DOE Basics

LM Glasfiber R & D Green Belt-
DMAIC Course
LM Glasfiber Proprietary Information
Improve Phase Objectives
The benefits of Design of Experiments (DOEs)

Key concepts and terms associated with DOEs

Performing a simple full factorial and fractional
DOEs and interpreting the results

Awareness of screening designs and higher level
response surface designs
Define
Tollgate
DEFINE
Step A: Identify Project CTQs

Step B: Develop Team Charter

Step C: Define Process Map
1
MEASURE
Measure
Tollgate
Step 1: Select CTQ
Characteristics

Step 2: Define Performance
Standards

Step 3: Measurement System
Analysis (MSA)
2
ANALYZE
Analyze
Tollgate
Step 4: Establish Process
Capability

Step 5: Define Performance
Objectives

Step 6: Identify Variation
Sources)
3
IMPPROVE
Improve
Tollgate
Step 7: Screen Potential
Causes

Step 8: Discover Variable
Relationships

Step 9: Establish Operating
Tolerances
4
CONTROL
Control
Tollgate
Step `10: Define and Validate
the Measurement System on Xs

Step 11: Determine Process
Capability

Step 12: Implement Process
Control

5
Key Deliverables
Required
List of Project CTQs
Team Charter
High Level Process Map
(COPIS or SIPOC)

Tools That May Help
Project Risk
Assessment
Stakeholder Analysis
High Level Project Plan
In Frame/Out of Frame
Customer Survey
Methods (focus groups,
interviews, etc.)
Required
QFD/CTQ Tree
Operational definition,
Specification limits,
target, defect definition
for Project Y(s)
Measurement System
Analysis

Tools That May Help
Data Collection Plan
Gage R&R
Detailed Process Map
FMEA
Pareto Analysis
Required
Baseline of Current
Process Performance
Normality Test
Statistical Goal
Statement for Project
List of Statistically
Significant Xs

Tools That May Help
Benchmarking
Fishbone Diagram
Box Whisker Plots
Hypothesis Testing
Regression Analysis
Required
List of Vital Few Xs
Transfer Function(s)
Optimal Settings for Xs
Confirmation
Runs/Results
Tolerances on Vital
Few Xs

Tools That May Help
Design of Experiments
New Process Maps
FMEA on new process
Process Modeling
Required
MSA Results on Xs
Post Improvement
Capability
Statistical Confirmation
of Improvements
Process Control Plan
Process Owner Signoff

Tools That May Help
Control Charts
Hypothesis Testing
CAP Plan
Overall Project Completion Percentage
10% 20% 30% 40% 50% 60% 70% 80% 90% 100%
K
e
y

S
t
e
p
s
:

The DMAIC Process
0%
xx/xx/xx xx/xx/xx xx/xx/xx xx/xx/xx xx/xx/xx
9. Establish Operating
Tolerance
Deliverable:
Specify Tolerances
on the Vital Few Xs.

Tools:
Simulation
IMPROVE Phase Steps
Define
Measure Analyze Control
7. Screen Potential
Causes
Deliverable:
Determine the Vital
Few Xs That Are
Causing Changes in
Y.

Tools:
Screening DOE
8. Discover Variable
Relationships
Deliverable:
Establish Transfer
Function Between Y
and Vital Few Xs.
Determine Optimal
Setting for the Vital
Few Xs.
Perform Confirmation
Runs.

Tools:
Factorial Designs
Improve
Whats Improve Phase About. . .
Develop an Improvement Strategy

Determine which candidate xs identified in the Analyze Phase
are truly critical Xs.

If possible, determine a quantitative transfer function that
relates your Y to these critical Xs

Identify Improvement Actions

Determine optimal settings for the Xs

Show the impact of the changes on meeting
project or business objectives.

Validate the Improvement

Demonstrate the validity of your identified improvement
actions via additional experiments or a pilot study

Develop a Plan to Implement the Change
Y = f(x)
Its More than Just Designed Experiments
Common Improve Tools
Basic
Process Map
Fishbone
Box Plot
Time Order Plots
Hypothesis Tests
Linear Regression
Mistake Proofing
Intermediate
DOE
Full Factorial
Fractional
Factorial
Intro to
Response
Surface
Multivariate
Regression
Advanced
DOE
Response Surface
Taguchi (Inner /
Outer Array)
Simulation Models

Problem Sophistication
Complexity
Business Impact
Risk
Data Availability
Match the Tool to the Problem
Already Covered
Covered in Improve
Covered in DFSS
Adv. Level III e.g. ProModel
LOW
HIGH
DOE - Terminology
Y = f (x
1
, x
2
, x
3
,x
n
)
Response (Y)

The measured outcome of an
experiment
The value observed for the CTQ
being explored
Factors (xs)

The critical Xs which determine the
response,Y
They can be categorical or
numerical
Levels

In DOEs we investigate the effect
of each factor at more than one
setting or value
DOE Design of Experiments
Ranges

The extreme values for each factor
determines the range for that factor
- the region of interest/investigation
65
75
85
95

M
a
x
i
m
u
m

-4.00
-2.00
0.00
2.00
4.00
-4.00
-2.00
0.00
2.00
4.00
A
B
Y
x
1
x
2
The dependence of Y on the xs can be complex.
And it is unknown!
Where do we start?
DOE Challenge
Classical Approach
OFAT - One Factor at a Time

Change one variable, X
2
,
while holding all others
constant.

