UNIT-3

CHAPTER-6
DESIGN OF EXPERIMENTS &
REGRESSION ANALYSIS
Dr. Dhiren R. Patel
 INTRODUCTION TO DESIGN OF EXPERIMENTS
Decide what phenomenon you wish to investigate. Specify how you can manipulate the factor and hold all other
conditions fixed, to insure that these extraneous conditions aren't influencing the response you plan to measure.

Then measure your chosen response variable at several (at least two) settings of the factor under study. If
changing the factor causes the phenomenon to change, then you conclude that there is indeed a cause-and-effect
relationship at work.

How many factors are involved when you do an experiment? Some say two - perhaps this is a comparative
experiment? Perhaps there is a treatment group and a control group? If you have a treatment group and a
control group then, in this case, you probably only have one factor with two levels.

DR. DHIREN R. PATEL 2

How many of you have baked a cake? What are the factors involved to ensure a successful cake? Factors
might include preheating the oven, baking time, ingredients, amount of moisture, baking temperature, etc.--
what else?

You probably follow a recipe so there are many additional factors that control the ingredients - i.e., a
mixture.

In other words, someone did the experiment in advance!

What parts of the recipe did they vary to make the recipe a success? Probably many factors, temperature
and moisture, various ratios of ingredients, and presence or absence of many additives.

Now, should one keep all the factors involved in the experiment at a constant level and just vary one to see
what would happen?

This is a strategy that works but is not very efficient.

This is one of the concepts that we will address in this course.

DR. DHIREN R. PATEL 3
 ENGINEERING EXPERIMENTS
If we had infinite time and resource budgets there probably wouldn't be a big fuss made over
designing experiments. In production and quality control we want to control the error and learn as
much as we can about the process or the underlying theory with the resources at hand. From an
engineering perspective we're trying to use experimentation for the following purposes:

reduce time to design/develop new products & processes

improve performance of existing processes
improve reliability and performance of products
achieve product & process robustness
perform evaluation of materials, design alternatives, setting component & system tolerances,
DR. DHIREN R. PATEL
etc.
4
We always want to fine-tune or improve the process.
In today's global world this drive for competitiveness affects all of us both as consumers
and producers.

Robustness is a concept that enters into statistics at several points.

At the analysis, stage robustness refers to a technique that isn't overly influenced by bad
data.
Even if there is an outlier or bad data you still want to get the right answer.
Regardless of who or what is involved in the process - it is still going to work.

DR. DHIREN R. PATEL 5

Every experiment design has inputs. Back to the cake
baking example: we have our ingredients such as
flour, sugar, milk, eggs, etc.
Regardless of the quality of these ingredients we still
want our cake to come out successfully.
In every experiment there are inputs and in addition,
there are factors (such as time of baking,
temperature, geometry of the cake pan, etc.), some of
which you can control and others that you can't control.
The experimenter must think about factors that affect
the outcome.
We also talk about the output and the yield or the
response to your experiment.
For the cake, the output might be measured as
texture, flavor, height, size, or flavor.

DR. DHIREN R. PATEL 6

 FOUR ERAS IN THE HISTORY OF DOE
Here's a quick timeline:

The agricultural origins, 1918 – 1940s The second industrial era, late 1970s –
R. A. Fisher & his co-workers 1990
Profound impact on agricultural science Quality improvement initiatives in many companies
Factorial designs, ANOVA CQI and TQM were important ideas and became
management goals
The first industrial era, 1951 – late 1970s Taguchi and robust parameter design, process
Box & Wilson, response surfaces robustness
Applications in the chemical & process industries
The modern era, beginning circa 1990,
when economic competitiveness and
globalization are driving all sectors of the
economy to be more competitive.
DR. DHIREN R. PATEL 7
Immediately following World War II the first industrial era marked another
resurgence in the use of DOE.

It was at this time that Box and Wilson (1951) wrote the key paper in response
surface designs thinking of the output as a response function and trying to find the
optimum conditions for this function.

George Box died early in 2013.

And, an interesting fact here - he married Fisher's daughter! He worked in the

chemical industry in England in his early career and then came to America and worked
at the University of Wisconsin for most of his career.

