Design of Experiments:

Factorial Designs
Prof. Daniel A. Menasce
Dept. of Computer Science
George Mason University
1
2001. D. A. Menasc. All Rights Reserved.

Basic Concepts
Factorial design: more than one factor is
studied simultaneously.

2k

number of factors

number of levels of each factor

23 design: three factors, each with two levels. Total of 8 (23 )

combinations

2
2001. D. A. Menasc. All Rights Reserved.

Two-factor Design with Equal

Number of Replicates (n)
1
X111
X112

X11n'
X211
X212

X21n'

Xr11
Xr12

Xr1n'

Factor A

Factor B
2

X121

X122

X12n'

X221

X222

X22n'

Xr21

Xr22

Xr2n'

c
X1c1
X1c2

X1cn'
X2c1
X2c2

X2cn'

Xrc1
Xrc2

Xrcn'
3

2001. D. A. Menasc. All Rights Reserved.

Notation
r : number of levels of factor A
c : number of levels of factor B
n ' : number of replicatio ns for each cell
n : total number of observations (n = rcn')
X ijk : k - th observation for level i of factor A
and level j of factor B
4
2001. D. A. Menasc. All Rights Reserved.

Means
r

n'

X ijk
X=

i=1 j =1k =1
'

(overall or grand mean)

rcn

c n'

X ijk
X i.. =

j =1k =1
'

(mean of i-th level of factor A)

cn

n'

X ijk

X . j. = i =1 k =1'
rn
'
n X
ijk
X ij. =
'
k =1 n

(mean of j-th level of factor B)

(mean of cell i,j)

5

2001. D. A. Menasc. All Rights Reserved.

X =

n'

X ijk

Area for Grand Mean

i =1 j =1 k =1
'

rcn

Factor A

1
X111
X112

X11n'
X211
X212

X21n'

Xr11
Xr12

Xr1n'

Factor B
2

X121

X122

X12n'

X221

X222

X22n'

Xr21

Xr22

Xr2n'

c
X1c1
X1c2

X1cn'
X2c1
X2c2

X2cn'

Xrc1
Xrc2

Xrcn'
6

2001. D. A. Menasc. All Rights Reserved.

X i.. =

Area for Mean of a Level of

Factor A
n
'

X
j =1 k =1

ijk

cn'
1

i
Factor A

1
X111
X112

X11n'
X211
X212

X21n'

Xr11
Xr12

Xr1n'

Factor
2
X121
X122

X12n'
X221
X222

X22n'

Xr21
Xr22

Xr2n'

c
X1c1
X1c2

X1cn'
X2c1
X2c2

X2cn'

Xrc1
Xrc2

Xrcn'

2001. D. A. Menasc. All Rights Reserved.

Area for Mean of a Level of Factor B

r

X . j. =

n'

ijk

i =1 k =1

rn

'
1

Factor A

1
X111
X112

X11n'
X211
X212

X21n'

Xr11
Xr12

Xr1n'

Factor B
2

X121

X122

X12n'

X221

X222

X22n'

Xr21

Xr22

Xr2n'

c
X1c1
X1c2

X1cn'
X2c1
X2c2

X2cn'

Xrc1
Xrc2

Xrcn'
8

2001. D. A. Menasc. All Rights Reserved.

Area for Mean of a Cell

n'

X ij . =
k =1

X ijk
n'
1

Factor A

1
X111
X112

X11n'
X211
X212

X21n'

Xr11
Xr12

Xr1n'

Factor
2
X121
X122

X12n'
X221
X222

X22n'

Xr21
Xr22

Xr2n'

c
X1c1
X1c2

X1cn'
X2c1
X2c2

X2cn'

Xrc1
Xrc2

Xrcn'
9

2001. D. A. Menasc. All Rights Reserved.

Partitioning the Variation

Factor A
Variation (SSA)
df = r - 1

Total Variation (SST)

df = n - 1

Factor B
Variation (SSB)
df = c - 1
Interaction (SSAB)
df = (r 1)(c-1)
Random
Variation (SSE)
df = rc(n 1)
10

2001. D. A. Menasc. All Rights Reserved.

Partitioning the Variation

Factor A
Variation (SSA)
df = r - 1
Factor B
Variation (SSB)
df = c - 1

Total Variation (SST)

df = n - 1

Interaction (SSAB)
df = (r 1)(c-1)
Random
Variation (SSE)
df = rc(n 1)
11

2001. D. A. Menasc. All Rights Reserved.

Total Variation (SST)

c n'

SST = X ijk X
i =1 j =1k =1

12
2001. D. A. Menasc. All Rights Reserved.

Partitioning the Variation

Factor A
Variation (SSA)
df = r - 1
Factor B
Variation (SSB)
df = c - 1

Total Variation (SST)

df = n - 1

Interaction (SSAB)
df = (r 1)(c-1)
Random
Variation (SSE)
df = rc(n 1)
13

2001. D. A. Menasc. All Rights Reserved.

Factor A Variation (SSA)

SSA = cn' X i.. X

i =1

14
2001. D. A. Menasc. All Rights Reserved.

