Module Fourteen: More Complicated Designs – Block Designs, 2 n Factorial Designs, etc.
© 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each...
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Transcript of © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each...
![Page 1: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/1.jpg)
© 1998, Geoff Kuenning
General 2k Factorial Designs
• Used to explain the effects of k factors, each with two alternatives or levels
• 22 factorial designs are a special case
• Methods developed there extend to the more general case
• But many more possible interactions between pairs (and trios, etc.) of factors
![Page 2: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/2.jpg)
© 1998, Geoff Kuenning
2k Factorial Designs With Replications
• 2k factorial designs do not allow for estimation of experimental error– No experiment is ever repeated
• But usually experimental error is present– And often it’s important
• Handle the issue by replicating experiments• But which to replicate, and how often?
![Page 3: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/3.jpg)
© 1998, Geoff Kuenning
2kr Factorial Designs
• Replicate each experiment r times
• Allows quantification of experimental error
• Again, easiest to first look at the case of only 2 factors
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© 1998, Geoff Kuenning
22r Factorial Designs
• 2 factors, 2 levels each, with r replications at each of the four combinations
• y = q0 + qAxA + qBxB + qABxAxB + e
• Now we need to compute effects, estimate the errors, and allocate variation
• We can also produce confidence intervals for effects and predicted responses
![Page 5: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/5.jpg)
© 1998, Geoff Kuenning
Computing Effects for 22r Factorial Experiments
• We can use the sign table, as before• But instead of single observations, regress off
the mean of the r observations• Compute errors for each replication using
similar tabular method• Similar methods used for allocation of
variance and calculating confidence intervals
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© 1998, Geoff Kuenning
Example of 22r Factorial Design With
Replications• Same Time Warp system as before, but
with 4 replications at each point (r=4)
• No DLM, 8 nodes - 820, 822, 813, 809
• DLM, 8 nodes - 776, 798, 750, 755
• No DLM, 64 nodes - 217, 228, 215, 221
• DLM, 64 nodes - 197, 180, 220, 185
![Page 7: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/7.jpg)
© 1998, Geoff Kuenning
22r Factorial Example Analysis Matrix
I A B AB y Mean 1 -1 -1 1 (820,822,813,809) 8161 1 -1 -1 (217,228,215,221) 220.251 -1 1 -1 (776,798,750,755) 769.751 1 1 1 (197,180,220,185) 195.52001.5 -1170 -71 21.5 Total500.4 -292.5 -17.75 5.4 Total/4
q0= 500.4 qA= -292.5 qB= -17.75 qAB= 5.4
![Page 8: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/8.jpg)
© 1998, Geoff Kuenning
Estimation of Errors for 22r Factorial
Example
e y yy q q x q x q x ix
ij ij i
ij A Ai B Bi AB A Bi
0
SSE eijj
r
i
2
11
22
2606
yi
• Figure differences between predicted and observed values for each replication
• Now calculate SSE
![Page 9: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/9.jpg)
© 1998, Geoff Kuenning
Allocating Variation
• We can determine the percentage of variation due to each factor’s impact– Just like 2k designs without replication
• But we can also isolate the variation due to experimental errors
• Methods are similar to other regression techniques for allocating variation
![Page 10: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/10.jpg)
© 1998, Geoff Kuenning
Variation Allocation in Example
• We’ve already figured SSE• We also need SST, SSA, SSB, and
SSAB
• Also, SST = SSA + SSB + SSAB + SSE• Use same formulae as before for SSA,
SSB, and SSAB
SST y yiji j
2
,
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© 1998, Geoff Kuenning
Sums of Squares for Example
• SST = SSY - SS0 = 1,377,009.75• SSA = 1,368,900• SSB = 5041• SSAB = 462.25• Percentage of variation for A is 99.4%• Percentage of variation for B is 0.4%• Percentage of variation for A/B interaction is
0.03% • And 0.2% (apx.) is due to experimental errors
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© 1998, Geoff Kuenning
Confidence Intervals For Effects
• Computed effects are random variables• Thus, we would like to specify how confident
