specified model to be fit. The Analysis Summary pane summarizes the
fitted model. The top section of that summary is shown below:
The most important information in the above table is in the section labeled Type III Sums of
Squares. The rightmost column of that table contains a P-Value for each term in the model. P-
Values less than 0.05 indicate effects that are statistically significant at the 5% significance level.
Both the main effect of Coating and the Temperature×Coating interaction are significant.
F-Test Denominators
Source Df Mean Square Denominator
Temperature 3.00 4813.21 (2)
Replicate(Temperature) 9.00 124.542 (5)
Coating 9.00 124.542 (5)
Temperature*Coating 9.00 124.542 (5)
Variance Components
Source Estimate
Replicate(Temperature) 1172.17
Residual 124.542
Figure 10: GLM Analysis Summary – Bottom Section
The F-Test denominators indicate which line in the ANOVA table has been used to test the
significance of each effect. For Temperature, the (2) indicates that it has been compared against
the whole-plot error on the second line of the ANOVA table (labeled Replicate(Temperature)).
The other factors have been compared to the Residual or subplot error in line 5.
140
100
60
20
-20
360 370 380
Temperature
Figure 11: Means Plot for Temperature
Since all of the intervals overlap, we can not declare any means to be significantly different from
any other means, which matches the insignificant result for the Temperature main effects in the
ANOVA table. Using Pane Options to switch factors displays the following:
120
110
100
90
80
1 2 3 4
Coating
Figure 12: Means Plot for Coating
We can also select Interaction Plot from the Graphs dialog box to display the interaction
between Temperature and Coating:
Interaction Plot
200 Coating
1
160 2
Corrosion
3
120
4
80
40
0
360 370 380
Temperature
Figure 13: Interaction Plot for Temperature×Coating
Each point on the interaction plot shows the mean value for a specific combination of
Temperature and Coating. Note that the difference between Coating 4 and the others is more
pronounced at 380º than it is at the other temperatures. Also, Coating 2, which gives lowest
Corrosion at 360º and 380º, is not the lowest at 370º.
We can also use Pane Options to add uncertainty intervals to the interaction plot:
160 3
4
120
80
40
0
360 370 380
Temperature
Figure 14: Interaction Plot with Uncertainty Intervals
It appears that the only temperature at which the coatings are significantly different is 380º, since
all of the intervals overlap at the other temperatures.
A = electrode gap
B = gas flow
C = pressure
D = time
E = RF power
The first 3 factors were relatively hard to change, while the last two could be changed easily.
An excellent design for studying the effects of 5 factors is the 25-1 fractional factorial design,
consisting of 16 runs at different combinations of two levels of each factor. The design is
resolution V, meaning that it can estimate clearly all main effects and two-factor interactions. In
running such a design, the 16 runs are ordinarily done in random order. Unfortunately, this
means that all of the factors will be changed frequently, which could be expensive and time-
consuming.
Montgomery describes an approach that reduces the number of times the hard-to-change factors
need to be changed. He suggests arranging the 16 runs in the 25-1 design as a split-plot design. In
his approach, each of the 8 combinations of the 3 hard-to-change factors defines a whole-plot.
Each time a whole-plot is created, two different combinations of factors D and E are tested. The
layout of the design is shown below:
Whole- A B C D E Uniformity
Plots
1 - - - - + 40.85
- - - + - 41.07
2 + - - - - 35.67
+ - - + + 51.15
3 - + - - - 41.80
- + - + + 37.01
4 + + - - + 91.09
+ + - + - 48.67
5 - - + - - 40.32
- - + + + 43.34
6 + - + - + 62.46
+ - + + - 38.08
7 - + + - + 31.99
- + + + - 41.03
8 + + + - - 70.31
+ + + + + 81.03
Figure 15: 25-1 Split-Plot Experiment
Each of the 16 rows of the table represents an experiment that was performed. The – and + signs
indicate whether a factor was run at its low or high level during a particular run. For example,
© 2005 by StatPoint, Inc. How to Analyze a Split-Plot Design - 11
during the first run, factors A, B, C and D were run at their low levels, while factor E was run at
its high level. The measured Uniformity for that run was 40.85. The eight whole-plots were run
in random order. Once the whole-plot conditions were set, the two runs in the whole-plot were
performed, also in random order. With this approach, the hard-to-change factors A, B and C
were changed less frequently then the easy-to-change factors D and E.
• If using the Classic menu: DOE – Design Creation – Create New Design.
• If using the Six Sigma menu: Improve – Experimental Design Creation – Create New
Design.
On the first dialog box, select the Screening option (this includes the two-level factorials) and
indicate that 5 experimental factors are to be varied:
On the second dialog box, specify the names of the 5 experimental factors:
A: electrode gap
B: gas flow
C: pressure
D: time
E: RF power
Since the low and high levels of each factor were not stated in Montgomery’s example, leave the
levels at -1.0 and 1.0.
