RSM tutorial

2023-01-18

Introduction
This RMarkdown document is adapted from the package author’s publication (https://cran.r-
project.org/web/packages/rsm/vignettes/rsm.pdf) on rsm
rsm has built in functions for the generation of central composite and Box-Behnken designs
It provides functionality for the analysis for experimental data, estimation of response surface, testing the
model’s lack of fit, data visualization of contour plots of the fitted surface, and more
rsm covers standard first order (linear) and second order (quadratic) designs for one response variable
Functions provided by package:
functions/datatypes for coding and decoding factor levels
Functions to generate central composite and Box-Behnken designs (CCD and BBD, respectively)
Expands on base-R’s lm function to be compatible with standard response-surface models
Functions for data visualization
Provides guidance for further experimentation (i.e. path of steepest ascent)

Coding of data
Install package and load library:

install.packages("rsm", repos = "https://cran.us.r-project.org") #install package

library(rsm)

Load and view sample dataframe:

ChemReact1

## Time Temp Yield

## 1 80 170 80.5
## 2 80 180 81.5
## 3 90 170 82.0
## 4 90 180 83.5
## 5 85 175 83.9
## 6 85 175 84.3
## 7 85 175 84.0

This dataframe has easily understandable parameters

Time and Temperature are continuous independent variables and Yield is a continuous dependent
variable
We will use coded.data to code them as x1 and x2, respectively:

CR1 <- coded.data(ChemReact1, x1 ~ (Time - 85)/5, #name of the coded variable ~ linear expres
sion fir the uncoded variable
x2 ~ (Temp - 175)/5)
CR1
 ## Time Temp Yield
## 1 80 170 80.5
## 2 80 180 81.5
## 3 90 170 82.0
## 4 90 180 83.5
## 5 85 175 83.9
## 6 85 175 84.3
## 7 85 175 84.0
##
## Data are stored in coded form using these coding formulas ...
## x1 ~ (Time - 85)/5
## x2 ~ (Temp - 175)/5

The dataframe looks very similar to how they were presented in the original, ChemReact1 dataframe, but
see they are internally Time and Temp are internally understood by R as x1 and x2. This can be
witnessed if CR1 is coerced into a standard dataframe:

as.data.frame(CR1)

## x1 x2 Yield
## 1 -1 -1 80.5
## 2 -1 1 81.5
## 3 1 -1 82.0
## 4 1 1 83.5
## 5 0 0 83.9
## 6 0 0 84.3
## 7 0 0 84.0

This is important so that the dataframe is compatible with downstream rsm package functions

Generating a design
Function for creating a Box-Behnken design - bbd
Function for creating a central composite design - ccd

Box-Behnken design
Create a 3-factor Box-Behnken design with two center points:

bbd(3, n0 = 2, coding =list(x1 ~ (Force - 20)/3, x2 ~ (Rate - 50)/10, x3 ~ Polish - 4))

 ## run.order std.order Force Rate Polish
## 1 1 14 20 50 4
## 2 2 5 17 50 3
## 3 3 6 23 50 3
## 4 4 7 17 50 5
## 5 5 13 20 50 4
## 6 6 9 20 40 3
## 7 7 8 23 50 5
## 8 8 4 23 60 4
## 9 9 2 23 40 4
## 10 10 1 17 40 4
## 11 11 10 20 60 3
## 12 12 12 20 60 5
## 13 13 3 17 60 4
## 14 14 11 20 40 5
##
## Data are stored in coded form using these coding formulas ...
## x1 ~ (Force - 20)/3
## x2 ~ (Rate - 50)/10
## x3 ~ Polish - 4

This example of an experiment has 3 variables (x1, x2, and x3). The experiment is randomized.
If there were a 4th or 5th variable, then the design would be blocked (default setting) and the blocks
would be individually randomized

Central composite design

CCD is a popular design because it allows the experimenter to iterizatively improve a system through
optimization experiments
One could first experiment with a single block for a first-order model and then add more block(s) if
necessray to perform a second-order model fit
There are two types of CCD blocks
Cube block - has design points from a two-level factorial or fractional factorial design plus center
points
best predictions are found within the confines of these points
Used to estimate main effects and two factor interactions
Star block - contains axis points and center points
Used to estimate quadratic effects

Fitting a response-surface model

The rsm function must make use of the following arguments:
FO() - first order
TWI() - two-way intereaction
PQ() - pure quadratic
SO() - second order