Find a maximum

Hold X
2
at the
maximum effect level and
repeat the process for the other variables.
Benefits of DOEs
60
70
80
90
Factor X
1
100
OFAT
Requires more experiments than a DOE
Becomes unmanageable as the number of factors increases
Can be very expensive and time consuming and may not work very well
DMAIC
Steps 7-8
DOE Approach

Select factors and levels

Select mathematical model
designed to obtain maximum
information for the number
of factors/levels selected.

In your experiments change
the factor levels in a systematic
manner so that all coefficients in
the model can be uniquely computed.
(Orthogonality)

Solve the resulting set of simultaneous equations to obtain the coefficients.

Use statistical tests to determine if the coefficients are statistically significant,
and if the resulting model (transfer function) is adequate.

Use the results of your DOE to plan the next DOE (if needed).
Benefits of Design of Experiments
60
70
80
90
Factor X
1
100
DMAIC
Steps 7-8
2 Level Factorial Designs
For our example- 2
2
Full Factorial
2 Factors, A and B
2-levels (a High and a Low level for each factor)

Appropriate Mathematical Model (Minitab provides this)

Y = K + a*A + b*B + c*A*B (where K = a constant)

It is very convenient to work with the Coded Values
2 Level Factorial Designs
Coded Values
A B AB Response
-1 -1 +1 115.8
-1 +1 -1 116.8
+1 -1 -1 106.7
+1 +1 +1 124.3
Y = K + a*A + b*B + c*A*B

Y
1
= 115.8 = K a b + c
Y
2
= 116.8 = K a + b c
Y
3
= 106.7 = K + a b c
Y
4
= 124.3 = K + a + b + c
Solutions
response) average the just is (K
115.9
4
124.3 106.7 116.8 115.8
K =
+ + +
=
0.4
4
116.8 115.8 106.7 124.3
a =
+
=
4.65
4
115.8 106.7 116.8 124.3
b =
+
=
4.15
4
106.7 116.8 115.8 124.3
c =
+
=
Our Transfer Function

Y = 115.9 0.4*A + 4.54*B + 4.15*AB
115.8
116.8
106.7
124.3
(-1, -1) (+1, 1)
(-1, +1) (+1, +1)
-1
1
-1 -1 11
108
113
118
123
B
A
M
e
a
n
Interaction Plot (data means) for Response Y
A B
-1 1 -1 1
111.0
113.5
116.0
118.5
121.0
R
e
s
p
o
n
s
e

Y
Main Effects Plot (data means) for Response Y
Each main effects plot shows the effect
on the response when a factor is changed
from its low level to its high level
In this interaction plot is shown:

The effect on the response when A is
held at its low level and B is changed
from its low level to its high level.

The effect on the response when A is
held at its high level and B is changed
from its low level to its high level.

The two lines are not parallel. This
indicates the presence of an interaction
Main & Interaction Effects Plots
Main & Interaction Effects Plots
Main Effect (e.g. A
B
= Main effect of Factor B in previous example)

This is a measure of the effect that a given factor has on the
response when it is changed from its Low Level to its High Level.

A
B
= (avg. value of Y when B is High) (avg. value of Y when B is Low)
9.3
2
106.7 115.8
2
124.3 116.8
2
Y Y
2
Y Y
3 1 4 2
B
=
(
+
=
(
+
=
Interaction Effects (e.g. A
AB
for previous example)

This is a measure of the effect that a given interaction term has on
the response when it is changed from its Low Level to its High Level.
8.3
2
106.7 116.8
2
124.3 115.8
2
Y Y
2
Y Y
3 2 4 1
AB
=
+
+
=
+
+
=
(
(
(
(
(
DMAIC
Steps 7-8
Randomization & Replication
Randomization

Whenever possible DOE runs should be executed in random
order (Minitab will set up a random order for us).

Randomization averages the effect of lurking variables over
all factors in our experiments.

A lurking variable is an unidentified variable (x) that influences
our response (Y).

Replication

Definition Multiple execution of all aspects of an
experiment. To do a replicate means doing a run again
entirely from the beginning.

Replication is used to obtain an estimate of the error
associated with the runs made in a DOE. This permits us to
use hypothesis tests to determine which terms in our transfer
function are statistically significant
Statistical Significance
You can not test for the statistical significance of the
terms in your DOE derived transfer function

If

The number of terms in the final Transfer Function is
equal to or greater than the number of
experimental runs

(Remember: The constant is a term)

Replication of experimental runs is the ideal approach to providing
us with the required estimates of experimental error.
Lets use Minitab to explore this further
for our 2-Factor Design example
DMAIC
Steps 7-8
2-Factor Design with
5 Replicates
Open Minitab

STAT
DOE
Create Factorial Design
# Factors = 2
Designs
# Center Points = 0
# Replicates = 5
# Blocks = 1
OK
OK
To save the time of data entry
open the Minitab worksheet
2-Factor DOE Example.MTW
2-Factor DOE - Example
Transfer Function
Constant and Coefficients
Y = 115.93 0.41*A + 4.64*B + 4.14*A*B
2-Factor DOE - Analysis
Minitab

Open worksheet
STAT
DOE
Analyze Factorial Design
Select Response C7
OK
Fractional Factorial Fit

Estimated Effects and Coefficients for Response (coded units)

Term Effect Coef StDev Coef T P
Constant 115.930 0.3471 333.98 0.000
A -0.820 -0.410 0.3471 -1.18 0.255
B 9.280 4.640 0.3471 13.37 0.000
A*B 8.280 4.140 0.3471 11.93 0.000

Analysis of Variance for Response (coded units)

Source DF Seq SS Adj SS Adj MS F P
Main Effects 2 433.95 433.95 216.977 90.04 0.000
2-Way Interactions 1 342.79 342.79 342.792 142.25 0.000
Residual Error 16 38.56 38.56 2.410
Pure Error 16 38.56 38.56 2.410
Total 19 815.30

Unusual Observations for Response

Obs Response Fit StDev Fit Residual St Resid
9 112.600 115.840 0.694 -3.240 -2.33R
13 118.700 115.840 0.694 2.860 2.06R

R denotes an observation with a large standardized residual
P-value for T-test

If P<0.05 then term (aka factor)
is significant.