DR. DHIREN R. PATEL 8

 THE SECOND INDUSTRIAL ERA - OR THE QUALITY REVOLUTION
The importance of statistical quality control was taken to Japan in the
1950s by W Edward Deming.
This started what Montgomery calls a second Industrial Era, and
sometimes the quality revolution.
After the second world war, Japanese products were of terrible quality.
They were cheaply made and not very good.
In the 1960s their quality started improving.
The Japanese car industry adopted statistical quality control procedures
and conducted experiments which started this new era. W. Edwards
Deming
Total Quality Management (TQM), Continuous Quality Improvement
(CQI) are management techniques that have come out of this statistical
quality revolution - statistical quality control and design of experiments.
DR. DHIREN R. PATEL 9
oTaguchi, a Japanese engineer, discovered and published a lot of the techniques that
were later brought to the West, using an independent development of what he
referred to as orthogonal arrays.

oIn the West, these were referred to as fractional factorial designs.

oThese are both very similar.

oHe came up with the concept of robust parameter design and process robustness.

DR. DHIREN R. PATEL 10

THE MODERN ERA
•Around 1990 Six Sigma, a new way of representing CQI, became popular.

•Now it is a company and they employ a technique which has been adopted by many of the
large manufacturing companies.

•This is a technique that uses statistics to make decisions based on quality and feedback
loops.

•It incorporates a lot of previous statistical and management techniques.

DR. DHIREN R. PATEL 11

 CLINICAL TRIALS
oMontgomery omits in this brief history a major part of design of experimentation that evolved -
clinical trials.

oThis evolved in the 1960s when medical advances were previously based on anecdotal data; a
doctor would examine six patients and from this wrote a paper and published it.

oThe incredible biases resulting from these kinds of anecdotal studies became known.

oThe outcome was a move toward making the randomized double-blind clinical trial the gold
standard for approval of any new product, medical device, or procedure.

oThe scientific application of the statistical procedures became very important.

DR. DHIREN R. PATEL 12
THE BASIC PRINCIPLES OF DOE

DR. DHIREN R. PATEL 13

 RANDOMIZATION
This is an essential component of any experiment that is going to have validity.

If you are doing a comparative experiment where you have two treatments, a treatment and
a control, for instance, you need to include in your experimental process the assignment of those
treatments by some random process.

An experiment includes experimental units.

You need to have a deliberate process to eliminate potential biases from the conclusions, and
random assignment is a critical step.

DR. DHIREN R. PATEL 14

 REPLICATION
Replication is some in sense the heart of all of statistics. To make this point... Remember what the standard error

of the mean is? It is the square root of the estimate of the variance of the sample mean, i.e.,

The width of the confidence interval is determined by this statistic. Our estimates of the mean become less
variable as the sample size increases.

Replication is the basic issue behind every method we will use in order to get a handle on how precise our
estimates are at the end. We always want to estimate or control the uncertainty in our results. We achieve this
estimate through replication. Another way we can achieve short confidence intervals is by reducing the error
variance itself. However, when that isn't possible, we can reduce the error in our estimate of the mean by increasing
n.

Another way is to reduce the size or the length of the confidence interval is to reduce the error variance - which
brings us to blocking.
DR. DHIREN R. PATEL 15
 BLOCKING
Blocking is a technique to include other factors in our experiment which contribute to undesirable variation.
Much of the focus in this class will be to creatively use various blocking techniques to control sources of variation
that will reduce error variance.
For example, in human studies, the gender of the subjects is often an important factor.
Age is another factor affecting the response.
Age and gender are often considered nuisance factors which contribute to variability and make it difficult to
assess systematic effects of a treatment.
By using these as blocking factors, you can avoid biases that might occur due to differences between the
allocation of subjects to the treatments, and as a way of accounting for some noise in the experiment.
We want the unknown error variance at the end of the experiment to be as small as possible.
Our goal is usually to find out something about a treatment factor (or a factor of primary interest), but in
addition to this, we want to include any blocking factors that will explain variation.
DR. DHIREN R. PATEL 16
 MULTI-FACTOR DESIGNS
Multi-factor experimental designs: designs, designs, response surface designs, etc.
The point to all of these multi-factor designs is contrary to the scientific method where everything is
held constant except one factor which is varied.
The one factor at a time method is a very inefficient way of making scientific advances.
It is much better to design an experiment that simultaneously includes combinations of multiple factors
that may affect the outcome.
Then you learn not only about the primary factors of interest but also about these other factors.
These may be blocking factors which deal with nuisance parameters or they may just help you
understand the interactions or the relationships between the factors that influence the response.

