# Chapter 5 DoE for Troubleshooting and Improvement

## 5.1 Introduction

All work is performed within a system of interdependent processes. Components of processes include things such as people, machines, methods, materials, and the environment. This is true whether the work being performed provides a product through a manufacturing system, or a service.

Variation causes a system or process to provide something less than the desired result. The variation is introduced into the process by the components of the process as mentioned above. The variation from the ideal may be of two forms. One form is inconsistency or too much variation around the ideal output, and another is askew or off-target performance. Deming has often been quoted as having said “improving quality is all about reducing variability”.

The variability of process output can be classified into the two categories of: 1) assignable or special causes, and 2) common causes, as described in Chapter 4. The methods for effectively reducing common cause variability are much different than the methods for reducing variability due to assignable causes. The differences in the methods appropriate for reducing variability of each type are described next.

If process outputs are measured and plotted on control charts, assignable causes are identified by out-of-control signals. Usually the cause for an out-of-control signal on a Phase I Control Chart is obvious. Because out-of-control signals occur so rarely when a process is stable, examination of all the circumstances surrounding the specific time that an out-of-control signal occured should lead to the discovery of unusual processing conditions which could have caused the problem. Tools such as the 5 W’s (*who*, *what*, *where*, *when*, and *why*), and ask why 5 times (Christensen, Betz, and Stein 2013) are useful in this respect.

Once the cause is discovered, a corrective action or adjustment should immediately be made to prevent this assignable cause from occurring again in the future. The efficacy of any proposed corrective action should be verified using a PDCA. This is a four step process. In the first step (plan) a proposed corrective action is described. In the second step (do) the proposed plan is carried out. In the third step (check) the effects of the corrective action are observed. If the action has corrected the problem proceed to the fourth step (act). In this step the corrective action is institutionalized by adding it to the OCAP described in Chapter 4, or implementing a preventatitive measure. If the corrective action taken in the third step did not correct the problem return to the first step (plan) and start again. The PDCA is often referred to as the Shewhart Cycle (who originally proposed it) or the Deming Cycle, since he strongly advocated it.

Common causes of variability cannot be recognized on a control chart, which would exhibit a stable pattern with points falling within the control limits with no unusual trends or patterns. Common causes don’t occur sporadically. They are always present. To discover common causes and create a plan to reduce their influence on process outputs requires careful consideration of the entire process, not just the circumstances immediately surrounding an out of control point.

Deming used his red bead experiment, and the funnel experiment to demonstrate the folly of blaming common cause problems on the immediate circumstances or people and then making quick adjustments. When the cause of less than ideal process outputs is due to common causes, quick adjustments are counter productive and could alienate the workforce and make them fearful to cooperate in discovering and reducing the actual causes of problems.

The way to reduce common cause variability is to study the entire process. In today’s environment of “Big Data” and Data Science, data analytics could be proposed as a way of studying the entire process and discovering ways to improve it. Through data analytics, past process information and outputs recorded in a quality information system(Christensen, Betz, and Stein 2013) would be mined to discover relationships between process outputs and processing conditions. By doing this, it is felt that standardizing on the processing conditions that correlate with better process performance will improve the process.

However, this approach is rarely effective. The changes in process conditions to affect an improvement were usually unknown and not recorded in databases. Further, correlations found studying recorded data often do not represent cause and effect relationships. These correlations could be the result of cause and effect relations with other unrecorded variables.

A better way to study the entire process and find ways to improve is is through the use of a SIPOC (Britz et al. 2000) diagram (**S**uppliers provide **I**nputs that the **P**rocess translates to **O**utputs for the **C**ustomer) as shown in Figure 5.1. Here we can see that the output of a process is intended to satisfy or please the customer.

To discover changes necessary to counteract the influence of common causes and improve a process requires process knowledge and or intuition. When people knowledgeble about the process consider the inputs, processing steps, methods, and machines that translate the inputs to outputs, they can usually hypothesize potential reasons for excessive variation in outputs or off target performance. A list of potentially benefical changes to the process can be gathered in brainstorming sessions. Affinity Diagrams, cause and effect diagrams, FMEA, and Fault Tree Analysis are useful ways for documenting ideas and opinions expressed in these sessions.

Once a list is developed, the potential changes can be tested during process operation. To quote George Box(Box 1966), “To find out what happens to a system (or process) when you interfere with it, you have to interfere with it not just passively observe it”. Using data analytics, or attempting to discover potential process improvements by analyzing process variables stored in databases is what George Box means by passively observing a process. This method is usually unsuccesfull because the changes needed to improve a process were previously unknown and not recorded in databases. For this reason, correlations discovered in these exercises usually do not imply cause and effect relationships or lead to process improvements.

To discover cause and effect relationships, changes must be made and the results of the changes observed. The PDCA approach is one way to test potential changes to a process, but when improvements only result from simultaneous changes in two or more more factors, a designed experiment, the focus of this chapter, is a much better way identifying process improvements.

The PDCA approach is similar to the Edisonian technique of holding everything constant and varying one factor at a time to see if it causes a change to the process output of interest. This approach is popular in many disciplines, but it is not effective if changes in the process output are actually caused by simultaneous changes to more than one process factor. In addition, if a long list of potential changes to process factors to improve a process have been developed in a brainstorming session, it will be time consuming to test each one separately using the PDCA approach.

One method of simultaneously testing changes to several factors, and identifying joint (or interaction) effects between two or more factors is through use of a factorial experimental design. In a factorial design, all possible combinations of factor settings are tested. For example, if three process variables were each to be studied at four levels, there would be a total of \(4\times 4\times 4 = 4^3 = 64\) combinations tested. This seems like a lot of testing, but the number can usually be reduced by restricting the number of levels of each factor to two.

If the factor can be varied over a continuous range (like temperature), then the experimenter should choose two levels as far apart as reasonable to evoke a change in the response. If the factor settings are categorical (like method 1, method 2, … etc.), the experimenter can choose to study the two levels that he or she feels are most different. By this choice, the changes between these two factor levels would have the largest chance of causing a change in the process output. If no difference in the process output can be found between these two factor levels, the experimenter should feel comfortable that there are no differences between any of the potential factor levels.

Factorial experiments with all factors having two levels (often called two-level factorial designs or \(2^k\) designs) are very useful. Besides being able to detect simultaneous effects of several factors, they are simple, easy to set up, easy analyze, and their results are easy to communicate. These designs are very useful for identifying ways to improve a process. If a Phase I control chart shows that the process is stable and in control, but the capability index (PCR) is such that the customer need is not met, then experimentation with the process variables or redesigning the process must be done to find a solution. A \(2^k\) experimental design is an excellent way to do this. These designs are also useful for trying to identifying the cause or remedy for an out of control situation that was not immediately obvious.

\(2^k\) designs require at least \(2^k\) experiments, and when there are many potential factors being studied, the basic two-level factorial designs still require a large number of experiments. This number can be reduced using just a fraction of the total runs required for a \(2^k\) design. After some unifying definitions, this chapter will discuss \(2^k\) designs and fractions of \(2^k\) designs, and provide examples of both.