Fit first order response-surface model to the data in the first block:

CR1.rsm <- rsm(Yield ~ FO(x1, x2), data = CR1)

summary(CR1.rsm)
 ##
## Call:
## rsm(formula = Yield ~ FO(x1, x2), data = CR1)
##
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 82.81429 0.54719 151.3456 1.143e-08 ***
## x1 0.87500 0.72386 1.2088 0.2933
## x2 0.62500 0.72386 0.8634 0.4366
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Multiple R-squared: 0.3555, Adjusted R-squared: 0.0333
## F-statistic: 1.103 on 2 and 4 DF, p-value: 0.4153
##
## Analysis of Variance Table
##
## Response: Yield
## Df Sum Sq Mean Sq F value Pr(>F)
## FO(x1, x2) 2 4.6250 2.3125 1.1033 0.41534
## Residuals 4 8.3836 2.0959
## Lack of fit 2 8.2969 4.1485 95.7335 0.01034
## Pure error 2 0.0867 0.0433
##
## Direction of steepest ascent (at radius 1):
## x1 x2
## 0.8137335 0.5812382
##
## Corresponding increment in original units:
## Time Temp
## 4.068667 2.906191

The summary of this model indicates that there is a significant lack of fit (p = 0.01034)
This suggests that it may be a good idea to test a higher order model

Model with two-way interactions:

CR1.rsmi <- update(CR1.rsm, . ~ . + TWI(x1, x2))

summary(CR1.rsmi)
 ##
## Call:
## rsm(formula = Yield ~ FO(x1, x2) + TWI(x1, x2), data = CR1)
##
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 82.81429 0.62948 131.5604 9.683e-07 ***
## x1 0.87500 0.83272 1.0508 0.3705
## x2 0.62500 0.83272 0.7506 0.5074
## x1:x2 0.12500 0.83272 0.1501 0.8902
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Multiple R-squared: 0.3603, Adjusted R-squared: -0.2793
## F-statistic: 0.5633 on 3 and 3 DF, p-value: 0.6755
##
## Analysis of Variance Table
##
## Response: Yield
## Df Sum Sq Mean Sq F value Pr(>F)
## FO(x1, x2) 2 4.6250 2.3125 0.8337 0.515302
## TWI(x1, x2) 1 0.0625 0.0625 0.0225 0.890202
## Residuals 3 8.3211 2.7737
## Lack of fit 1 8.2344 8.2344 190.0247 0.005221
## Pure error 2 0.0867 0.0433
##
## Stationary point of response surface:
## x1 x2
## -5 -7
##
## Stationary point in original units:
## Time Temp
## 60 140
##
## Eigenanalysis:
## eigen() decomposition
## $values
## [1] 0.0625 -0.0625
##
## $vectors
## [,1] [,2]
## x1 0.7071068 -0.7071068
## x2 0.7071068 0.7071068

The p-value for the lack of fit test is still very small (p = 0.005221). To investigate further, more data is needed
so we can combine two blocks of the greater ChemReact experiment (ChemReact1 + ChemReact2):

( CR2 <- djoin(CR1, ChemReact2) )

 ## Time Temp Yield Block
## 1 80.00 170.00 80.5 1
## 2 80.00 180.00 81.5 1
## 3 90.00 170.00 82.0 1
## 4 90.00 180.00 83.5 1
## 5 85.00 175.00 83.9 1
## 6 85.00 175.00 84.3 1
## 7 85.00 175.00 84.0 1
## 8 85.00 175.00 79.7 2
## 9 85.00 175.00 79.8 2
## 10 85.00 175.00 79.5 2
## 11 92.07 175.00 78.4 2
## 12 77.93 175.00 75.6 2
## 13 85.00 182.07 78.5 2
## 14 85.00 167.93 77.0 2
##
## Data are stored in coded form using these coding formulas ...
## x1 ~ (Time - 85)/5
## x2 ~ (Temp - 175)/5

The larger dataset allows us to fit a full second-order model to the data. This can be accomplished by using the
following code:

