© 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each...

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General 2k Factorial Designs

• Used to explain the effects of k factors, each with two alternatives or levels

• 22 factorial designs are a special case

• Methods developed there extend to the more general case

• But many more possible interactions between pairs (and trios, etc.) of factors

2k Factorial Designs With Replications

• 2k factorial designs do not allow for estimation of experimental error– No experiment is ever repeated

• But usually experimental error is present– And often it’s important

• Handle the issue by replicating experiments• But which to replicate, and how often?

2kr Factorial Designs

• Replicate each experiment r times

• Allows quantification of experimental error

• Again, easiest to first look at the case of only 2 factors

22r Factorial Designs

• 2 factors, 2 levels each, with r replications at each of the four combinations

• y = q0 + qAxA + qBxB + qABxAxB + e

• Now we need to compute effects, estimate the errors, and allocate variation

• We can also produce confidence intervals for effects and predicted responses

Computing Effects for 22r Factorial Experiments

• We can use the sign table, as before• But instead of single observations, regress off

the mean of the r observations• Compute errors for each replication using

similar tabular method• Similar methods used for allocation of

variance and calculating confidence intervals

Example of 22r Factorial Design With

Replications• Same Time Warp system as before, but

with 4 replications at each point (r=4)

• No DLM, 8 nodes - 820, 822, 813, 809

• DLM, 8 nodes - 776, 798, 750, 755

• No DLM, 64 nodes - 217, 228, 215, 221

• DLM, 64 nodes - 197, 180, 220, 185

22r Factorial Example Analysis Matrix

I A B AB y Mean 1 -1 -1 1 (820,822,813,809) 8161 1 -1 -1 (217,228,215,221) 220.251 -1 1 -1 (776,798,750,755) 769.751 1 1 1 (197,180,220,185) 195.52001.5 -1170 -71 21.5 Total500.4 -292.5 -17.75 5.4 Total/4

q0= 500.4 qA= -292.5 qB= -17.75 qAB= 5.4

Estimation of Errors for 22r Factorial

Example

e y yy q q x q x q x ix

ij ij i

ij A Ai B Bi AB A Bi

SSE eijj

• Figure differences between predicted and observed values for each replication

• Now calculate SSE

Allocating Variation

• We can determine the percentage of variation due to each factor’s impact– Just like 2k designs without replication

• But we can also isolate the variation due to experimental errors

• Methods are similar to other regression techniques for allocating variation

Variation Allocation in Example

• We’ve already figured SSE• We also need SST, SSA, SSB, and

• Also, SST = SSA + SSB + SSAB + SSE• Use same formulae as before for SSA,

SSB, and SSAB

SST y yiji j

Sums of Squares for Example

• SST = SSY - SS0 = 1,377,009.75• SSA = 1,368,900• SSB = 5041• SSAB = 462.25• Percentage of variation for A is 99.4%• Percentage of variation for B is 0.4%• Percentage of variation for A/B interaction is

0.03% • And 0.2% (apx.) is due to experimental errors

Confidence Intervals For Effects

• Computed effects are random variables• Thus, we would like to specify how confident

we are that they are correct• Using the usual confidence interval methods• First, must figure Mean Square of Errors

Calculating Variances of Effects

• Variance of all effects is the same -

• So standard deviation is also the same

• In calculations, use t- or z-value for 22

(r-1) degrees of freedom

s s s ss

rq q q qe

A B AB0

2 2 2 22

Calculating Confidence Intervals for Example

• At 90% level, using the t-value for 12 degrees of freedom, 1.782

• And standard deviation of effects is 3.68

• Confidence intervals are qi-+(1.782)(3.68)

• q0 - (493.8,506.9)• qA - (-299.1,-285.9)• qB - (-24.3,-11.2)• qAB - (-1.2,11.9)

Predicted Responses

• We already have predicted all the means we can predict from this kind of model– We measured four, we can “predict” four

• However, we can predict how close we would get to the sample mean if we ran m more experiments

Formula for Predicted Means

• For m future experiments, the predicted mean is

; y t s

r ym 1

2 2 12

s sn my eeff

Example of Predicted Means

• What would we predict as a confidence interval of the response for no dynamic load management at 8 nodes for 7 more tests?

• 90% confidence interval is (811.6,820.4)– We’re 90% confident that the mean would be in

this range

Visual Tests for Verifying Assumptions

• What assumptions have we been making?– Model errors are statistically independent– Model errors are additive– Errors are normally distributed– Errors have constant standard deviation– Effects of errors are additive

• Which boils down to independent, normally distributed observations with constant variance

Testing for Independent Errors

• Compute residuals and make a scatter plot

• Trends indicate a dependence of errors on factor levels– But if residuals order of magnitude below

predicted response, trends can be ignored

• Sometimes a good idea to plot residuals vs. experiments number

Example Plot of Residuals vs.

Predicted Response

0 100 200 300 400 500 600 700 800 900

Example Plot of Residuals Vs.

Experiment Number

0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5

Testing for Normally Distributed Errors

• As usual, do a quantile-quantile chart– Against the normal distribution

• If it’s close to linear, this assumption is good

Quantile-Quantile Plot for Example

y = 0.0731x + 4E-17R2 = 0.9426

-20 -15 -10 -5 0 5 10 15 20 25 30

Assumption of Constant Variance

• Checking homoscedasticity

• Go back to the scatter plot and check for an even spread

The Scatter Plot, Again

0 100 200 300 400 500 600 700 800 900

Example Shows Residuals Are Function of

Predictors• What to do about it?• Maybe apply a transform?• To determine if we should, plot standard

deviation of errors vs. various transformations of the mean

• Here, dynamic load management seems to introduce greater variance– Transforms not likely to help– Probably best not to describe with regression

© 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each...

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