## 5.2 Definitions:

**An Experiment (or run)**is conducted when the experimenter changes at least one of the factor levels he or she is studying (and has control over) and then observes the result, i.e., do something and observe the result. This is not the same as passive collection of observational data.**Experimental Unit**is the item under study upon which something is changed. This could be human subjects, raw materials, or just a point in time during the operation of a process.**Treatment Factor (or independent variable)**is one of the variables under study that is being controlled near some target value, or*level*, during any experiment. The level is being changed in some systematic way from run to run in order to determine the effect the change has on the response.**Lurking Variable (or Background variable)**is a variable that the experimenter is unaware of or cannot control, but it does have an influence on the response. It could be an inherent characteristic of the experimental units (which are not identical) or differences in the way the treatment level is applied to the experimental unit, or the way the response is measured. In a well-planned experimental design the effect of these lurking variables should balance out so as to not alter the conclusions.**Response (or Dependent Variable)**is the characteristic of the experimental units that is measured at the completion of each experiment or run. The value of the response variable depends on the settings of the independent variables (or factor levels) and the lurking variables.**Factor Effect**is the difference in the expected value or average of all potential responses at the high level of a factor and the expected value or average of all potential responses at the low level of a factor. It represents the expected change in the response caused by changing the factor from its low to high level. Although this effect is unknown, it can be estimated as the difference in sample average responses calculated with data from experiments.**Interaction Effect**If there is an interaction effect between two factors, then the effect of one factor is different depending on the level of the other factor. Other names for an interaction effect are joint effect or simultaneous effect. If there is an interaction between three factors (called a three-way interaction), then the effect of one factor will be different depending on the combination of levels of the other two factors. Four-factor interactions and higher order interactions are similarly defined.**Replicate runs**are two or more experiments with the same settings or levels of the treatment factors, but using different experimental units. The measured response for replicate runs may be different due to changes in lurking variables or the inherent characteristics of the experimental units.**Duplicates**refers to duplicate measurements of the same experimental unit from one run or experiment. Differences in the measured response for duplicates is due to measurement error and these values should be averaged and not treated as replicate runs in the analysis of data.**Experimental Design**is a collection of experiments or runs that is planned in advance of the actual execution. The particular experiments chosen to be part of an experimental design will depend on the purpose of the design.**Randomization**is the act of randomizing the order that experiments in the experimental design are completed. If the experiments are run in an order that is convenient to the experimenter rather than in a random order, it is possible that changes in the response that appear to be due to changes in one or more factors may actually be due to changes in unknown and unrecorded lurking variables. When the order of experimentation is randomized, this is much less likely to occur due to the fact that changes in factors occur in a random order that is unlikely to correlate with changes in lurking variables.**Confounded Factors**results when changes in the level of one treatment factor in an experimental design correspond exactly to changes in another treatment factor in the design. When this occurs, it is impossible to tell which of the confounded factors caused a difference in the response.**Biased Factor**results when changes in the level of one treatment factor, in an experimental design, correspond exactly to changes in the level of a lurking variable. When a factor is biased, it is impossible to tell if any resulting changes in the response that occur between runs or experiments is due to changes in the biased factor or changes in the lurking variable.**Experimental error**is the difference in observed response for one particular experiment and the long run average response for all potential experimental units that could be tested at the same factor settings or levels.

## 5.3 \(2^k\) Designs

\(2^k\) designs have \(k\) factors each studied at 2 levels. Figure 5.1 shows an example of a \(2^3\) design (i.e., \(k=3\)). There are a total of \(2\times2\times2=8\) runs in this design. They represent all possible combinations of the low and high levels for each factor. In this figure the factor names are represented as A, B, and C, and the low and high levels of each factor are represented as \(-\) and \(+\) respectively. The list of all runs is shown on the left side of the figure where the first factor (A) alternates between low and high levels for each successive pair of runs. The second factor (B) alternates between pairs of low and high levels for each successive group of four runs, and finally the last factor (C) alternates between groups of four consecutive low levels and four consecutive high levels for each successive group of eight runs. This is called the standard order of the experiments.

The values of the response are represented symbolically as \(y\) with subscripts representing the run in the design. The right side of the figure shows that each run in the design can be represented graphically as the corners of a cube. If there are replicate runs at each of the 8 combination of factor levels, the responses (\(y\)) in the figure could be replaced by the sample averages of the replicates (\(\overline{y}\)) at each factor level combination.

With the graphical representation in Figure 5.1, it is easy to visualize the estimated factor effects. For example, the effect of factor A is the difference in the average of the responses on the right side of the cube (where factor A is at its high level) and the average of the responses on the left side of the cube. This is illustrated in Figure 5.2.

The estimated effect of factor B can be visualized similarly as the difference in the average of the responses at the top of the cube and the average of the responses at the bottom of the cube. The estimated effect of factor C is the difference in the average of the responses on the back of the cube and the average of the responses at the front of the cube.

In practice the experiments in a \(2^k\) design should not be run in the standard order, as shown in Figure 5.1. If that were done, any changes in a lurking variable that occurred near midway through the experimentation would bias factor C. Any lurking variable that osilated between two levels could bias factors A or B. For this reason experiments are always run in a random order, once the list of experiments is made.

If the factor effects are independent, then the average response at any combination of factor levels can be predicted with the simple additive model

\[\begin{equation} y=\beta_0 + \beta_A X_A + \beta_B X_B + \beta_C X_C. \tag{5.1} \end{equation}\]Where \(\beta_0\) is the grand average of all the response values; \(\beta_A\) is half the estimated effect of factor A (i.e., \(E_A/2\)); \(\beta_B\) is half the estimated effect of factor B; and \(\beta_C\) is half the estimated effect of factor C. \(X_A\), \(X_B\), and \(X_C\) are the \(\pm\) coded levels of the factors shown in Figure 5.1 and 5.2.

If the factor effects are dependent, then effect of one factor is different at each level of another factor or each combination of levels of other factors. For example the estimated conditional main effect of factor B, calculated when factor C is held constant at its low level is

(\(E_{B|C=-}=(y_{-+-}+y_{++-})/2-(y_{---}+y_{+--})/2\)).

This can be visualized as the difference in the average of the two responses in the grey circles at the top front of the cube on the left side of Figure 5.3 and the average of the two responses in the grey circles at the bottom front of the cube shown on the left side of Figure 5.3. The estimated conditional main effect of factor B when factor C is held constant at its high level is

(\(E_{B|C=+}=(y_{-++}+y_{+++})/2-(y_{--+}+y_{+-+})/2\)).

It can be visualized on the right side of Figure 5.3 as the difference of the average of the two responses in the grey circles at top back of the cube and the average of the two responses in the grey circles at the back bottom of the cube.

The B\(\times\)C interaction effect is defined as half the difference in the two estimated conditional main effects as shown in Equation (5.2).

\[\begin{align} E_{BC}&=E_{B|C=+} - E_{B|C=-}\\ &=(y_{-++}+y_{+++}+y_{---}+y_{+--})/4)-(y_{-+-}+y_{++-}+y_{--+}+y_{+-+})/4 \tag{5.2} \end{align}\]Again this interaction effect can be seen to be the difference in the average of the responses in the grey circles and the average of the responses in the white circles shown in Figure 5.4.

If the interaction effect is not zero, then additive model in Equation (5.1) will not be accurate. Adding half of the estimated interaction effect to model (5.1) results in model (5.3) which will have improved predictions if the effect of factor B is different depending on the level of Factor C, or the effect of Factor C is different depending on the level of factor B.

\[\begin{equation} y=\beta_0 + \beta_A + \beta_B X_B + \beta_C +\beta_{BC} X_B X_C \tag{5.3} \end{equation}\]Each \(\beta\) coefficient in this model can be calculated as half the difference in two averages, or by fitting a multiple regression model to the data. If there are replicate responses at each of the eight combinations of factor levels (in the \(2^3\) design shown in Figure 5.1) then significance tests can be used to determine which coefficients (i.e., \(\beta\)s) are significantly different from zero. To do that, start with the full model:

\[\begin{equation} y=\beta_0 + \beta_A + \beta_B X_B + \beta_C + \beta_{AB} X_A X_B + \beta_{AC} X_A X_C + \beta_{BC} X_B X_C + \beta_{ABC} X_A X_B X_C. \tag{5.4} \end{equation}\]The full model can be extended to \(2^k\) experiments as shown in Equation (5.5).

\[\begin{equation} y=\beta_0 + \sum_{i=1}^k \beta_i X_i +\sum_{i=1}^k\sum_{j \ne i}^k \beta_{ij} X_i X_j +\cdots +\beta_{i\cdots k}X_i \cdots X_k. \tag{5.5} \end{equation}\]Any insignificant coefficients found in the full model can be removed to reach the final model.

### 5.3.1 Examples

In this section two examples of \(2^k\) experiments will used to illustrate the R code to design, analyze and interpret the results.

### 5.3.2 Example 1: \(2^3\) Factorial in Battery Assembly

The first example a \(2^3\) experiment was used to study the process of assembling nickel-cadmium batteries. This example is taken from Ellis Ott’s book *Process Quality Control-Troubleshooting and Interpretation of Data* (Ott 1975).

Nickel-Cadmium batteries were assembled with the goal of having a consistently high capacitance. However much difficulty was encountered in during the assembly process resulting in excessive capacitance variability. A team was organized to find methods to improve the process. This is an example of a common cause problem. Too much variabilty all of the time.