CR2.rsm <- rsm(Yield ~ Block + SO(x1, x2), data = CR2)

summary(CR2.rsm)
##
## Call:
## rsm(formula = Yield ~ Block + SO(x1, x2), data = CR2)
##
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 84.095427 0.079631 1056.067 < 2.2e-16 ***
## Block2 -4.457530 0.087226 -51.103 2.877e-10 ***
## x1 0.932541 0.057699 16.162 8.444e-07 ***
## x2 0.577712 0.057699 10.012 2.122e-05 ***
## x1:x2 0.125000 0.081592 1.532 0.1694
## x1^2 -1.308555 0.060064 -21.786 1.083e-07 ***
## x2^2 -0.933442 0.060064 -15.541 1.104e-06 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Multiple R-squared: 0.9981, Adjusted R-squared: 0.9964
## F-statistic: 607.2 on 6 and 7 DF, p-value: 3.811e-09
##
## Analysis of Variance Table
##
## Response: Yield
## Df Sum Sq Mean Sq F value Pr(>F)
## Block 1 69.531 69.531 2611.0950 2.879e-10
## FO(x1, x2) 2 9.626 4.813 180.7341 9.450e-07
## TWI(x1, x2) 1 0.063 0.063 2.3470 0.1694
## PQ(x1, x2) 2 17.791 8.896 334.0539 1.135e-07
## Residuals 7 0.186 0.027
## Lack of fit 3 0.053 0.018 0.5307 0.6851
## Pure error 4 0.133 0.033
##
## Stationary point of response surface:
## x1 x2
## 0.3722954 0.3343802
##
## Stationary point in original units:
## Time Temp
## 86.86148 176.67190
##
## Eigenanalysis:
## eigen() decomposition
## $values
## [1] -0.9233027 -1.3186949
##
## $vectors
## [,1] [,2]
## x1 -0.1601375 -0.9870947
## x2 -0.9870947 0.1601375

In this model, the lack of fit is not significant (p = 0.6851)

The stationary point values are like the coordinates for the center of the plot
In the Eigenanalysis, both eigenvalues are negative
This is indicative that the stationary point is a maximum
This is an ideal situation in which the optimal conditions for this system are in close range of the
stationary point
The next step would be to collect more data around this estimated optimum point when
 Time = 86.86148 min
Temp = 176.67190 C

Visualization with a contour plot:

par(mfrow = c(2,3))
contour(CR2.rsm, ~ x1 + x2, image = TRUE, at = summary(CR2.rsm)$canonical$xs)

Another dataset example is a paper-helicopter experiment in which different variables such as wing area (A),
wing shape (R), body width (W), and body length (L) influence how long a paper helicopter can fly. Each
observation (row) represents the results of 10 replicated flights at each experimental condition.

This model studies average flight time with the variable name ‘ave’ using a second-order surface:

heli.rsm <- rsm(ave ~ block + SO(x1, x2, x3, x4), data = heli)
summary(heli.rsm)
##
## Call:
## rsm(formula = ave ~ block + SO(x1, x2, x3, x4), data = heli)
##
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 372.800000 1.506375 247.4815 < 2.2e-16 ***
## block2 -2.950000 1.207787 -2.4425 0.0284522 *
## x1 -0.083333 0.636560 -0.1309 0.8977075
## x2 5.083333 0.636560 7.9856 1.398e-06 ***
## x3 0.250000 0.636560 0.3927 0.7004292
## x4 -6.083333 0.636560 -9.5566 1.633e-07 ***
## x1:x2 -2.875000 0.779623 -3.6877 0.0024360 **
## x1:x3 -3.750000 0.779623 -4.8100 0.0002773 ***
## x1:x4 4.375000 0.779623 5.6117 6.412e-05 ***
## x2:x3 4.625000 0.779623 5.9324 3.657e-05 ***
## x2:x4 -1.500000 0.779623 -1.9240 0.0749257 .
## x3:x4 -2.125000 0.779623 -2.7257 0.0164099 *
## x1^2 -2.037500 0.603894 -3.3739 0.0045424 **
## x2^2 -1.662500 0.603894 -2.7530 0.0155541 *
## x3^2 -2.537500 0.603894 -4.2019 0.0008873 ***
## x4^2 -0.162500 0.603894 -0.2691 0.7917877
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Multiple R-squared: 0.9555, Adjusted R-squared: 0.9078
## F-statistic: 20.04 on 15 and 14 DF, p-value: 6.54e-07
##
## Analysis of Variance Table
##
## Response: ave
## Df Sum Sq Mean Sq F value Pr(>F)
## block 1 16.81 16.81 1.7281 0.209786
## FO(x1, x2, x3, x4) 4 1510.00 377.50 38.8175 1.965e-07
## TWI(x1, x2, x3, x4) 6 1114.00 185.67 19.0917 5.355e-06
## PQ(x1, x2, x3, x4) 4 282.54 70.64 7.2634 0.002201
## Residuals 14 136.15 9.72
## Lack of fit 10 125.40 12.54 4.6660 0.075500
## Pure error 4 10.75 2.69
##
## Stationary point of response surface:
## x1 x2 x3 x4
## 0.8607107 -0.3307115 -0.8394866 -0.1161465
##
## Stationary point in original units:
## A R W L
## 12.916426 2.434015 1.040128 1.941927
##
## Eigenanalysis:
## eigen() decomposition
## $values
## [1] 3.258222 -1.198324 -3.807935 -4.651963
##
## $vectors
## [,1] [,2] [,3] [,4]
## x1 0.5177048 0.04099358 0.7608371 -0.38913772
 ## x2 -0.4504231 0.58176202 0.5056034 0.45059647
## x3 -0.4517232 0.37582195 -0.1219894 -0.79988915
## x4 0.5701289 0.72015994 -0.3880860 0.07557783