Partitioning the Variation

Factor A
Variation (SSA)
df = r - 1
Factor B
Variation (SSB)
df = c - 1

Total Variation (SST)

df = n - 1

Interaction (SSAB)
df = (r 1)(c-1)
Random
Variation (SSE)
df = rc(n 1)
15

2001. D. A. Menasc. All Rights Reserved.

Factor B Variation (SSB)

SSB = rn ' X . j. X
j =1

16
2001. D. A. Menasc. All Rights Reserved.

Partitioning the Variation

Factor A
Variation (SSA)
df = r - 1
Factor B
Variation (SSB)
df = c - 1

Total Variation (SST)

df = n - 1

Interaction (SSAB)
df = (r 1)(c-1)
Random
Variation (SSE)
df = rc(n 1)
17

2001. D. A. Menasc. All Rights Reserved.

Variation due to Interaction (SSAB)

SSAB = n ' X ij. X i.. X . j. + X

i =1 j =1

18
2001. D. A. Menasc. All Rights Reserved.

Partitioning the Variation

Factor A
Variation (SSA)
df = r - 1
Factor B
Variation (SSB)
df = c - 1

Total Variation (SST)

df = n - 1

Interaction (SSAB)
df = (r 1)(c-1)
Random
Variation (SSE)
df = rc(n 1)
19

2001. D. A. Menasc. All Rights Reserved.

Random Error (SSE)

c n'

SSE = X ijk X ij.

i =1 j =1k =1

20
2001. D. A. Menasc. All Rights Reserved.

10

Mean Squares
SSA
r 1
SSB
MSB =
c 1
MSA =

MSAB =
MSE =

SSAB
(r 1)(c 1)
SSE

rc (n ' 1)
21

2001. D. A. Menasc. All Rights Reserved.

Two-Factor ANOVA Model

No Difference Due to Factor A
H 0 : 1.. = 2.. = ... = r ..

H1 : Not alli.. (i = 1,..., r ) are equal.

F-Test statistic for Factor A: F

MSA
MSE

The F-test statistic follows an F distribution with (r-1) degrees

of freedom in the numerator and rc(n-1) in the denominator.

Reject H 0 if F > Fu
22
2001. D. A. Menasc. All Rights Reserved.

11

Two-Factor ANOVA Model

No Difference Due to Factor B
H 0 : .1..2. = ... = .c.

H1 : Not all. j . ( j = 1,..., c) are equal.

F-Test statistic for Factor B:

F=

MSB
MSE

The F-test statistic follows an F distribution with (c-1) degrees

of freedom in the numerator and rc(n-1) in the denominator.

Reject H 0 if F > Fu
23
2001. D. A. Menasc. All Rights Reserved.

Two-Factor ANOVA Model

No Interaction of Factors A and B
H 0 : the interactio n of A and B is 0.
H1 : the interactio n of A and B 0.
F-Test statistic for the interaction:

F=

MSAB
MSE

The F-test statistic follows an F distribution with (r-1)(c-1) degrees

of freedom in the numerator and rc(n-1) in the denominator.

Reject H 0 if F > Fu
24
2001. D. A. Menasc. All Rights Reserved.

12

Example of Two Factor Design

Analysis
Response time (in msec) of a Web Site.

1
1
1
1
2
2
2
2

1 CPU
101.0
103.0
102.4
104.0
43.0
46.0
45.0
49.0

Server
Server
Server
Server
Servers
Servers
Servers
Servers

2 CPUs
98.0
97.5
99.3
100.0
41.0
44.0
42.0
46.0
25

2001. D. A. Menasc. All Rights Reserved.

Anova: Two-Factor With Replication

SUMMARY

1 CPU

2 CPUs

Total

1 Server

Count
Sum
Average
Variance

4
4
8
410.4
394.8
805.2
102.6
98.7
100.65
1.573333 1.326667 5.588571
2 Servers

Count
Sum
Average
Variance

4
4
8
183
173
356
45.75
43.25
44.5
6.25 4.916667 6.571429
Total

Count
Sum
Average
Variance

8
8
593.4
567.8
74.175
70.975
926.7593 881.1621

ANOVA
Source of Variation
Number of Servers
Number of CPUs
Interaction
Within

SS
12611.29
40.96
1.96
42.2

Total

12696.41

df

MS
F
P-value
F crit
1 12611.29 3586.149 3.11E-16 4.747221
1
40.96 11.64739 0.005146 4.747221
1
1.96 0.557346 0.469706 4.747221
12 3.516667
15

Reject Hypothesis that there is no difference due to number of servers.

Reject Hypothesis that there is no difference due to number of CPUs.
Accept hypothesis that there is no interaction between number of servers and number of CPUs.

26

2001. D. A. Menasc. All Rights Reserved.

13

120

102.6
98.7

Avg. Response Time (msec)

100

80
55.45

56.85

60

40

45.75

43.25

20

Lines are almost parallel: no interaction between factors!

0

1 CPU

2 CPUs
1 Server

2 Servers

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2001. D. A. Menasc. All Rights Reserved.

120

Avg. Response Time (msec)

100

80

60

40

20

Lines are not parallel: factors interact!

0
1

2
1 Server

2 Servers

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2001. D. A. Menasc. All Rights Reserved.

14