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# CONFOUNDING IN FACTORIAL EXPERIMENTS

## AND FRACTIONAL FACTORIALS

SEEMA JAGGI AND P.K.BATRA
Indian Agricultural Statistics Research Institute,
Library Avenue, New Delhi-110 012
seema@iasri.res.in
1. Introduction
When the number of factors and/or levels of the factors increase, the number of treatment
combinations increase very rapidly and it is not possible to accommodate all these
treatment combinations in a single homogeneous block. For example, a 25 factorial would
have 32 treatment combinations and blocks of 32 plots are quite big to ensure
homogeneity within them. A new technique is therefore necessary for designing
experiments with a large number of treatments. One such device is to take blocks of size
less than the number of treatments and have more than one block per replication. The
treatment combinations are then divided into as many groups as the number of blocks per
replication. The different groups of treatments are allocated to the blocks.
There are many ways of grouping the treatments into as many groups as the number of
blocks per replication. It is known that for obtaining the interaction contrast in a factorial
experiment where each factor is at two levels, the treatment combinations are divided into
two groups. Such two groups representing a suitable interaction can be taken to form the
contrasts of two blocks each containing half the total number of treatments. In such case
the contrast of the interaction and the contrast between the two block totals are given by
the same function. They are, therefore, mixed up and can not be separated. In other
words, the interaction has been confounded with the blocks. Evidently the interaction
confounded has been lost but the other interactions and main effects can now be estimated
with better precision because of reduced block size. This device of reducing the block
size by taking one or more interaction contrasts identical with block contrasts is known as
confounding. Preferably only higher order interactions, that is, interactions with three or
more factors are confounded, because their loss is immaterial. As an experimenter is
generally interested in main effects and two factor interactions, these should not be
confounded as far as possible.
The designs for such confounded factorials can be called incomplete block designs.
However usual incomplete block designs for single factor experiments cannot be adopted
as the contrasts of interest in two kinds of experiments are different. The treatment groups
are first allocated at random to the different blocks. The treatments allotted to a block are
then distributed at random to its different units.
When there are two or more replications, if the same set of interactions are confounded in
all the replications, confounding is called complete and if different sets of interaction are
confounded in different replications, confounding is called partial. In complete
confounding all the information on confounded interactions are lost. But in partial

## confounding, the confounded interactions can be recovered from those replications in

which they are not confounded.
It reduces the experimental error considerably by stratifying the experimental material into
homogeneous subsets or subgroups. The removal of the variation among incomplete
blocks (freed from treatments) within replicates results in smaller error mean square as
compared with a RBD, thus making the comparisons among some treatment effects more
precise.
In the confounding scheme, the increased precision is obtained at the cost of sacrifice
of information (partial or complete) on certain relatively unimportant interactions.
The confounded contrasts are replicated fewer times than are the other contrasts and as
such there is loss of information on them and they can be estimated with a lower
degree of precision as the number of replications for them is reduced.
An indiscriminate use of confounding may result is complete or partial loss of
information on the contrasts or comparisons of greatest importance. As such the
experimenter should confound only those treatment combinations or contrasts which
are of relatively less or of importance at all.
The algebraic calculations are usually more difficult and the statistical analysis is
complex, especially when some of the units (observations) are missing.
A number of problems arise if the treatments interact with blocks.
1.1 Confounding in 23 Experiment
Although 23 is a factorial with small number of treatment combinations but for illustration
purpose, this example has been considered. Let the three factors be A, B, C each at two
levels.
Factorial Effects
Treat. Combinations
(1)
(a)
(b)
(ab)
(c)
(ac)
(bc)
(abc)

AB

AC

BC

ABC

+
+
+
+

+
+
+
+

+
+
+
+

+
+
+
+

+
+
+
+

+
+
+
+

+
+
+

## The various factorial effects are as follows:

A = (abc) + (ac) + (ab) + (a) - (bc) - (c) - (b) - (1)
B = (abc) + (bc) + (ab) + (b) - (ac) - (c) - (a) - (1)
C = (abc) + (bc) + (ac) + (c) - (ab) - (b) - (a) - (1)
AB = (abc) + (c) + (ab) + (1) - (bc) - (ac) - (b) - (a)
AC = (abc) + (ac) + (b) + (1) - (bc) - (c) - (ab) - (a)
BC = (abc) + (bc) + (a) + (1) - (ac) - (c) - (ab) - (b)
ABC = (abc) + (c) + (b) + (a) - (bc) - (ac) - (ab) - (1)
2

