EXPERIMENTAL
DESIGN
Instructor: Lê Ngọc Liễu
Email: lnlieu@hcmiu.edu.vn
Office: A1.706
Content
Chapter 1: Introduction and Basics
Chapter 2: Comparative Experiments
Chapter 3: Factorial Design
Chapter 4: Optimization
Chapter 5: Modeling
Chapter 6: Design of experimental flowchart
Chapter 3
Screening Experiments
Four general fields applying Design of Experiment
Comparative
Screening
Optimization
Modeling
Screening Experiments
Used when you want to see the effect of a whole range of factors so as to know
which one(s) are most important.
Screening experiments:
Simple design: one factor at a time
Full factorial design: 2k
Half factorial design: 2k-1
Plackett-Burnam design
Simple design
Start with a configuration and vary one factor at a time
Given k factors and the i-th factor having ni levels
The required number of experiments
Example:
Simple design: one factor at a time
Example:
Investigate the effects Factor 1: enzyme concentration: 0.01; 0.02; 0.03%
of enzymatic treatment
on fruit juice yield Factor 2: treatment duration: 30, 60, 90, 120 min
Factor 3: treatment temperature: 30, 60 oC
1 2 3 4 5 6 7
Enzyme concentration 0.02 0.02 0.01 0.03 0.03 0.03 0.03
Treatment duration 90 90 90 90 30 60 120
Treatment temperature 30 60 60 60 60 60 60
How to determine the number of factors and number of levels?
Simple design: one factor at a time
Common procedure
Identify a key factor
Make changes to the key factor while trying to hold all other factors constant.
Evaluate the effect
Alter the process (maybe)
Repeat
Simple design: one factor at a time
Principle to be considered in determination of levels:
Each numeric factor should generally have at least 3 levels
There should exist a peak or plateau in the trend of change
Statistical analysis should be applied to determine the peak/ plateau
Control sample should be included
peak
Simple design: one factor at a time
90 90 a 90 a
80 80 b 80 b
70 70 c 70 c c
60 60 60
Yield (%)
Yield (%)
Yield (%)
50 50 50
40 40 40
30 30 30
20
20 20
10
10 10
0
0 0 30 60 90 120
30 60 30 60 90
Treatment duration (min)
Treatment duration (min) Treatment duration (min)
plateau
90 90 a
a 80 b
80 a
70 b 70 c c
60 60
Yield (%)
d
Yield (%)
50 50
40 40
30 30
20 20
10 10
0 0
30 60 90 0 30 60 90 120
Treatment duration (min) Treatment duration (min)
Simple design: one factor at a time
Disadvantages
Require more runs for the same precision in effect estimation
Cannot estimate interactions
Can miss optimal settings of factors
1 2 3 4 5 6 7
Enzyme concentration 0.02 0.02 0.01 0.03 0.03 0.03 0.03
Treatment duration 90 90 90 90 30 60 120
Treatment temperature 30 60 60 60 60 60 60
Full factorial design
Use all possible combinations at all levels of all factors
Given k factors and the i-th factor having ni levels
The required number of experiments
Example:
Fractional factorial design
When full factorial design results in a huge number of experiments, it
may be not possible to run all
Use subsets of levels of factors and the possible combinations of these
Given k factors and the i-th factor having ni levels; and selected subsets of
levels mi ≤ ni.
The required number of experiments
Example:
Comparation of experiment runs
Main effect and interaction
The main effect of a factor is defined to be the change in response
produced by a change in the level of a factor.
In some experiments we may find that the difference in response
between the levels of one factor is not the same at all levels of the other
factor. When this occurs, there is an interaction between the factors.
Main effect and interaction
Graphs are frequently useful in interpreting significant interactions.
When an interaction is large, the main effects have little practical
meaning.
A significant interaction will often mask the significance of main effects.
Advantages of Factorials
They are more efficient than one-factor-at-a-time experiments.
A factorial design is necessary when interactions may be present to
avoid misleading conclusions.
Factorial designs allow the effects of a factor to be estimated at several
levels of the other factors, yielding conclusions that are valid over a
range of experimental conditions.
Full factorial design
Easy design to create. Each factor is tested at each condition of the factor
Popcorn microwave making example:
2 brands x 6 power settings x 3 time settings = 36 trials
Results analyzed with a linear model
Cost: resources, time, materials. What if you can’t afford 36 trials? What if
you only have 16 bags of popcorn?
