Fractional Factorial Designs:

A Tutorial
Vijay Nair
Departments of Statistics and
Industrial & Operations Engineering
vnn@umich.edu

Design of Experiments (DOE)

in Manufacturing Industries
Statistical methodology for systematically
investigating a system's input-output relationship to
achieve one of several goals:
Identify important design variables (screening)
Optimize product or process design
Achieve robust performance

Key technology in product and process development

Used extensively in manufacturing industries
Part of basic training programs such as Six-sigma

Design and Analysis of Experiments

A Historical Overview
Factorial and fractional factorial designs (1920+)
Agriculture
Sequential designs (1940+)

Defense

Response surface designs for process optimization

(1950+) Chemical
Robust parameter design for variation reduction (1970+)
Manufacturing and Quality Improvement
Virtual (computer) experiments using computational
models (1990+)
Automotive, Semiconductor, Aircraft,

Overview
Factorial Experiments
Fractional Factorial Designs

What?
Why?
How?
Aliasing, Resolution, etc.
Properties
Software

Application to behavioral intervention research

FFDs for screening experiments
Multiphase optimization strategy (MOST)

(Full) Factorial Designs

All possible combinations
General: I x J x K
Two-level designs: 2 x 2, 2 x 2 x 2,

(Full) Factorial Designs

All possible combinations of the factor
settings
Two-level designs: 2 x 2 x 2
General: I x J x K combinations

Will focus on
two-level designs
OK in screening phase
i.e., identifying
important factors

(Full) Factorial Designs

All possible combinations of the factor
settings
Two-level designs: 2 x 2 x 2
General: I x J x K combinations

Full Factorial Design

9.5

5.5

Algebra
-1 x -1 = +1

Design Matrix

Full Factorial Design

7
9
9
9
8
3
8
3

9+9+3+3

7+9+8+8

6 8 = -2

Fractional Factorial Designs

Why?
What?
How?
Properties

Why Fractional Factorials?

Treatment combinations

Full Factorials
No. of combinations

This is only for

two-levels

In engineering, this is the sample size -- no. of prototypes to be built.

In prevention research, this is the no. of treatment combos (vs number of subjects)

How?

Box et al. (1978) There tends to be a redundancy in [full factorial designs]

redundancy in terms of an excess number of
interactions that can be estimated
Fractional factorial designs exploit this redundancy philosophy

How to select a subset of 4 runs

from a
-run design?
Many possible fractional designs

Heres one choice

Heres another

Need a principled approach!

Regular Fractional Factorial Designs

Wow!

Balanced design
All factors occur and low and high levels
same number of times; Same for interactions.
Columns are orthogonal. Projections
Need a principled approach for
selecting
FFDs properties
Good statistical

What is the principled approach?

Notion of exploiting redundancy in interactions

Set X3 column equal to
the X1X2 interaction column
Need a principled approach for selecting FFDs

Notion of resolution coming soon to theaters near you

Regular Fractional Factorial Designs

Half fraction of a
design =
design
3 factors studied -- 1-half fraction
8/2 = 4 runs
Resolution
Need a principled approach for selecting
FFDsIII (later)

Confounding or Aliasing
NO FREE LUNCH!!!

X3=X1X2 ??
aliased

X3 = X1X2 X1X3 = X2 and X2X3 = X1

(main effects aliased with two-factor interactions) Resolution III design

Want to study 5 factors (1,2,3,4,5) using a 2^4 = 16-run design

i.e., construct half-fraction of a 2^5 design
= 2^{5-1} design

For half-fractions, always best to alias the new (additional) factor

with the highest-order interaction term

What about bigger fractions?

Studying 6 factors with 16 runs?
fraction of

X5 = X2*X3*X4; X6 = X1*X2*X3*X4;

X5*X6 = X1

(can we do better?)

