Chapter 8 Two-Level Fractional

Factorial Designs

8.1 Introduction
The number of factors becomes large enough to be
interesting, the size of the designs grows very
quickly
After assuming some high-order interactions are
negligible, we only need to run a fraction of the
complete factorial design to obtain the information
for the main effects and low-order interactions
Fractional factorial designs
Screening experiments: many factors are
considered and the objective is to identify those
factors that have large effects.
2

 Three key ideas:

1. The sparsity of effects principle
There may be lots of factors, but few are
important
System is dominated by main effects, loworder interactions
2. The projection property
Every fractional factorial contains full
factorials in fewer factors
3. Sequential experimentation
Can add runs to a fractional factorial to
resolve difficulties (or ambiguities) in
interpretation
3

8.2 The One-half Fraction of the 2k

Design
Consider three factor and each factor has two
levels.
A one-half fraction of 23 design is called a 23-1
design

 In this example, ABC is called the generator of

this fraction (only + in ABC column). Sometimes
we refer a generator (e.g. ABC) as a word.
The defining relation:
I = ABC
Estimate the effects:
1
A a b c abc BC
2
1
B a b c abc AC
2
1
C a b c abc AB
2

A = BC, B = AC, C = AB

 Aliases:
l A A BC , l B B AC , l C C AB
Aliases can be found from the defining relation I
= ABC by multiplication:
AI = A(ABC) = A2BC = BC
BI =B(ABC) = AC
CI = C(ABC) = AB
Principal fraction: I = ABC

 The Alternate Fraction of the 23-1 design:

I = - ABC
When we estimate A, B and C using this design,
we are really estimating A BC, B AC, and C
'
'
'
AB, i.e. A A BC , B B AC , C C AB
Both designs belong to the same family, defined
by
I = ABC
Suppose that after running the principal fraction,
the alternate fraction was also run
The two groups of runs can be combined to form a
full factorial an example of sequential
7
experimentation

 The de-aliased estimates of all effects by

analyzing the eight runs as a full 23 design in two
blocks. Hence
1

A 'A
2
1

A 'A
2

1
A BC A BC A
2
1
A BC A BC BC
2

Design resolution: A design is of resolution R if no

p-factor effect is aliased with another effect
containing less than R p factors.
The one-half fraction of the 23 design with I =
31
2
ABC is a III design
8

 Resolution III Designs:

me = 2fi
Example: A 23-1 design with I = ABC
Resolution IV Designs:
2fi = 2fi
Example: A 24-1 design with I = ABCD
Resolution V Designs:
2fi = 3fi
Example: A 25-1 design with I = ABCDE
In general, the resolution of a two-level fractional
factorial design is the smallest number of letters in
any word in the defining relation.
9

 The higher the resolution, the less restrictive the

assumptions that are required regarding which
interactions are negligible to obtain a unique
interpretation of the data.
Constructing one-half fraction:
Write down a full 2k-1 factorial design
Add the kth factor by identifying its plus and
minus levels with the signs of ABC(K 1)
K = ABC(K 1) => I = ABCK
Another way is to partition the runs into two
blocks with the highest-order interaction
ABCK confounded.
10

11

 Any fractional factorial

design of resolution R
contains complete factorial
designs in any subset of R 1
factors.
A one-half fraction will
project into a full factorial in
any k 1 of the original
factors

12

 Example 8.1:
Example 6.2: A, C, D, AC and AD are
important.
Use 24-1 design with I = ABCD

13

 This 24IV1 design is the principal fraction, I = ABCD

Using the defining relation,

A = BCD, B=ACD, C=ABD, D=ABC
AB=CD, AC=BD, BC=AD

14

 A, C and D are large.

Since A, C and D are
important factors, the
significant interactions
are most likely AC and
AD.
Project this one-half
design into a single
replicate of the 23 design
in factors, A, C and D.
(see Figure 8.4 and Page
310)
15

 Example 8.2:
5 factors
Use 25-1 design with I = ABCDE (Table 8.5)
Every main effect is aliased with four-factor
interaction, and two-factor interaction is aliased
with three-factor interaction.
Table 8.6 (Page 312)
Figure 8.6: the normal probability plot of the
effect estimates
A, B, C and AB are important
Table 8.7: ANOVA table
Residual Analysis
Collapse into two replicates of a 23 design
16

 Sequences of
fractional factorial:
Both one-half
fractions represent
blocks of the
complete design
with the highestorder interaction
confounded with
blocks.

