Two Approaches for Improving the Dual

Response Method in Robust

Parameter Design
GUILLERMO MIR

OO-QUESADA
Eli Lilly Bioprocess Research and Development, Lilly Technical Center-North, Indianapolis, IN 46221
ENRIQUE DEL CASTILLO
Penn State University, University Park, PA 16802
The prediction properties of models used in the dual response approach to robust parameter design are
studied, and two procedures that improve the performance of the approach are proposed. The first procedure
suggests scaling of the noise variables to reduce the expected mean squared error of the variance model, based
on the concept that the range of the noise variables used in the experimental design should contain most of
their distribution. Naturally, the scaling improves the fit of the part of the model associated with the noise
factors. However, it is shown that such scaling does not alter the variance contribution of the noise factors,
which is fundamental for robust parameter design. The second procedure combines the variance due to the
noise factors with the variance due to the prediction error of the fitted model (i.e., it looks at the variance of
the predictions), thus considering all sources of variability present in the problem. An unbiased estimator of
this combined variance is developed. Two examples are given for each procedure. The second proposed
approach is compared with the dual response approach recommended in the literature by means of the
prediction intervals of the responses, as recently discussed by Myers et al. (1997). It is found in the examples
that the new procedure gives narrower intervals (50% and 12% percent smaller) where the degree of
improvement depends, as expected, on the goodness of fit of the response surface model. The resulting
solutions thus obtained are robust to both noise factor and parameter estimation uncertainty. Negative
variance values, possible in the usual dual response approach in the literature, are avoided in the new
formulation.
KEY WORDS: Noise Factors; Process Optimization; Response Surface Methodology.
Introduction
OBUST parameter design (RPD) has been success-
fully used to improve the quality of products
since the mid eighties, particularly after the work by
G. Taguchi in U.S. companies (Taguchi (1986,
1987)). The technique consists of determining the
levels of some set of controllable factors that reduces
the sensitivity of the process or product to variations
in another set of uncontrollable or noise factors, thus
increasing its robustness. It is assumed that the noise
factors can be controlled inside a laboratory environ-
ment but not during manufacturing. Good practice of
this approach suggests the use of an unbiased
estimator of the process variance as the objective
function, which is to be minimized with respect to the
controllable factors (e.g., see Myers and Montgomery
(2002, pp. 575576)).
Dr. Miroo Quesada is a Senior Statistician at Eli Lilly & Co. His
email address is miroquesadada guillermo@Lilly.com.
Dr. Del Castillo is an Associate Professor in the Department of
Industrial & Manufacturing Engineering. His email address is
exd13@psu.edu.
Journal of Quality Technology Vol. 36, No. 2, April 2004
154
Box and Jones (1990) and Myers (1991) proposed
the use of response surface models to explicitly model
the variance and mean of a process or product as a
function of noise and controllable factors. One of the
responses is then optimized subject to constraints on
the second response. Constraints are also placed on
the controllable factors in order to avoid extrapola-
tion of the models. This approach is known in the
Response Surface Methodology (RSM) literature as
the Dual Response approach (Khatree (1996), Lucas
(1994), Myers, Khuri, and Vining (1992), Myers et al.
(1997), Neff and Myers (1999), and Vining and Myers
(1990)). For example, consider a manufacturer of
wafer stepper machines used in semiconductor
manufacturing to align layers of circuits on wafers.
A key quality characteristic of the process is the
amount of light reflected from an alignment mark.
The manufacturer of the machine wants to find out
what settings of the alignment process, which are
internal to the stepper machine, minimize the impact
of variations in process factors that its customer can
change while using the machine (such an application
is described by Cantell et al. (1992)). A dual response
RPD formulation might involve minimizing the
variance of the reflected light subject to constraints
in the expected reflectance and on the range of
settings of the alignment process.
Borkowski and Lucas (1997) and Borror and
Montgomery (2000), among others, proposed experi-
mental designs developed specifically for use with the
Dual Response approach. Borror et al. (2002)
developed a methodology to evaluate the perfor-
mance of an experimental design for use in an RPD
study by using Variance Dispersion Graphs (Giovan-
nitti-Jensen and Myers (1989), Myers, Vining,
Giovannitti-Jensen, and Myers (1992), and Vining
(1993)).
Our objective in this paper is to develop a
methodology that takes into account the uncertainty
due not only to the noise factors but also due to
model parameter estimation. Two approaches are
proposed. The first attempts to reduce the uncer-
tainty in the parameter estimates by properly scaling
the noise factors at the design stage. As is shown, this
scaling does not reduce the contribution to variance
of the noise factors (vital in RPD), and it also avoids
the problem of obtaining negative variance values.
The second approach uses an altogether different
objective function for RPD, the estimated prediction
variance. This objective function is used in order to
avoid solutions for which the estimated models have
poor predictive properties in favor of solutions for
which the expected behavior can be predicted with
less uncertainty. The solutions obtained using such
an alternative objective function are not only robust
with respect to the uncertainty in the noise variables,
but they are also robust with respect to the inherent
uncertainty always present when estimating the
parameters of a response surface model.
The remainder of this paper is organized as follows:
the next section contains an analysis of the prediction
properties of the dual response approach proposed in
the RSM literature. In the third section, we develop
the first approach, a scheme for appropriately scaling
the noise variables in order to reduce the expected
mean squared error of the variance model. This is
illustrated by examples presented in the fourth
section. We then present the second approach, where
the estimated prediction variance is used as the
objective. Two examples are given for each of the
proposed approaches. Finally, the last section sum-
marizes the work and we provide conclusions.
Estimation of The Process Variance
in the Dual Response
Approach to RPD
We suppose there are / controllable factors x
/
=
r
1
. r
2
. . r
/
[ [ a nd i no i s e v a r i a bl e s z
/
=
:
1
. :
2
. . :
i
[ [. Then, a model of the following form
is usually recommended in the Dual Response
approach:
Y
i
(x
i
. z
i
) = u
0
x
/
i
b x
/
i
Bx
i
z
/
i
g x
/
i
Dz
i
c
i
.
i = 1. . i. (1)
where
- Y
i
(x
i
. z
i
) is the value observed for the response in
the i experiment given a fixed value of the noise
variables, z
i
, and the corresponding values of the
controllable factors x
i
;
- c
i
is a set of normal i.i.d. random variables with
zero mean and variance o
2
c
;
- and u
0
, b, B, g, and D are the model parameters.
One of the main advantages of the model in
Equation (1) is the ease with which the mean and
variance for a new observation are obtained with
respect to the noise variables. These yield functions of
the controllable factors x only:
1
z
(Y (x. z)) = u
0
x
/
b x
/
Bx (2)
Vol. 36, No. 2, April 2004 www.asq.org
TWO APPROACHES FOR IMPROVING THE DUAL RESPONSE METHOD IN ROBUST PARAMETER DESIGN 155
Var
z
(Y (x. z)) = (g D
/
x)
/
S
:
(g D
/
x) o
2
c
. (3)
When taking the mean and variance over the noise
factors, it is assumed that they have a mean equal to
zero and a covariance matrix represented by S
:
. The
assumption of zero mean can be met easily by using
an appropriate coding convention, as is shown in the
third section. We assume that S
:
is known, following
common practice in the RPD literature (Neff and
Myers (1990), Myers and Montgomery (2002), and
Myers, Kim, and Griffiths (1997)). Although in
principle historical data can be used to estimate S
:
,
the possibility of errors in this estimate indicates the
need for further research on this aspect of the
problem, which is outside the scope of the present
paper.
In practice, all the parameters in Equation (1) are
estimated from data. Since the estimation is per-
formed under this model, which is linear in all its
parameters, and the c
i
are i.i.d., all the usual
assumptions of linear regression are met (Neter et
al. (1996, p. 221)). Therefore, ordinary least squares
(OLS) estimators of these parameters are the best
unbiased estimators (see Arnold (1990, p. 68)). It
should be pointed out that the constant variance
assumption for the c
i
implies that any non-constancy
of variance of the process stems from an inability to
control the noise variables. Whenever this assump-
tion is not valid, estimators can be found using
generalized least squares.
To estimate u
0
, b, B, g, and D, the model in
Equation (1) can be re-parameterized in the following
way (Borror et al. (2002)):
y = X
+
b
+
e. (4)
where y is a vector containing all the observations
Y
i
(x
i
. z
i
), X
+
is a matrix containing [(/ 1)(/ 2),
2[ /i i columns representing the linear effects,
second order interactions and quadratic effects for
the controllable factors, the i linear effects for the
noise variables, and /i interactions between the noise
and the controllable factors. It is helpful to collect all
the terms associated with controllable factors and the
intercept in one vector in the following way:
x
(i)
= 1 r
1
r
2
. . . r
/
r
1
r
2
r
1
r
3
. . . [
r
/
r
/1
r
2
1
r
2
2
. . . r
2
/

