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J.R. Statist.
Soc. B (1999)
61,Part1,pp.85-93
Ching-ShuiCheng,
of California,
University Berkeley,
USA
David M. Steinberg
of Tel Aviv,Israel
University
1. Introduction
Minimumaberration, introduced byFriesand Hunter(1980),is a popularcriterion forchoosing
good fractionalfactorialdesigns.The construction ofregularfractionalfactorialdesignswith
minimumaberrationhas been considered,forexample,by Franklin(1984), Chen and Wu
(1991), Chen (1992), Chen and Hedayat (1996), Rowleyand Laycock (1997), Tang and Wu
(1996) and Suen et al. (1997). The purpose of thispaper is to exploremodel robustnessof
minimumaberrationdesigns.Althoughminimumaberrationis definedin termsof theword
lengthpattern,a keyresultdemonstrates how it is relatedto thealias patternof interactions.
This providesa new way of looking at the criterionof minimumaberrationand helps in
understanding its statisticalmeaning.
We shallrestrict our attentionto regular2"-P fractionalfactorialdesigns.Recall thatsucha
design,whichhas n two-levelfactorsand 2"-P runs,is determined byp independentdefining
effects(also called definingwords). All the possibleproductsof thep independentdefining
words constituteits definingrelation.Box and Hunter (1961) introducedthe criterionof
2. An alternativeview of minimumaberration
In a 2"-P-design d of resolutionIII or higher,2P - 1 of the 2" - 1 factorialeffects
appear in
thedefining relation.The remaining2" - 2P effects are partitionedintog-- 2"-P- 1 alias sets
each of size 2P, wheren of theg alias setscontainmain effects. Letf = g - n and thef alias
sets not containingmain effectsbe M,, . . ., Mf. Also, let the n alias sets containingmain
effectsbe Mf+l, . . ., Mg. For 1 < i < g, letmi(d) be thenumberof two-factor interactions in
Mi. Then the non-zero elements among m,(d), . . ., mf(d) or mf+l(d), . . ., mg(d) are the sizes
of the alias sets of two-factor not aliased or aliased with
whichare respectively
interactions
main effects.
Aberration
Minimum and ModelRobustness 87
Consider,for example, the 26-2-design I = ABE = ACDF = BCDEF. Three two-factor
interactionsare aliased withmain effects:AB, AE and BE. Among the remaining12 two-
factorinteractions, AC is an alias of DF, AD is an alias of CF and AF is an alias of CD.
Thereforethe 12 two-factor interactions thatare not aliased withmaineffectsare partitioned
into ninealias sets,threeof whichare of size 2, and each of the remainingsix containsone
singletwo-factor interaction.In thiscase, g = 15 andf= 9, and ml(d) = m2(d)= m3(d)= 2,
m4(d) = m5(d) = ... = m12(d) = 1 and m13(d) = m14(d) = m15(d) = 0.
For each designd of resolutionIII or higher,thereare 3 A3(d) two-factor
interactionsthat
are aliased withmain effects.This is because fromeach word of length3 in the defining
relation,say ABC, we can identify threetwo-factor interactions,AB, AC and BC, whichare
aliased withmain effects.Therefore
g
Z mi(d) =
i=f+I
3 A3(d),
4. Minimizing interactions
the expected numberof suspect two-factor
The analysisof a 2"-P-design typicallyinvolvesthecomputationand graphicaldisplayof the
fullset of 2"-P- 1 orthogonalcontrasts.Large contrastsindicatean activeeffect.Of course
each contrastis aliased with2P different effects,so some caution is necessaryin deciding
whicheffect in thealias stringis reallyactive.A commonapproachis to assumethattheeffect
oflowestorderassociatedwiththestringis theactiveeffect. This policyreflects an underlying
beliefthatmain effects are morelikelyto be presentthantwo-factor interactionsare, which
in turnare more likelythan three-factor interactions,etc. In thissection,we considerthe
implicationsof this analysis strategyfor choosing the experimentalplan. We show that
minimumaberrationdesignsare efficient plans whenthenumberof activetwo-factorinter-
actionsis not too large.