17

 Example 8.3:
Reconsider Example 8.1
Run the alternate fraction with I = ABCD
Estimates of effects
Confirmation experiment

18

8.3 The One-Quarter Fraction of the

2k Design
A one-quarter fraction of the 2k design is called a
2k-2 fractional factorial design
Construction:
Write down a full factorial in k 2 factors
Add two columns with appropriately chosen
interactions involving the first k 2 factors
Two generators, P and Q
I = P and I = Q are called the generating
relations for the design
19
All four fractions are the family.

20

The complete defining relation: I = P = Q = PQ

P, Q and PQ are called words.
Each effect has three aliases
A one-quarter fraction of the 26-2 with I = ABCE
and I = BCDF. The complete defining relation is
I = ABCE = BCDF = ADEF

21

 Another way to construct such design is to derive

the four blocks of the 26 design with ABCE and
BCDF confounded , and then choose the block
with treatment combination that are + on ABCE
and BCDF
The 26-2 design with I = ABCE and I = BCDF is
the principal fraction.
Three alternate fractions:
I = ABCE and I = - BCDF
I = -ABCE and I = BCDF
I = - ABCE and I = -BCDF
22

 This 2 6IV 2fractional factorial will project into

A single replicate of a 24 design in any subset of
four factors that is not a word in the defining
relation.
A replicate one-half fraction of a 24 in any
subset of four factors that is a word in the
defining relation.
In general, any 2k-2 fractional factorial design can
be collapsed into either a full factorial or a
fractional factorial in some subset of r k 2 of the
original factors.
23

 Example 8.4:
Injection molding process with six factors
Design table (see Table 8.10)
The effect estimates, sum of squares, and
regression coefficients are in Table 8.11
Normal probability plot of the effects
A, B, and AB are important effects.
Residual Analysis (Page 322 325)

24

8.4 The General 2k-p Fractional

Factorial Design
A 1/ 2p fraction of the 2k design
Need p independent generators, and there are 2p p
1 generalized interactions
Each effect has 2p 1 aliases.
A reasonable criterion: the highest possible
resolution, and less aliasing
Minimum aberration design: minimize the number
of words in the defining relation that are of
minimum length.
25

 Minimizing aberration of resolution R ensures that

a design has the minimum # of main effects
aliased with interactions of order R 1, the
minimum # of two-factor interactions aliased with
interactions of order R 2, .
Table 8.14

26

 Example 8.5
Estimate all main effects and get some insight
regarding the two-factor interactions.
Three-factor and higher interactions are
negligible.
72
7 3
2 IV and 2 IV designs in Appendix Table XII
(Page 666)
7 3
2
IV 16-run design: main effects are aliased with
three-factor interactions and two-factor
interactions are aliased with two-factor
interactions
72
2 IV 32-run design: all main effects and 15 of 21
two-factor interactions
27

 Analysis of 2k-p Fractional Factorials:

For the ith effect:

2(Contrast i ) Contrast i
i

, N 2Np
N
N /2

Projection of the 2k-p Fractional Factorials

Project into any subset of r k p of the
original factors: a full factorial or a fractional
factorial (if the subsets of factors are appearing
as words in the complete defining relation.)
Very useful in screening experiments
7 3
For example 2 IV 16-run design: Choose any
four of seven factors. Then 7 of 35 subsets are
appearing in complete defining relations.

28

 Blocking Fractional Factorial:

Appendix Table XII
Consider the 2 6IV 2 fractional factorial design with
I = ABCE = BCDF = ADEF. Select ABD (and its
aliases) to be confounded with blocks. (see
Figure 8.18)
Example 8.6
There are 8 factors
8 4
83
2 IV or 2 IV
Four blocks
Effect estimates and sum of squares (Table 8.17)
Normal probability plot of the effect estimates
(see Figure 8.19)
29

 A, B and AD + BG are important effects

ANOVA table for the model with A, B, D and AD
(see Table 8.18)
Residual Analysis (Figure 8.20)
The best combination of operating conditions: A ,
B + and D

