On Optimal Partially

Replicated Rotatable
and Slope Rotatable
Central Composite
Designs
by

P.E. Chigbu and N.C.

Orisakwe
Department of Statistics
University of Nigeria, Nsukka

ABSTRACT
Experimental designs are often replicated to obtain accurate
estimates of the effects of the input variables on the response
variables. Thus when partial replication of experimental units
occur, there is need for some optimal replication of the units to
avoid bias. Some variations of experimental runs of central

composite designs in the presence of partial replication are

compared under rotatable and slope rotatable designs
restrictions. The optimal choice of the runs replicated are
obtained using the A-, D- and E- optimality criteria. The A-, Dand E-values are determined theoretically for two factors. For
each variation, the optimal values are calculated and displayed
graphically. Comparisons of the variations are given and the
results suggest that replicated cubes plus one star variations
are better than one cube plus replicated stars ones.

INTRODUCTION
In an experiment we can do partial replication (due to
feasibility constraints) and still obtain an estimate of
pure error. However, we are faced with the issues of
possible bias and choice of which runs to repeat.
Second-order designs are used in response surface
methodology as acceptable approximation of true
responses: see, for example, Myers (1971).
Here, we consider the central composite design (ccd): a
type of second-order designs.

Why Central Composite Designs

(ccds)?
ccds are very popular 2nd-order designs because:
it is extremely simple to use, and it allows
estimation of all the parameters in a full secondorder model: see Huda and Al-Shingiti (2004).
Among the exact (integer) designs, the ccds
often have high efficiencies under the commonly
used A-, D- and E-optimality criteria.

Components of a ccd
A ccd comprises of:
a) A factorial part consisting of 2k-q (q 0) units of at least resolution
V (i.e. the main effects and two-factor interactions are not aliased
with any other main effects or two-factor interactions) with each
point replicated rf- times, also called the cube. The levels of the
factors are coded +1, -1;
b) An axial part consisting of 2k units on the axis of each factor at a
distance, , from the centre of the design (selected based on criteria
such as orthogonality, rotatability and slope rotatability); usually
called the star. Each point is replicated r times;
c) N0 replication of the centre points, (0, 0 0); all of which gives a
total of rf 2k-q + r2k + N0,
where, k is the number of factors, f is the factorial part, r is the
number of replications, q is the number of factors subtracted from k
(q > 0, implies fractional factorial), and N0 are as defined in b) and
c) above: see, for example, Onukogu and Chigbu (2002).

ccd: an example

Need for partial replication in ccds may arise because of natural occurrence of
experimental units, and feasibility of some factor levels. This causes unequal
replications of centre, cube and star points, and also leads to the issue of which
points to repeat. For instance, in an experiment with two independent variables in
fifteen experimental units; assuming curvature of the response in each of the two
factors, a ccd is used to estimate the associated full quadratic response surface
model.

Usually, when k = 2, a ccd is made up of nine distinct points: four points made up
of the 22 factorial part (1, 1), i.e. the cube; another four points at the 2(2) axial
points, which are at equal distance, , from the centre of the design, [(, 0), (0,
)], i.e. the star and a single centre point.

There will be unequal replications of the points in order to exhaust all the
available experimental units. Variations of such unequal replications include one
cube plus one star plus seven centre points (one cube plus one star variation), two
cubes plus one star plus three centre points (replicated cubes plus one star
variation) and one cube plus two stars plus three centre points (one cube
replicated stars variation).

Variations of a ccd
For any N-point ccd there are three rational variations: the
one cube plus one star, the replicated cubes plus one star,
and the one cube plus replicated stars: see, for example,
Chigbu and Nduka (2006). The replicated cubes plus one
star and the one cube plus replicated stars are considered
in this work because of the following reasons:
a) To make an unbiased estimate of pure error, the ccd
should comprise of three to five centre points;
b) The value of for a rotatable ccd does not depend on
the centre point, = (F)1/4; F is the cube: see
Montgomery (2005).

Definitions

Variations

15

Two cubes plus one star

Two stars plus one cube

1.6820
1.4142

19

Three cubes plus one star

Three stars plus one cube

1.8612
1.4142

23

Four cubes plus one star

Four stars plus one cube

2.0000
1.4142

25

Two cubes plus one star

Two stars plus one cube

2.0000
1.6820

33

Three cubes plus one star

Three stars plus one cube

2.2134
1.6820

41

Four cubes plus one star

Four stars plus one cube

2.3784
1.6820

43

Two cubes plus one star

Two stars plus one cube

2.3784
2.0000

59

Three cubes plus one star

Three stars plus one cube

2.6322
2.0000

75

Four cubes plus one star

Four stars plus one cube

2.8284
2.0000

Table 1

Definitions: Optimality Criterion

Theoretical Approach

Theoretical Approach (contd.)