We focushere,as in theprevioussection,on theestimationof maineffects and two-factor
interactions.An active two-factorinteractionthat is clear (i.e. not aliased with any main
effector any othertwo-factorinteraction)will typicallybe identified as active in the initial
analysis.Otheractivetwo-factorinteractions, though,cannot be identified. An interaction
thatis aliased witha maineffect maybe missedaltogether;iftheassociatedcontrastis large,
it willprobablybe attributedto themain effect. An activetwo-factor interactionthatis free
of main effects but is aliased withothertwo-factorinteractions will lead to severalpossible
interpretations, sinceany of theeffects in thealias string(and perhapsseveralof them)might
thenbe responsibleforthe large contrast.We use the term'suspect' to describeany two-
factorinteractionthatis aliased witha large contrastor witha main effect.In comparing
designs,we penalize designsthat alias two-factorinteractionswithmain effectsby auto-
maticallyaddingall such two-factorinteractionsto the suspectlist.
The numberof suspecttwo-factorinteractionsfromthe initialanalysisdepends on both
thedesignand theactual patternof the activeeffects. Typicallythecontrastassociated with
any alias set thatcontainsan activeinteractionwillbe large.(We ignoreherethe possibility
thatan alias setmaycontaintwo or moreeffects thatcancel each other.)Suppose thatthere
are k activetwo-factor interactions.Letp(m,k) be theprobabilitythatthecontrastassociated
withan alias set withm two-factor interactions(and no main effects)is large. Then
p(m,k)= 1- (u-m)/(u)
Theorem3. For each designd, let a(j, d) denotethenumberof alias setsthathavej two-
and no main effects.
factorinteractions If
h h
, j a(j, di) _> , j a(j, d2)
j=1 j=1I
for all h = 1, .. ., w, where w is the size of the largest alias set under either design, and strict
inequalityholdsforat least one h, thend1dominatesd2 withrespectto theexpectednumber
of suspecttwo-factorinteractions.
Z ja(j,
j=1
di) = n(n - 1)/2 - 3 A3(di).
6. Concludingremarks
The criterionof minimumaberrationwas proposedforthe
in whichpriorknowledge
'situation is diffuse thepossiblegreater
concerning ofcertain
importance
effects'
(Fries and Hunter(1980), p. 601). We have shown that minimumaberrationdesignsare
highlyefficientwithrespectto twocriteriaformodelrobustnessoftwo-levelfactorialdesigns,
providedthatthenumberof activetwo-factor interactions
is not too large.The two criteria
thatwe have studiedare estimationcapacityand theexpectednumberof suspecttwo-factor
interactions.
Chen et al. (1993) suggestedthat a fractionalfactorialdesignthat has many clear two-
factorinteractionsmightbe preferableto the minimumaberrationdesign.We have noted
that low aberrationtypicallyruns counterto large numbersof clear interactions.To take
advantageof clear two-fact'or whichare a specificset, it is necessaryto have
interactions,
some priorintuitionabout whichtwo-factor interactions
mightbe important.The algorithm
describedbyFranklinand Bailey(1977) can also be used to selecta designin thatsetting.Our
resultsshow thatthispropertytypicallyconfoundstheothertwo-factor in large
interactions
alias sets,withnegativeconsequencesformodel robustness.
The mainreasonthatminimumaberrationdesignsenjoysuchmodelrobustnessproperties
is thattheyhave themosttwo-factorinteractions thatare not aliased withmain effectsand
tendto be veryuniform.We have also
thesizes of alias setsof such two-factorinteractions
explained how this is tied to the word lengthpatternon which minimumaberrationis
defined.Thus, Fries and Hunter(1980) had the rightintuitionto capturemodel robustness
via thesimplecombinatorialdefinition of minimumaberration.
Minimum
Aberration
and ModelRobustness 93
Acknowledgements
This researchwas partiallysupportedby the National Science Foundation grantDMS-
9404477, National SecurityAgency grant MDA904-95-1-1064and the National Science
Councilof theRepublicof China. We are gratefulto therefereesfortheirhelpfulcomments.
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