## Confounding in Factorial Experiments and Fractional Factorials

Let the highest order interaction ABC be confounded and we decide to use two blocks of 4
units (plots) each per replicate.
Thus in order to confound the interaction ABC with blocks all the treatment combinations
with positive sign are allocated at random in one block and those with negative signs in
the other block. Thus the following arrangement gives ABC confounded with blocks and
hence we loose information on ABC.
Block 1:
Block 2 :

Replication I
(1)
(ab) (ac)
(a)
(b)
(c)

(bc)
(abc)

It can be observed that the contrast estimating ABC is identical to the contrast estimating
block effects.
The other six factorial effects viz. A, B, C, AB, AC, BC each contain two treatments in
block 1 (or 2) with the positive signs and two with negative sign so that they are
orthogonal with block totals and hence these differences are not influenced among blocks
and can thus be estimated and tested as usual without any difficulty. Whereas for
confounded interaction, all the treatments in one group are with positive sign and in the
other with negative signs.
Similarly if AB is to be confounded, then the two blocks will consists of
Block 1
Block 2

(abc)
(bc)

(c)
(ac)

(ab)
(b)

(1)
(a)

Here AB is confounded with block effects and cannot be estimated independently whereas
all other effects A, B, C, AC, Bc and ABC can be estimated independently.
Complete Confounding
If the same interaction ABC is confounded in all the other replications, then the interaction
is said to be completely confounded.
Partial confounding
When an interaction is confounded in one replicate and not in another, the experiment is
said to be partially confounded. Consider again 23 experiment with each replicate divided
into two blocks of 4 units each. It is not necessary to confound the same interaction in all
the replicates and several factorial effects may be confounded in one single experiment.
For example, the following plan confounds the interaction ABC, AB, BC and AC in
replications I, II, III and IV respectively.
Rep. I
Rep. II
Block 1 Block 2 Block 3
Block 4
(abc)
(ab)
(abc)
(ac)
(a)
(ac)
(c)
(bc)
(b)
(bc)
(ab)
(a)
(c)
(1)
(1)
(b)

Rep. III
Block 5
Block 6
(abc)
(ab)
(bc)
(ac)
(a)
(b)
(1)
(c)
3

Rep. IV
Block 7
Block 8
(abc)
(ab)
(ac)
(bc)
(b)
(a)
(1)
(c)

## Confounding in Factorial Experiments and Fractional Factorials

In the above arrangement, the main effects A, B and C are orthogonal with block totals
and are entirely free from block effects. The interaction ABC is completely confounded
with blocks in replicate 1, but in the other three replications the ABC is orthogonal with
blocks and consequently an estimate of ABC may be obtained from replicates II, III and
IV. Similarly it is possible to recover information on the other confounded interactions
AB (from I, III, IV), BC (from I, II, IV) and AC (from I,II, III). Since the partially
confounded interactions are estimated from only a portion of the observations, they are
determined with a lower degree of precision than the other effects.
1.2 Construction of a Confounded Factorial
Given a set of interactions confounded, the blocks of the design can be constructed and
vice-versa i.e if the design is given the interactions confounded can be identified.
Given a set of interactions confounded, how to obtain the blocks?
The blocks of the design pertaining to the confounded interaction can be obtained by
solving the equations obtained from confounded interaction.
Example 1.1: Construct a 25 factorial in 23 blocks confounding interactions ABD, ACE
and BCDE.
Let x1, x2, x3, x4 and x5 denote the levels (0 or 1) of each of the 5 factors A,B,C,D and E.
Solving the following equations would result in different blocks of the design:
For interaction ABD: x1+x2+x4 = 0, 1
For interaction ACE : x1+x3+x5 = 0, 1
Treatment combinations satisfying the following solutions of above equations will
generate the required four blocks:
(0, 0)

(0, 1)

(1, 0)

(1, 1)

The solution (0, 0) will give the key block (A key block is one that contains one of the
treatment combination of factors, each at lower level).
There will be

A
1
1
1
1
0
0
0
0

25
=4 blocks per replicate. The key block is as obtained below:
23
B
1
1
0
0
1
1
0
0

C
1
0
1
0
1
0
1
0

D
0
0
1
1
1
1
0
0

E
0
1
0
1
1
0
1
0

abc
abe
acd
bcde
bd
ce
(1)

Similarly we can write the other blocks by taking the solutions of above equations as (0,1)
(1,0) and (1,1).