While studying the entire process as normally would be done to remove a common cause problem, the team found that two different production lines in the factory were used for assembling the batteries. One of these production lines used a different concentration of nitrate than the other line. They also found that two different assembly lines were used in the factory. One line was using a shim in assembling the batteries and the other line did not. In addition, two processing stations were used in the factory; at one station, fresh hydroxide was used, while reused hydroxide was used in the second station. The team conjectured that these differences in the assembly could be the cause of the extreme variation in the battery capacitance. They decided it would be easy to set up a \(2^3\) experiment varying the factor levels shown in Table 5.1, since they were already in use in the factory.

**Table 5.1** Factors and Levels in Nickel-Cadmium Battery Assembly Experiment

Factors | Level (-) | Level (+) |
---|---|---|

A-Production line | 1=low level of nitrate | 2=high level of nitrate |

B-Assembly line | 1-using shim in assembly | 2=no shim used in assembly |

C-Processing Station | 1-using fresh hydroxide | 2=using reused hydroxide |

The team realized that if they found differences in capacitance caused by the two different levels of factor A, that the differences may be caused by either differences in the level of nitrite used, or other differences in the two production lines, or both. If they found a significant effect of factor A further experimentation would be necessary to isolate the specific cause. A similar situation existed for both factors B and C. A significant effect of factor B could be due to whether a shim was used in assembly or due to other differences in the two assembly lines. Finally, a significant effect of factor C could be due to differences in the two processing stations or caused by the difference in the fresh and reused hydroxide.

Table 5.2 shows the eight combinations of coded factor levels and the responses for six replicate experiments or runs conducted at each combination. The capacitance values were coded by subtracting the same constant from each value (which will not affect the results of the analysis). The actual experiments were conducted in a random order so that any lurking variables like properties of the raw materials would not bias any of the estimated factor effects or interactions. Table 5.2 is set up in the standard order of experiments that was shown in Figure 5.1.

**Table 5.2** Factor Combinations and Response Data for Battery Assembly Experiment

\(X_A\) | \(X_B\) | \(X_C\) | Capacitance | ||||||
---|---|---|---|---|---|---|---|---|---|

\(-\) | \(-\) | \(-\) | -0.1 | 1.0 | 0.6 | -0.1 | -1.4 | 0.5 | |

\(+\) | \(-\) | \(-\) | 0.6 | 0.8 | 0.7 | 2.0 | 0.7 | 0.7 | |

\(-\) | \(+\) | \(-\) | 0.6 | 1.0 | 0.8 | 1.5 | 1.3 | 1.1 | |

\(+\) | \(+\) | \(-\) | 1.8 | 2.1 | 2.2 | 1.9 | 2.6 | 2.8 | |

\(-\) | \(-\) | \(+\) | 1.1 | 0.5 | 0.1 | 0.7 | 1.3 | 1.0 | |

\(+\) | \(-\) | \(+\) | 1.9 | 0.7 | 2.3 | 1.9 | 1.0 | 2.1 | |

\(-\) | \(+\) | \(+\) | 0.7 | -0.1 | 1.7 | 1.2 | 1.1 | -0.7 | |

\(+\) | \(+\) | \(+\) | 2.1 | 2.3 | 1.9 | 2.2 | 1.8 | 2.5 |

The design can be constructed in standard order to match the published data using the \(\verb!fac.design()!\) and \(\verb!add.response()!\) functions in the R package \(\verb!DoE.Base!\) as shown in the section of code below.

```
library(DoE.base)
design<-fac.design(nlevels=c(2,2,2),replications=6,randomize=F,
factor.names=list(A=c("nitrate-1", "nitrate-2"),B=c("Shim","No Shim"),
C=c("Fresh","Reused")))
Capacitance<-c( -.1, .6, .6, 1.8, 1.1, 1.9, .7, 2.1,
1.0, .8, 1.0, 2.1, .5, .7, -.1, 2.3,
.6, .7, .8, 2.2, .1, 2.3, 1.7, 1.9,
-.1, 2.0, 1.5, 1.9, .7, 1.9, 1.2, 2.2,
-1.4, .7, 1.3, 2.6, 1.3, 1.0, 1.1, 1.8,
.5, .7, 1.1, 2.8, 1.0, 2.1, -.7, 2.5)
add.response(design,Capacitance)
```

The R function \(\verb!lm()!\) can be used to fit the full model (Equation (5.4)) by regression analysis to the data from the experiment using the code below. Part of the output is shown below the code.

```
mod1<-lm(Capacitance~A*B*C, data=design)
summary(mod1)
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.18750 0.08434 14.080 < 2e-16 ***
A1 0.54583 0.08434 6.472 1.03e-07 ***
B1 0.32917 0.08434 3.903 0.000356 ***
C1 0.11667 0.08434 1.383 0.174237
A1:B1 0.12083 0.08434 1.433 0.159704
A1:C1 0.04167 0.08434 0.494 0.623976
B1:C1 -0.24167 0.08434 -2.865 0.006607 **
A1:B1:C1 0.03333 0.08434 0.395 0.694768
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.5843 on 40 degrees of freedom
Multiple R-squared: 0.6354, Adjusted R-squared: 0.5715
F-statistic: 9.957 on 7 and 40 DF, p-value: 3.946e-07
```

In the output, it can be seen that factor A and B are significant as well as the two-factor interaction BC. There is a positive regression coefficient for factor A. Since this coefficient is half the effect of A=(production line or level of nitrate) it means that a higher average capacitance is expected using production line 2 where the high concentration of nitrate was used.

Because there is a significant interaction of factors B and C, the main effect of factor B cannot be interpreted in the same way as the main effect for factor A. The significant interaction means the conditional effect of factor B=(Assembly line or use of a shim) is different depending on the level of factor C=(Processing station and fresh or reused hydroxide). The best way to visualize the interaction is by using an interaction plot. The R function \(\verb!interaction.plot()!\) is used in the section of code below to produce the interaction plot shown in Figure 5.5.

```
Assembly<-design$B
Hydroxide<-design$C
interaction.plot(Assembly,Hydroxide,Capacitance,type="b",pch=c(1,2),col=c(1,2),data=design)
```

In this figure it can be seen that the effect of using a shim in assembly reduces the capacitance by a greater amount when fresh hydroxide at processing station 1 is used than when reused hydroxide at processing station two is used. However, the highest expected capacitance of the assembled batteries is predicted to occur when using fresh hydroxide and assembly line 1 where no shim was used.

The fact that there was an interaction between assembly line and processing station, was at first puzzling to the team. This caused them to further investigate and resulted in the discovery of specific differences in the two assembly lines and processing stations. It was cojectured that standardizing the two assembly lines and processing stations would improve the battery quality by making the capacitance consistently high. A pilot run was made to check, and the results confirmed the conclusions of the \(2^3\) design experiment.

### 5.3.3 Example 2: Unreplicated \(2^4\) Factorial in Injection Molding

The second example from (Durakovic 2017) illustrates the use of a \(2^4\) factorial, with only one replicate of each of the 16 treatment combinations. The purpose of the experiments was to improve the quality of injection-molded parts by reducing the excessive flash. This is again a common cause that makes the average flash excessive (off target).

The factors that were under study and their low and high levels are shown in Table 5.3.

**Table 5.3** Factors and Levels for Injection Molding Experiment

Factors | Level (-) | Level (+) |
---|---|---|

A-Pack Pressure in Bar | 10 | 30 |

B-Pack Time in sec. | 1 | 5 |

C-Injection Speed mm/sec | 12 | 50 |

D-Screw Speed RPM | 100 | 200 |

A full factorial design and the observed flash size for each run are shown in Table 5.4. This data is in standard order (first column changing fastest etc.) but the experiments were again run in random order.