Derivation: D-optimality

Derivation of A-optimality

Derivation of E-optimality

Derivation of E-optimality (contd.)

Discussion of Results
The variations considered are:
one cube plus two replicated stars
one cube plus three replicated stars
one cube plus four replicated stars
two replicated cubes plus one star
three replicated cubes plus one star
four replicated cubes plus one star.
The results are illustrated in Figures 1 through 6.
Each variation is based on -value which depends on the restriction .
The -values (Table 1) are computed on the basis of given conditions for
rotatable and slope rotatable ccd. Each variation is considered for two
to four factors. A-, D- and E-optimal values are obtained and also
plotted. From the definition of the ccd, Resolution V will project into a
full factorial of four factors. In practice, the experimenter aims at
obtaining optimal design with minimum cost. As the number of factors
in a 2k factorial design increases, the number of runs required for a
complete replicate of the design rapidly exceed budget. By reasonably
assuming that certain high-order interactions are negligible,
information on the main effects and low-order interactions may be
obtained by running only a fraction of the complete factorial

Comparison of replicated cubes plus one star with one cube

plus replicated stars in rotatable central composite design
Computations and Figures show that the D-values for replicated cubes
plus one star variation are greater than those of one cube plus replicated
stars.
Applying appropriate criterion also, we find that replicated cubes plus
one star ccd based on rotatability restriction are A-optimal.
Similarly, replicated cubes plus one star ccd based on rotatability
restrictions are E-optimal when compared with one cube plus replicated
stars ccd of the same basis.
These results are shown Figures 1, 2, and 3 (RC means Replicated
Cubes plus one star while OC means One Cube plus replicated stars in
each of the Figures presented).

Figure 1
28

RC
D-values

23

D versus alpha plots for rotatable variations

x 10

OC

RC

0
1.4

x 10
10

1.6

1.8

2.2
alpha

2.4

2.6

2.8

0
3

Figure 2
1.1

A versus alpha plots for rotatable restricted variations

1 OC
0.9

A-values

0.8
0.7
0.6
0.5
0.4
RC
1.4

1.6

1.8

2.2
alpha

2.4

2.6

2.8

Figure 3
E versus alpha plots for rotatable restricted variations

0.03

0.025

OC

E-values

0.02

0.015

0.01

0.005
RC
0
1.4

1.6

1.8

2.2
alpha

2.4

2.6

2.8

Comparison of replicated cubes plus one star with one cube plus
replicated stars in slope rotatable central composite design
In slope rotatable ccd, the D-values for two cubes plus one star are
greater than those of one cube plus two stars, implying D-optimality. The
same thing goes for three cubes plus one star and four cubes plus one
star variations.
Comparison of two cubes plus one star, three cubes plus one star and
four cubes plus one star variations with one cube plus two stars, one
cube plus three stars and one cube plus four stars variations, respectively,
shows that replicated cubes plus one star variation are A-optimal.
However, along the line, it is revealed that when k = 2, the E-optimality
fails while for k = 3 or 4 it holds. For k = 2 in slope rotatable central
composite design, replicated cubes plus one star variation are not Eoptimal. The E-optimality criterion failed in slope rotatability. This is in
support of the findings of Park and Kwon (1998) as quoted by Huda and
Al-Shiha (1999), which states that the E-optimality criterion in slope
rotatability does not have much physical significance: see Figures 4, 5,
and 6.

Figure 4
30

x 10

26

D-versus alpha plots for slope rotatable restricted variation

x 10
2
RC

RC
D-values

OC

0
2

2.2

2.4

2.6

2.8
3
alpha

3.2

3.4

3.6

0
3.8

Figure 5
A versus alpha plots for slope rotatable restricted variation

0.7
0.65
0.6

A-values

0.55
0.5

OC

0.45
0.4
0.35
0.3
0.25
0.2

2.2

2.4

2.6

2.8
alpha

3.2

3.4

RC
3.6

Figure 6
E versus alpha plots for slope rotatable restricted variations

0.014
0.012

E-values

0.01
0.008
0.006
0.004
0.002
0

OC

2.2

2.4

2.6

RC

2.8
alpha

3.2

3.4

3.6

Conclusion
The optimal -values of the rotatable and
slope rotatable restricted variations for the
selected N-point ccd were obtained and
used to find the relevant results.
The computational results show that the
replicated cube plus one star variation of
ccd is better than the one cube plus
replicated stars variation under rotatability
and slope rotatability.
Graphical illustrations of the comparisons
as shown in Figures 1-6, also depict the
same results.

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