STATGRAPHICS – Rev.

7/16/2009

DOE Wizard – Multi-Factor Categorical Designs

Summary
The DOE Wizard can construct designs for studying the effects of quantitative or categorical
(non-quantitative) factors. This document considers experiments involving two or more
categorical factors. For such cases, the wizard will create a multilevel factorial design with runs
at each combination of the levels of the factors. Once the experiment is performed, the data are
analyzed using the Multifactor ANOVA procedure.

Sample StatFolio: doewiz multifactor.sgp

Sample Data:
The example in this document comes from Kutner et al. (1996). They describe a situation in
which researchers wished to conduct a stress test on a treadmill to determine the effects of three
factors: smoking history, amount of body fat, and gender. They expected that the factors might
interact, so they wished to obtain more than one individual with each combination of the factors.
The levels of the factors they selected were:

Amount of body fat: low or high

Gender: male or female

Smoking history: none, light, or heavy

They decided to select 3 individuals for each of the 12 combinations of the factor levels for a
total of 36 subjects.

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Design Creation
To begin the design creation process, start with an empty StatFolio. Select DOE – Experimental
Design Wizard to load the DOE Wizard’s main window. Then push each button in sequence to
create the design.

Step #1 – Define Responses

The first step of the design creation process displays a dialog box used to specify the response
variables. For the current example, there is a single response variable:

 Name: The name for the variable is minutes.

 Units: There are no units in this example.

 Analyze: The parameter of interest is the mean minutes.

 Goal: The goal of the experiment is to minimize the mean minutes.

 Impact: The relative importance of each response (not relevant if only one response).

 Sensitivity: The importance of being close to the best desired value (in this case, the
Minimum). Setting Sensitivity to Medium implies that the desirability attributed to the
response decreases linearly between the Minimum and Maximum values indicated.

 Minimum and Maximum: Range of desirable values for the response (20-40).
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Step #2 – Define Experimental Factors

The second step displays a dialog box on which to specify the factors that will be varied:

 Name – Each factor must be assigned a unique name.

 Units – Units are optional.

 Type – Set the type of each factor to Categorical, since there is a discrete set of possible
values for each.

 Role – The role of the factor to Controllable.

 Levels – Ddentify the levels of the factor, separating each level by a comma.

Step #3 – Select Design

The third step begins by displaying the dialog box shown below:

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Since all of the factors are controllable process factors, only one Options button is enabled.
Pressing that button displays a second dialog box:

 Design Type: The following types of designs are available:

1. Factorial - a design in which the factors are crossed, and data is collected at all
combinations of the factors.

2. Variance components (hierarchical) - a design in which the factors are nested, so that
each level of a factor is unique to a specific level of the factor above it.

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3. User-specified – a design in which the user rather than the program will specify the runs
to be performed.

 Replicate Design - the number of observations to be collected at each combination of the

factors.

 Randomize - whether or not to randomly order the runs in the experiment.

This document describes the use of Factorial designs, since the 3 factors are crossed. See the
document title DOE Wizard – Variance Component Designs for a discussion of experimentz
involving nested factors.

When OK is pressed, the tentatively selected design is displayed in the Select Design dialog box:

If the design is acceptable, press OK to save it to the STATGRAPHICS DataBook and return to
the DOE Wizard’s main window, which should now contain a summary of the design:

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Step #4: Specify Model

Before evaluating the properties of the design, a tentative model must be specified. Pressing the
fourth button on the DOE Wizard’s toolbar displays a dialog box to make that choice:

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The default model contains main effects for each factor and interactions for all pairs of factors.

Step #5: Select Runs

Since we intend to run all of the runs in the base design, this step can be omitted.

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Design Properties

Step #6: Evaluate Design

Several of the selections presented when pressing button #6 are helpful in evaluating the selected
design:

Design Worksheet

The design worksheet shows the 36 runs that have been created, in the order they are to be run:

Worksheet for <untitled> - Stress test

run body fat gender smoking minutes
1 low male none
2 low male none
3 low male none
4 low male light
5 low male light
6 low male light
7 low male heavy
8 low male heavy
9 low male heavy
10 low female none
11 low female none
12 low female none
13 low female light
14 low female light
15 low female light
16 low female heavy
17 low female heavy
18 low female heavy
19 high male none
20 high male none
21 high male none
22 high male light
23 high male light
24 high male light
25 high male heavy
26 high male heavy
27 high male heavy
28 high female none
29 high female none
30 high female none
31 high female light
32 high female light
33 high female light
34 high female heavy
35 high female heavy
36 high female heavy