**Table 5.4** Factor Combinations and Response Data for Battery Assembly Experiment

\(X_A\) | \(X_B\) | \(X_C\) | \(X_D\) | Flash(mm) |
---|---|---|---|---|

\(-\) | \(-\) | \(-\) | \(-\) | 0.22 |

\(+\) | \(-\) | \(-\) | \(-\) | 6.18 |

\(-\) | \(+\) | \(-\) | \(-\) | 0.00 |

\(+\) | \(+\) | \(-\) | \(-\) | 5.91 |

\(-\) | \(-\) | \(+\) | \(-\) | 6.60 |

\(+\) | \(-\) | \(+\) | \(-\) | 6.05 |

\(-\) | \(+\) | \(+\) | \(-\) | 6.76 |

\(+\) | \(+\) | \(+\) | \(-\) | 8.65 |

\(-\) | \(-\) | \(-\) | \(+\) | 0.46 |

\(+\) | \(-\) | \(-\) | \(+\) | 5.06 |

\(-\) | \(+\) | \(-\) | \(+\) | 0.55 |

\(+\) | \(+\) | \(-\) | \(+\) | 4.84 |

\(-\) | \(-\) | \(+\) | \(+\) | 11.55 |

\(+\) | \(-\) | \(+\) | \(+\) | 9.90 |

\(-\) | \(+\) | \(+\) | \(+\) | 9.90 |

\(+\) | \(+\) | \(+\) | \(+\) | 9.90 |

In the R code below, the \(\verb!FrF2()!\) function in the R package \(\verb!FrF2()!\) is used to create this design. Like the design in Example 1, it was created in standard order using the argument \(\verb!randomize=F!\) in the \(\verb!FrF2!\) function call. This was to match the already collected data shown in Table 5.4. When using the \(\verb!fac.design()!\) or \(\verb!FrF2()!\) function to create a data collection form prior to running experiments, the argument \(\verb!randomize=F!\) should be left out and the default will create a list of experiments in random order. The random order will minimize the chance of biasing any estimated factor effect with the effect of any lurking variable that may change during the course of running the experiments.

```
library(FrF2)
design2<-FrF2(16,4,factor.names=list(A=c(10,30),B=c(1,5),C=c(12,50),D=c(100,200)),
randomize=F)
Flash<-c(.22,6.18,0,5.91,6.6,6.05,6.76,8.65,0.46,5.06,0.55,4.84,11.55,9.9,9.9,9.9)
add.response(design2,Flash)
```

The R function \(\verb!lm()!\) can be used to calculate the estimated regression coefficients for the full model (Equation (5.5) with \(k=4\)). However, the \(\verb!Std. Error!\), \(\verb!t value!\), and \(\verb!Pr(>|t|)!\) shown in the output for the first example cannot be calculated because there were no replicates in this example.

Graphical methods can be used to determine which effects or coefficients are significantly different from zero. If all the main effects and interactions in the full model were actually zero, then all of the estimated effects or coefficients would only differ from zero by an approximately normally distributed random error (due to the central limit theorem). If a normal probability plot were made of all the estimated effects or coefficients, any truly nonzero effects should appear as outliers on the probability plot.

The R code below shows the use of the R function \(\verb!lm()!\) to fit the full model to the data, and a portion of the output is shown below the code.

```
mod2<-lm(Flash~A*B*C*D, data=design2)
summary(mod2)
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 5.783125 NA NA NA
A1 1.278125 NA NA NA
B1 0.030625 NA NA NA
C1 2.880625 NA NA NA
D1 0.736875 NA NA NA
A1:B1 0.233125 NA NA NA
A1:C1 -1.316875 NA NA NA
B1:C1 0.108125 NA NA NA
A1:D1 -0.373125 NA NA NA
B1:D1 -0.253125 NA NA NA
C1:D1 0.911875 NA NA NA
A1:B1:C1 0.278125 NA NA NA
A1:B1:D1 -0.065625 NA NA NA
A1:C1:D1 -0.000625 NA NA NA
B1:C1:D1 -0.298125 NA NA NA
A1:B1:C1:D1 -0.033125 NA NA NA
Residual standard error: NaN on 0 degrees of freedom
Multiple R-squared: 1, Adjusted R-squared: NaN
F-statistic: NaN on 15 and 0 DF, p-value: NA
```

The function \(\verb!fullnormal()!\) from the \(\verb!daewr!\) package can be used to make a normal probability plot of the coefficients (Figure 5.6) as shown in the code below.

```
library(daewr)
fullnormal(coef(mod2)[-1],alpha=.10)
```

The argument \(\verb!coef(mod2)[-1]!\) requests a normal probability plot of the 15 coefficients in \(\verb!mod2!\) (excluding the first term which is the intercept).

In this plot it can be seen that main effects A=Pack Pressure in Bar, C=Injection Speed mm/sec, and D=Screw Speed RPM all appear to be significant since they do not fall along the straight line of insignificant effects. All three of these significant factors have positive coefficients which, would lead one to believe that setting all three of these factors to their low levels would minimize flash and improve the quality of the injected molded parts.

However, the CD interaction and the AC interaction also appear to be significant. Therefore, these two interaction plots should be studied before drawing any final conclusions. The R code to make these two interaction plots (Figures 5.7 and 5.8) is shown below.

```
A_Pack_Pressure<-design2$A
C_Injection_Speed<-design2$C
D_Screw_Speed<-design2$D
interaction.plot(A_Pack_Pressure,C_Injection_Speed,Flash,type="b",pch=c(1,2),col=c(1,2))
interaction.plot(C_Injection_Speed,D_Screw_Speed,Flash,type="b",pch=c(1,2),col=c(1,2))
```

In Figure 5.7 it can be seen that factor A:Pack pressure only has a positive effect when factor C: Injection speed is set to its low level (12mm/sec). In Figure 5.8 it can be seen that the effect of Factor C:Injection speed is much stronger when Factor D:Screw speed is set to its high value of 200 RPM. Therefore the final recommendation was to run the injection molding machine at the low levels of Factor A (Pack Pressure=10 Bar), the low level of Factor C (Injection Speed=12 mm/sec) and the high level of Factor D (Screw Speed=200RPM ).

Factor B (Pack Time) was not significant nor was there any significant interaction involving Factor B. Therefore, this factor can be set to the level that is least expensive.

In the article (Durakovic 2017), the reduced model involving main effects A, C, D and the AC and CD interactions was fit to the data and the normal plot of residuals and residuals by predicted values showed that the least squares assumptions were satisfied and that the predictions from this model would be accurate.

In both of the examples shown in this section, discovering significant interactions was key to solving the problem. In the real world, factor effects are rarely independent, and interactions are common. Therefore, if many factors are under study it would be better to study all of the factors jointly in an experimental design, so that all potential interactions could be detected.

For example, if 6 factors were under study it would be better to study all factors simultaneously in a \(2^{6}\) factorial experiment than it would to study the first three factors in a \(2^3\) factorial experiment and the remaining three factors in another \(2^3\) factorial experiment. When running two separate \(2^3\) designs it would be impossible to detect interactions between any of the factors studied in the first experiment and any of the factors studied in the second experiment.

After brainstorming sessions where cause-and-effect diagrams are produced, there are often many potential factors to be investigated. However, the number of experiments required for a \(2^k\) factorial experiment is \(2^k\). This can be large, for example 64 experiments are required for a \(2^6\) factorial and 1024 experiments required for a \(2^{10}\) factorial.

Fortunately, many of the advantages obtained by running a \(2^k\) full factorial can be obtained by running just a fraction of the total \(2^k\) experiments. The next section will illustrate how to create a fraction of a \(2^k\) design and examples will be used to show how the results can be interpreted.

## 5.4 \(2^{k-p}\) Fractional Factorial Designs

### 5.4.1 One-Half Fraction Designs

When creating a fraction of a \(2^K\) factorial, the runs or experiments chosen to be in the fraction must be selected strategically. Table 5.5 shows what happens if the runs in a one-half fraction are not selected strategically. The left side of the table shows a \(2^4\) design in standard order. The column labeled “k-e” is an indicator of whether the run should be kept or eliminated from the fraction of the \(2^4\) design. The runs to be eliminated were chosen by a random selection process. The right side of the table shows the eight runs remaining in the one-half fraction after eliminating the runs with a “e” in the “k-e” column.

