General 2 k Factorial Designs Used to explain

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General 2 k Factorial Designs • Used to explain the effects of k factors,

General 2 k 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 © 1998, Geoff Kuenning

2 k Factorial Designs With Replications • 2 k factorial designs do not allow

2 k Factorial Designs With Replications • 2 k 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? © 1998, Geoff Kuenning

2 kr Factorial Designs • Replicate each experiment r times • Allows quantification of

2 kr Factorial Designs • Replicate each experiment r times • Allows quantification of experimental error • Again, easiest to first look at the case of only 2 factors © 1998, Geoff Kuenning

22 r Factorial Designs • 2 factors, 2 levels each, with r replications at

22 r Factorial Designs • 2 factors, 2 levels each, with r replications at each of the four combinations • y = q 0 + q. Ax. A + q. Bx. B + q. ABx. Ax. B + e • Now we need to compute effects, estimate the errors, and allocate variation • We can also produce confidence intervals for effects and predicted responses © 1998, Geoff Kuenning

Computing Effects for 22 r Factorial Experiments • We can use the sign table,

Computing Effects for 22 r 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 © 1998, Geoff Kuenning

Example of 22 r Factorial Design With Replications • Same Time Warp system as

Example of 22 r 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 © 1998, Geoff Kuenning

22 r Factorial Example Analysis Matrix I 1 1 A -1 1 B -1

22 r Factorial Example Analysis Matrix I 1 1 A -1 1 B -1 -1 1 1 AB 1 -1 -1 1 y (820, 822, 813, 809) (217, 228, 215, 221) (776, 798, 750, 755) (197, 180, 220, 185) 2001. 5 -1170 -71 21. 5 500. 4 -292. 5 -17. 75 5. 4 q 0= 500. 4 q. A= -292. 5 q. B= -17. 75 q. AB= 5. 4 © 1998, Geoff Kuenning Mean 816 220. 25 769. 75 195. 5 Total/4

Estimation of Errors for 22 r Factorial Example • Figure differences between predicted and

Estimation of Errors for 22 r Factorial Example • Figure differences between predicted and observed values for each replication N yi • Now calculate SSE © 1998, Geoff Kuenning

Allocating Variation • We can determine the percentage of variation due to each factor’s

Allocating Variation • We can determine the percentage of variation due to each factor’s impact – Just like 2 k designs without replication • But we can also isolate the variation due to experimental errors • Methods are similar to other regression techniques for allocating variation © 1998, Geoff Kuenning

Variation Allocation in Example • We’ve already figured SSE • We also need SST,

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 © 1998, Geoff Kuenning

Sums of Squares for Example • • SST = SSY - SS 0 =

Sums of Squares for Example • • SST = SSY - SS 0 = 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 © 1998, Geoff Kuenning

Confidence Intervals For Effects • Computed effects are random variables • Thus, we would

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 © 1998, Geoff Kuenning

Calculating Variances of Effects • Variance of all effects is the same - •

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 © 1998, Geoff Kuenning

Calculating Confidence Intervals for Example • At 90% level, using the t-value for 12

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) • q 0 - (493. 8, 506. 9) • q. A - (-299. 1, -285. 9) • q. B - (-24. 3, -11. 2) • q. AB - (-1. 2, 11. 9) © 1998, Geoff Kuenning

Predicted Responses • We already have predicted all the means we can predict from

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 © 1998, Geoff Kuenning

Formula for Predicted Means • For m future experiments, the predicted mean is N

Formula for Predicted Means • For m future experiments, the predicted mean is N y ! Where N ym © 1998, Geoff Kuenning N ym

Example of Predicted Means • What would we predict as a confidence interval of

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? N y 7 • 90% confidence interval is (811. 6, 820. 4) – We’re 90% confident that the mean would be in this range © 1998, Geoff Kuenning

Visual Tests for Verifying Assumptions • What assumptions have we been making? – –

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 © 1998, Geoff Kuenning

Testing for Independent Errors • Compute residuals and make a scatter plot • Trends

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 © 1998, Geoff Kuenning

Example Plot of Residuals vs. Predicted Response © 1998, Geoff Kuenning

Example Plot of Residuals vs. Predicted Response © 1998, Geoff Kuenning

Example Plot of Residuals Vs. Experiment Number © 1998, Geoff Kuenning

Example Plot of Residuals Vs. Experiment Number © 1998, Geoff Kuenning

Testing for Normally Distributed Errors • As usual, do a quantile-quantile chart – Against

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 © 1998, Geoff Kuenning

Quantile-Quantile Plot for Example © 1998, Geoff Kuenning

Quantile-Quantile Plot for Example © 1998, Geoff Kuenning

Assumption of Constant Variance • Checking homoscedasticity • Go back to the scatter plot

Assumption of Constant Variance • Checking homoscedasticity • Go back to the scatter plot and check for an even spread © 1998, Geoff Kuenning

The Scatter Plot, Again © 1998, Geoff Kuenning

The Scatter Plot, Again © 1998, Geoff Kuenning

Example Shows Residuals Are Function of Predictors • What to do about it? •

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 © 1998, Geoff Kuenning