Rule: Even if P > 0.05 keep a
main effect in the TF if it
appears in an interaction term
Main and Interaction Effects
95% of the variation in the experiments
is accounted for by the model.

Only 5% is attributed to error. This model
describes the data very well.
DMAIC
Steps 7-8
0.95
815.30
342.79 433.95
=
+
0.05
815.30
38.56
=
Fractional Factorial Fit


Constant 115.930 0.3471 333.98 0.000
A -0.820 -0.410 0.3471 -1.18 0.255
B 9.280 4.640 0.3471 13.37 0.000
A*B 8.280 4.140 0.3471 11.93 0.000


Main Effects 2 433.95 433.95 216.977 90.04 0.000
Residual Error 16 38.56 38.56 2.410
Pure Error 16 38.56 38.56 2.410
Total 19 815.30

Unusual Observations for Response

Obs Response Fit StDev Fit Residual St Resid
9 112.600 115.840 0.694 -3.240 -2.33R
13 118.700 115.840 0.694 2.860 2.06R

R denotes an observation with a large standardized residual
DMAIC
Steps 7-8 2-Factor DOE - Analysis (contd)
P < 0.05 Main Effects & Interactions Are Statistically Significant
DOE factorial balanced
completely a for only Holds
2
Effect
t Coefficien =
Why are the STDEVs all the same?
Minitab

STAT
DOE
Factorial Plots
Select & Set up Main Effects
Select & Set Up Interaction
OK
-1
1
-1 -1 11
108
113
118
123
B
A
M
e
a
n
Interaction Plot (data means) for Response Y
A B
-1 1 -1 1
111.0
113.5
116.0
118.5
121.0
R
e
s
p
o
n
s
e

Y
Main Effects Plot (data means) for Response Y
2-Factor DOE - Analysis (contd)
Residuals Analysis
What is a residual?

The difference between Y
Exp
, the response measured for a given
DOE run, and Y
Pred
, the response predicted by the transfer function.

R = (Y
Exp
Y
Pred
) These are the prediction errors.

Example Replicate Runs
A B Y
Exp
Y
Pred
R
-1 -1 116.1 115.8 0.3
-1 -1 116.9 115.8 1.1
-1 -1 112.6 115.8 -3.2
-1 -1 118.7 115.8 2.9
-1 -1 114.9 115.8 -0.9
What do we expect for a well
designed randomized DOE?

The residuals should be normally distributed
about zero with s = the experimental error
standard deviation (0.347 in our example).

The values should be randomly distributed
over the experimental runs.
-1 -0.5 0 0.5 1
Residuals Analysis
Minitab

STAT
DOE
Select C7 Response
Graphs
Select as shown
OK
-3 -2 -1 0 1 2 3
-2
-1
0
1
2
N
o
r
m
a
l

S
c
o
r
e
Residual
Normal Probability Plot of the Residuals
(response is Response)
2 4 6 8 10 12 14 16 18 20
-3
-2
-1
0
1
2
3
Observation Order
R
e
s
i
d
u
a
l
Residuals Versus the Order of the Data
Residuals Analysis
Normality Plot of Residuals

We expect that all of our residuals will
belong to a normal distribution with
a mean = 0.

We expect the normality plot to reflect
a straight line.
Residuals vs. Order of Data

The residual for each replicate is
plotted in the order that the replicate
experiment was actually run.

If the errors are randomly spread
across all the experiments, then we
expect to see no evidence of a pattern
in the plot.

The residuals should appear to be
randomly scattered.
DMAIC
Steps 7-8
Residuals vs. Fitted values

For each experimental condition in the
DOE the residuals of the replicates are
plotted for the corresponding predicted
value.

In our 2-Factor example we have four
experimental conditions.

In a well designed DOE, one expects no
statistical difference in the spread of
replicate values for the
different experimental
conditions
Residuals Analysis
105 115 125
-3
-2
-1
0
1
2
3
Fitted Value
R
e
s
i
d
u
a
l
Residuals Versus the Fitted Values
Response Y FITS1 RESI1
106.7 106.74 -0.04
107.5 106.74 0.76
105.9 106.74 -0.84
107.1 106.74 0.36
106.5 106.74 -0.24
116.1 115.84 0.26
116.9 115.84 1.06
112.6 115.84 -3.24
118.7 115.84 2.86
114.9 115.84 -0.94
116.5 116.84 -0.34
115.5 116.84 -1.34
119.2 116.84 2.36
114.7 116.84 -2.14
118.3 116.84 1.46
123.2 124.30 -1.10
125.1 124.30 0.80
124.5 124.30 0.20
124.0 124.30 -0.30
124.7 124.30 0.40
(+1, +1)
(-1, +1) (-1, -1)
(+1, -1)
Residuals Analysis
-1 0 1
-3
-2
-1
0
1
2
3
A
R
e
s
i
d
u
a
l
Residuals Versus A
-1 0 1
-3
-2
-1
0
1
2
3
B
R
e
s
i
d
u
a
l
Residuals Versus B
Residuals vs. Factors

For a given Factor the residuals are
plotted for all experiments run with that
factor at each of its levels.

In our example each factor has two levels.