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ANOVA Table
The ANOVA table shows the breakdown of the degrees of freedom in the design:

ANOVA Table

Source D.F.
Model 9
Total Error 26
Lack-of-fit 2
Pure error 24
Total (corr.) 35

9 of the 35 total degrees of freedom are used to estimate the main effects and two-factor
interactions. 26 degrees of freedom are left to estimate the experimental error, including 24
degrees of freedom attributable to pure error (directly from replicates). The 2 degrees of freedom
for lack-of-fit are attributable to a third-order ABC interaction that is not in the model.

Model Coefficients

The table of model coefficients is shown below:

Model Coefficients

Power at Power at Power at

Coefficient Standard Error VIF Ri-Squared SN = 0.5 SN = 1.0 SN = 2.0
A 0.166667 1.0 0.0 30.35% 82.32% 99.99%
B 0.166667 1.0 0.0 30.35% 82.32% 99.99%
C 0.235702 1.33333 0.25 17.55% 53.30% 98.31%
C 0.235702 1.33333 0.25 17.55% 53.30% 98.31%
AB 0.166667 1.0 0.0 30.35% 82.32% 99.99%
AC 0.235702 1.33333 0.25 17.55% 53.30% 98.31%
AC 0.235702 1.33333 0.25 17.55% 53.30% 98.31%
BC 0.235702 1.33333 0.25 17.55% 53.30% 98.31%
BC 0.235702 1.33333 0.25 17.55% 53.30% 98.31%
alpha = 5.0%, sigma estimated from total error with 26 d.f.

The coefficients for each effect correspond to indicator variables defined in the underlying
regression model. For a factor with k levels, k – 1 indicator variable are created:

X1 = -1 for level 1, 1 for level 2, and 0 for all other levels

X2 = -1 for level 1, 1 for level 3, and 0 for all other levels

Xk-1 = -1 for level 1, 1 for level k, and 0 for all other levels

This coding is convenient since the sum of each variable across the 36 runs equals 0, which sets
the constant term in the model to the grand mean.

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Design Points

The graph of the design points shows the experimental region. Runs are performed at all
combinations of the factor levels:

Stress test

none
smoking

light

male
heavy
high gender
low female
body fat

Saving the Design File

Step #7: Save experiment

Once the experiment has been created and any additional runs entered, it must be saved on disk.
Press the button labeled Step 7 and select a name for the experiment file:

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Design files are extended data files and have the extension .sgx. They include the data together
with other information that was entered on the input dialog boxes.

To reopen an experiment file, select Open Data File from the File menu. The data will be loaded
into the datasheet, and the Experimental Design Wizard window will be displayed.

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Analyzing the Results
After the design file has been created and saved, the experiments would be performed. At a later
date, once the results have been collected, the experimenter would return to STATGRAPHICS
and reopen the saved design file using the Open Data Source selection on the main File menu.
The results can then be typed into the response columns. The results for the example are
displayed below:

run body fat gender smoking minutes

1 low male none 34
2 low male none 32
3 low male none 31
4 low male light 27
5 low male light 24
6 low male light 23
7 low male heavy 20
8 low male heavy 21
9 low male heavy 24
10 low female none 25
11 low female none 35
12 low female none 26
13 low female light 22
14 low female light 22
15 low female light 20
16 low female heavy 15
17 low female heavy 10
18 low female heavy 13
19 high male none 21
20 high male none 20
21 high male none 13
22 high male light 17
23 high male light 17
24 high male light 14
25 high male heavy 16
26 high male heavy 15
27 high male heavy 19
28 high female none 11
29 high female none 16
30 high female none 14
31 high female light 17
32 high female light 7
33 high female light 16
34 high female heavy 14
35 high female heavy 9
36 high female heavy 12

Step #8: Analyze data

Once the data have been entered, press the button labeled Step #8 on the Experimental Design
Wizard toolbar. This will display a dialog box listing each of the response variables:

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 Response: column containing the response variable to be analyzed.

 Transformation: the desired transformation to be applied before the model is fit.

 Power and addend: the transformation parameters if a Power or Box-Cox transformation is

selected.

If more than one response has been measured, you should repeat this step once for each response.