## Given a block, how to find the interactions confounded?

The first step in detecting the interactions confounded in blocking is to select the key
block. If key block is not given, it is not difficult to obtain it. Select any treatment
combination from the given block and multiply all the treatment combinations in the block
by that treatment combination and we get the key block. From the key block we know the
number of factors as well as the block size. Let it be n and k. We know then that the given
design belongs to the 2n factorial in 2r plots per block. The next step is to search out a unit
matrix of order r. From these we can find the interaction confounded.
Example 1.2: Given the following block, find out the interactions confounded:
acde
bcd
bde
e
ab
abec
c
Since the given block is not the key block, multiply it by e and the following block is
obtained:
acd
bcde
bd
(1)
abe
abc
ce
This is the key block as it includes (1). It is seen that the factorial involves five factors and
has been confounded in 23 (=8) plots per block. Hence, the given design is (25, 23 ).

*
*
*

A
1
0
0
1
1
0
1
0

B
0
1
0
1
0
1
1
0

C
1
1
0
1
0
0
0
1

D
1
1
0
0
1
1
0
0

E
0
1
0
0
1
0
1
1

A
1
0
0

B
0
1
0

C
0
0
1

D
1(=1)
1(=2)
0(=3)

E
1(=1)
0(=2)
1(=3)

## The interaction confounded are A 1 B 2 C 3 D , A 1 B 2 C 3 E . Here ABD and ACE are

independent interactions confounded and BCDE is obtained as the product of these two
and is known as generalised interaction.

## General rule for confounding in 2n series

Let the design is (2n, 2r) i.e. 2n treatment combinations arranged in 2r plots per block.
Treatment combinations = 2n
Block size = 2r
Number of blocks per replication =2n-r
Total number of interactions confounded = 2n-r -1
Number of independent interactions confounded = n-r
Generalised interactions confounded = (2n-r-1) - (n-r)
2. Analysis
For carrying out the statistical analysis, the various factorial effects and their S.S. are
estimated in the usual manner with the modification that for completely confounded
interactions neither the S.S due to confounded interaction is computed nor it is included in
the ANOVA table. The confounded component is contained in the (2p-1) degrees of
freedom (D.f.) (in case of p replicates) due to blocks. The partitioning of the d.f for a 23
completely confounded factorial is as follows.
Source of Variation
Blocks
A
B
C
AB
AC
BC
Error
Total

D.f
2p-1
1
1
1
1
1
1
6(p-1)
8p-1

In general for a 2n completely confounded factorial in p replications, the different d.fs are
given as follows
Source of Variation
Replication
Blocks within replication
Treatments
Error
Total

D.f
p-1
p(2n-r-1)
2n-1-(2n-r-1)
By subtraction
p2n-1

The treatment d.f has been reduced by 2n-r-1 as this is the total d.f confounded per block.
Partial Confounding
In case of partial confounding, we can estimate the effects confounded in one replication
from the other replication in which it is not confounded. In (2n, 2r) factorial experiment
with p replications, following is the splitting of d.fs.

## Confounding in Factorial Experiments and Fractional Factorials

Source of Variation
Replication
Blocks within
replication
Treatments
Error
Total

D.f
p-1
p(2n-r-1)

2n-1
By subtraction
p2n-1

The S.S. for confounded effects are to be obtained from those replications only in which
the given effect is not confounded. From practical point of view, the S.S. for all the effects
including the confounded effects is obtained as usual and then some adjustment factor
(A.F) is applied to the confounded effects. The adjusting factor for any confounded effect
is computed as follows:
(i) Note the replication in which the given effect is confounded
(ii) Note the sign of (1) in the corresponding algebraic expression of the effect
confounded.
If the sign is positive then
A.F = [Total of the block containing (1) of replicate in which the effect is
confounded] - [Total of the block not containing (1) of the replicate in which
the effect is confounded] =T1 -T2
If the sign is negative, then A.F = T2 - T1
This adjusting factor will be subtracted from the factorial effects totals of the confounded
effects obtained.
Exercise 2.1: Analyse the following 23 factorial experiment in blocks of 4 plots, involving
three fertilizers N, P, K, each at two level:
Replication I
Block 1
Block 2
np
p
101
88
npk
n
111
90
(1)
pk
75
115
k
nk
55
75