.
The vector b
+
contains all the parameters present in
Equation (1), u
0
, b, B, , and D.
The least squares estimator of b
+
is given by

bb
+
= X
+
/
X
+
_ _
1
X
+
/
y.
We denote by

YY (x. z) a prediction based on the fitted
model in Equation (1) when both x and z are fixed
and specified.
The symmetric matrix X
+
/
X
+
_ _
1
, depicted in
Figure 1, is the scaled covariance matrix of

bb
+
and
is made up of several submatrices relevant to our
discussion. We also need to further partition C
(zx)
into submatrices corresponding to each controllable
factor r
i
, i = 1. . /. This partition is presented in
Figure 2.
To estimate 1
z
(Y (x. z)) and Var
z
(Y (x. z)), it is
usually recommended to simply substitute for the
parameters in Equations (2) and (3) their respective
OLS estimators,

uu
0
,

bb,

BB, gg, and

DD, to obtain

11
z
(Y (x. z)) =

uu
0
x
/

bb x
/

BBx (5)
and

Var Var
(/)
z
(Y (x. z)) = (gg

DD
/
x)
/
S
:
(gg

DD
/
x) oo
2
c
. (6)
The estimator in Equation (5) is an unbiased
estimator of 1
z
(Y (x. z)). However, the estimator in
Equation (6) is not an unbiased estimator of
Var
z
(Y (x. z)), because it is a quadratic function of
gg and

DD, and, hence, the (/) superscript. To show
this, we can take the expectation of the quadratic
form in Equation (6) over the parameter estimates gg
and

DD to obtain (see, for example, Arnold (1981,
p. 205))
FIGURE 1. The Structure of the Covariance Matrix of

bb
+
.
Journal of Quality Technology Vol. 36, No. 2, April 2004
156 GUILLERMO MIR

OO-QUESADA AND ENRIQUE DEL CASTILLO

1
gg.

DD

Var Var
(/)
z
(Y (x. z))
_ _
= 1
gg.

DD
(gg

DD
/
x)
/
S
:
(gg

DD
/
x) oo
2
c
_ _
= (g D
/
x)
/
S
:
(g D
/
x) (7)
tiocc S
:
Var
gg.

DD
gg

DD
/
x
_ _
_ _
o
2
c
= (g D
/
x)
/
S
:
(g D
/
x) tiocc S
:
P ( ) o
2
c
.
where P is obtained by partitioning

DD column-wise
and assuming an orthogonal experimental design. See
Myers and Montgomery (2002, p. 576) for details.
An unbiased estimator for Var
z
(Y (x. z)) can be
found by correcting for the term with the trace in
Equation (7) in the following way:

Var Var
z
(Y (x. z)) = (gg

DD
/
x)
/
S
:
(gg

DD
/
x)
oo
2
c
1 tiocc(S
:
P) ( ) . (8)
This expression is the one recommended by Myers
and Montgomery (2002, p. 576) as an unbiased
estimator for Var
z
(Y (x. z)). An equivalent, but more
revealing, expression for P can be found by partition-
ing

DD row-wise instead of column-wise:
P = Var
gg.