Plotted at +1 are the residuals for all
experiments run with the factor at its
high level.

Plotted at 1 are the residuals for all
experiments run with the factor at its
low level.

For a well-controlled execution of a DOE
one expects the spread in the residuals
to be the same at each factor level.
Curvature
Why not simply spread the
experiments out as far as
possible over the design space?

The 2-level approach is based upon the assumption
that the response of most natural processes varies
in an approximately linear fashion over limited
regions of design space.

You would not want to span a region of the design space with too much
curvature. There are other more sophisticated DOE methods to address
such situations (Response Surface Methods).
Response
Factor X
Low High
Low
High
Response
Factor X
60
70
80
90
Factor X
1
100
We would like this Wed like to avoid this
DMAIC
Steps 7-8
See Notes Page
Center Points -Testing for Curvature
We can test for curvature in a 2-level design by adding
a Center Point experiment to our design.

The measured response for the center point experiment
is compared to the predicted response.

- If the difference is statistically significant wrt the
experimental error, then evidence for curvature is
found. This will show up as a P-value < 0.05
for curvature in the Minitab output.

A true center point exists only if all factors are numerical,
although multiple center points can be added if categorical
factors are in the design

Also, the replication of the center point experiment is another
way to obtain an estimate of the experimental error in a DOE.
-1
10
20
Response
Factor B
-1
0
Factor B
30
40
0
Factor A
-1
1
1
Factor A
Center Points -Testing for Curvature
20 =
Transfer Function
(Coded Factors)
12B 6A 25 Y + + =
For Center Point: A = 0, B = 0

Predicted Y = 25
Experimental Y = 45

Using the estimate of
experimental error from the
DOE, Minitab performs a t-test
to determine if the difference
between 20 and zero is
statistically significant.

If p < 0.05 in this t-test, we have
evidence for curvature.
( ) 20 25 45 = =
Testing for Curvature
Lets add 5 replicates of
a center point experiment
to our 2-Factor example
This is important
for a
proper analysis
(see notes page)
Minitab
Open Worksheet
2-Factor Curv Example.MTW
Note the (0,0) entries
STAT
DOE
Select C7 Response
Click Terms
Include Center Point
OK
OK
Testing for Curvature

Constant 115.930 0.3211 361.06 0.000
A -0.820 -0.410 0.3211 -1.28 0.216
B 9.280 4.640 0.3211 14.45 0.000
A*B 8.280 4.140 0.3211 12.89 0.000
Ct Pt 4.096 0.7180 5.71 0.000


Main Effects 2 433.95 433.95 216.977 105.23 0.000
Curvature 1 67.11 67.11 67.109 32.55 0.000
Residual Error 20 41.24 41.24 2.062
Pure Error 20 41.24 41.24 2.062
Total 24 885.09

P < 0.05 The curvature is statistically significant
P = Predicted Center Point =115.930
O = Mean of 5 experimental Center Points = 120.026
O P = 120.026 115.930 = 4.096
t-test results
F-test
results
2
3
Full Factorial Example
Our Next Challenge

Optimize the Yield of our most
profitable polymer forming reaction.

Where are we?

We have good evidence from the
Analyze Phase and DOE screening
experiments (more on this later)
that reaction Temperature, the
Concentration of the monomer, and
the source of the Catalyst are
critical xs.

Phase One of the Improve Plan is:

Run a 2-level Full Factorial DOE
Obtain a transfer function
Predict the conditions for
optimum Yield.
We have three factors at two levels

Factor A = Temperature
Factor B = Concentration

We have one categorical factor

C = Catalyst vendor
The process development and plant
engineers worked together to develop
the DOE plan

Temperature: High=180 C Low=160 C
Concentration: High=40% Low=20%
Catalyst Vendor: High=Ed Low=Sally

Run a 2
3
Full factorial DOE with
3 replicates and center points
2
3
Full Factorial Example
Appropriate Mathematical Model (Minitab provides this)

Y = K + a*A + b*B + c*C + d*A*B + e*A*C + f*B*C + g*A*B*C
Coded Values For DOE Runs
Run A B C AB AC BC ABC
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
-1,-1,-1
+1,-1,-1
-1,+1,-1
+1,+1,+1
+1,-1,+1
-1,-1,+1
-1,+1,+1
+1,+1,-1
A, B, C
With this full factorial we can
solve for all eight terms in
the model shown below
2
3
Full Factorial Exercise
Break into Teams
Help the Chemical Reaction Team
interpret their DOE.

Minitab Worksheet ChemReaction.MTW

Using the previous 2-Factor example as a
guideline, fully analyze the DOE data and
prepare a 10 minute report to the class.

Report your prediction of the conditions
for maximum Yield.

Note that the actual values for T, C, and
the names of the vendors were entered
for the factors (but the results are in
coded variables). Explain in your report
why this was necessary.
Reminder
Remove insignificant terms from
the model one at a time starting
with the highest P-value term.
2
3
Full Factorial Exercise
Estimated Effects and Coefficients for Yield (coded units)

Constant 64.250 0.4061 158.21 0.000
A 23.000 11.500 0.4061 28.32 0.000
B -5.000 -2.500 0.4061 -6.16 0.000
C 1.500 0.750 0.3632 2.06 0.050
A*C 10.000 5.000 0.4061 12.31 0.000
Ct Pt 0.200 0.9081 0.22 0.828

Analysis of Variance for Yield (coded units)

Main Effects 3 3340.87 3340.87 1113.62 281.34 0.000
Curvature 1 0.19 0.19 0.19 0.05 0.828
Residual Error 24 95.00 95.00 3.96
Lack of Fit 4 15.00 15.00 3.75 0.94 0.462
Pure Error 20 80.00 80.00 4.00
Total 29 4036.07

Yield = 64.25 + 11.5*A - 2.50*B + 0.75*C + 5.00*A*C

Max Yield = 84% (A-High, B-Low, C-High (Ed)
No statistical evidence
that curvature is
significant
2- Level Fractional Factorials
2-Level
Full Factorial Designs

Number Number
of Factors of Runs
1 2
2 4
3 8
4 16
5 32
6 64
7 128
8 256
9 512
10 1024

15 32,768

20 1,048,576
Fractional Factorial Designs

The number of runs required for a
2-level full factorial increases rapidly
with the number of factors (this gets
even worse when you add replicates)

With Fractional Factorial Designs
it possible to obtain useful information
with fewer runs.

