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Sum of Squares The ANOVA can be calculated using either partial sums of squares, sequential sums of squares, or a classical

sum of squares. The default is partial, but this is definable under Edit, Preferences, Math. Partial SS is sometimes referred to as Type III sum of squares. This calculates the SS for a term after correcting for all other terms in the model. This is normally the desired form of sums of squares. A disadvantage is that for a non-orthogonal design, the term SS may not add up to the total SS. Sequential SS is sometimes referred to as Type I sum of squares. This calculates sums of squares in sequence. The SS for a term is corrected only for terms above it on the term list. The term SS will add up to the total SS, but they are order dependent. More Details: Type I Sum of Squares (aka Sequential) Hierarchical decomposition Type I SS is the SS corresponding to each effect adjusted for every other effect preceding it in the model. Example Yhat = b0 + b1x1 + b2x2 +b12x1x2 +b3x3 + b13x1x3 + b23x2x3 + b123x1x2x3 SS(b2) = SS(b2|b0, b1) SS(b13) = SS(b13|b0, b1, b2, b12, b3) Type II Sum of Squares (aka Classical) Type II SS is the reduction in the SSerror due to adding an effect after all other terms have been added to the model except effects that contain the effect being tested. Example Yhat = b0 + b1x1 + b2x2 +b12x1x2 +b3x3 + b13x1x3 + b23x2x3 + b123x1x2x3 SS(b2) = SS(b2|b0, b1, b3, b13) SS(b13) = SS(b13|b0, b1, b2, b12, b3, b23) Type III Sum of Squares (aka Partial) Type III SS is the SS corresponding to each effect adjusted for every other effect in the model. Example Yhat = b0 + b1x1 + b2x2 +b12x1x2 +b3x3 + b13x1x3 + b23x2x3 + b123x1x2x3 SS(b2) = SS(b2|b0, b1, b12, b3, b13, b23, b123) SS(b13) = SS(b13|b0, b1, b2, b12, b3, b23, b123) Post ANOVA and Prediction Equations This section provides definitions for the post-ANOVA information for the individual terms. Factor: Experimental variables selected for inclusion in the predictive model. Coefficient Estimate: Regression coefficient representing the expected change in response y per unit change in x when all remaining factors are held constant. In orthogonal designs, it equals one half the factorial effect. Coefficient Estimate for General Factorial Designs: Coefficients for multi-level categorical factors are not as simple to interpret. They do not have a physical meaning, but do have a mathematical meaning. Beta(1) is the difference of level 2 from the overall average. Beta(2) is

the difference of level 3 from the overall average. Beta(k) is the difference of level (k+1) from the overall average. The negative sum of the coefficients will be the difference of level 1 from the overall average. Dont use these coefficients for interpretation of the model use the model graphs! DF: Degrees of Freedom equal to one for testing coefficients. Standard Error: The standard deviation associated with the coefficient estimate. 95% CI High and Low: These two columns represent the range that the true coefficient should be found in 95% of the time. If this range spans 0 (one limit is positive and the other negative) then the coefficient of 0 could be true, indicating the factor has no effect. VIF: Variance Inflation Factor Measures how much the variance of the model is inflated by the lack of orthogonality in the design. If the factor is orthogonal to all other factors in the model, the VIF is one. Values greater than 10 indicate that the factors are too correlated together (they are not independent.) The predictive model is listed in both actual and coded terms. (For mixture experiments, the prediction equations are given in actual, real and pseudo values of the components.) The coded (or pseudo) equation is useful for identifying the relative significance of the factors by comparing the factor coefficients. This comparison cannot be made with the actual equation because the coefficients are scaled to accommodate the units of each factor. The equations give identical predictions. These equations, used for prediction, have no block effects. Blocking is a restriction on the randomization of the experiment, used to reduce error. It is not a factor being studied. Blocks are only used to fit the observed experiments, not to make predictions. For Linear Mixture Models Only: The coefficient table is augmented for linear mixture models to include statistics on the adjusted effects. Since the linear coefficient cannot be compared to zero, the linear effect of component i is measured by how different the ith coefficient is from the other (q-1) coefficients. The t-test is not applicable to the mixture coefficient estimates, but can be applied to the adjusted effect. When the design space is not a simplex, the formula for calculating the component effects must be adjusted for the differences in the ranges, which also provides an adjusted linear effect. For One Factor Designs Only: The next section in the ANOVA lists results for each treatment (factor level) and shows the significance of the difference between each pair of treatments. Estimated Mean: The average response at each treatment level. Standard Error: This is the standard error associated with the calculation of this mean. It comes from the standard deviation of the data divided by the square root of the number of repetitions in a sample. Treatment: This lists each pairwise combination of the factor levels. Mean Difference: This is the difference between the average response from the two treatments. DF: This is the degrees of freedom associated with the difference. Standard Error: This is the standard error associated with the difference between the two means.