2k Factorial Designs
Test each of k factors at 2 levels
Begin by experimenting at the minimum and maximum level of a factor
two levels
A total of 2k experiments are required
Advantages • Less experiment runs
• Help to identify important factors (screening)
Disadvantages • Cannot identify nonlinear effects
• Follow-up with additional sampling on important factors
(augment design)
Standard 23 Sign Table
Randomization Run A B C Response
1 - - -
2 - - +
3 - + -
4 - + +
5 + - -
6 + - +
7 + + -
8 + + +
Standard 23 Sign Table (with result)
Run Temp (oC) Time (min) Ingredient Yield (%)
1 200 1 1 65.3
2 200 1 2 81.3
3 200 2 1 53.3
4 200 2 2 69.9
5 250 1 1 61.8
6 250 1 2 77.4
7 250 2 1 73.9
8 250 2 2 89.9
2k Factorial Designs
Principle to be considered
Be aggressive in setting factor levels, but not exceed the extreme
Always randomize run order
2k Factorial Designs
Example: popcorn microwave making
Be aggressive in setting factor levels, but not exceed the extreme (burn
popcorn)
2k Factorial Designs
Example: popcorn microwave making
Always randomize run order
2k-p Fractional Factorial Designs
To do a full 2k factorial experiment, you must do at least 2k runs
• Testing 4 factors costs twice as much as testing 3 factors
When the number of factors is large, a full factorial design requires a
large number of experiments
In that case fractional factorial design can be used
• Require fewer experiments, e.g., 2k-1 requires half of the experiments as
a full factorial design
2k-p Fractional Factorial Designs
Condition combinations are chosen to provide sufficient information to
determine the factor effect
Key point, what subset of factor combinations?
• Pick the wrong set and you’re likely to miss interactions
• DoE software can help
2k-p Fractional Factorial Designs
Confounding
• with fractional factorial design some of the effects can not be determined
• only combined effects of several factors can be computed
A fractional factorial design is not unique
Design resolution
• The resolution of a design is measured by the order of effects that are
aliased (or confounded)
• A design of higher resolution is considered a better design, but require
more runs
Plackett-Burman design
This design screens out unimportant factors (noise), which means that
you avoid collecting large amounts of data on relatively unimportant
factors.
Number of factor
• Only be used for experiments that are multiples of 4 with 8 as the
starting point (N = 8, 12, 16, 20, 24, 28, 32, 36)
• A minimum of 4n experiments is needed for estimating main effects
for 4n-1 factors
For example, 4, 5, 6, or 7 factors would require at least 8 experimental
runs, 8, 9, 10, or 11 would require at least 12 runs, and so on.
Plackett-Burman design
Advantage
Sort out which factors to concentrate on, greatly reducing the amount of
data you have to collect.
• For example, with 15 factors in your design, 20 data points needed in
a Plackett-Burman. A full factorial design would require over a
thousand times that amount (32,768 data points).
Plackett-Burman design
It is particularly helpful to use Plackett-Burman design:
In screening
When neglecting higher order interactions is possible
In two-level multi-factor experiments
When there are more than four factors (if there are between two to four
variables, a full factorial can be performed)
To economically detect large main effects
For N = 12, 20, 24, 28 and 36 (where N = the number of experiments)
Plackett-Burman design
Disadvantage
They do not verify if the effect of one factor depends on another factor.
If you run the smallest design you can, it does not follow that enough data
has been collected to know what those effects are precisely.
Plackett-Burman should be used as a starting point for further
experiments. Once the important factors have been identified, a
full factorial or fractional design should be run to study those
factors more.
2k-1 Fractional Factorial
Design Example
Case study 3.1
Chang, Siu Hua, Tjoon Tow Teng, and Norli Ismail.
