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Factorial One-Factor-at-a-Time Experiments

Cuthbert Daniel
Published online: 27 Feb 2012.

To cite this article: Cuthbert Daniel (1994) Factorial One-Factor-at-a-Time Experiments, The American Statistician, 48:2, 132-135
To link to this article: http://dx.doi.org/10.1080/00031305.1994.10476042

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This department publishes articles of interest to statistical practitioners. Innovative applications of known methodology may be suitable,
but sizable case studies should be submitted to other journals. Brief

descriptions and illustrations of new developments that are potentially

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Factorial One-Factor-at-a-Time Experiments

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Cuthbert DANIEL
Dedicated to the memory of W Edwards Deming
Factorial experiments are done to measure the average
effects of varying each of several factors (experimental
conditions, independent variables) over fixed ranges of
the other factors. Factors at two levels only are considered here. The system under study is assumed to permit the variation of only one factor per trial. Up to four
factors may be of interest. The sequences proposed, of
sizes 7-9, are easy to remember, simple to analyze, and
straightforward to augment. Each result is compared with
its immediate predecessor or successor only. Thus the
three-factor one-at-a-time factorial follows the sequence.
(1)1, a, ab, abc, bc, c, ( 1)2, where (1) means all factors at
their low levels; a means 1 factor, A , at its high level; ab
means A and B at high levels; and so forth.
KEY WORDS: Edge designs; One-at-a-time plans; Twolevel sequential designs.

1. INTRODUCTION
An experimenterwishing to learn the effects of varying
each of several factors may find it natural or even unavoidable to vary only one factor at a time. He or she may wish
to measure the first-order effects of three or four factors
for some restricted range of each. Most factors are expected to operate additively, but one simple nonadditivity
(defined in the following) should be detectable. Linear
drift must be accommodated. Trials may be completed in
short roughly equal time intervals.
What is desired, then, is a one-at-a-timen-factor, lineardrift-free experimental design for n = 3 or 4. This article
gives the smallest designs with these properties.
A single experimental trial in three factors, A , B, and
C, can be specified by the presence or absence of the corresponding lowercase letter. Thus the symbol ac signals
a trial with factors A and C at their high levels and factor B at its low level. Factor levels can be qualitative or
quantitative. Two sources of a raw materials, two varieties
of a plant, or two samples from different groups of subjects are levels of qualitative variables. Either alternative
Cuthbert Daniel is at 50 East 77th Street, New York, NY 100211836. The author is grateful to J. M. Cameron for comments and encouragementand for varification of calculations. He would like to thank
J. W. Tukey for detailed criticism and for the method of randomization
proposed. Brian Schlain made several very useful suggestions.

132

The American Statistician, May 1994, Vol. 48, No. 2

may be called the high level. Two temperatures, two concentrations of an ingredient, or two times of exposure are
examples of quantitative levels.

2. RATIONALE
I have not been able to discover the name of the originator of the following dictum: When you wish to determine
the effect on some property of varying each of several factors, you must hold constant all factors but one, and then
vary that one. Your lab notebooks are probably full of
records of short sequences of trials to see if your system
is sensitive to small changes in experimental conditions.
I am proposing a shorter and more informative way of
doing this.
The wide success of R. A. Fisher and his followers
in promulgating randomized factorial experiments has indeed so dominated the field that many experimentersnow
take it as axiomatic that there is no case to be made for
one-at-a-time experiments. But there must be situations
that demand or at least favor the variation of one factor at a
time. Primary among these is that stage in a series of trials
at which only one piece of equipment,perhaps restricted to
one experimenter or team, is available. A second restriction may be the long time required for a system to come
to equilibrium after varying the levels of several factors.
3. DESIGN
To get results as quickly as possible, each effect difference may be started where the last left off. The simplest
factorial trial starts under some standard condition, call it
(l),and varies some factor, call it A , to some changed condition, call it a. The difference between the two measured
responses may be indicated by the same symbols: Thus
[a - (l)]is called the main effect of A at the low levels of
B and C.
Changing the version of factor B from its current low
level at a to its high level ab produces [ab - a ] ,the main
effect of B at high A, low C. Changing factor C to its
alternative level c permits estimation of the main effect of
C by [abc - ab] at high A and B.
We now have estimates of the effects of all three factors
but no checks as to consistency or precision. By changing
the level of factor A in the latest result, abc, one obtains
bc and hence can now get a second estimate of the effect
of A from [abc - bc],this time at high B and C. If this
difference agrees well with the earlier difference, one has
@ 1994 American Statistical Association