30

8.5 Resolution III Designs

Designs with main effects aliased with two-factor
interactions
A saturated design has k = N 1 factors, where N is
the number of runs.
For example: 4 runs for up to 3 factors, 8 runs for up
to 7 factors, 16 runs for up to 15 factors
31
2
In Section 8.2, there is an example, III design.
Another example is shown in Table 8.19: 2 7III 4design
I = ABD = ACE = BCF = ABCG = BCDE = ACDF = CDG = ABEF = BEG
= AFG = DEF = ADEG = CEFG = BDFG = ABCDEFG
31

 This design is a one-sixteenth fraction, and a

principal fraction.
I = ABD = ACE = BCF = ABCG = BCDE = ACDF = CDG =
ABEF = BEG= AFG = DEF = ADEG = CEFG = BDFG =
ABCDEFG

Each effect has 15 aliases.

32

 Assume that three-factor and higher interactions

are negligible.

74
2
The saturated III design in Table 8.19 can be used
to obtain resolution III designs for studying fewer
than 7 factors in 8 runs. For example, for 6 factors
in 8 runs, drop any one column in Table 8.19 (see
Table 8.20)

33

 When d factors are dropped , the new defining

relation is obtained as those words in the original
defining relation that do not contain any dropped
letters.
If we drop B, D, F and G, then the treatment
combinations of columns A, C, and E correspond
to two replicates of a 23 design.

34

 Sequential assembly of fractions to separate

aliased effects:
Fold over of the original design
Switching the signs in one column provides
estimates of that factor and all of its two-factor
interactions
Switching the signs in all columns dealiases all
main effects from their two-factor interaction
alias chains called a full fold-over

35

 Example 8.7
Seven factors to study eye focus time
74
2
Run III design (see Table 8.21)
Three large effects
Projection?
The second fraction is run with all the signs
reversed
B, D and BD are important effects

36

 The defining relation for a fold-over design

Each separate fraction has L + U words used as
generators.
L: like sign
U: unlike sign
The defining relation of the combining designs
is the L words of like sign and the U 1 words
consisting of independent even products of the
words of unlike sign.
Be careful these rules only work for
Resolution III designs
37

 Plackett-Burman Designs
These are a different class of resolution III
design
Two-level fractional factorial designs for
studying k = N 1 factors in N runs, where N
=4n
N = 4, 8, 12, 16, 20, 24, 28, 32, 36, 40,
The designs where N = 12, 20, 24, etc. are
called nongeometric PB designs
Construction:
N = 12, 20, 24 and 36 (Table 8.24)
N = 28 (Table 8.23)
38

 The alias structure is complex in the PB designs

For example, with N = 12 and k = 11, every main
effect is aliased with every 2FI not involving itself
Every 2FI alias chain has 45 terms
Partial aliasing can greatly complicate
interpretation
Interactions can be particularly disruptive
Use very, very carefully (maybe never)

39

 Projection: Consider the

12-run PB design
3 replicates of a full 22
design
31
2
3
A full 2 design + a III
design
Projection into 4 factors is
not a balanced design
Projectivity 3: collapse
into a full fractional in any
subset of three factors.

40

 Example 8.8:
Use a set of simulated data and the 11 factors, 12run design
Assume A, B, D, AB, and AD are important
factors
Table 8.25 is a 12-run PB design
Effect estimates are shown in Table 8.26
From this table, A, B, C, D, E, J, and K are
important factors.
Interaction? (due to the complex alias structure)
Folding over the design
Resolve main effects but still leave the uncertain
about interaction effects.
41

8.6 Resolution IV and V Designs

Resolution IV: if three-factor and higher
interactions are negligible, the main effects may be
estimated directly
Minimal design: Resolution IV design with 2k
runs
Construction: The process of fold over a 2 3III1
design (see Table 8.27)

42

 Fold over resolution IV designs: (Montgomery

and Runger, 1996)
Break as many two-factor interactions alias
chains as possible
Break the two-factor interactions on a specific
alias chain
Break the two-factor interactions involving a
specific factor
For the second fraction, the sign is reversed on
every design generators that has an even
number of letters
43

 Resolution V designs: main effects and the twofactor interactions do not alias with the other main
effects and two-factor interactions.

44