"Screening of factors influencing Cu (II) extraction
by soybean oil-based organic solvents using
fractional factorial design." Journal of environmental
management 92.10 (2011): 2580-2585
Analysis procedure for a factorial design
Estimate factor effects
Statistical testing (ANOVA) + Formulate model
Refine the model
Analyze residuals (graphical)
Interpret results
Estimate factor effects
Estimate factor effects
Estimate factor effects
Statistical testing (ANOVA) + Formulate model
Regression analysis
High-order interactions are neglected
Regression model for %E (y)
Refine model
Reduced model for %E (in coded units)
Reduced model for %E in uncoded units
%E = -239.4 + 2.823 B + 74.03 E - 0.6160 BE
Analyze residuals (graphical)
Total number of experiments: 25 = 32
Full factorial Table 1: Five Factor Analyses with Two Levels (Full Factorial Design)
A B C D E Y
Total number of experiments: 12
vs. -1
1
-1
-1
-1
-1
-1
-1
-1
-1
75.87
76.14
-1 1 -1 -1 -1 109.95
Plackett- 1 1 -1 -1 -1 109.55
Table 2: Five Factor Analysis with Two Levels (Plackett-Burman Design)
A B C D E Y
-1 -1 1 -1 -1 80.17
Burman 1
-1
-1
1
1
1
-1
-1
-1
-1
80.3
114.07
1 -1 1
-1
-1 -1
-1
75.67
1 1 1 102.4
1 1 1 -1 -1 114.05
-1 -1 -1 1 -1 68.77 -1 1 1 -1 1 113.71
1 -1 -1 1 -1 68.63 1 -1 1 1 -1 72.95
5 factors, 2 levels -1 1 -1 1 -1 102.41
1 1 -1 1 1 102.32
1 1 -1 1 -1 102.27
-1 -1 1 1 -1 72.95 1 1 1 -1 1 113.85
1 -1 1 1 -1 72.68 -1 1 1 1 -1 106.51
-1 1 1 1 -1 106.98
-1 -1 1 1 1 72.66
1 1 1 1 -1 106.65
-1 -1 -1 -1 1 75.79 -1 -1 -1 1 1 68.62
1 -1 -1 -1 1 75.71 1 -1 -1 -1 1 75.54
-1 1 -1 -1 1 110.08
1 1 -1 -1 1 110.04 -1 1 -1 -1 -1 109.28
-1 -1 1 -1 1 80.49 -1 -1 -1 -1 -1 75.69
1 -1 1 -1 1 80.86
-1 1 1 -1 1 113.49
1 1 1 -1 1 114.06
-1 -1 -1 1 1 68.22
1 -1 -1 1 1 68.6
-1 1 -1 1 1 102.5
1 1 -1 1 1 102.3
-1 -1 1 1 1 73.03
1 -1 1 1 1 73.3
-1 1 1 1 1 106.08
1 1 1 1 1 106.7
Full factorial vs. Plackett-Burman
High-order interactions: only consider second-order
Full factorial vs. Plackett-Burman
Full factorial vs. Plackett-Burman
Comparison of Results
Full Factorial Design Plackett-Burman Design
Number of experiments 32 12
Significant factors B, C, D B, C, D
Significant levels B: +1, C: +1, D: -1 B: +1, C: +1, D: -1
Significant interactions (B, C) and (A, E)* Non-detectable
Optimized value of Y 114.13 113.66
*If considered at p < 0.1
Half fractional factorial design – extra example
Half factorial design was used to screen the effect of 5 factors on the response to obtain the following table. Use
Minitab to compute the regression equation of the response. Provide the effect order (Pareto chart) of all factors
and their interaction.
StdOrder RunOrder CenterPt Blocks A B C D E Response
7 1 1 1 2 80 80 30 100 43.02
5 2 1 1 2 20 80 30 10 5.62
13 3 1 1 2 20 80 300 100 31.88
2 4 1 1 6 20 30 30 10 16.7
17 5 0 1 4 50 55 165 55 32.38
3 6 1 1 2 80 30 30 10 18.15
16 7 1 1 6 80 80 300 100 48.88
10 8 1 1 6 20 30 300 100 29.02
15 9 1 1 2 80 80 300 10 9.4
19 10 0 1 4 50 55 165 55 31.52
12 11 1 1 6 80 30 300 10 17.29
14 12 1 1 6 20 80 300 10 13.52
8 13 1 1 6 80 80 30 10 14.4
18 14 0 1 4 50 55 165 55 33.33
11 15 1 1 2 80 30 300 100 41.73
6 16 1 1 6 20 80 30 100 38.73
4 17 1 1 6 80 30 30 100 24.59
9 18 1 1 2 20 30 300 10 17.28
1 19 1 1 2 20 30 30 100 16.3
Half fractional factorial design – extra example