Of course there will be tradeoffs wrt
the information obtainable.

Y = K + a*A + b*B + c*C + d*A*B + e*A*C + f*B*C + g*A*B*C

Y
1
= K a b c + d + e + f g
Y
2
= K + a b c d e + f + g
Y
3
= K a + b c d + e f + g
Y
4
= K + a + b c + d e f g
Y
5
= K a b + c + d e f + g
Y
6
= K + a b + c d + e f g
Y
7
= K a + b + c d e + f g
Y
8
= K + 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
What information can we obtain if we run only one half
the number of runs in a 2
3
Full factorial Design?
Y
5
Y
8
Y
3
Y
2
+1,-1,-1
-1,+1,-1
+1,+1,+1
-1,-1,+1
What information can we obtain if we run only one half
3
With 4 equations we can
determine 4 terms

A constant plus 3 others

Lets define some terms

[K] = K + A*B*C
[A] = A + B*C
[B] = B + A*C
[C] = C + A*B
2 1 -1 -1 -1 -1 1 1
3 -1 1 -1 -1 1 -1 1
5 -1 -1 1 1 -1 -1 1
8 1 1 1 1 1 1 1
In this design the terms A and B*C are
always set at the same level in each DOE
run. Thus, when A is High, the term
[A] = A + B*C will be High. Similar
relationships exist for the other factors.
Coded Values For Defined Terms
Run [A] [B] [C]
2 1 -1 -1
3 -1 1 -1
5 -1 -1 1
8 1 1 1
Y = [K] + [a]*[A] + [b]*[B] + [c]*[C]

Y
2
= [K] + [a] [b] [c]
Y
3
= [K] [a] + [b] [c]
Y
5
= [K] [a] [b] + [c]
Y
8
= [K] + [a] + [b] + [c]
The coefficients may
not be the same as
those computed for
the full factorial model.
Aliasing (Confounding)
What information do we lose if we run only one half
3
Y = [K] + a*[A] + b*[B] + c*[C]

Y
2
= [K] + [a] [b] [c]
Y
3
= [K] [a] + [b] [c]
Y
5
= [K] [a] [b] + [c]
Y
8
= [K] + [a] + [b] + [c]

[K] = K + A*B*C
[A] = A + B*C
[B] = B + A*C
[C] = C + A*B

Aliasing Results in a Loss of Information

The effects of the terms that are coupled can
not be evaluated independently. They are said
to be aliased (or confounded) with each other.

For example, if the term [A] is found to
be significant, is it because A is
important, B*C is important, or both?

For example, A and B*C could both be
important but act in opposite directions.
In this case the term [A] might be
insignificant.

Of course, if the interaction terms are all
insignificant in our example, then you can
resolve the main effects, A, B, and C.
Note

Our Half Fraction is Labeled 2
3-1
x 2
3
= 2
3-1
Aliasing (Confounding)
Lets analyze a 2
3-1
DOE for our Chemical Reaction Problem
and compare it to the previous 2
3
Full Factorial Analysis
Open > Fractional_ChemReaction.MTW
Estimated Effects and Coefficients for C8 (coded units)

Constant 64.500 0.7217 89.37 0.000
Temperat 23.000 11.500 0.7217 15.93 0.000
Concentr 5.000 2.500 0.7217 3.46 0.009
Vendor 3.000 1.500 0.7217 2.08 0.071

Analysis of Variance for C8 (coded units)

Main Effects 3 1689.00 1689.00 563.000 90.08 0.000
Residual Error 8 50.00 50.00 6.250
Pure Error 8 50.00 50.00 6.250
Total 11 1739.00

Estimated Coefficients for C8 using data in uncoded units
Transfer Function Comparison

2
3-1
DOE Analysis Y = 64.5 + 11.5*[A] + 2.5*[B] + 1.5*[C]

2
3
DOE Analysis Y = 64.3 + 11.5*A 2.5*B + 0.75*C + 0.75*A*B + 5.0*A*C
Resolution and Aliasing
1. Hold up a number of fingers
equal to the Design Resolution
In this example:
Resolution V = 5 Digits.

2. Use the other hand to grab a
number of fingers equal to the
Main or Interaction Effects you
wish to investigate for aliasing.
For example to determine
aliasing for Main Effects, grab
one finger.

3. The remaining number of
fingers is the lowest level of
interaction effects which are
aliased. In this example, Main
Effects are aliased with 4-way
interactions.
Screening Designs
We have just learned about 2-level factorial designs in the order:

Full Factorial > Fractional Factorial
However, in practice we typically apply these designs in the order:

Fractional Factorial > Full Factorial (or RS Design)
Fractional Factorial Designs are often used to help us Screen a list
of candidate factors that we believe may be critcal Xs and to do so
using a minimum number of experiments.