t value: This is calculated by the Mean Difference divided by the Standard Error. It represents the number of standard deviations separating the two means. Prob>t: This is the probability of getting this t-value if the two means are not different. A value less than 0.05 indicates that there is a statistically significant difference between the means. A value larger than 0.10 indicates that there is no difference between the means. Prediction Equations Design Expert provides prediction equations in terms of actual units and coded units. In the case of mixture designs, the options are actual, pseudo and real units. The coded equations are determined first, and the actual equations are derived from the coded. Experimenters often wonder why the equations look so different, even to the point of having different signs on the coefficients. To get the actual equation, replace each term in the coded equation with its coding formula:

Substituting the formula into each linear term will result in a new linear coefficient and a correction to the intercept. Substituting the formula into each quadratic term will result in a new quadratic coefficient and a correction to the intercept. Substituting the formula into each interaction term will result in a new interaction coefficient, a correction to each main effect in the interaction and a correction to the intercept. These corrections from the interactions can be large and opposite in sign from the linear terms and can change the sign on the linear terms. Interpretation of R-squared Experimenters frequently ask the question "What is a good R-squared value? How low can it be before the results are not valid?" First of all, experimenters should be focusing on the adjusted R-squared and predicted R-squared values. The regular R-squared can be artificially inflated by simply continuing to add terms to the model, even if the terms are not statistically significant. The adjusted R-squared basically plateaus when insignificant terms are added to the model, and the predicted R-squared will decrease when there are too many insignificant terms. A rule of thumb is that the adjusted and predicted R-squared values should be within 0.2 of each other. There is no commonly used "cut-off" value for R-squared. Focus on thinking about the objective of the experiment. If the objective is to create a model that will accurately model a process so that I can determine very precise optimum parameter settings (often this is with response surface or mixture designs), then it is desirable to have a high adjusted and predicted R-squared (preferably .70+). In this case you need more than just to identify significant factors, you need to make sure you are modeling HOW the factors affect the responses and that you are not leaving anything out. The other objective is one where the primary concern is to simply identify factors and interactions that are affecting the response and generally learn if higher or lower factor levels are

better (generally with factorial designs). In this case, you might have the situation where the model is statistically significant and there is no lack of fit, but the R-squared's are low. You can conclude that the significant terms identified are correct and the graphs will show the best directions to follow, but you have not yet found (or controlled) all the sources of variation in the process. There are other things left unidentified which may or may not also give even better results. So, there is no doubt that the factors found are correct and their model is correct. BUT, there is more to be investigated if it is economically beneficial to the company. Do NOT use the model for prediction because it doesn't explain enough of what is going on. A good next step would be to set the known factors at their best settings and then brain-storm about other possible factors and run another DOE Don't Let R-squared Fool You Has a low R2 ever disappointed you during the analysis of your experimental results? Is this really the kiss of death? Is all lost? Lets examine R2 as it relates to design of experiments (DOE) and find out. R2 measures are calculated on the basis of the change in the response (Y) relative to the total variation of the response (Y + ) over the range of the independent factor (the following formula is representative of the concept, not the mathematical calculation):

Lets look at an example. Response Y is dependent on factor X in a linear fashion: We run a DOE using levels X1 and X2 in the figure below to estimate 1. Having the independent factor levels far apart generates a large signal to noise ratio and it is relatively easy to estimate 1. Because the signal (Y) is large relative to the noise (), R2 approaches one. What if we had run a DOE using levels X3 and X4 in the figure below to estimate 1? Having the independent factor levels closer together generates a smaller signal to noise ratio and it is more difficult to estimate 1. We can overcome this difficulty by running more replicates of the experiments. If enough replicates are run, 1 can be estimated with the same precision as in the first DOE using levels X1 and X2. But, because the signal (Y) is smaller relative to the noise (), R2 will be smaller, no matter how many replicates are run!