Table 1. Calculation of Confounding Patterns

Conditions
(11

0
0

0
0

0
0

-2

-2

-.1

2
2

0
0

1
-.1

b
ab
C

ac

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bc
abc

Panel B Effects

Panel A Effects

1
1 - 1

+AB

-1
-1

+AC

a crude indication that factor A operates additively,that is,

consistently, over the chosen ranges of B and C. If not, A
is said to interact with B and/or C,and the difference in
the two A-effects measures AB + AC.
Passing from bc to c, by changing the level of B one
obtains [bc - c], which gives a second measure of the
effect of factor B, now at the low level of A but at high
C. The average of the two simple B effects gives a more
precise estimate of the effect of B over these ranges of A
and C.
The difference of the two B effects, that is, (bc - c) (ab - a), gives a measure of the difference of the two interactions, -AB + BC. This quantity is called for obvious
reasons the difference of the interactions with B.
All effects thus far have been measured by differences
between successive observations and so are minimally affected by time drift. If the trials can be made at nearly
equal time intervals, then any linear time drift is eliminated from their average effects. In general, one should
not take the results of [c - (l)] to estimate the C effect
because these two results are too far apart in time. Rather,
one should repeat the base trial with a subscript 2, thus (1)2,
to measure the C effect. The average of the two simple
C effects gives a duplicated and hence presumably more
precise measure of the effect of C in this neighborhood.
The difference between the two C effects gives a measure
of the sum of two C interactions, that is, AC + BC.
(If these paragraphs are obvious, so much the better. If
any part of them is confusing, I beg you to study them
because their content is crucial for all that follows.)
The three-factor, two-level, one-at-a-time plan can then
be put in a form easy to remember:

Similar plans can be constructed for four factors with

the same properties. For four two-level factors A, B, C , D ,
the sequence of nine trials,

( l ) ~a,, ab, abc, abed, bcd, cd, d, ( l ) ~ ,

permits estimation of four main effects and of three sets
of three interaction sums each.
It should be clear that these arrangementsautomatically
guarantee that the main effects are estimated clear of any
linear drift. The elimination of linear trend from the interaction sums is explained in Section 5.

-1
1

0
0

0
0

0
0

0
-4

1
-1

-2

1
-1

-2

-2

-AB

0
0
+BC

4. RANDOMIZATION
The letters A, B, and C have been assigned casually
to the three factors under discussion, and it is assumed
that they are roughly equally easy (or difficult) to vary.
Two precautions have already been taken to minimize
the effects of uncontrollable drift. The balanced raising
and lowering of levels and the variation of only one factor at a time should both be stabilizing influences. In a
steady system already known to vary little when undisturbed, it may not be necessary to consider any further
randomization of the order of application of factor levels. But when preliminary exploratory trials might mislead the experimenter through the operation of hidden
but influential factors, some degree of objective random
allocation of treatments to plan may be judged desirable.
The three-factor plan may be viewed as a 2 x 2 x 2 or
23 from which one diagonal has been deleted. There are
four diagonals, namely (1) and abc, a and bc, b and ac,
and c and ab. Any one of these can be deleted and the
remainder sequenced by varying along the edges of the
remaining cube. There are six permutations of the letters
A, B, and C, which can be assigned to each partial cube.
There are then 6 x 4 or 24 plans, no two identical, but
each meeting the one-at-a-time and the linear trend-free
requirements. Any one can be chosen at random.
It is my guess that the proper sequencing and regular
timing will nearly always suffice to give indication of the
magnitudes and regularity of effects.
The common-sense requirements of typicality, good
sampling, and uniform technique are skipped in this
article, but of course will not be forgotten by the serious
experimenter.