Typically, we screen for Main Effects
Screening Designs
Effects Hierarchy

Main Effects occur frequently.

2-way interactions do occur
and cannot be assumed to
be absent without good
reason.

3-way interactions seldom
occur in experimental DOEs.
Fractional Factorial Designs are
very useful for screening for main
effects.

For example, during the Analyze Phase
the team finds evidence that 7 Factors
may be critical xs, but additional
confirmation is required.

A 7-Factor Full Factorial Design would
require 128 runs without replicates.

A 1/8 Fraction Factorial would require
16 runs and have Resolution IV. All
main effects are resolvable.

A 1/16 Fraction Factorial would require
only 8 runs, but the main effects would
be aliased with the 2-way interactions.
Our Next Challenge

Optimize the Yield of our most
profitable polymer forming reaction.

Where are we?

We have good evidence from the
Analyze Phase and DOE screening
experiments (more on this later)
that reaction Temperature, the
Concentration of the monomer, and
the source of the Catalyst are
critical xs.

Phase One of the Improve Plan is:

Run a 2-level Full Factorial DOE
Obtain a transfer function
Predict the conditions for
optimum Yield.
We have three factors at two levels

Factor A = Temperature
Factor B = Concentration

We have one categorical factor

C = Catalyst vendor
The process development and plant
engineers worked together to develop
the DOE plan

Temperature: High=180 C Low=160 C
Concentration: High=40% Low=20%
Catalyst Vendor: High=Ed Low=Sally

Run a 2
3
Full factorial DOE with
3 replicates and center points
Screening Designs
Remember this problem?
How did the team develop
this Good Evidence?
Screening Designs
The Teams understanding at
the beginning of the project What Mother Nature Knows
The following 7 Factors may be critical X's

A. Temperature (160C - 180C)
B. Monomer Concentration (20% - 40%)
C. Catalyst Vendor (Sally - Ed)
D. Stirring Speed ( 50 RPM - 100 RPM)
E. Monomer Purity ( 90% - 98%)
F. Pressure ( 100 PSI - 500 PSI)
G. Acetone/Methanol Ratio - ( 0.25 - 0.50)
Yield = 64.25
+
11.50*A
-
2.50*B
+
0.75*C
+
5.00*A*C
We need an efficient method for screening these
"candidate critical X's"
so that we can identify the 'Vital Few"
Screening Designs
We have 7 candidate critical X's

A 1/8 fraction design will allow us
to evaluate main effects.

This is a Resolution IV Design

Main effects are aliased with
3-way interactions

2-way interactions are aliased
with two way interactions
Let's evaluate the 7-Factor
1/8 fraction screening DOE

7-Factor_Screening_DOE.MTW
7-Factors
3 Center Points for each
categorical factor (Sally/Ed)
22 experiments
If you have time - create this DOE
in Minitab and inspect the alias
structure
Screening Designs

Constant 62.435 0.7737 80.70 0.000
Temperat 24.285 12.142 0.7737 15.69 0.000
Concentr -4.460 -2.230 0.7737 -2.88 0.011
Catalyst 2.354 1.177 0.6598 1.78 0.093
Temperat*Catalyst 13.100 6.550 0.7737 8.47 0.000
Ct Pt 0.073 1.4815 0.05 0.961


Main Effects 3 2469.08 2469.08 823.026 85.93 0.000
Curvature 1 0.02 0.02 0.023 0.00 0.961
Residual Error 16 153.24 153.24 9.578
Lack of Fit 4 16.99 16.99 4.249 0.37 0.823
Pure Error 12 136.25 136.25 11.354
Total 21 3308.79

We find that only 3 of our 7
candidate X's are significant.
Because only 3 factors are significant
and no curvature is indicated, we
can fit our model completely. No
additional experiments are required.
Looks like that 2
3
full factorial DOE
that we did earlier was not needed.
Another Screening Design
2-Level Plackett-Burman Designs are highly efficient Resolution III
designs for screening for main effects
A B C D E F G H J K L
1 -1 1 -1 -1 -1 1 1 1 -1 1
1 1 -1 1 -1 -1 -1 1 1 1 -1
-1 1 1 -1 1 -1 -1 -1 1 1 1
1 -1 1 1 -1 1 -1 -1 -1 1 1
1 1 -1 1 1 -1 1 -1 -1 -1 1
1 1 1 -1 1 1 -1 1 -1 -1 -1
-1 1 1 1 -1 1 1 -1 1 -1 -1
-1 -1 1 1 1 -1 1 1 -1 1 -1
-1 -1 -1 1 1 1 -1 1 1 -1 1
1 -1 -1 -1 1 1 1 -1 1 1 -1
-1 1 -1 -1 -1 1 1 1 -1 1 1
-1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1
11 Factors
12 Runs
Each main effect is partially aliased with every
two way interaction except for the two way
interactions containing that effect.
Foldover Designs
Adding a second block of DOE runs with the signs of all the factors reversed
will convert any Resolution III factorial design to a Resolution IV design
and break the aliases between the main effects and 2-way interactions.