**Table 5.5** Fractional Factorial by random elimination

k-e | run | A | B | C | D | run | A | B | C | D | |
---|---|---|---|---|---|---|---|---|---|---|---|

k | 1 | \(-\) | \(-\) | \(-\) | \(-\) | 1 | \(-\) | \(-\) | \(-\) | \(-\) | |

e | 2 | \(+\) | \(-\) | \(-\) | \(-\) | 4 | \(+\) | \(+\) | \(-\) | \(-\) | |

e | 3 | \(-\) | \(+\) | \(-\) | \(-\) | 5 | \(-\) | \(-\) | \(+\) | \(-\) | |

k | 4 | \(+\) | \(+\) | \(-\) | \(-\) | 8 | \(+\) | \(+\) | \(+\) | \(-\) | |

k | 5 | \(-\) | \(-\) | \(+\) | \(-\) | 10 | \(+\) | \(-\) | \(-\) | \(+\) | |

e | 6 | \(+\) | \(-\) | \(+\) | \(-\) | 12 | \(+\) | \(+\) | \(-\) | \(+\) | |

e | 7 | \(-\) | \(+\) | \(+\) | \(-\) | 13 | \(-\) | \(-\) | \(+\) | \(+\) | |

k | 8 | \(+\) | \(+\) | \(+\) | \(-\) | 16 | \(+\) | \(+\) | \(+\) | \(+\) | |

e | 9 | \(-\) | \(-\) | \(-\) | \(+\) | ||||||

k | 10 | \(+\) | \(-\) | \(-\) | \(+\) | ||||||

e | 11 | \(-\) | \(+\) | \(-\) | \(+\) | ||||||

k | 12 | \(+\) | \(+\) | \(-\) | \(+\) | ||||||

k | 13 | \(-\) | \(-\) | \(+\) | \(+\) | ||||||

e | 14 | \(+\) | \(-\) | \(+\) | \(+\) | ||||||

e | 15 | \(-\) | \(+\) | \(+\) | \(+\) | ||||||

k | 16 | \(+\) | \(+\) | \(+\) | \(+\) |

The full \(2^4\) design on the left side of the table is orthogonal. This means that the runs where factor A is set at its low level, will have an equal number of high and low settings for factors B, C, and D. Likewise, the runs where factor A is set to its high level will have an equal number of high and low settings of factors B, C, and D. Therefore any difference in the average response between runs at the high and low levels of factor A cannot be attributed to factors B, C, or D because their effects would average out. Therefore, the effect of A is independent or uncorrelated with the effects of B, C, and D. This will be true for any pair of main effects or interactions when using the full \(2^4\) design.

On the other hand, when looking at the eight runs in the half-fraction of the \(2^4\) design shown on the right side of Table 5.5 a different story emerges. It can be seen that factor B is at its low level for every run where factor A is at its low level, and factor B is at its high level for 4 of the 5 runs where factor A is at its high level. Therefore, if there is a difference in the average responses at the low and high level of factor A, it could be caused by the changes to factor B. In this fractional design, the effects of A and B are correlated. In fact, all pairs of effects are correlated although not to the high degree that factors A and B are correlated.

A fractional factorial design can be created that avoids the correlation of main effects using the *hierarchical ordering principle*. This principle, which has been established through long experience, states that main effects and low order interactions (like two-factor interactions) are more likely to be significant than higher order interactions (like 4 or 5-way interactions etc.). Recall that a two-factor interaction means that the effect of one factor is different depending on the level of the other factor involved in the interaction. Similarly, a four-factor interaction means that the effect of one factor will be different at each combination of levels of the other three factors involved in the interaction.

Higher order interactions are possible, but more rare. Based on that fact, a half-fraction design can be created by purposely confounding a main effect with a higher order interaction that is not likely to be significant. Table 5.6 illustrates this by creating a one-half fraction of a \(2^5\) design in 16 runs. This was done by defining the levels of the fifth factor, E, to be equal to the levels of the four way interaction ABCD. The settings for ABCD were created by multiplying the signs in columns A, B, C, and D together. For example for run number 1, ABCD=\(+\), since the product of \((-) \times (-) \times (-) \times (-) = +\); likewise for run number 2 ABCD=\(-\) since \((+) \times (-) \times (-) \times (-) = -\).

**Table 5.6** Fractional Factorial by Confounding E and ABCD

run | A | B | C | D | E=ABCD |
---|---|---|---|---|---|

1 | \(-\) | \(-\) | \(-\) | \(-\) | \(+\) |

2 | \(+\) | \(-\) | \(-\) | \(-\) | \(-\) |

3 | \(-\) | \(+\) | \(-\) | \(-\) | \(-\) |

4 | \(+\) | \(+\) | \(-\) | \(-\) | \(+\) |

5 | \(-\) | \(-\) | \(+\) | \(-\) | \(-\) |

6 | \(+\) | \(-\) | \(+\) | \(-\) | \(+\) |

7 | \(-\) | \(+\) | \(+\) | \(-\) | \(+\) |

8 | \(+\) | \(+\) | \(+\) | \(-\) | \(-\) |

9 | \(-\) | \(-\) | \(-\) | \(+\) | \(-\) |

10 | \(+\) | \(-\) | \(-\) | \(+\) | \(+\) |

11 | \(-\) | \(+\) | \(-\) | \(+\) | \(+\) |

12 | \(+\) | \(+\) | \(-\) | \(+\) | \(-\) |

13 | \(-\) | \(-\) | \(+\) | \(+\) | \(+\) |

14 | \(+\) | \(-\) | \(+\) | \(+\) | \(-\) |

15 | \(-\) | \(+\) | \(+\) | \(+\) | \(-\) |

16 | \(+\) | \(+\) | \(+\) | \(+\) | \(+\) |

In general, to create a one-half fraction of a \(2^k\) design, start with the base design which is a full factorial in \(k-1\) factors (i.e., \(2^{k-1}\) factorial). Next, assign the \(k\)th factor to the highest order interaction in the \(2^{k-1}\) design.

If running a full \(2^4\) design using the factor settings in the first four columns in Table 5.6, the last column of signs (ABCD in Table 5.6) would be used to calculate the four-way interaction effect. The responses opposite a \(-\) sign in this ABCD column would be averaged and subtracted from the average of the responses opposite a \(+\) to calculate the effect.

In the half-fraction of a \(2^5\) design created by assigning the settings for the fifth factor, \(E\), to the column of signs for \(ABCD\), the four-way interaction would be assumed to be negligible, and no effect would be calculated for it. Instead, this column is used to both define the settings for a fifth factor \(E\) while running the experiments, and to calculate the effect of factor \(E\) once the data is collected from the experiments.

When eliminating half the experiments to create a one-half fraction, we cannot expect to estimate all the effects independently as we would in a full factorial design. In fact, only one-half of the effects can be estimated from a one-half fraction design. Each effect that is estimated is confounded with one other effect that must be assumed to be negligible. In the example of a \(\frac{1}{2}2^5=2^{5-1}\) design in Table 5.6, main effect \(E\) is completely confounded with the \(ABCD\) interaction effect. We cannot estimate both, and we rely on the hierarchical ordering principle to assume the four-way interaction is negligible.

To see the other effects that are are confounded we will define the *generator* and *defining relation* for the design. Consider \(E\) to represent the entire column of \(+\) or \(-\) signs in the design matrix in Table 5.6. Then the assignment \(E=ABCD\) is called the *generator* of the design. It makes the column of signs for \(E\), in the design matrix, identical to the column of signs for \(ABCD\). Multiplying by \(E\) on both sides of the generator equation, \(E=ABCD\), results in the equation \(E^2=ABCDE\), or \(I=ABCDE\), where \(I\) is a column of \(+\) signs that results from squaring each sign in the column for \(E\). The equation \(I=ABCDE\) is then called the *defining relation* of the design.

The defining relation can be used to find all the pairs of effects that are completely confounded in the half fraction design. The \(I\) on the left side of the *defining relation* equation is a column of \(+\) signs. \(I\) is called the multiplicative identity because if it is multiplied (elementwise) by any column of signs in the design matrix the result will be the same (i.e. \(A \times I = A\)). If both sides of the *defining relation* are multiplied by a column in the design matrix, two confounded effects will be revealed, (i.e., \(A\times (I=ABCDE)=(A = A^2 \times BCDE)=(A = BCDE))\). Therefore main effect A is confounded with the four-way interaction \(BCDE\).

Multiplying both sides of the *defining relation* by each main effect and interaction that can be estimated from the base design (i.e., \(2^{k-1}\)) results in the what is called the *Alias Pattern* that shows all pairs of confounded effects in the \(2^{k-1}\) half fraction design. Equation (5.6) shows the Alias Pattern for the half-fraction design shown in Table 5.6.

The design in Table 5.6 is called a resolution V design, because the shortest word in the *defining relation* (other than I) has 5 letters. Therefore, every main effect is confounded with a four-factor interaction, and every two-factor interaction is confounded with a three-factor interaction. Therefore, if three and four factor interactions can be assumed to be negligible, a five factor experiment can be completed with only 16 runs, and all main effects and two-factor interactions will be estimable.