5. ANALYSIS OF RESULTS
The plans proposed permit unbiased estimates of all
main effects, but the two-factor interactions are measured
in pairs. The simplest method for determiningwhich pairs
are measured together is the use of Yatess addition and
subtraction algorithm, placing ones in the positions of the
performed trials. The two panels of Table 1 show the
confounding patterns for the interactions with A and B for
the three-factor one-at-a-time plan.
Thus in panel A of Table 1, the four ones in the first
column represent the difference between the two A effects,
(abc - bc) and (a - (l)),that is, abc - bc - a + (1). The
The American Statistician, May 1994, Vol. 48, No. 2

133

Table 2. Calculation of Effects and Interaction-pairs, With Three Main Effects But No Interactions Built In, and Unit Linear Driff
Specifications

Results

2A

(1)l
a
ab
abc
bc

50
54
61
71
69
64
56

-1
+1

(1)2

26

2C

+1
-1

-1
+1

+1
-1

2AB + 2AC

-1
+1
+1
-9

Totals

12

18

Main effects

+ 2BC

2AC + 2BC

+1
-1

-1

+I
-1

+1
-1

-2AB

-2*

+I
+I
-1

-1
+1

-2*

+ 2*

Unit linear drift.

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Table 3. Calculation of Effects Plus Two Factor Interaction, With Same Main Effects Plus Interaction AB = 1.33 Built In, and Unit Linear Drift
Specifications

Results

2A

(111
a
ab
abc
bc

51.33
54.00
62.33
72.33
69.00
65.33
57.33

-1
+1

(1)2

+1
-1

28
-1
+1
+1
-1

-1
+1

18

Main effects
-2 x Drift
= 2 x Interaction fAB
fAB

2AC+2BC

+I

+I
-1

12

-2AB+2BC

-1

+1
-1

The American Statistician, May 1994, Vol. 48, No. 2

2AB+2AC
+1
-1

Totals

addition and subtraction algorithm proceeds in the second

column by first adding the successivepairs of entries in the
first column to get the first four zeros, and then subtracting
the members of each of the same pairs to get -2,0,0, + 2.
The third column repeats the same operations on the
values in the preceding column. And so also for the last
column. The labeling 4AB + 4AC shows that this combination of the four trials listed in the first column measures
only AB + AC.
Though not shown, the sum of the final columns of
Panels A and B will give the pair of interactionsAC + BC
measured by the difference of the two C effects, that is, by
(abc - ab) - (c - (1)).
These calculations need not be memorized. They are
listed for the three-factor one-at-a-time plan in Tables 2
and 3.
The combinations of results given here are not the same
as those given by exact least squares, but they are more
intuitive, and their deficiencies are negligible.
It does not seem fair to me to compare the precision
of these plans with that of a fully randomized seven-trial
plan. The requirements here, varying one factor at a time
with all two-factor interactions separated from main effects, cannot be met by any plan that varies two or more
factors in each trial; however, for the reader who insists
on comparing this three-factor plan with a seven-run randomized factorial plan, the efficiency factors for A , B , C,
134

2C

+l
-1

.66

-4.66

+2.00
+2.66
+1.33

+2.00
-2.66
-1.33

-1
+1
-1
+1

2.00
-2.00

.oo
.oo

and the linear trend are .6027, .5830, .6157, and .6786,
respectively.
Table 2 summarizes the calculations of effects and interactions. Thus for the fictitious results given, the effect
of factor A is found by
[(abc - bc) + (a - (1))

= (71 - 69) + (54 - 50)

=6=2A.
S o A = 3.
Table 3 is added as an error-free example with a twofactor interaction, AB, of 1.33. The linear trend, now
deduced only from the sum in the last column, must be
subtracted from the last three column totals before one
can see the tell-tale agreement in the other two columns,
as is explained. The pattern of f 1s is identical in Tables
2 and 3.
As the last three columns in Table 2 indicate, the twofactor interactions are not separable but are confounded
in pairs. The unit built-in linear drift also shows up as
-2, -2, +2. If, then, the results in these three columns
come out to be of the same magnitude but with signs
- ,_ ,+ (or the reverse), one can be quite sure that there is
no large interaction. But all is not invariably lost. There

are some patterns of responses in these columns that are

safely intLrpretable. If none of these appears, further trials
will be required. The informative patterns are shown as
follows.
For compactness put
P = AB+ACfrom (1)1 - a - bc+abc
Q = -AB+ BCfroma - ab - c + bc

R = AC + BC from ( 1 ) ~- ab - c + abc.