This is especially popular in the use of Plackett-Burman Designs.
A B C D E F G H J K L
1 1 -1 1 -1 -1 -1 1 1 1 -1 1
2 1 1 -1 1 -1 -1 -1 1 1 1 -1
3 -1 1 1 -1 1 -1 -1 -1 1 1 1
4 1 -1 1 1 -1 1 -1 -1 -1 1 1
5 1 1 -1 1 1 -1 1 -1 -1 -1 1
6 1 1 1 -1 1 1 -1 1 -1 -1 -1
7 -1 1 1 1 -1 1 1 -1 1 -1 -1
8 -1 -1 1 1 1 -1 1 1 -1 1 -1
9 -1 -1 -1 1 1 1 -1 1 1 -1 1
10 1 -1 -1 -1 1 1 1 -1 1 1 -1
11 -1 1 -1 -1 -1 1 1 1 -1 1 1
12 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1 -1
13 -1 1 -1 1 1 1 -1 -1 -1 1 -1
14 -1 -1 1 -1 1 1 1 -1 -1 -1 1
15 1 -1 -1 1 -1 1 1 1 -1 -1 -1
16 -1 1 -1 -1 1 -1 1 1 1 -1 -1
17 -1 -1 1 -1 -1 1 -1 1 1 1 -1
18 -1 -1 -1 1 -1 -1 1 -1 1 1 1
19 1 -1 -1 -1 1 -1 -1 1 -1 1 1
20 1 1 -1 -1 -1 1 -1 -1 1 -1 1
21 1 1 1 -1 -1 -1 1 -1 -1 1 -1
22 -1 1 1 1 -1 -1 -1 1 -1 -1 1
23 1 -1 1 1 1 -1 -1 -1 1 -1 -1
24 1 1 1 1 1 1 1 1 1 1 1
Block #1
Resolution III
Block #2
Resolution III
Block #1 + #2
Resolution IV
Blocking
Typical Blocking Situation

We wish to run a DOE

We know that there will be at least one source of
variation that we cannot control over the all the
experiments.

Examples:

We do not have enough material from one batch to
complete all the experiments.

We will have to run the experiments in the
factory on two different days or two different shifts.

We may have to run the experiments in different
equipment

What do we do?

We divide the experiments into properly
designed subsets of the total DOE. We call
these subsets, Blocks.
Run A B C
1 -1 -1 -1
2 +1 -1 -1
3 -1 +1 -1
4 +1 +1 -1
5 -1 -1 +1
6 +1 -1 +1
7 -1 +1 +1
8 +1 +1 +1
Block #1
Run A B C
1 -1 -1 -1
4 +1 +1 -1
6 +1 -1 +1
7 -1 +1 +1
Block #2
Run A B C
2 +1 -1 -1
3 -1 +1 -1
5 -1 -1 +1
8 +1 +1 +1
+
Basic Assumption

The effect of the blocking
variable is to shift each
response Y by a common
fixed amount, A.
Example: Compute the Coefficient a

Notice that the symmetry of the blocks
is such that the assumed common shift
effect, A, subtracts out for all terms except
A*B*C which is aliased with the blocking
variable.
Blocking How Does It Work?
-1,-1,-1
+1,-1,-1
-1,+1,-1
+1,+1,+1
+1,-1,+1
-1,-1,+1
-1,+1,+1
+1,+1,-1
Block #1
1 -1 -1 -1 1 1 1 -1
4 +1 +1 -1 1 -1 -1 -1
6 +1 -1 +1 -1 1 -1 -1
7 -1 +1 +1 -1 -1 1 -1
Block #2
2 +1 -1 -1 -1 -1 1 1
3 -1 +1 -1 -1 1 -1 1
5 -1 -1 +1 1 -1 -1 1
8 +1 +1 +1 1 1 1 1
Y
4
= K + a + b c + d e f g
Y
6
= K + a b + c d + e f g
Y
2
= K + a b c d e + f + g + A
Y
8
= K + a + b + c + d + e + f + g + A

Y
1
= K a b c + d + e + f g
Y
7
= K a + b + c d e + f g
Y
3
= K a + b c d + e f + g + A
Y
5
= K a b + c + d e f + g + A
( ) ( )
8
Y Y Y Y Y Y Y Y
a
5 3 7 1 8 2 6 4
+ + + + + +
=
Response Surface Analysis
Response surfaces with significant curvature cannot be accurately
described by the linear models obtained from 2-level designs. In such
cases 3-level designs may be appropriate. These permit fitting the
response to model equations containing quadratic or higher terms.
- Central Composite Designs: Most commonly used design
(developed by Box and Wilson (1951)) for fitting quadratic response
surfaces. These are first order designs augmented with center
points and star (or axial) points
- Box-Behnken Designs: Box and Behnken (1960) developed
a family of efficient three-level designs for fitting second-order
response surfaces. Useful when corner points cannot be run due to
physical limitations
- 3k Factorial Designs: A factorial arrangement with k factors
each at three levels. Not very efficient design for large number of
factors
Central Composite Designs
Run A B C
1 -1 -1 -1
2 -1 -1 +1
3 -1 +1 -1
4 -1 +1 +1
5 +1 -1 -1
6 +1 -1 +1
7 +1 +1 -1
8 +1 +1 +1
9 0 0 0
10 0 0 0
11 0 0 0
12 0 0 0
13 0 0 0
14 0 0 0
15 o 0 0
16 o 0 0
17 0 o 0
18 0 o 0
19 0 0 o
20 0 0 o
2
3
Factorial
Corner Runs
Axial Runs
Center Runs
With the appropriate CCD one can start with a Factorial Design
with a few center runs. If curvature is indicated, then additional
center runs and axial runs can be added to complete the CCD.
Axial Runs
For assessment of
quadratic terms
Assess linear and
2-way interactions
Corner Runs
Permit estimation
of error and help to
resolve curvature
Center Runs
Box-Behnken Designs
The Box-Behnken design doesnt have
any corners. It is suitable for the situation
when corners are not feasible.

For example: if temperature and pressure
are factors, it may not be possible to
simultaneously set both at low or high
levels.