A half-fraction design and the *Alias Pattern* for that design can be created easily with the \(\verb!FrF2()!\) function in the R package \(\verb!FrF2()!\). The example code below will create the design in Table 5.6 and its *Alias Pattern*.

```
library(FrF2)
design3<-FrF2(16,5,generators=c("ABCD"),randomize=F)
dmod<-lm(rnorm(16)~(A*B*C*D*E),data=design3)
aliases(dmod)
```

The first argument to the \(\verb!FrF2()!\) function call is the number of runs in the design, and the second argument is the number of factors. The default factor names for the \(\verb!FrF2()!\) are A, B, C, D, and E. The factor names and levels can be changed by including a \(\verb!factor.names!\) argument as shown in the code that was used to analyze the data from the battery assembly expriment in the last section. The argument \(\verb!generators=c("ABCD")!\) specifies that the fifth factor E will be assigned to the ABCD interaction column. This argument is optional, and if left off, the \(\verb!FrF2()!\) will always create the column for the fifth factor by setting it equal to the highest order interaction among the first four factors.

To get the *Alias Pattern* for the design we have to fit a model. Since the experiments have not yet been run and the design is being evaluated, a vector of 16 random normal observations were created, with the \(\verb!rnorm!\) function in R, and used as the response data for the model \(\verb!dmod!\). The model ,\(\verb!(A*B*C*D*E)!\), in the \(\verb!lm()!\) function call above specifies that the saturated model is fit including all interactions up to the 5-way. The argument \(\verb!data=design3!\), and the function call \(\verb!aliases(dmod)!\) will reproduce the *Alias Pattern* shown in Equation (5.6).

### 5.4.2 Example of a One-half fraction of a \(2^5\) Designs

This example is patterned after the famous study made by (Taguchi and Wu 1979). In 1950 the Ina tile company in Japan was experiencing too much variability in the size of the tiles. A known common cause was the problem. There was a temperature gradient from the center to the walls of the tunnel kiln used for firing the tiles. This caused the dimension of the tiles produced near the walls to be somewhat smaller than those in the center of the kiln.

Unfortunately in 1950 the Ina tile company could not afford to install instrumentation to control the temperature gradient in their kiln. Therefore, Taguchi called the temperature gradient a noise factor that could not be controlled. There were other factors that could be easily controlled. Taguchi sought to find a combination of settings of these controllable factors, through use of an experimental design, that could mitigate the influence of the noise factor. This is referred to as a Robust Design Experiment. Figure 5.10 diagramatically illustrates the factors and response for a Robust Design Experiment.

Figure 5.11 is a flow diagram of the process to make tiles at the Ina tile company

The varaibles involved in the first step in Figure 5.11 could be easily controlled. Therefore, 5 of these factors were chosen to experiment with, and the uncontrollable temperature gradient was simulated by sampling tiles from the center and outsides of the tunnel kiln, then measuring their dimensions. Table 5.7 shows the factors and levels for the Robust Design Experiment.

**Table 5.7** Factors in Robust Design Experiment

Contollable Factor |
Level(\(-\)) |
Level(\(+\)) |
---|---|---|

A-kind of agalmatolite | existing | new |

B-fineness of additive | courser | finer |

C-content of waste return | 0% | 4% |

D-content of lime | 1% | 5% |

E-content of feldspar | 0% | 5% |

————————– | —————- | —————- |

Noise Factor |
Level(\(-\)) |
Level(\(+\)) |

————————– | —————- | —————- |

F-furnace position of tile | center | outside |

A \(2^{5-1}\) fractional factorial experiment was used with the generator \(E=ABCD\). Figure 5.12 shows the list of experiments in standard order and the resulting average tile dimensions. Each experiment in the \(2^{5-1}\) design was repeated at both levels of factor F. By doing this the design changes from a \(2^{5-1}\) to a \(2^{6-1}\), and the defining relation changes from \(I=ABCDE\) to \(I=-ABCDEF\).

In the R code shown below, the \(\verb!FrF2()!\) function was used to create the design in the standard order, and the vector \(\verb!y!\) contains the data. Since the design is resolution VI, all main effects and two-factor interactions can be estimated if four-factor and higher order interactions are assumed to be negligable. There are only 6 main effects and \({6 \choose 2}=15\) two-factor interactions but 32 observations. Therefore the command \(\verb!mod<-lm(y~(.)^3,data=DesF)!\) was used to fit the saturated model which includes 10 pairs of confounded or aliased three-factor interactions in addition to the main effects and two-factor interactions. The \(\verb!aliases(mod)!\) shows the alias for each three-factor interaction estimated, and the output of this command is shown below the code.

```
library(FrF2)
DesF<-FrF2(32,factor.names=list(A="",B="",C="",D="",F="",E=""),
generators=list(-c(1,2,3,4,5)),randomize=FALSE)
y<-c(10.14057,10.15061,10.15888,10.13772,10.15794,10.15545,10.15628,10.17175,
10.14672,10.18401,10.15383,10.14803,10.15425,10.16879,10.16728,10.16039,
10.12570,10.13028,10.15836,10.14300,10.13132,10.12587,10.13694,10.11500,
10.17273,10.16888,10.19741,10.19518,10.17892,10.16295,10.19351,10.19278)
mod<-lm(y~(.)^3,data=DesF)
aliases(mod)
A:B:C = -D:F:E
A:B:D = -C:F:E
A:B:F = -C:D:E
A:B:E = -C:D:F
A:C:D = -B:F:E
A:C:F = -B:D:E
A:C:E = -B:D:F
A:D:F = -B:C:E
A:D:E = -B:C:F
A:F:E = -B:C:D
summary(mod)
library(daewr)
fullnormal(coef(mod)[2:32],alpha=.01,refline="FALSE")
interaction.plot(Furnace_position,Content_Lime,resp)
```

\(\verb!fullnormal(coef(mod)[2:32],alpha=.01,refline="FALSE")!\) creates a full normal plot of the 31 estimable effects from the 32-run design. This plot is shown in Figure 5.13. It shows that the only significant effects appear to be main effect D-the content of lime and the interaction between factor D and the noise factor F-furnace position.

The \(\verb!interaction.plot(Furnace_position,Content_Lime,resp)!\) command creates the interaction plot shown in Figure 5.14 (minus the color inhancements that were added later). In this plot the noise factor is on the horizontal axis and the two lines represent the conditional main effect of F-furnace position for each level of D-content of lime. The plot shows that Furnace position effect is much stronger when there is only 1% of lime in the raw materials.

By adding 5% lime to the raw materials the effect of the furnace position (or temperature gradient) is greatly reduced. The red and green normal curves on the left and right of the lines representing the conditional effect of furnace position illustrate the variability in tile size expected to be caused by the uncontrollable temperature gradient. That expected variation is much less when 5% lime is added to the raw materials even though nothing was done to control the temperature gradient.

In this fractional factorial example, discovering the interaction was again key to solving the problem. In Robust Design Experiments the goal is always to find interactions between the controllable factors and the noise factors. In that way it may be possible to select a level of a control factor (or combination of levels of control factors) that reduce the influence of the noise factors and therby decrease the variability in the response or quality characteristic of interest. In this way, the process capability index can be increased.

### 5.4.3 One-Quarter and Higher Fractions of \(2^k\) Designs

In a one-quarter fraction of a \(2^k\) design, every main effect or interaction that can be estimated will be confounded with three other effects or interactions that must be assumed to be negligible. When creating a \(\frac{1}{4}\)th fraction of a \(2^k\) design, start with a full factorial in \(k-2\) factors (i.e., the \(2^{k-2}\) base design). Next, assign the \(k-1\)st and \(k\)th factors to interactions in in the \(2^{k-2}\) base design. For example, to create a \(\frac{1}{4}\)th fraction of a \(2^5\) design start with a \(2^3\) 8-run base design. Assign the 4th factor to the \(ABC\) interaction in the base design, and the 5th factor to one of the interactions \(AB\), \(AC\), or \(BC\). If the 5th factor is assigned to \(AB\), then the defining relation for the design will be: \[\begin{equation} I=ABCD=ABE=CDE, \tag{5.7} \end{equation}\]where \(CDE\) is found when multiplying \(ABCD\times ABE = A^2B^2CDE\)

This is a resolution III design, since the shortest word in the *defining relation* (other than I) has three letters. This means that some main effects will be confounded with two-factor interactions. All estimable effects will be confounded with three additional effects that must be assumed negligible. For example, main effect A will be confounded with BCD, BE, and ACDE, which were found by multiplying all four sides of the *defining relation* by A.