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Next,

For example, if P and Q come out large and nearly equal

but of opposite signs, then it stands to reason that only a
large AB interaction could produce this pattern.
The following shows the six interpretable outcomes for
the three interaction-combinationsfrom afour-factor oneat-a-time plan.
For compactness,
P = AB +AC +AD from (1)l

Q = -AB
R = -AC

-a

- bcd + abcd

+ BC+ BD from a - ab - cd + bcd

- BC+ CD from ab - abc - d + cd;

Next,

6. NESTING
Some experimental situations cannot be accurately
characterized by a number of equally flexible factors.
Some factors may be difficult to vary, others may be easy.
For example, suppose that one wished to measure the effects of varying some easily changed operating conditions
in two different plants, or pilot plants, or other large operating systems. The easy-to-vary factors may be varied
over the same ranges in each plant, but it will usually
not be easy to change back and forth from plant to plant.
The easy factors are then said to be nested inside the hard
factor.
It will never be as easy to move from plant to plant as
to change operating conditions within a plant. Random
uncontrolled variation between plants cannot be expected
to match random variation within a plant. The equal time
spacing and linear time trend assumed earlier will not exist
either.
Thus when there is nesting it will be necessary to carry
out a one-factor-at-a-time sequence of the type discussed
at each level of the hard-to-vary factor.

7. TESTING FOR LINEARITY

It is possible to test a system for linearity, even if only
two levels of input are attainable at one time. At its crudest, the same factor can be used at two levels called (1) and
a, with a further equal increment of A, now called b, and
finally at a third equally spaced level of the same factor.
Curvature will be detected by the inequality of the three
pseudoeffects.

then1 AB AC AD BC BD CD
if
P

Q
R

+1
-1

+1
-1

8. CONCLUSIONS

+1

+1
-1

+1
+1

If none of these combinations appears, there may be additivity among the four factors. To decide more definitely, a new sequence of trials, perhaps even several sequences, will be required. The magnitudes of the main
effects, together with practical considerations,will tell the
experimenter whether to repeat trials in the same range
or to extend or shrink the range for one or more factors.
The second set of trials should be analyzed by the same
method. The two sets of effects can then be integrated (a
micro-meta-analysis).
A similar plan for five two-level factors is conceivable
but in my judgment will rarely be needed. The plan, by
analogy with the three-and four-factor designs just described, can be written by starting with (1) and then changing the level of one factor in each of five new trials up to
abcde. The use of five more trials, removing one letter
at a time in the same order down to a final (l)z for 11
trials, will yield five main effects and five strings of four
two-factor interactions each.

It is sometimes necessary to study the effects of several factors, varying them one at a time. The three-factor
sequence is (l), a, ab, abc, bc, c, (1); the four-factor sequence is (l), a, ab, abc, abcd, bcd, cd,d , (1).
Each plan gives two estimates of each main effect and
hence a preliminary indication of precision (or of nonadditivity).
Each plan also gives three estimates of pairs of twofactor interactions. If only one interaction is large, it will
usually be isolable.
If results can be obtained at uniform time intervals,
such a plan gives all main effects free of bias because of
linear trend.
Each effect is estimated by two pairs of successive observations. No matrix arithmetic or least squares manipulation is required.

REFERENCE
Daniel, C. (1973), One-At-a-TimePlans; The Fisher Memorial Lecture
for 1971, Journal of the American Statistical Association, 68,353360.

The American Statistician, May 1994, Vol. 48, No. 2

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