25
Lec 8: 2 k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2 k Factorial Design

Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

  • Upload
    others

  • View
    2

  • Download
    0

Embed Size (px)

Citation preview

Page 1: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

Lec 8: 2k Factorial Design

Ying Li

December 1, 2011

Ying Li Lec 8: 2k Factorial Design

Page 2: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

2k factorial design

k factors;

Each at two levels;

A complete replicate requires 2 × 2 × · · · × 2 = 2k

Ying Li Lec 8: 2k Factorial Design

Page 3: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

Field of Application

k factors

Which of them are important?

Investigate 2 levels per factor in n replicate.

Complete factorial design: 2kn observations.

Ying Li Lec 8: 2k Factorial Design

Page 4: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

Assumption through this lecture

The factors are fixed.

The designs are completely randomized.

The usual normality assumption are satisfied.

Ying Li Lec 8: 2k Factorial Design

Page 5: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

22 Design

Ying Li Lec 8: 2k Factorial Design

Page 6: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

22 Design

Ying Li Lec 8: 2k Factorial Design

Page 7: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

Treatment combinations in the 22 design

Ying Li Lec 8: 2k Factorial Design

Page 8: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

Sums of squares

SS are easily calculated in 22 experiments:

SS =Contrast2

4n

Example

SST =(TD + T − D − (1))2

4n

Ying Li Lec 8: 2k Factorial Design

Page 9: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

ANOVA table for the example

Ying Li Lec 8: 2k Factorial Design

Page 10: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

Interaction Plot

Ying Li Lec 8: 2k Factorial Design

Page 11: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

The regression model estimates

Ying Li Lec 8: 2k Factorial Design

Page 12: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

2k are optimal designs

The 2k design for fitting the first-order model or the first ordermodel with interaction is:

D-optimal design for minimizing the variance of the modelregression coefficients.

G-optimal design for minimizing the maximum predictionvariance.

I-optimal design for its smallest possible value of the averageprediction variance.

Ying Li Lec 8: 2k Factorial Design

Page 13: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

The general 2k design

2k factorial design

A design with k factors each at 2 levels.

The statistical model for a 2k design would include:

k main effectC 2k two-factor interactions

C 3k three-factor interactions

. . .k-factor interaction.

Ying Li Lec 8: 2k Factorial Design

Page 14: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

Calculation of effects

Effects are easily calculated in 2k experiments

Effect =Contrast

2k−1n

Sums of squares

SS are easily calculated in 2k experiments

SS =Contrast2

2kn

Ying Li Lec 8: 2k Factorial Design

Page 15: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

24 experiments

Ying Li Lec 8: 2k Factorial Design

Page 16: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

24 experiments

Ying Li Lec 8: 2k Factorial Design

Page 17: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

ANOVA table

Ying Li Lec 8: 2k Factorial Design

Page 18: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

Regression coefficients

Ying Li Lec 8: 2k Factorial Design

Page 19: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

Significant effects

Ying Li Lec 8: 2k Factorial Design

Page 20: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

Significant interactions

Ying Li Lec 8: 2k Factorial Design

Page 21: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

No replicates

Large number of combinations

Without replicates:

All effects can be estimated.The variance cannot be estimated.

Could the effects be evaluated without an estimates of thevariance?

Normal probability plot.Half normal probability plot.

Ying Li Lec 8: 2k Factorial Design

Page 22: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

No replicates

Large number of combinations

Without replicates:

All effects can be estimated.The variance cannot be estimated.

Could the effects be evaluated without an estimates of thevariance?

Normal probability plot.Half normal probability plot.

Ying Li Lec 8: 2k Factorial Design

Page 23: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

No replicates

Large number of combinations

Without replicates:

All effects can be estimated.The variance cannot be estimated.

Could the effects be evaluated without an estimates of thevariance?

Normal probability plot.Half normal probability plot.

Ying Li Lec 8: 2k Factorial Design

Page 24: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

Normal probability plot

Ying Li Lec 8: 2k Factorial Design

Page 25: Lec 8: 2k Factorial Design - s ugauss.stat.su.se/gu/ep/lec8.pdf · Lec 8: 2k Factorial Design Ying Li December 1, 2011 Ying Li Lec 8: 2k Factorial Design

Half normal plot

Ying Li Lec 8: 2k Factorial Design