Predict the response variable at the stationary point:

max <- data.frame(x1 = 0.8607107, x2 = -0.3307115, x3 = -0.8394866, x4 = -0.1161465, block =

"1") #use the coded values
predict(heli.rsm, newdata = max) #predict the response variable using this model at these par
ameters

## 1
## 372.1719

In the ANOVA table, we can see that many of the second order terms (i.e. a:b, ab^x terms) have
statistically significant (low) p-values
This means that they contribute significantly to the model and that this ‘canonical’ analysis is relevant
The stationary point seems to be close to the optimized region, but since the eigenvalues are of mixed
sign so this stationary point is a saddle point (neither a minimum or maximum). Further analysis is
requried

Displaying a response surface

The canonical analyses and the breakdown of their tables are important for understanding the behavior
of a second order response surface
However, effective graphs tend to be easier to interpret
rsm includes functions for data visualization
In the paper helicopter example, since there are four predictor variables, there are six pairs of predictors

Visualize the behavior of the fitted surface around the stationary point:

par(mfrow = c(2, 3))

contour(heli.rsm, ~ x1 + x2 + x3 + x4,
image = TRUE, #fills spaces between the contour lines with color; color levels are co
nsistent across plots
at = summary(heli.rsm)$canonical$xs) #location of stationary point in the coded units
Direction for further experimentation
In many first-order and some second-order cases, we find that the saddle point or stationary point is far
from the optimal experimental region
If this is the case then the most practical the next is to determine where in which direction to investigate
further
This is a facet of RSM called direction of steepest ascent
The rsm summary table provides information about this concept and we can zoom into that using the
steepest function:

steepest(CR1.rsm, #dataframe to access

dist = c(0,0.5,1)) #distance

## Path of steepest ascent from ridge analysis:

## dist x1 x2 | Time Temp | yhat

## 1 0.0 0.000 0.000 | 85.000 175.000 | 82.814
## 2 0.5 0.407 0.291 | 87.035 176.455 | 83.352
## 3 1.0 0.814 0.581 | 89.070 177.905 | 83.890

yhat is the predicted value of the response variable in the model

any set of distances can be factored in using the dist argument
However, while the fitted values are displayed, remember that these are only predictions
As the distance along the path increases, the predictions become less reliable
The real use case of the path of steepest ascent is to determine the next set of experiments to get close
to the optimal experimental conditions
 For a second-order model, the steepest function works, but it employs the ‘ridge analysis method’
which is a type of analog of the steepest ascent
In this method, for a specified distance, d, a point at which the predicted response is a maximum among
all predictor combinations at radius d can be determined
It is sensible to use this method when the stationary point is somewhat far away

steepest(heli.rsm, #dataframe to access

dist = c(0,0.5,1)) #distance

## Path of steepest ascent from ridge analysis:

## dist x1 x2 x3 x4 | A R W L | yhat
## 1 0.0 0.000 0.000 0.000 0.000 | 12.4000 2.52000 1.250 2.0000 | 372.800
## 2 0.5 -0.127 0.288 0.116 -0.371 | 12.3238 2.59488 1.279 1.8145 | 377.106
## 3 1.0 -0.351 0.538 0.312 -0.700 | 12.1894 2.65988 1.328 1.6500 | 382.675