DD
gg

dd
/
1

dd
/
2


dd
/
/
_ _
x
_ _
,o
2
c
= Var gg

/
i=1
r
i

dd
/
i
_ _
,o
2
c
.
where each

dd
/
i
is i 1.
Assuming, as before, that an orthogonal design is
used and noting that the scaled covariance matrices
of gg and

dd
i
are given, respectively, by C
z
and C
(zx)
ii
(see Figure 1 for C
z
and Figure 2 for the C
(zx)
ii
), we
obtain
P = C
z

/
i=1
r
2
i
C
(zx)
ii
.
where a scaled covariance matrix means a covariance
matrix that is divided by o
2
c
.
Most of the response surface experimental designs,
especially the mixed resolution type that has been
recommended for use in the dual response approach
to RPD, render all the estimates for the noise-
control interactions with the same standard error
(Borror and Montgomery (2000), Borkowski and
Lucas (1997), Myers and Montgomery (2002), and
Shoemaker et al. (1991)). We assume that this is the
case, so all the

dd
i
have the same covariance matrix.
Therefore, we let C
d
= C
(zx)
ii
, i = 1. . . . . /, repre-
sent this common covariance matrix. Then, we have
P = C
z
(x
/
x)C
d
.
With this, an alternative expression of the unbiased
estimator of the variance can be found by

Var Var
z
(Y (x. z)) = (gg

DD
/
x)
/
S
:
(gg

DD
/
x)
oo
2
c
1 tiocc S
:
C
z
( ) x
/
x ( )tiocc(S
:
C
d
)
..
Bias correction term
_
_
_
_
_
_
_
_
_
_
_
_.
(9)
The unbiased estimator in Equation (9) explicitly
states how the bias correction term increases with
the squared distance from the origin in coded units
(x
/
x). Thus, for settings of the controllable factors far
away from the origin, the variance estimate in
Equation (9) can be negative. As discussed in the
third section, this is not the only possible cause of a
negative variance estimate. Some recommendations
on how to avoid this situation are offered in the next
section. Equation (9) can be used as an objective
function for RPD purposes. In the fourth section, this
function is compared to a new proposed objective
function that avoids the problem of negative variance
estimates altogether.
Prediction Properties of the
Variance Model and Scaling of the
Noise Factors
In this section, we show how the prediction
properties of the estimated model for the variance
(Equation 10) can be improved by looking at the
scaling factor used in the coding convention followed
for the noise variables in the experimental design. We
also show how this scaling has no effect on the
variance transmitted by the noise. Taking the
FIGURE 2. The Structure of C
(zx)
.
Vol. 36, No. 2, April 2004 www.asq.org
TWO APPROACHES FOR IMPROVING THE DUAL RESPONSE METHOD IN ROBUST PARAMETER DESIGN 157
variance operator on Equation (1) implies performing
the following operation:
Var
z
(Y (x. z)) = 1
z
(Y (x. z) 1
z
(Y (x. z)))
2
_ _
.
(10)
In practice, neither Y (x. z) nor 1
z
(Y (x. z))) is
known, and they have to be approximated by

YY (x. z) and

11
z
(Y (x. z)), respectively. With these
approximations, we obtain
Var
z

YY (x. z)
_ _
= 1
z
(

YY (x. z)

11
z
(Y (x. z)))
2
_ _
= 1
z
z
/
gg x
/

DDz
_ _
2
_ _
. (11)
This follows, since from Equations (1) and (2)

YY (x. z)

11
z
(Y (x. z)) = z
/
gg x
/

DDz. (12)
However, since the expectation in Equation (11) is
only taken over the noise variables, Var
z

YY (x. z)
_ _
does not take into account the variability of the
parameter estimates in gg
/
z x
/

DDz; it only accounts

for the variability in the noise factors themselves. In
Appendix A it is shown that
1
z
(MSE(z
/
gg x
/

DDz),o
2
c
) (13)
= tiocc S
:
C
z
( ) x
/
x ( )tiocc(S
:
C
d
)
..
Bias correction term
.
where MSE denotes the Mean Squared Error incurred
due to uncertainty in the parameter estimates.
Therefore, it is seen that the bias correction term is
a measure of the expected squared error made when
using estimates in Equation (10). Hence this error is
subtracted in Equation (9) to obtain an unbiased
estimator of the variance of the response.
In general, the user might be interested not only in
correcting by the expected or average error, as is done
in Equations (8) and (9), but also in making this error
as small as possible. Therefore, it is a good practice to
reduce as much as possible this bias correction term.
The following measures can be taken to reduce it:
1. Have a good experimental design that efficiently
estimates g and D, so that, for the same S
:
,
tiocc(S
z
C
z
) and tiocc(S
z
C
d
) are small.
2. Avoid settings of the controllable factors far
away from the origin to avoid large values of x
/
x.
3. Have a good fit of the linear regression model in
Equation (4) to obtain a small estimate of o
2
c
.
4. Have a small covariance matrix of the noise
variables, S
z
.
Since the quality of the fit cannot be guaranteed
before performing the experiments and any value of
the controllable factors inside their experimental
regions should be allowed, the only options we have
available at the design stage are 1 and 4 above. The
C
z
and C
d
matrices are usually fixed from the
experimental design. This in turn depends on other
constraints like the budget for experiments, allowable
alias structure, etc. Suitable tools are available to
effectively assess the performance of experimental
designs for robustness studies, like the variance
dispersion graphs suggested by Borror et al. (2002).
Alternatively, the covariance matrix of the noise
variables, S
z
, can be easily controlled by adequately
scaling the 1 levels of the noise variables in the
experimental design.
To ease the calculations, we assume that all noise
variables are to be scaled by the same multiple of
their respective standard deviations. We let
i
denote
the un-coded version of the noise variable :
i
, with j