Number of runs are equivalent (very
close) to CCD

Exist only for number of factors = 3-7
Minitab uses regression methods to analyze response surface designs
and provides R
2
and R
2
-adjusted metrics which are indications of
how well the model fits the data.
R
2
is the fraction of the total variance that
is explained by the regression equation.
( )
( )
y y
y y
i i
i
n
i
i
n
2
1
2
1
1 =

=
=

^
Sum of squares of the residuals
(or errors)
Total Variance
T
E
SS
SS
R =1
2
R
2
Goodness of Fit
A R
2
close to 1 is an indication of a good fit.

However, be wary of fits that equal 1 or are too good to be true
Example R
2
= 1 if number of terms = number of runs (no error est.)

The R
2
-adjusted metric was developed to help identify those situations
When the values of R
2
Adj
and R
2
are close,
you have greater confidence that your
model has the right terms.
where: n = number of runs
p = number of terms in the regression model
(including the constant)
( )
R
n
n p
R Adj
2
2
1
1
1

|
\

|
.
|
=
R
2-
Adjusted

Goodness of Fit
Any term (even if insignificant) added to the model will improve the R
2
value.

When # data points = # experiments, then R
2
= 1 .. A Perfect Fit

R
2
Adj
is reduced when an insignificant term is added to the model.
Chemical Reactor Example

The Critical Xs of Interest
Reaction Time

Temperature
Percent Catalyst

Response Variable -CTQ
Percent conversion

CCD Exercise
Lets First Run a 2-level
Full Factorial with
3 Center Points

Minitab

Open Worksheet
ChemReactorFactorial.MTW

How do things Look?

Residuals?
Curvature?
Do we need to think about
continuing to build the CCD
design?
Class Exercise

Constant 88.571 0.3293 268.97 0.000
Time 6.172 3.086 0.3293 9.37 0.001
Temperat 8.392 4.196 0.3293 12.74 0.000
Concentr 12.298 6.149 0.3293 18.67 0.000
Time*Concentr 4.278 2.139 0.3293 6.49 0.003
Temperat*Concentr -6.813 -3.406 0.3293 -10.34 0.000
Ct Pt -9.045 0.6306 -14.34 0.000


Main Effects 3 519.525 519.525 173.175 199.63 0.000
Curvature 1 178.483 178.483 178.483 205.74 0.000
Residual Error 4 3.470 3.470 0.867
Lack of Fit 2 1.347 1.347 0.674 0.63 0.612
Pure Error 2 2.123 2.123 1.061
Total 10 830.891

CCD Exercise
There is evidence for curvature - The experimental center point average is ~ 10%
lower than the predicted value. The team decides that a transfer function is
needed that better maps the curvature. Let's move on to a CCD design.
CCD Exercise
Chemical Reactor Example

The Critical Xs of Interest
- Reaction Time

- Temperature
- Percent Catalyst

Response Variable -CTQ
- Percent conversion
Lets Set Up a RS Design

CCD - 6 center points

Open Minitab

Stat
DOE
Create RS Design

Design Type: Central Composite
Number of Factors: 3

Click on Designs
Full - 20 runs
1 Block - 6 Center Points
OK

Click on Factors
Accept default values
OK

Click OK in RS Design Window
Class Exercise
CCD Exercise
Data Analysis

File
Open Worksheet
ChemReactor-CCD.MTW

Stat
DOE
Analyze RS Design
Responses: C7
Use Coded Units
Graphs
Select as appropriate
OK
OK
Remove Terms from TF
based upon P-Value

Then go to RS Plots and
look at contour and wire
frame plots
2
1
0
-2
60
Concentration
70
80
-1
90
100
110
120
-1
0
1
Yield
-2
2
Temperature
75
85
95
105
115
-1 0 1
-1
0
1
Temperature
C
o
n
c
e
n
t
r
a
t
i
o
n
Contour Plot of Yield
Hold values: Time: 0.0
Estimated Regression Coefficients for Yield

Term Coef StDev T P
Constant 80.318 0.4819 166.664 0.000
Time 3.829 0.3767 10.165 0.000
Temperat 4.138 0.3767 10.985 0.000
Concentr 6.321 0.3767 16.781 0.000
Temperat*Temperat 10.427 0.3649 28.578 0.000
Concentr*Concentr -2.145 0.3649 -5.880 0.000
Time*Concentr 2.139 0.4921 4.346 0.001
Temperat*Concentr -3.406 0.4921 -6.921 0.000

S = 1.392 R-Sq = 99.2% R-Sq(adj) = 98.7%

Analysis of Variance for Yield

Regression 7 2831.37 2831.37 404.482 208.75 0.000
Linear 3 979.67 979.67 326.557 168.53 0.000
Square 2 1722.29 1722.29 861.144 444.43 0.000
Interaction 2 129.41 129.41 64.707 33.40 0.000
Residual Error 12 23.25 23.25 1.938
Lack-of-Fit 7 13.70 13.70 1.957 1.02 0.508
Pure Error 5 9.55 9.55 1.910
Total 19 2854.62

CCD Exercise
DOE Reminders
Designing an Experiment
What Factors are likely to be important?
Over what ranges should the Factors be studied?
In what metrics should the Factors and Responses be considered?
- Linear - logarithmic - reciprocal scales ?
Any multivariate transformations that should be made?
- Example - perhaps the effects of Factors X
1
and X
2
can be more simply expressed as their
ratio or sum
Validate your model with additional experimental runs!

Reality
One is least able to answer these questions at the outset of an experiment.
- Therefore, a sequential approach is often the best
- Use a sequence of moderately sized designs
- Reassess the situation after each design is analyzed
Use no more than 25% of your experimental budget on the first DOE.

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