In design of experiments our goal is to identify the active factors and measure their effects. Experiments are designed with replication so active factors can be found even in the absence of a huge signal to noise ratio. In many real DOEs we intentionally limit a factors range to avoid problems. Success is measured with the ANOVA and the t tests on the model coefficients. A significant p-value indicates an active factor and a reasonable estimate of its effects. A significant p-value, along with a low R2, may mean a proper job of designing the experiments, rather than a problem! R2 is an interesting statistic, but not of primary importance in DOE. Dont be fooled by R2! Interpretation of Lack of Fit Lack of fit (LOF) values often give experimenters concern. This page is meant to give experimenters a better understanding of this statistic and what could cause it to be significant. Significant lack of fit means that the variation of the replicates about their mean values is less than the variation of the design points about their predicted values. Either the runs replicate well and their variance is small, the model doesn't predict well, or some combination of the two. When there is significant lack of fit, one thing to check is how the replicates were run - were they independent experiments run from scratch and not just replicated measurements on a single experiment? If they were repeated measurements, it is likely that the error has been underestimated (the LOF numerator is artificially small). In this case, the lack of fit statistic is no longer a valid test and decisions about using the model will have to be made based on other statistical criteria. If the replicates have been run correctly, then perhaps the model is not fitting all the design points well. Consider transformations (check the Box Cox diagnostic plot.) Check for outliers. It may be that a higher-order model would fit the data better. In that case, the design probably needs to be augmented to add more runs to estimate the additional terms. This may be the case when, for instance, the Fit Summary screen shows that the linear and quadratic models have significant lack of fit, but the aliased cubic model has insignificant lack of fit. If nothing can be done to improve the fit of the model, it may be necessary to use the model as is and then rely on confirmation runs to validate the experimental results. In this case, be alert to the possibility that the model may not be a very good predictor of the process under certain conditions. One Factor Means Plot If you have created a General Factorial design with only one factor, the software provides a plot of the means that graphically compares the factor level averages. Least significant difference (LSD) bars are added to the graph. The mean should fall within this range 95% of the time. Look for overlap between pairs of LSD bars. If there is none, then you can say the associated means differ at the 95 percent confidence level (this is user definable under Edit, Preferences, Math.) You can also have the design points displayed on the graph. (Toggle this option on/off using the View pull-down menu.) One Factor Effects Plot

The One Factor Effects graph shows the linear effect of changing the level of a single factor. It is constructed by predicting the responses for the low (-1) and high (+1) levels of a factor. The "I beam" range symbols on the effect plots are the result of least significant difference (LSD) calculations performed at the 95 percent confidence level (this is user definable). If the LSD bars do not overlap, you can assume that the points are significantly different. Design-Expert will caution you against making one factor plots for factors involved in interactions. One Factor plots in this case will be very misleading. For example, you may find that the LSD bars do overlap, indicating an insignificant factor effect. However, if the factor is part of a significant interaction, this seemingly unimportant factor really does affect the response, but the effect changes depending on the level of the other factor. Cube Plot Cube plots are useful for representing the effects of three factors at a time. They show the predicted values from the coded model for the combinations of the 1 and +1 levels of any three factors that you select. Non-selected factors, numerical or categorical, can be set to a specific level via the Factors Tool palette. If you select a factor that is not in your model, the predicted values will not change when you move from the 1 to the +1 side of that factors axis. Contour Plot The contour plot is a two-dimensional representation of the response for selected factors. You can change the factors or components that are assigned to the axes by clicking on the Factor Tool palette, right clicking on the factor that you want to change, and then selecting the appropriate option. The contour lines can be dragged with the mouse. They can also be edited by right clicking on the graph and selecting Graph Properties, Contours. Flags can be planted anywhere on the graph by right clicking on the graph. Right clicking on a flag will bring up the option to either Toggle Size or Delete Flag. Toggling the size of the flag will give you the following information: Prediction The predicted value of the response. Observed The actual value of the response (if present). Low Lower 95% confidence bound of the predicted value. High Upper 95% confidence bound of the predicted value. SE Mean Standard error of the mean. SE Pred Standard error of prediction (for an individual run). X X variable levels Actual points, and the number of replicates, will be displayed if they fall within the coordinates plotted. For a transformed response, you can construct contour plots in either the "transformed" scale or the "original" scale of the response through the Display Options menu. To magnify portion of the contour plot, left click and drag a box around areas you wish to see in more detail. 3D Surface The model can be displayed in three dimensions from the View Menu. Although not as useful as the Contour plot for establishing responses values and coordinates, this view may provide a

clearer view of the surface. The three-dimensional surface can be rotated and tilted using the rotation tool. When you have a transformed response, you can view the 3D plots in either the "transformed" or "original" scale of the response through the Display Options menu. Least Significant Difference (LSD) Bars The One Factor Graphs and Interaction graphs have least significant difference (LSD) bars at the end points of each line on the graph. These bars represent the 95% confidence interval for that particular average value. This bar will not encompass 95% of the data points because it is an interval for an average, not for individuals. If these confidence intervals are not overlapping, then the means are significantly different. The confidence interval can be changed to 90%, 95% or 99% via Edit, Preferences, Math Significance Threshold. One Factor Graphs: The least significance difference method for one factor designs makes use of a re-arrangement of Students t-test for comparing two means. The general formula is:

where j is the treatment number and k is the number of treatments. The t-value is based on a default risk level of 0.05 for a two-tailed test with the degrees of freedom for error associated with the Std Dev on the ANOVA table. The comparison depends on sample size n for a given treatment j versus the harmonic mean of the sample sizes for all other treatment means. Therefore you will see differences in the sizes of the bars for unbalanced designs. The bars narrow as sample size increases