i
and o

i
denoting the mean and standard deviation,
respectively. We use the following coding convention,
:
i
=

i
j

i
co

i
. i = 1. . i.
where c is the scaling factor we seek. Then,
1(:
i
) =
j

i
j

i
co

i
= 0. Var(:
i
) =
o
2

i
c
2
o
2

i
=
1
c
2
.
or, in vector notation,
1(z) = 0. Var(z) = S
z
=
1
c
2
W
y
.
where W
y
is the correlation matrix of the noise
variables. Hence, we observe that we have control
over S
z
through the scaling factor c.
We propose considering the following relationship,
while setting 1 levels for the noise variables:
1
c
2
tiocc(W
y
C
z
) (i
2
i
)tiocc(W
y
C
d
)
_ _
= t. (14)
where i
i
is distance from the center of the design
space to the farthest point in the experimental region
Journal of Quality Technology Vol. 36, No. 2, April 2004
158 GUILLERMO MIR

OO-QUESADA AND ENRIQUE DEL CASTILLO

for the controllable factors. The interpretation of the
t parameter, which needs to be defined by the user to
solve for c in Equation (14), can be better understood
by considering the case when t = 1. In such a case,
from Equations (12) and (13) we have that
1
z
(MSE(z
/
gg x
/

DDz),o
2
c
) = o
2
c
. This means that the
average variance of

YY (x. z)

11
z
(Y (x. z)) equals the
residual error variance. Ideally, we would like to have
t 0, since this makes the average variance of that
part of the fitted model tend to zero. Clearly, this can
only be achieved when c . This result agrees with
the common-sense notion that spreading the factor
levels improves the properties of a fitted model.
What makes the use of Equation (14) useful in
determining noise factor levels in an RPD problem is
the following additional result. We consider the first
term on the right of Equation (9). This can be
thought of as the variance contribution of the noise
variables. In Appendix B we show how this variance
component is invariant with respect to changes in the
scale parameter c. Therefore, by appropriately
scaling the noise variables, only the bias correction
term decreases by c
2
, while the variance contribution
of the noise factors does not change. This means that
while the prediction properties of the fitted model are
being improved, the variance transmitted by the
noise factors, a key aspect of any RPD study, remains
the same.
In practice, we suggest keeping t small, perhaps in
the range (0.1, 0.3), to avoid unrealistically extreme
noise factor levels and to keep, at the same time, a
low value for the expected MSE in Equation (13). In
the examples in the next section, a value of t = 0.1 is
used for illustration purposes.
Examples: Determining the Levels
of the Noise Factors
In this section, we illustrate the use of Equation
(14) in setting the scaling factor c for determining the
levels of the noise factors. After the two examples, we
offer some additional remarks on choosing t and c in
Equation (14). We hasten to point out that the
resulting noise factor levels are simply suggestions
and not necessary conditions that should be en-
forced.
Example 1
We suppose the design in Table 1 is to be used for a
robustness study with four controllable factors and
three noise variables (the responses Y are used later).
This is a mixed resolution design proposed by
Borkowski and Lucas (1997). It has resolution V
among the controllable factors and resolution III
among the noise factors. Hence, all second order
interactions among the controllable factors are
estimable, but the second order interactions between
the noise factors are aliased with each other. It can be
observed that for this design, i
2
i
= 2.65
2
= 7.
The design in Table 1 is orthogonal, and it
estimates all the elements in g and in D with the
same standard error. Therefore, C
(zx)
ii
= C
d
,
i = 1. . /. Furthermore, for this design, C
d
and
C
z
are equal and given by
C
z
= C
d
=
1
32
1 0 0
0 1 0
0 0 1
_
_
_
_
.
For this example we set t to 0.1. Then, we have
1
c
2
tiocc(W
y
C
z
) (i
2
i
)tiocc(W
y
C
d
)
_ _
= 0.1
or
1
c
2
1
32
tiocc(W
y
)
7
32
tiocc(W
y
)
_ _
= 0.1 .
Since W
y
is the correlation matrix, the diagonal
elements are all equal to 1, and we have
tiocc(W
y
) = 3. Solving for c, we obtain
c =

7.5
_
= 2.74.
Example 2
In this example we analyze a standard Box-
Behnken design for five factors given in Table 2.
This experimental design was constructed using
MINITAB 13.1. Myers and Montgomery (2002) gave
a detailed description of how to construct Box-
Behnken designs. We divide these five factors into
three controllable and two noise factors. The design is
resolution V among all the factors. The scaled
covariance matrices of the parameter estimates
associated with noise factors are
C
z
=
1
16
1 0
0 1
_ _
and C
d
=
1
4
1 0
0 1
_ _
.
In this experiment all the points, except for the center
points, are at a squared distance of i
2
i
= 2. Then, we
have
Vol. 36, No. 2, April 2004 www.asq.org
TWO APPROACHES FOR IMPROVING THE DUAL RESPONSE METHOD IN ROBUST PARAMETER DESIGN 159
TABLE 1. Mixed Resolution Design for Example 1
r
1
r
2
r
3
r
4
:
1
:
2
:
3
Y
1 1 1 1 1 1 1 411
1 1 1 1 1 1 1 269
1 1 1 1 1 1 1 106
1 1 1 1 1 1 1 159
1 1 1 1 1 1 1 258
1 1 1 1 1 1 1 257
1 1 1 1 1 1 1 216
1 1 1 1 1 1 1 97
1 1 1 1 1 1 1 312
1 1 1 1 1 1 1 150
1 1 1 1 1 1 1 253
1 1 1 1 1 1 1 111
1 1 1 1 1 1 1 56
1 1 1 1 1 1 1 35
1 1 1 1 1 1 1 204
1 1 1 1 1 1 1 47
1 1 1 1 1 1 1 175
1 1 1 1 1 1 1 169
1 1 1 1 1 1 1 152
1 1 1 1 1 1 1 163
1 1 1 1 1 1 1 143
1 1 1 1 1 1 1 222
1 1 1 1 1 1 1 180
1 1 1 1 1 1 1 136
1 1 1 1 1 1 1 109
1 1 1 1 1 1 1 188
1 1 1 1 1 1 1 174
1 1 1 1 1 1 1 164
1 1 1 1 1 1 1 85
1 1 1 1 1 1 1 159
1 1 1 1 1 1 1 154
1 1 1 1 1 1 1 67
2.65 0 0 0 0 0 0 17
2.65 0 0 0 0 0 0 54
0 2.65 0 0 0 0 0 398
0 2.65 0 0 0 0 0 194
0 0 2.65 0 0 0 0 370
0 0 2.65 0 0 0 0 237
0 0 0 2.65 0 0 0 379
0 0 0 2.65 0 0 0 255
0 0 0 0 0 0 0 89
0 0 0 0 0 0 0 9
0 0 0 0 0 0 0 69
Journal of Quality Technology Vol. 36, No. 2, April 2004
160 GUILLERMO MIR