In a one-eighth fraction each main effect or or interaction that can be estimated will be confounded with 7 additional effects that must be considered negligible. When creating one-fourth or higher order fractions of a \(2^k\) factorial design, extreme care must be taken when assigning the generators or interactions in the base design to which additional factors are assigned. Otherwise, two main effects may be confounded with each other. When using the \(\verb!FrF2()!\) function to create a higher order fractional design, leave off the argument \(\verb!generators=c( )!\). The \(\verb!FrF2()!\) function has an algorithm that will produce the *minimum aberration-maximum resolution* design for the fraction size defined by the number of runs and number of factors. This design will have the least confounding among main effects and low order interactions that is possible.

Although, the confounding among main effects and interactions makes it seem like the analysis and interpretation of results will be complicated, the example, and additional principles presented in the next section, will clarify how this can be done.

### 5.4.4 An Example of a \(\frac{1}{8}\)th fraction of a \(2^7\) Design.

Large variation in the viscosity measurements of a chemical product were observed in an analytical laboratory (Snee 1985). The viscosity was a key quality characteristic of a high volume product. Since it was impossible to control viscosity without being able to measure it accurately, it was decided to conduct a ruggedness test (J. and Steiner 1975, Wernimount (1977)) of the measurement process to see which variables if any influenced the viscosity measurement. Discussions about how the measurement process worked identified 7 possible factors that could be important. A description of the measurement process and possible factors follows.

“The sample was prepared by one of two methods (M1,M2) using moisture measurements made on a volume or weight basis. The sample was then put into a machine and mixed at a given speed (800-1600 rpm) for a specified time period (0.5-3 hrs.) and allowed to”heal" for one to two hours. The levels of the variables A-E shown in Table 5.7 were those routinely used by laboratory personnel making the viscosity measurements. There were also two spindles (S1,S2) used in the mixer that were thought to be identical. The apparatus also had a protective lid for safety purposes and it was decided to run tests with and without the lid to see if it had any effect" (Snee 1985).

**Table 5.7** Factors and Levels in Ruggedness Experiment

Factors | Level (-) | Level (+) |
---|---|---|

A-Sample Preparation | M1 | M2 |

B-Moisture measurement | Volume | Weight |

C-Mixing Speed(rpm ) | 800 | 1600 |

D-Mixing Time(hrs) | 0.5 | 3 |

E-Healing Time(hrs) | 1 | 2 |

F-Spindle | S1 | S2 |

G-Protective Lid | Absent | Present |

A one-eighth fraction (\(2^{7-3}\)) was constructed with generators E=BCD, F=ACD, and G=ABC. Samples of product from a common source were tested at the 16 conditions in the design. If the measurement process were rugged, then the differences in the measurements should have been due only to random measurement error.

To match the design in the article, the arguments \(\verb!generators=c("BCD","ACD","ABC")!\) and \(\verb!randomize=FALSE!\) were used in the call to the \(\verb!FrF2!\) function call that created the design as shown in the R code and output below.

```
library(FrF2)
frac1<-FrF2(16,7,generators=c("BCD","ACD","ABC"),randomize=FALSE)
frac1
A B C D E F G
1 -1 -1 -1 -1 -1 -1 -1
2 1 -1 -1 -1 -1 1 1
3 -1 1 -1 -1 1 -1 1
4 1 1 -1 -1 1 1 -1
5 -1 -1 1 -1 1 1 1
6 1 -1 1 -1 1 -1 -1
7 -1 1 1 -1 -1 1 -1
8 1 1 1 -1 -1 -1 1
9 -1 -1 -1 1 1 1 -1
10 1 -1 -1 1 1 -1 1
11 -1 1 -1 1 -1 1 1
12 1 1 -1 1 -1 -1 -1
13 -1 -1 1 1 -1 -1 1
14 1 -1 1 1 -1 1 -1
15 -1 1 1 1 1 -1 -1
16 1 1 1 1 1 1 1
class=design, type= FrF2.generators
```

The viscosity measurements obtained after running the experiments and the *Alias Pattern* for the design (including only up to 5 factor interactions) is shown in the code examples below along with the calculated effects.

```
library(daewr)
library(FrF2)
viscosity<-c(2796,2460,2904,2320,2800,3772,2420,3376,2220,2548,2080,2464,3216,2380,
3196,2340)
aliases(lm(viscosity~(.)^5, data=frac1))
A = B:C:G = B:E:F = C:D:F = D:E:G = A:B:C:D:E = A:B:D:F:G = A:C:E:F:G
B = A:C:G = A:E:F = C:D:E = D:F:G = A:B:C:D:F = A:B:D:E:G = B:C:E:F:G
C = A:B:G = A:D:F = B:D:E = E:F:G = A:B:C:E:F = A:C:D:E:G = B:C:D:F:G
D = A:C:F = A:E:G = B:C:E = B:F:G = A:B:C:D:G = A:B:D:E:F = C:D:E:F:G
E = A:B:F = A:D:G = B:C:D = C:F:G = A:B:C:E:G = A:C:D:E:F = B:D:E:F:G
F = A:B:E = A:C:D = B:D:G = C:E:G = A:B:C:F:G = A:D:E:F:G = B:C:D:E:F
G = A:D:E = B:D:F = C:E:F = A:B:E:F:G = A:C:D:F:G = B:C:D:E:G = A:B:C
A:B = A:C:D:E = A:D:F:G = B:C:D:F = B:D:E:G = C:G = E:F
A:C = A:B:D:E = A:E:F:G = B:C:E:F = C:D:E:G = B:G = D:F
A:D = A:B:C:E = A:B:F:G = B:C:D:G = B:D:E:F = C:F = E:G
A:E = A:B:C:D = A:C:F:G = B:C:E:G = C:D:E:F = B:F = D:G
A:F = A:B:D:G = A:C:E:G = B:C:F:G = D:E:F:G = B:E = C:D
A:G = A:B:D:F = A:C:E:F = B:E:F:G = C:D:F:G = B:C = D:E
B:D = A:B:C:F = A:B:E:G = A:C:D:G = A:D:E:F = C:E = F:G
A:B:D = A:C:E = A:F:G = B:C:F = B:E:G = C:D:G = D:E:F
modf<-lm(viscosity~A+B+C+D+E+F+G+A:B+A:C+A:D+A:E+A:F+A:G+B:D+A:B:D,data=frac1)
summary(modf)
fullnormal(coef(modf)[-1],alpha=.15)
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2705.75 NA NA NA
A1 1.75 NA NA NA
B1 -68.25 NA NA NA
C1 231.75 NA NA NA
D1 -150.25 NA NA NA
E1 56.75 NA NA NA
F1 -328.25 NA NA NA
G1 9.75 NA NA NA
A1:B1 -14.25 NA NA NA
A1:C1 27.75 NA NA NA
A1:D1 -124.25 NA NA NA
A1:E1 -19.25 NA NA NA
A1:F1 -4.25 NA NA NA
A1:G1 -36.25 NA NA NA
B1:D1 32.75 NA NA NA
A1:B1:D1 18.75 NA NA NA
Residual standard error: NaN on 0 degrees of freedom
Multiple R-squared: 1, Adjusted R-squared: NaN
F-statistic: NaN on 15 and 0 DF, p-value: NA
```

There are \(2^{7-3}\) effects and interactions that were estimated from this design, and each effect or interaction that can be estimated is confounded with 7 effects or interactions which must be assumed to be negligible. Due to this confounding, it would appear to be a difficult task to identify which factors and interactions actually had significant effects on the viscosity measurement. However, three principles that have been established by experience simplify the task. The first principle is the *effect sparsity principle*, the second is the *hierarchical ordering principle* (which was discussed earlier), and the third is the *effect heredity principle*.

The *effect sparsity principle* implies that when many factors are studied in a factorial design, usually only a small fraction of them will be found to be significant. Therefore, the normal probability plot of effects, shown in Figure 5.9 is a good way to identify the subset of significant effects and interaction effects.

Recall that the *hierarchical ordering principle* (that was defined earlier) states that main effects and low order interactions (like two-factor interactions) are more likely to be significant than higher order interactions (like 4 or 5-way interactions etc.).

The *effect heredity principle* states that interaction effects among factors that have insignificant main effects are rare, and that interactions involving factors that have significant main effects effects are much more likely to occur.

These three principles will be illustrated by determining which factors and interactions actually had significant effects on the viscosity measurement.