DR. DHIREN R. PATEL 17

 CONFOUNDING
Confounding is something that is usually considered bad! Here is an example.
Let's say we are doing a medical study with drugs A and B.
We put 10 subjects on drug A and 10 on drug B.
If we categorize our subjects by gender, how should we allocate our drugs to our subjects? Let's
make it easy and say that there are 10 male and 10 female subjects.
A balanced way of doing this study would be to put five males on drug A and five males on drug
B, five females on drug A and five females on drug B.
This is a perfectly balanced experiment such that if there is a difference between male and
female at least it will equally influence the results from drug A and the results from drug B.

DR. DHIREN R. PATEL 18

An alternative scenario might occur if patients were randomly assigned treatments as they came
in the door.

At the end of the study, they might realize that drug A had only been given to the male subjects
and drug B was only given to the female subjects.

We would call this design totally confounded.

This refers to the fact that if you analyze the difference between the average response of the
subjects on A and the average response of the subjects on B, this is exactly the same as the
average response on males and the average response on females.

You would not have any reliable conclusion from this study at all.

The difference between the two drugs A and B, might just as well be due to the gender of the
subjects since the two factors are totally confounded.
DR. DHIREN R. PATEL 19
Confounding is something we typically want to avoid but when we are building complex
experiments we sometimes can use confounding to our advantage.

We will confound things we are not interested in order to have more efficient experiments for
the things we are interested in.

This will come up in multiple factor experiments later on.

We may be interested in main effects but not interactions so we will confound the interactions
in this way in order to reduce the sample size, and thus the cost of the experiment, but still
have good information on the main effects.

DR. DHIREN R. PATEL 20

 STEPS FOR PLANNING, CONDUCTING AND ANALYZING AN EXPERIMENT
The practical steps needed for planning and conducting an experiment include: recognizing
the goal of the experiment, choice of factors, choice of response, choice of the design, analysis
and then drawing conclusions. This pretty much covers the steps involved in the scientific
method.
1. Recognition and statement of the problem
2. Choice of factors, levels, and ranges
3. Selection of the response variable(s)
4. Choice of design
5. Conducting the experiment
6. Statistical analysis
7. Drawing conclusions, and making recommendations
DR. DHIREN R. PATEL 21
 FACTORS
We usually talk about "treatment" factors, which are the factors of primary interest to you.
In addition to treatment factors, there are nuisance factors which are not your primary focus, but
you have to deal with them.
Sometimes these are called blocking factors, mainly because we will try to block on these factors
to prevent them from influencing the results.
There are other ways that we can categorize factors:
1. Experimental Factors
2. Classification Factors
3. Quantitative Factors
4. Qualitative Factors
DR. DHIREN R. PATEL 22
Experimental vs. Classification Factors
Experimental Factors
These are factors that you can specify (and set the levels) and then assign at random as the
treatment to the experimental units. Examples would be temperature, level of an additive
fertilizer amount per acre, etc.
Classification Factors
These can't be changed or assigned, these come as labels on the experimental units. The age
and gender of the participants are classification factors which can't be changed or randomly
assigned. But you can select individuals from these groups randomly.
Quantitative vs. Qualitative Factors
Quantitative Factors
You can assign any specified level of a quantitative factor. Examples: percent or pH level of a
chemical.
Qualitative Factors
These factors have categories which are different types. Examples might be species of a plant
or animal, a brand in the marketing field, gender, - these are not ordered or continuous but are
arranged perhaps in sets.
DR. DHIREN R. PATEL 23