OO-QUESADA AND ENRIQUE DEL CASTILLO

tiocc(W
y
C
z
) (i
2
i
)tiocc(W
y
C
d
)
_ _
= 0.1
or
1
16c
2
tiocc(W
y
)
2
4c
2
tiocc(W
y
) = 0.1.
and solving for c we obtain
c =

11.25
_
= 3.35.
In general, the user or experimenter can consider
other criteria for setting the 1 levels of the noise
factors in coded units. Therefore, a less restrictive
approach might be to make plots of t vs. c like the
ones shown in Figure 3. This figure contains curves
showing how t changes with the scale parameter c for
both of the preceding examples. They can be used to
assess the magnitude of the bias correction factor,
which, as shown before, is a measure of the mean
squared error of the predicted variances for a given
value of c. In addition, from Equation (14) it is clear
that the functional relationship between c and t is of
the form t = o,c
2
, where o is a constant whose value
depends on i
2
i
, W
y
, C
z
, and C
d
. Hence, the general
form of the curves observed in Figure 3 is similar to
that of other designs. The form of the curves implies
that, for small values of c, large reductions in t can be
traded for small increases in c; however, for large
values of c, further improving t requires large
increases in c. Actually, the slope of the curves equals
1 (the tangent has an angle of 45 degrees) at
c =

2o
3
_
.
If c = 1 for the two Box-Behnken designs, then
there is a possibility of having a negative value of

Var Var(Y (x. z)) because the bias correction factor is

larger than 1. It is interesting to highlight that the
Box-Behnken designs perform worse than the mixed
resolution design in spite of having a higher resolu-
tion among the noise factors and more experimental
runs with a smaller number of controllable and noise
factors. Actually, if a Box-Behnken design with seven
factors (4 controllable and 3 noise, the same number
as in the mixed resolution experiment of example 1) is
used, then to achieve t = 0.1, a larger scaling
parameter of c = 3.54 is needed. A plot of t vs. c
for this design is also included in Figure 3.
TABLE 2. Box-Behnken Design for Example 2
r
1
r
2
r
3
:
1
:
2
1 1 0 0 0
1 1 0 0 0
1 1 0 0 0
1 1 0 0 0
0 0 1 1 0
0 0 1 1 0
0 0 1 1 0
0 0 1 1 0
0 1 0 0 1
0 1 0 0 1
0 1 0 0 1
0 1 0 0 1
1 0 1 0 0
1 0 1 0 0
1 0 1 0 0
1 0 1 0 0
0 0 0 1 1
0 0 0 1 1
0 0 0 1 1
0 0 0 1 1
0 1 1 0 0
0 1 1 0 0
0 1 1 0 0
0 1 1 0 0
1 0 0 1 0
1 0 0 1 0
1 0 0 1 0
1 0 0 1 0
0 0 1 0 1
0 0 1 0 1
0 0 1 0 1
0 0 1 0 1
1 0 0 0 1
1 0 0 0 1
1 0 0 0 1
1 0 0 0 1
0 1 0 1 0
0 1 0 1 0
0 1 0 1 0
0 1 0 1 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
Vol. 36, No. 2, April 2004 www.asq.org
TWO APPROACHES FOR IMPROVING THE DUAL RESPONSE METHOD IN ROBUST PARAMETER DESIGN 161
Using the Prediction Variance
in the Dual Response Approach to the
RPD Problem
If Var
:
(

YY (x. z)) is minimized in a RPD problem,

we focus only on the variance over the noise factor
distribution. However, an additional variance com-
ponent in RPD is due to the uncertainty in the
parameter estimates. As shown earlier, imprecise
estimates of the parameters associated with noise
factors can result in negative values of Var
:
(

YY (x. z)).
Therefore, a natural extension of the current dual
response approach for RPD is to introduce this
additional variance into the objective function that
combines noise factor variance with variability of the
parameter estimates. Optimizing such a function
leads to a process that is robust with respect to noise
factor variation and with respect to uncertainty in
the parameter estimates.
One such function is the variance of the predicted
response, where the variance is taken with respect to
the parameter estimates of the model and with
respect to the noise factors. As in the second section,
we let

bb
+
denote the vector containing all the
parameters in the model of Equation (1). We propose
considering the objective
Var
z.

bb
+
(

YY (x. z)) = Var

z.

bb
+

u
0
u
0
x
/

bb x
/

BBx
_
z
/
gg x
/

DDz
_
.
which is the variance of the predicted response taking
into consideration the variability in the noise factors
and in the parameter estimates.
Assuming an orthogonal design and independence
between the noise factors and the parameter esti-
mates, which is equivalent to assuming independence
between the noise factors and the c
i
of Equation (1),
we have
Var
z.