Replication II
Block 3
Block 4
(1)
np
125
115
npk
k
95
95
nk
pk
80
90
p
n
100
80

Replication III
Block 5
Block 6
pk
n
75
53
nk
npk
100
76
(1)
p
55
65
np
k
92
82

Step 1: Identify the interactions confounded in each replicate. Here, each replicate has
been divided into two blocks, one effect has been confounded in each replicate. The
effects confounded are
Replicate I NP
Replicate II NK
Replicate III NPK
7

## Step 2: Obtain the blocks S.S. and Total S.S.

6
B2i
- C.F = 2506
S.S. due to Blocks =
i =1 4

Total S.S. =

( Obs.)

- C.F = 8658

Step 3: Obtain the sum of squares due to all the factorial effects other than the confounded
effects.
Treatment
Combinations
(1)
n
p
np
k
nk
pk
npk

Total Yield

Factorial Effects

255
223
253
308
232
255
280
282

G=0
[N]=48
[P]=158
[NP]=66
[K]=10
[NK]=2
[PK]=-8
[NPK]=-108

Sum of Squares
(S.S)= [ ]2/ 23.r

96= S2N
1040.17= S2P
4.17= S2K
2.67= S2PK
-

## Total for the interaction NP is given by

[NP] = [npk] - [pk] - [nk] + [k] + [np] - [p] - [n] + [1]
Here the sign of (1) is positive. Hence the adjusting factor (A.F) for NP which is to be
obtained from replicate I is given by
A.F. for NP = (101+111+75+55) - (88+90+115+75)
= 342-368
= -26
Adjusted effect total for NP becomes:
[NP*] =[NP]- (-26)
= 66+26
= 92
It can easily be seen that the total of interaction NP using the above contrast from
replications II and III also gives the same total i.e. 92.
Similarly A.F. for NK =20
A.F. for NPK = -46
Hence adjusted effect totals for NK and NPK are
[NK*] =-18
[NPK*] = -62

## Confounding in Factorial Experiments and Fractional Factorials

1
[NP*]2 = 529
16
1
2
[NK*] = 20.25
SNK
= S.S. due to NK =
16
1
2
[NPK*] = 240.25
SNPK
= S.S. due to NPK =
16
2
2
2
2
Treatment S.S. = S2N + S2P + S2K + SNP
+ SNK
+ S PK
+ SNPK
= 1932.7501
2
SNP
= S.S. due to NP =

ANOVA
Source of
DF
SS
MS
Variance
Variation
Ratio F
Blocks
5
2506
501
1.31
Treatments
7
1932.75
276.107
N
1
96.00
96.00
P
1
1040.16
1040.16
2.71
NP
1
529.00
529.00
1.3
K
1
4.41
4.41
NK
1
20.25
20.25
PK
1
2.66
2.66
NPK
1
240.25
240.25
Error
11
4219.24
383.57
Total
23
8658
- indicates that these ratios are less than one and hence these effects are non-significant.
From the above table it is seen that effects due to blocks, main effects due to factor N, P,
and K or interactions are not significant.

3. Confounding in 3n Series
The concept of confounding here also is the same as in 2n series. We shall illustrate the
principles of confounding in 3n in 3r plots per block with the help of 33 experiments laid
out in blocks of size 32(=9). Let the three factors be A, B and C and the confounded
interaction be ABC2. The three levels of each of the factor be denoted by 0, 1 and 2 and a
particular treatment combination be xi xj xk , i, j, k = 0, 1, 2.
Number of blocks per replication =3n-r = 3
Block size = 3r = 9
Degrees of freedom confounded =2