The normal plot of the half-effects in Figure 5.9 shows only 6 of the 15 calculated effects appear to be significant. They are the average main effects for C=Mixing speed, F=Spindle, D=Mixing Time, B=Moisture measurement, as well as the AD interaction (A=Sample Preparation method). Each of the main effects is confounded with four three-factor interactions, and three five-factor interactions as shown in the Alias pattern given above. The AD interaction is confounded with four four-factor interactions and two other two-factor interactions.

The *hierarchical ordering principle* leads to the belief that the main effects (rather than three or five factor interactions) caused the significance of the C, F, D, B, and E half-effects, and that a two-factor interaction rather that one of the four-factor interactions confounded with it caused the significance of AD. However, the *hierarchical ordering principle* does not help in determining which of the two-factor interactions AD=CF=EG caused the significance of AD.

The two largest effects (in absolute value) are C=Mixing Speed, and F=Spindle, therefore the *effect heredity principle* leads to the belief that the CF interaction is the cause of the confounded set of two-factor interactions AD=CF=EG.

The R code below produces the CF interaction plot shown in Figure 5.10, where it can be seen that C=Mixing speed, appears to have a larger effect on the viscosity measurement when Spindle 1 is used rather than when Spindle 2 is used.

```
Mixing_speed<-rep(0,16)
Spindle<-rep(1,16)
for ( i in 1:16) {
if(frac1$C[i]==-1) {Mixing_speed[i]=800} else {Mixing_speed[i]=1600}
if(frac1$F[i]==1) Spindle[i]=2
}
interaction.plot(Mixing_speed,Spindle,viscosity,type="b",pch=c(1,2),col=c(1,2))
```

Additional experiments, confirmed that the CF interaction rather than AD or EG was causing the large differences in measured viscosity seen in Figure 5.10. It was clear from the \(2^{7-3}\) experiments that the differences in measured viscosity were due to more than random measurement error. The two spindles (factor F) that were thought to be identical were not identical, and on the average viscosity measurements made using spindle 1 were 2\(\times\) 328.25=656.6 greater than viscosity measurements made using spindle 2. In addition, the difference in viscosity measurements made using spindle 1 and spindle 2 was greater when the mixing speed was 1600 rather than 800.

The results of the experimentation showed the measurement process was not rugged, and that in the future the settings for the five factors B=Moisture measurement, C=Mixing speed, D=Mixing time, E=Healing time, and F=Spindle needed to be standardized and tightly controlled in order to reduce the measurement precision.

The examples in the last two Sections of this Chapter illustrate the fact that interactions are common in experiments. Therefore full-factorial experiments like those shown in Section 5.3 or regular fractions of \(2^k\) designs like those shown in this Section (Section 5.4) are very useful in most trouble shooting or process improvement projects. This chapter has only illustrated \(2^k\) factorial designs and \(2^{k-p}\) fractional factorial designs for estimating main effects and interactions. There are many additional and useful experimental designs for estimating main effects, interaction effects, and non-linear effects with multiple factors.

## 5.5 Aditional Reading

Among the additional usefull designs are split-plot designs, that should be used when it is very difficult or expensive to completely randomize the order of experimentation due to one or more hard to change factors; blocked designs that are useful for making more sensitive tests of factor effects and interactions; response surface designs and Definitive Screening Designs ((Jones and Nachtsheim 2011) when and (Jones and Nachtsheim 2013)) that are useful when seeking optimum conditions over a quadratic or curvalinear reletionship between the factor levels and response. (Olsen et al. 2016) show a practical comparison of the traditional designs illustrated in this chapter to the Definitive Screening Designs. The book by (Lawson 2015) also includes examples of R code to create and analyze data resulting from the designs just mentioned and many other useful Experimental Designs for troubleshooting and process improvement.

## 5.6 Exercises

Run all the code examples in the chapter as you read.

(Johnson and McNeilly 2011) describe the use of a factorial experiment to quantify the impact of process inputs on outputs so that they can meet the customer specifications. The experiments were conducted at Metalor Technologies to understand its silver powder production process. High-purity silver powder is used in conductive pastes by the microelectronics industry. Physical properties of the powder (density and surface area in particular) are critical to its performance. The experiments set out to discover how three key input variables: 1) reaction temperature, 2) % ammonium, and 3) stir rate effect the density and surface area. The results of their experiments (in standard order) are shown in the Tables below. Two replicates were run at each of the eight treatment combinations in random order.

Factor | Level (-) | Level (+) |
---|---|---|

A=Ammonium | 2% | 30% |

B=Stir Rate | 100rpm | 150rpm |

C=Temperature | 8°C | 40°C |

\(X_A\) | \(X_B\) | \(X_C\) | Density | Surface Area |
---|---|---|---|---|

\(-\) | \(-\) | \(-\) | 14.68, 15.18 | .40, .43 |

\(+\) | \(-\) | \(-\) | 15.12, 17.48 | .42, .41 |

\(-\) | \(+\) | \(-\) | 7.54, 6.66 | .69, .67 |

\(+\) | \(+\) | \(-\) | 12.46, 12.62 | .52, .36 |

\(-\) | \(-\) | \(+\) | 10.95, 17.68 | .58, .43 |

\(+\) | \(-\) | \(+\) | 12.65, 15.96 | .57, .54 |

\(-\) | \(+\) | \(+\) | 8.03, 8.84 | .68, .75 |

\(+\) | \(+\) | \(+\) | 14.96, 14.96 | .41, .41 |

Analyze the density response. Draw conclusions about the effects of the factors. Are there any significant interactions?

Is the fitted model adequate?

Make any plots that help you explain and interpret the results

Analyze the surface area response. Draw conclusions about the effects of the factors. Are there any significant interactions?

Is the fitted model adequate?

Make any plots that help you explain and interpret the results

If the specifications require surface area to be between 0.3 and 0.6 cm2/g and density, must be less than 14 g/cm3, find operating conditions in terms of 1) reaction temperature, 2) % ammonium, and 3) stir rate that will result in a product that meets these specs.

Create the minimum aberration maximum resolution (\(2^{5-2}\)) design.

Create a (\(2^{5-2}\)) design using the generators D=ABC, E=AC.

What is the defining relation for this design?

what is the Alias Pattern for this design?

Not knowing what factors will be represented by A-D, can you say whether the design you created in this exercise is any better or worse than the minimum aberration maximum resolution design you created in exercise 2?

- (Hill and Demier 1970) showed an example of the use of the (\(2^{5-2}\)) design you created in exercise 3 for improving the Yield of dyestuffs to make the product economically competitive. The product formation was thought to take place by the reaction steps shown.

Where F is the basic starting material that reacts in the presence of a solvent with material C to give intermediates and then the final product. The second reaction is a condensation step, and the third reaction is a ring-closing step. It wasn’t certain what the role of materials B and E played in reactions 2 and 3. Even though there were at least these three separate reactions, preliminary laboratory runs indicated that the reactants could be charged all at once. Therefore, the reaction procedure was to run for t1 hr at T1 °C, corresponding to the steps needed for condensation, and then the temperature raised to T2 °C for t2 more hours to complete the ring-closure. Preliminary experiments indicated that the time and temperature of the condensation deserved additional study, because this step appeared more critical and less robust than the ring-closing step. Other variables thought to affect the reaction were the amount of B, E, and the solvent. Therefore, these five variables were studied in an initial screening design to determine which had significant effects on product yield. The factors and levels were:

Factor | Level (-) | Level (+) |
---|---|---|

A=Condensation temp. | 90°C | 110°C |

B=Amount of B | 29.3cc | 39.1cc |

C=Solvent volume | 125cc | 175cc |

D=Condensation time | 16hr | 24hr |

E=Amount of E | 29cc | 43cc |

- Given that the observed Yields and Filtration times for the (\(2^{5-2}\)) experiment (in standard order) were:

Yields = 23.2,16.9,16.8,15.5,23.8,23.4,16.2,18

Filtration Time = 32,20,25,21,30,8,17,28

determine what factors and or interactions had significant effects on these responses, and interpret or explain them.

Check the assumptions for your model.

The researchers believed that factor D=Condensation Temperature would have a large effect on both Yield and Filtration Time. The fact that it did not in these experiments, led them to believe that it may have a quadratic effect that was missed in the two-level experiments. What additional experiments would you recommend to check the possibility of a quadratic effect?

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