we are that they are correct• Using the usual confidence interval methods• First, must figure Mean Square of Errors
s
SSE
r2
22 1
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© 1998, Geoff Kuenning
Calculating Variances of Effects
• Variance of all effects is the same -
• So standard deviation is also the same
• In calculations, use t- or z-value for 22
(r-1) degrees of freedom
s s s ss
rq q q qe
A B AB0
2 2 2 22
22
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© 1998, Geoff Kuenning
Calculating Confidence Intervals for Example
• At 90% level, using the t-value for 12 degrees of freedom, 1.782
• And standard deviation of effects is 3.68
• Confidence intervals are qi-+(1.782)(3.68)
• q0 - (493.8,506.9)• qA - (-299.1,-285.9)• qB - (-24.3,-11.2)• qAB - (-1.2,11.9)
![Page 15: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/15.jpg)
© 1998, Geoff Kuenning
Predicted Responses
• We already have predicted all the means we can predict from this kind of model– We measured four, we can “predict” four
• However, we can predict how close we would get to the sample mean if we ran m more experiments
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© 1998, Geoff Kuenning
Formula for Predicted Means
• For m future experiments, the predicted mean is
Where
; y t s
r ym 1
2 2 12
s sn my eeff
m
1 11
2
yym
ym
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© 1998, Geoff Kuenning
Example of Predicted Means
• What would we predict as a confidence interval of the response for no dynamic load management at 8 nodes for 7 more tests?
• 90% confidence interval is (811.6,820.4)– We’re 90% confident that the mean would be in
this range
sy ./
.7
3 681
16 5
1
72 49
12
y7
![Page 18: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/18.jpg)
© 1998, Geoff Kuenning
Visual Tests for Verifying Assumptions
• What assumptions have we been making?– Model errors are statistically independent– Model errors are additive– Errors are normally distributed– Errors have constant standard deviation– Effects of errors are additive
• Which boils down to independent, normally distributed observations with constant variance
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© 1998, Geoff Kuenning
Testing for Independent Errors
• Compute residuals and make a scatter plot
• Trends indicate a dependence of errors on factor levels– But if residuals order of magnitude below
predicted response, trends can be ignored
• Sometimes a good idea to plot residuals vs. experiments number
![Page 20: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/20.jpg)
© 1998, Geoff Kuenning
Example Plot of Residuals vs.
Predicted Response
-30
-20
-10
0
10
20
30
0 100 200 300 400 500 600 700 800 900
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© 1998, Geoff Kuenning
Example Plot of Residuals Vs.
Experiment Number
-30
-20
-10
0
10
20
30
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
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© 1998, Geoff Kuenning
Testing for Normally Distributed Errors
• As usual, do a quantile-quantile chart– Against the normal distribution
• If it’s close to linear, this assumption is good
![Page 23: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/23.jpg)
© 1998, Geoff Kuenning
Quantile-Quantile Plot for Example
y = 0.0731x + 4E-17R2 = 0.9426
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
2.5
-20 -15 -10 -5 0 5 10 15 20 25 30
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© 1998, Geoff Kuenning
Assumption of Constant Variance
• Checking homoscedasticity
• Go back to the scatter plot and check for an even spread
![Page 25: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/25.jpg)
© 1998, Geoff Kuenning
The Scatter Plot, Again
-30
-20
-10
0
10
20
30
0 100 200 300 400 500 600 700 800 900
![Page 26: © 1998, Geoff Kuenning General 2 k Factorial Designs Used to explain the effects of k factors, each with two alternatives or levels 2 2 factorial designs.](https://reader030.fdocuments.in/reader030/viewer/2022032606/56649e865503460f94b89f44/html5/thumbnails/26.jpg)
© 1998, Geoff Kuenning
Example Shows Residuals Are Function of
Predictors• What to do about it?• Maybe apply a transform?• To determine if we should, plot standard
deviation of errors vs. various transformations of the mean
• Here, dynamic load management seems to introduce greater variance– Transforms not likely to help– Probably best not to describe with regression