bb
+
(

YY (x. z)) = Var

z.

bb
+

u
0
u
0
x
/

bb x
/

BBx
_ _
Var
z.

bb
+
z
/
gg x
/

DDz
_ _
. (15)
We let x
(i)
represent the [(/ 1)(/ 2)[,2 vector
containing the regressors associated with the con-
trollable factors. Then, since the argument of the
variance operator in the first term of Equation (15) is
not a function of z, this term is given by
Var
z.

bb
+

u
0
u
0
x
/

bb x
/

BBx
_ _
= o
2
c
x
(i)
/
C
x
(i) x
(i)
.
(16)
where C
x
(i) is the upper left matrix of x
+
/
x
+
_ _
1
, as
shown in Figure 1.
The second term of Equation (15) can be found
using the law of conditional variance (see, e.g.,
Arnold (1990, p. 128)):
Var
z.

bb
+
z
/
gg x
/

DDz
_ _
= 1
z
Var

bb
+
z
/
gg x
/

DDz
_ _
[z
_ _
Var
z
1

bb
+
z
/
gg x
/

DDz
_ _
[z
_ _
= 1
z
o
2
c
z
/
Pz
_ _
Var
z
z
/
g x
/
Dz ( )
= o
2
c
tiocc(S
z
P)
(g D
/
x)
/
S
z
(g D
/
x).
(17)
where the matrix P was defined earlier. Engel and
Huele (1996) also used the law of conditional variance
to simultaneously take into account two sources of
variability in an RPD setting.
Therefore, by combining Equations (16) and (17),
we obtain
Var
z.

bb
+
(

YY (x. z)) = (g D
/
x)
/
S
z
(g D
/
x)
o
2
c
tiocc(S
zP
) x
(i)
/
C
x
(i) x
(i)
_ _
.
(18)
FIGURE 3. Value of t as a Function of the Scale Factor c
for Examples 1 and 2.
Journal of Quality Technology Vol. 36, No. 2, April 2004
162 GUILLERMO MIR

OO-QUESADA AND ENRIQUE DEL CASTILLO

From Equation (7) we have
1
gg.

DD
(gg

DD
/
x)
/
S
z
(gg

DD
/
x)
_ _
= (g D
/
x)
/
S
z
(g D
/
x) o
2
c
tiocc S
zP
( ).
and therefore an unbiased estimator of Equation (18)
is given by

Var Var
z.

bb
+
(

YY (x. z)) = (gg

DD
/
x)
/
S
z
(gg

DD
/
x)
oo
2
c
(x
(i)
/
C
x
(i) x
(i)
). (19)
which is the function we propose minimizing to solve
the dual response problem. That is, we propose
minimizing the estimated variance of the predictions.
As indicated by the subscripts, Equation (19)
considers the variability created both by the random-
ness of the noise factors and by the uncertainty in the
parameter estimates of the fitted model.
We note that to get an unbiased estimator we do
not need to subtract the bias correction term as we
did earlier, because Equation (18) contains the term
tiocc(S
zP
). Since in Equation (19) nothing is being
subtracted, no negative estimates of the combined
variance occurs.
Example 3
Borror and Montgomery (2000) analyzed the data
set presented in Table 1. The fitted response surface
has an 1
2
statistic of 0.945, which implies a relatively
good fit.
As determined earlier, the suggested scaling para-
meter for this design is c = 2.74. Therefore, the
covariance matrix for the noise factors is
S
z
=
1
7.5
1 0 0
0 1 0
0 0 1
_
_
_
_
.
In this example, we compare the proposed combined
objective (estimated prediction variance,

Var Var
z.

bb
+
(

YY (x. z))) computed using Equation (19) with the

biased estimator

Var Var
(/)
z
(Y (x. z)) from Equation (6)
and with

Var Var
z
(Y (x. z)) from Equation (9). These
objectives are minimized subject to

11
z
(Y (x. z)) =
200 and x
/
x _ i
2
i
= 7 using Matlabs fmincon rou-
tine. This routine uses a sequential quadratic
programming algorithm, although, given the small
number of decision variables, any general purpose,
non-linear programming technique can be utilized,
such as the Generalized Reduced Gradient (GRG)
included in MS Excels Solver.
The optimal solutions for the three constrained
minimization problems are presented in Table 3. The
column under x
+
contains the optimal settings of the
controllable factors for the respective objective. The
value of the objectives evaluated at their respective
x
+
are listed under Optimal Value. The values of
the other objective functions for each optimal
solution are also included. Here, oo

11
z
(Y )
represents
the estimated standard error with which the
estimated expected mean of

11
z
(Y (x. z)) = 200
i s predi cted. These val ues correspond to
oo
c

x
/(i)+
C
x
(i) x
(i)+
_
, where x
(i)+
denotes the opti-
mal settings x
+
transformed to model form. The
95% prediction intervals are calculated using the
methodology developed by Myers, Kim, and Grif-
fiths (1997), taking into account the variability due
to the noise factors and the prediction error, and
thus allowing the experimenter to be 95% certain
that a future response value at the specified location
x
+
is covered by the prediction interval.
The optimal value of

Var Var
(/)
z
(Y (x. z)) is zero
because there are more controllable factors than
noise factors, and (gg

DD
/
x
+
)
/
S
z
(gg

DD
/
x
+
) can be
made zero by setting x
+
so that

DD
/
x
+
= gg.
A region containing all such values that also satisfies
x
/
x _ 7 is given in the corresponding cell of Table 3.
For this objective, no values are given for oo
1
z
(Y )
and
95% PI because they depend on which value of x
+
is
used.
It can be seen that the predicted mean at the
solution obtained with the proposed objective has
half the standard error of that obtained with

Var Var
z
(Y (x. z)). Of course, the standard error for the
predicted mean does not depend on the variability
introduced by the noise factors, and thus it is
expected to be smaller for the proposed objective.
However, the prediction interval evaluated at the
solutions obtained using the proposed objective,
which does take into account the variability due to
the noise factors, has 49% of the width of the
prediction interval obtained at the solution for