3n r 1
=1
31
The number of treatments in 3 blocks are determined by solving the following equations
mod(3)
x1+x2+2x3 = 0
Number of interactions confounded per replicate =

x1+x2+2x3 = 1

## Confounding in Factorial Experiments and Fractional Factorials

x1+x2+2x3 = 2

A
1
0
1
2
0
2
1
2
0

Block I
B
0
1
1
0
2
1
2
2
0

C
1
1
2
2
2
0
0
1
0

A
1
0
1
2
0
2
1
2
0

Block II
B
0
1
1
0
2
1
2
2
0

C
0
0
1
1
1
2
2
0
2

A
1
0
1
2
0
2
1
2
0

Block III
B
0
1
1
0
2
1
2
2
0

C
2
2
0
0
0
1
1
2
1

4. Balanced Design
A partially confounded design is said to be balanced if all the interaction of particular
order are confounded in equal number of replication.
How to Construct a Balanced Factorial Design
Example 4.1: Construct a (25, 23) balanced design achieving balance over three and four
factor interactions.
Solution: Total no. of treatment combination = 25 = 32
Number of blocks per replicate= 25-3 =4
The number of 3 factor interactions = (5C3) = 10
The number of four factor interactions = (5C4) = 5
So the total degrees of freedom to be confounded = 10+5 = 15
Since the design is (25, 23), the degrees of freedom that can be confounded per replicate =
25-3 -1 = 3.
So the number of replicates required = 15/3 = 5
Since the total number of three factor interactions is 10 and there are five replicates so
each block confounds two three factor interactions such that generalized interaction is of
four factor
Three factor interactions are ABC, ABD, ABE, ACD, ACE, ADE, BCD, BCE, BDE,
CDE. Four factor interactions are ABCD, ABCE, ABDE, ACDE, BCDE.
Confounding ABD and ACE using equations
x1 + x2 + x4 = 0, 1
x1 + x3 + x5 = 0, 1
would result in replication I consisting of four blocks. Here only the key block for each of
the replication is given. Similarly Replication II confounds ACD, BCE and ABDE,
Replication III confounds BCD, ABCE and ADE, Replication IV confounds ABCD, ABE
and CDE, Replication V confounds ABC, BDE and ACDE.

10

## Confounding in Factorial Experiments and Fractional Factorials

Replication I
A
1
0
0
1
1
0
1
0

B
0
1
0
1
0
1
1
0

C
0
0
1
0
1
1
1
0

D
1
1
0
0
1
1
0
0

Replication II
E
1
0
1
1
0
1
0
0

A
1
0
0
1
1
0
1
0

bd
ce
abe
acd
bcde
abc
(1)

B
0
1
0
1
0
1
1
0

Replication III
A
1
0
0
1
1
0
1
abcd
0

C
0
0
1
0
1
1
1
0

D
1
0
1
1
0
1
0
0

E
0
1
1
0
1
0
0
0

be
cde
abd
ace
bcd
abc
(1)

Replication IV

B
0
1
0
1
0
1
1

C
0
0
1
0
1
1
1

D
0
1
1
1
1
0
0

E
1
1
1
0
0
0
1

ae
bde
cde
abd
acd
bc
abce

A
1
0
0
1
1
0
1

B
0
1
0
1
0
1
1

C
0
0
1
0
1
1
1

D
1
1
1
0
0
0
1

E
1
1
0
0
1
1
0

bde
cd
ab
ace
bce

(1)

(1)

E
0
1
1
1
1
0
0
0

ac
bce
de
abe
abce
bdc
abd
(1)

Replication V
A
1
0
0
1
1
0
1
0

B
0
1
0
1
0
1
1
0

D
0
0
1
0
1
1
1
0

C
1
1
0
0
1
1
0
0

5. Fractional Factorials
In factorial experiments, when the number of factors and/or levels of the factors are large,
the total number of treatment combinations becomes so large that it is very difficult to
organize an experiment involving these treatments even in a single replication as it is
beyond the resources of the investigator to experiment with all of them. Economy of
space and material may be attained by observing the response only on a fraction of all
possible treatment combinations.
For example, even with seven factors each at three levels a complete factorial experiment
would mean testing 2187 treatment combinations in a single replication. Such a large