When OK is pressed, the program will invoke the Multifactor ANOVA procedure for the designs
containing one or more blocking variables. Full details of that procedure are available in the
corresponding analysis.

Of particular interest in the current example are several tables and graphs:

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ANOVA Table
This table is used to judge whether or not there are statistically significant differences between
the levels of the experimental factors:

Analysis of Variance for minutes - Type III Sums of Squares

Source Sum of Squares Df Mean Square F-Ratio P-Value
MAIN EFFECTS
A:body fat 702.25 1 702.25 79.10 0.0000
B:gender 210.25 1 210.25 23.68 0.0000
C:smoking 343.056 2 171.528 19.32 0.0000
INTERACTIONS
AB 2.25 1 2.25 0.25 0.6189
AC 204.167 2 102.083 11.50 0.0003
BC 21.5 2 10.75 1.21 0.3142
RESIDUAL 230.833 26 8.87821
TOTAL (CORRECTED) 1714.31 35
All F-ratios are based on the residual mean square error.

A small P-value for any main effect or interaction (less than 0.05 if operating at the 5%
significance level) indicates that the corresponding factor has a significant effect on the response.
If the current example, all 3 factors have significant main effects, and there is a significant
interaction between body fat and smoking.

Graphical ANOVA
A new method for illustrating the results of an analysis of variance, from Hunter (2005), is
shown below:

Graphical ANOVA for minutes

heavy light none

smoking P = 0.0000

female male
gender P = 0.0000

high low
body fat P = 0.0000

Residuals
-25 -15 -5 5 15 25

The plot shows the scaled deviations of the block and treatment averages from the grand mean,
together with the model residuals. Scaling is such that, if a factor has no effect, the variation
observed for that factor should be comparable to that of the residuals. Note that the variation for
all factors is considerably greater than that of the residuals.

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Interaction Plot
The Interaction Plot is particularly important when two factors show a significant interaction:

Interaction Plot

32 body fat
low
29 high

26
minutes

23

20

17

14
none light heavy
smoking

For example, the above plot shows the average response at each combination of smoking and
body fat. The larger difference between the lines for non-smokers than for heavy smokers
indicates that the effect of body fat is much greater for individuals who do not smoke.

Optimization

Step #9: Optimize responses

Once a statistical model has been developed for each response, the analyst may now determine
what combination of factors will yield the best results. Pressing the button labeled Step #9 on the
Experimental Design Wizard toolbar instructs the program to examine each treatment and find
the treatment that maximizes the joint desirability of the estimated responses. When the
optimization is complete, a message similar to that shown below will be displayed:

The dialog box indicates the “Desirability” of the final result, based on a metric designed to
balance competing requirements of multiple responses (see the document titled DOE Wizard for

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full details). The value displayed in this case indicates that the predicted minutes for the best
combination of factors is 64.58% of the distance between 20 and 40, the desired range.

If you press OK, additional information will be added to the main DOE Wizard window:

Step 9: Optimize the responses

Response Values at Optimum
Response Prediction Lower 95.0% Limit Upper 95.0% Limit Desirability
minutes 32.9167 30.2445 35.5888 0.645833

Factor Settings at Optimum

Factor Setting
body fat low
gender male
smoking none

The table shows that the estimated minutes for the best combinations of factors (low body fat,
male, non-smoking subjects) equals 32.9, with a 95% confidence interval for the mean that
ranges between 30.2 and 35.6.

If you push the Tables and Graphs button on the analysis toolbar, you can display the estimated
desirability for each treatment by selecting the Desirability Plot:

Desirability Plot

1 body fat
low
0.8 high
Desirability

0.6

0.4

0.2

0
none light heavy
body fat

Since all combinations involving high body fat are estimated to be below the lower acceptable
limit of 20 minutes, those desirability values all equal 0.

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Step 10: Save results

The button labeled Step 10 allows you to save the results in a StatFolio:

Actually, the StatFolio can be saved at any point and reloaded at a later date.

IMPORTANT: When using the Experimental Design Wizard, two files are created:

1. An experiment file with the extension .sgd which stores information about the
experimental data.

2. A StatFolio with the extension .sgp that stores the results of the analysis.

If you move the experiment to another computer, be sure to transfer both files.

Step 11: Augment Design

This option is not available for this design.

Step 12: Extrapolate

This step is not applicable to designs with categorical factors.

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