Var Var
z
(Y (x. z)).
Due to the large number of controllable factors,
this example allows for almost completely eliminating
the variance contribution of the noise factors.
However, since the fit is moderately good, the new
objective allows us to find solutions for which the
variance contribution due to the noise factors is still
small but the predictive properties of the fitted
models are much better. Thus, we have obtained a
Vol. 36, No. 2, April 2004 www.asq.org
TWO APPROACHES FOR IMPROVING THE DUAL RESPONSE METHOD IN ROBUST PARAMETER DESIGN 163
solution that is robust to both noise factor variability
and uncertainty in the model parameter estimates.
Example 4
Myers and Montgomery (2002) presented the
results from an experiment run in a semiconductor
manufacturing facility. There are 2 controllable
factors and three noise factors. The combined array
design used is shown in Table 4.
By using the methodology of the third section with
i
2
i
= 4 and t = 0.1, we obtain the scaling parameter
c = 3.0618. Therefore, the covariance matrix of the
noise factors is
S
z
=
1
9.375
1 0 0
0 1 0
0 0 1
_
_
_
_
.
The fitted response surface is given by

YY (x. z) = 30.37 2.9r

1
4.13r
2
2.60r
2
1
2.18r
2
2
2.87r
1
r
2
2.73:
1
2.33:
2
2.33:
3
0.27r
1
:
1
0.89r
1
:
2
2.58r
1
:
3
2.01r
2
:
1
1.43r
2
:
2
1.56r
2
:
3
.
which has an 1
2
statistic of 0.995, hence the model
fits the data very well. The estimate of the residual
variance, oo
2
c
, is 0.9536. The mean model is given by

11
z
(Y (x. z)) =

uu
0
x
/

bb x
/

BBx
= 30.37 2.9r
1
4.13r
2
2.60r
2
1
2.18r
2
2
2.87r
1
r
2
.
In this example, we also compare the three objectives
of example 3. The models for these three objectives
are given by
TABLE 3. Optimal Solutions Obtained Using

Var Var
(/)
z
(Y (x. z)),

Var Var
z
(Y (x. z)) and

Var Var
z.

bb
+
(

YY (x. z)) for Example 3

Objective
Function x
+

Var Var
(/)
z
(Y (x
+
. z))

Var Var
z
(Y (x
+
. z))

Var Var
z.

bb
+ (

YY (x
+
. z)) oo

11
z
(Y )
r
1
= 0.73 1.01r
4

Var Var
(/)
z
(Y (x. z)) r
2
= 0.59 0.47r
4
0 1710 1018
r
3
= 0.22 1.96r
4
r
4
[0.90 . 1.10[

Var Var
z
(Y (x. z))
,
[1.86. 1.18. 1.29. 0.70] 1874 1687 1478 38.4

Var Var
z.

bb
+ (

YY (x. z))
,,
[ 0.18. 0.46. 1.28. 0.96] 1890 1801 370 18.6
,
95% Prediction Interval for Y: 200 79.5
,,
95% Prediction Interval for Y: 200 38.9
TABLE 4. Combined Array for Example 4
r
1
r
2
r
3
:
1
:
2
Y
1 1 1 1 1 44.2
1 1 1 1 1 30.0
1 1 1 1 1 30.0
1 1 1 1 1 35.4
1 1 1 1 1 49.8
1 1 1 1 1 36.3
1 1 1 1 1 41.3
1 1 1 1 1 31.4
1 1 1 1 1 43.5
1 1 1 1 1 36.1
1 1 1 1 1 22.7
1 1 1 1 1 16.0
1 1 1 1 1 43.2
1 1 1 1 1 30.3
1 1 1 1 1 30.1
1 1 1 1 1 39.2
2 0 0 0 0 46.1
2 0 0 0 0 36.1
0 2 0 0 0 47.4
0 2 0 0 0 31.5
0 0 0 0 0 30.8
0 0 0 0 0 30.7
0 0 0 0 0 31.0
Journal of Quality Technology Vol. 36, No. 2, April 2004
164 GUILLERMO MIR

OO-QUESADA AND ENRIQUE DEL CASTILLO

Var Var
(/)
z
(Y (x. z)) = (gg

DD
/
x)
/
S
z
(gg

DD
/
x) oo
2
c
= 2.91 0.683r
1
2.655r
2
0.804r
2
1
0.906r
2
2
0.470r
1
r
2
.

Var Var
z
(Y (x. z)) = (gg

DD
/
x)
/
S
z
(gg

DD
/
x)
oo
2
c
_
1 tiocc S
z
C
z
( )
x
/
x ( )tiocc(S
z
C
d
)
_
= 2.89 0.683r
1
2.655r
2
0.785r
2
1
0.887r
2
2
0.470r
1
r
2
.

Var Var
z.

bb
+
(

YY (x. z)) = (gg

DD
/
x)
/
S
z
(gg

DD
/
x)
oo
2
c
x
/(i)
C
x
(i) x
(i)
_ _
= 2.15 0.683r
1
2.655r
2
0.700r
2
1
0.803r
2
2
0.470r
1
r
2
0.098r
2
1
r
2
2
0.0492r
4
1
0.0492r
4
2
.
The minimizations of each of these objectives,
subject to

11
z
(Y (x. z)) = 50 and x
/
x _ 4, are also
performed using Matlabs fmincon routine. Table 5
contains the optimal solutions. The value of the other
objective functions at the optimal solutions are also
given. In this case, there are only two controllable
factors; therefore, we can construct contour plots of
some relevant surfaces. Figure 4 contains contour
plots for

Var Var
z
(Y (x. z)) and

Var Var
z.

bb
+
(

YY (x. z)) together

TABLE 5. Optimal Solutions Obtained Using

Var Var
(/)
z
(Y (x. z)),

Var Var
z
(Y (x. z)) and

Var Var
z.