On the third dialog box, specify a label for the response variable:
The fourth dialog box shows a list of screening designs for 5 factors:
The design desired is the Half fraction. It has 16 runs and is Resolution V. Note that 0 degrees of
freedom are available to estimate the experimental error. This means that all 16 runs will be used
to estimate the average, the main effects, and the two-factor interactions. To obtain degrees of
freedom for estimating the experimental error, additional runs could be added on the final dialog
box:
Most commonly, centerpoints would be added at values of each factor positioned halfway
between the lows and the highs. In Montgomery’s example, however, no centerpoints were used,
so no formal statistical tests of significance will be possible.
After the final dialog box, the design will be created and placed into the STATGRAPHICS
datasheet:
The order of the design differs somewhat from that shown in Figure 15. In particular, the 8
desired whole-plots consist of the following rows:
The two runs in each whole-plot have identical values for factors A, B and C, but the levels of
factors D and E are different. As stated earlier, the 8 whole-plots would be run in random order.
After selecting a whole-plot, the two runs would also be done in random order.
An analysis window will be created, containing several tables and graphs. Of particular interest
is the Pareto Chart, which plots the magnitude of each main effect and interaction in decreasing
order:
The largest effects appear to involve factors A, B and E and some of their interactions.
Since the whole-plot factors are subject to a different experimental error than the subplot factors,
the results need to be analyzed in two groups. To analyze the whole-plot experiment:
The above steps will create a normal probability plot that can be used to help determine which
effects are statistically significant:
Standard deviations
A:electrode gap
1.5
1.2 AB
0.9 B:gas flow
0.6 AC
0.3 C:pressure
BC
0
0 1 2 3 4
Standardized effects
Figure 26: Half-Normal Plot for the Whole-Plot Experiment
The estimated effects that are merely manifestations of noise will appear at the bottom left and
should lie approximately along a straight line. The estimated effects corresponding to real signals
will lie off the line toward the upper right. In this case, it appears that both electrode gap and gas
flow are statistically significant and that they interact. Pressure does not seem to have a
significant effect.
NOTE: the normal probability plot is the only means of determining statistical
significance for the whole-plot factors in this experiment. Although the ANOVA table
shows P-Values for each effect, they are based on the subplot error which does not apply
to the whole-plot factors. Had degrees of freedom been available to estimate the whole-
plot error, perhaps from the inclusion of several runs with replicated centerpoints, then
the average result in each whole-plot could have been calculated and an analysis of
variance performed on the whole-plot averages.
It is also useful in this case to display an interaction plot for factors A and B. This may be done
by:
1. Press the Graphs button on the analysis toolbar and select Interaction Plots.
2. When the plot appears, double-click on it to maximize its pane.
3. Press the Pane Options button and select only electrode gap and gas flow.
Uniformity
57
47 gas flow=-1.0
gas flow=-1.0
37 gas flow=1.0
-1.0 1.0
electrode gap
Figure 27: Interaction Plot for Electrode Gap and Gas Flow
At the low level of electrode gap, gas flow makes little difference. However, at the high level of
electrode gap, gas flow makes a big difference.
It is also useful to plot the estimated model for uniformity as a function of the two important
factors. The plot below was created by selecting Response Plots from the Graphs dialog box. It
plots the estimated corrosion as a function of electrode gap and gas flow, with the other factors
held halfway between their low and high values:
Uniformity
77 35.0
Uniformity
45.0
67
55.0
57 65.0
47 75.0
1
0.5
37 0
-1 -0.5
-0.6 -0.2 0.2 -1
0.6 1 gas flow
electrode gap
The strong interaction between the factors causes the surface to twist dramatically, resulting in
unusually high Uniformity when both electrode gap and gas flow are at their high levels.
The same analysis can now be repeated on the subplot experiment. Returning to the Exclude
Effects Options dialog box, we now create a model with any term (main effect or interaction) that
involves a subplot factor:
The resulting normal probability plot shows that factor E (RF power) is significant, as is its
interaction with factor A (electrode gap):
AE
1.6
E:RF power
1.2
AD
D:time
0.8
CD
CE
0.4 BD
DE
BE
0
0 0.2 0.4 0.6 0.8 1 1.2
Standardized effects
Figure 30: Half-Normal Plot for Subplot Effects
Uniformity
58
48 RF power=-1.0
RF power=-1.0
38 RF power=1.0
-1.0 1.0
electrode gap
As with gas flow, RF Power appears to have an effect only at the high level of electrode gap.
Conclusion
When the order of experiments cannot be fully randomized, a split-plot design is often useful.
Those factors that cannot be changed as easily are varied across large experimental units called
whole-plots, while the easily changed factors are varied across the subplots. Usually, the
experimental error amongst subplots is considerably less than that amongst whole-plots, so that
subplot factors and their interactions can be estimated with greater precision than the main
effects of the whole-plot factors.
As pointed out by the authors of the two books referenced in this guide, it is easy to slip into a
split-plot setup without realizing it. Often, the “logical” way to conduct an experiment prevents
one or more factors from being fully randomized. When randomization is restricted on one or
more factors, the usual tests of significance generated assuming full randomization may make
those factors appear more significant than they really are. For experimenters that face the
problem of not being able to fully randomize the order of their experiments, careful study of
split-plot designs is a must.
Note: The author welcomes comments about this guide. Please address your responses to
neil@statgraphics.com.