X5 = X1*X2*X3; X6 = X2*X3*X4 X5*X6 = X1*X4 (yes, better)

Design Generators
and Resolution
X5 = X1*X2*X3; X6 = X2*X3*X4 X5*X6 = X1*X4
5 = 123; 6 = 234; 56 = 14
Generators: I = 1235 = 2346 = 1456
Resolution:

So

Length of the shortest word

in the generator set resolution IV here

Resolution
Resolution III: (1+2)
Main effect aliased with 2-order interactions
Resolution IV: (1+3 or 2+2)
Main effect aliased with 3-order interactions and
2-factor interactions aliased with other 2-factor
Resolution V: (1+4 or 2+3)
Main effect aliased with 4-order interactions and
2-factor interactions aliased with 3-factor interactions

 fraction of

X5 = X2*X3*X4; X6 = X1*X2*X3*X4;

X5*X6 = X1

or I = 2345 = 12346 = 156 Resolution III design

X5 = X1*X2*X3; X6 = X2*X3*X4 X5*X6 = X1*X4

or I = 1235 = 2346 = 1456

Resolution IV design

Aliasing Relationships
I = 1235 = 2346 = 1456
Main-effects:
1=235=456=2346; 2=135=346=1456; 3=125=246=1456; 4=
15-possible 2-factor interactions:
12=35
13=25
14=56
15=23=46
16=45
24=36
26=34

Properties of FFDs

Balanced designs
Factors occur equal number of times at low and high levels; interactions
sample size for main effect = of total.
sample size for 2-factor interactions = of total.
Columns are orthogonal

How to choose appropriate design?

Software for a given set of generators, will give design,
resolution, and aliasing relationships
SAS, JMP, Minitab,

Resolution III designs easy to construct but main effects

are aliased with 2-factor interactions
Resolution V designs also easy but not as economical
(for example, 6 factors need 32 runs)
Resolution IV designs most useful but some two-factor
interactions are aliased with others.

Selecting Resolution IV designs

Consider an example with 6 factors in 16 runs (or 1/4 fraction)
Suppose 12, 13, and 14 are important and factors 5 and 6 have no
interactions with any others
Set 12=35, 13=25, 14= 56 (for example)
I = 1235 = 2346 = 1456 Resolution IV design
All possible 2-factor interactions:
12=35
13=25
14=56
15=23=46
16=45
24=36
26=34

Project 1: 2^(7-2) design

PATTERN

32 trx
combos

Factors

OE-DEPTH

DOSE

TESTIMO
NIALS

FRAMING

EE-DEPTH

SOURCE

SOURCEDEPTH

+----+-

LO

HI

Gain

HI

Team

HI

--+-++-

HI

LO

Gain

LO

Team

HI

++----+

LO

HI

Gain

HI

HMO

LO

+---+++

LO

HI

Gain

LO

Team

LO

++-++-+

LO

HI

Loss

LO

HMO

LO

--+--++

HI

LO

Gain

HI

Team

LO

+--+++-

LO

HI

Loss

LO

Team

HI

-++----

HI

LO

Gain

HI

HMO

HI

-++-+-+

HI

LO

Gain

LO

HMO

LO

-++++--

HI

LO

Loss

LO

HMO

HI

----+--

HI

HI

Gain

LO

HMO

HI

-+-+++-

HI

HI

Loss

LO

Team

HI

Source

Source-Depth

OE-Depth

Dose

Testimonials

Framing

EE-Depth

Effects

Aliases

OE-Depth*Dose

= Testimonials*Source

OEDepth*Testimonials

= Dose*Source

OE-Depth*Source

= Dose*Testimonials

Role of FFDs in Prevention Research

Traditional approach: randomized clinical trials of control
vs proposed program
Need to go beyond answering if a program is effective
inform theory and design of prevention programs
opening the black box
A multiphase optimization strategy (MOST) center
projects (see also Collins, Murphy, Nair, and Strecher)
Phases:
Screening (FFDs) relies critically on subject-matter knowledge
Refinement
Confirmation