11

## Confounding in Factorial Experiments and Fractional Factorials

experiment, apart from being expensive and impracticable in most situations, may not be
at all necessary if the interest is in estimating only lower order effects under the
assumption of absence (or negligible) of higher order effects.
Moreover, in planning such big experiments non-experimental types of error may also
creep in. These errors may be because of mishandling of the big experiment in the sense
that the treatment labelling may be changed or plot numbers may be wrongly noted.
The technique of recovering useful information by observing only a part of the complete
factorial is known as fractional replication, a concept introduced by Finney (1945)
Obviously by considering only a fraction, there will be some loss of information that is
available from a complete replicate. In these experiments also, confounding is necessary
to reduce block size. Preferably higher order interactions alone are confounded.
In confounding we make the groups and we take all the groups in different blocks. In
fractional replication we do the same but we reject other groups (blocks). We take only the
block containing the control.
The interaction or interactions by means of which the fraction is defined is known as
defining contrast or identity group of interaction.
Consider a 24 factorial experiment we need 16 experimental units to get information on all
the factorial effects. If this number is too much for the experimenter, he shall try to get as
1
much information as possible from half of the 16 observation i.e. (24). Suppose the four
2
factors are A, B, C and D, each at two levels. Let us confound ABCD to get two blocks of
size 8 each. We write the key block

1001
0101
0011
1100
1010
0110
1111
0000

A
+
+
+
+
-

B
+
+
+
+
-

BCD
+
+
+
+
-

ABCD
-

This way we can get relation between the responses from these eight treatment
combinations and the main effects and interactions (M, A, B, C, D, AB, AC, AD, BC, BD,
CD, ABC, ABD, ACD, BCD, ABCD). Suppose y1,...,y8 are responses of the eight
treatment combinations.
Main effect A= (y1 + y4 + y5 + y7 - y2 - y3 - y6 - y8)/8 BCD

12

## Confounding in Factorial Experiments and Fractional Factorials

Thus the main effect A and interaction BCD is estimated by the same contrast in the
1 4
(2 ) i.e. when only 8 combinations are used.
2

Aliases are two factorial effects that are represented by the same comparisons. Thus A and
BCD are aliases. This is represented by A BCD. Similarly, we have other aliases
B ACD
C ABD
D ABC
AB CD
AC BD
M ABCD
The four factor interaction ABCD in the fraction cannot be estimated at all. If all the 16
treatment combinations were available, ABCD may be computed.
The 8 treatment combinations which carry a negative sign in the above contrast are
chosen. The eight treatment combinations chosen for the fraction are solutions of the
equation
x1 + x2 + x3 + x4 = 0 (mod 2),
where xi denotes the levels of the ith factor for i =1,2,3,4. Thus the four factor interaction
ABCD is confounded for obtaining the fraction. In fact, the fraction considered is nothing
but one of the possible two blocks of size 8 each, obtained by confounding ABCD with
the blocks.
The interaction(s) which is(are) confounded for obtaining the fraction is (are) said to form
the identity group of interaction(s) or defining contrast(s). Once the identity group is
given, the aliases relationships are easily obtained by taking the generalized interactions of
the relevant effect with each of the members of the identity group. The outcome of using a
half-replicate is

## loss of one factorial effect ABCD entirely

each main effect is mixed with one of the 3-factor interactions, 2-factor effect is
mixed with 2-factor interaction.
If the experiment shows an apparent effect of A, there is no way to know whether the
effect is really due to A, due to BCD interaction or due to a mixture of the two. The
ambiguity disappears if we assume that the higher order interaction effects are negligible.
For getting unbiased estimates of some effects, assumptions regarding the absence of
certain effects have to be made.
In a large number of real-life situations, fractional replication has been used effectively. In
order to study the effect of micro-nutrients, viz. Boron, Copper, Iron, Magnesium,
Manganese, Molybdenum, Zinc and the major nutrient, Potash, on the yield of Paddy, an
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## experiment was planned at the State Agricultural Research Station, Bhubaneshwar

(Orissa). Each factor was to be tested at two levels. For this experiment, a full factorial
would have 28 = 256 treatment combinations in a single replicate. Assuming 3 or more
factors interactions being negligible, a fractional factorial involving 64 treatment
combinations can be used. Fractional factorials are useful in the situations where some of
the higher order interactions can be assumed to be zero, in screening from a large set of
factors, in a sequential programme of experiments.

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