bb
+
(

YY (x. z)) for Example 4

Objective
Function x
+

Var Var
(/)
z
(Y (x
+
. z))

Var Var
z
(Y (x
+
. z))

Var Var
z.

bb
+ (

YY (x
+
. z)) oo

11
z
(Y )

Var Var
(/)
z
(Y (x. z))
,
[0.35. 1.95[ 1.36 1.26 0.95 0.74

Var Var
z
(Y (x. z))
,,
[0.32. 1.97[ 1.36 1.26 0.96 0.75

Var Var
z.

bb
+ (

YY (x. z))
,,,
[0.58. 1.77[ 1.40 1.32 0.87 0.65
,
95% Prediction Interval: 50 1.16
,,
95% Prediction Interval: 50 1.17
,,,
95% Prediction Interval: 50 1.05
FI GURE 4 . Co n t o u r Pl o t s o f

Var Var
z
(Y (x. z)),

Var Var
z.

bb
+ (

YY (x. z)) and

11
z
(Y (x. z)) = 50, Example 4. The
x Marks the Optimal Settings for

Var Var
z
(Y (x. z)) and the
cross for

Var Var
z.

bb
+ (

YY (x. z)).
FIGURE 5. Contour Plot of x
/+(i)
C
x
(i) x
+(i)
, Example 4.
Vol. 36, No. 2, April 2004 www.asq.org
TWO APPROACHES FOR IMPROVING THE DUAL RESPONSE METHOD IN ROBUST PARAMETER DESIGN 165
with their optimal solutions. A contour plot of
x
/(i)
C
x
(i) x
(i)
, the second term in

Var Var
z.

bb
+
(

YY (x. z)),
is given in Figure 5. This term corresponds to the
scaled variance of the predicted mean. We observe in
this plot how the solution obtained with the new
objective has a smaller prediction error for the mean
response. In addition, we observe how the proposed
objective is minimized at a location that has better
prediction properties.
As a consequence of the extremely good fit, the
optimal solutions are not as different as in the
preceding example. The proposed objective function
works better the poorer the model fit. The standard
error for the expected mean obtained with

Var Var
(/)
z
(Y (x. z)) and

Var Var
z
(Y (x. z)) are, respectively,
14% and 15% larger than the one obtained with

Var Var
z.

bb
+
(

YY (x. z)). The prediction intervals obtained

when minimizing

Var Var
(/)
z
(Y (x. z)) and

Var Var
z
(Y (x. z))
are 11% and 12% wider than obtained when
minimizing

Var Var
z.

bb
+
(

YY (x. z)), despite the excellent

fit. In this case, the experimenter may prefer the
solution with the smaller prediction interval, since
the uncertainty for this solution is smaller.
Conclusions
Two new approaches for considering the prediction
properties of the models used in the dual response
approach to the robust design problem are given. In
the first approach, a criterion is given to help scale
the noise factors at the design stage. We show that
when the prediction properties of the models are not
considered, the unbiased estimator of the variance of
the response can take negative values. With the
proposed scaling criterion, the experimenter, besides
avoiding negative values of the process variance
estimate, is also able to control the expected mean
squared error produced for the part of the model that
depends on the noise factors. We also show that the
variance transmitted by the noise factors remains
constant with respect to the scaling. As a byproduct
of the illustrative examples, it is shown that Box-
Behnken designs require wider ranges of the noise
factors than the mixed resolution designs because of
the large standard error with which they estimate the
control noise interactions. This seems to indicate
that these designs are not appropriate for RPD
purposes.
The second approach consists of a new optimiza-
tion criterion that combines all sources of variability
found in the problem (i.e., noise factors, prediction
error, and the estimated prediction variance). It
avoids negative estimates of the process variance and
produces solutions that are robust to both noise
factor variability and parameter estimates uncer-
tainty. In particular, the proposed approach is
especially valuable when the goodness of fit of the
response model is in doubt.
Appendix A: Equivalency Between the
Bias Correction Term and Variance of
the Estimated Noise Factor Terms
The prediction model, given x and z, is

YY (x. z) =

u
0
u
0
x
/

bb x
/

BBx z
/
gg x
/

DDz.
We define
..(x. z) = z
/
gg x
/

DDz
and
ii(x) =

u
0
u
0
x
/

bb x
/

BBx.
We understand ii(x) as the part of the model
involved in estimating 1
z
(Y (x. z)) and ..(x. z) as
the part involved in the estimation of Var
z
(Y (x. z)).
That is, the quality of

11
z
(Y (x. z)) depends on ii(x)
(which is obvious since they are the same), while the
qual ity of

Var Var
z
(Y (x. z)) as an estimator of
Var
z
(Y (x. z)) depends on ..(x. z).
The quality of an estimator can be assessed by its
mean squared error (MSE). The MSE of ..(x. z),
given values of x and z, is
MSE( ..(x. z)) = 1
gg.

DD
.(x. z) ..(x. z) ( )
2
.
Since ..(x. z) is an unbiased estimator of .(x. z), the
MSE equals the variance
1
gg.

DD
(.(x. z) ..(x. z))
2
= Var
gg.

DD
( ..(x. z))
= Var
gg.

DD
((gg

DD
/
x)
/
z)
= o
2
c
z
/
Pz.
That is, for a given value of z (and x), we expect any
prediction based on ..(x. z) to have a squared error of
o
2
c
z
/
Pz, where P is defined as earlier.
The MSE of ..(x. z) averaged over all possible
values of z is given by
Journal of Quality Technology Vol. 36, No. 2, April 2004
166 GUILLERMO MIR

OO-QUESADA AND ENRIQUE DEL CASTILLO

1
z
1
gg.

DD
(.(x. z) ..(x. z))
2
_ _
= 1
z
(o
2
c
z
/
Pz)
= o
2
c
1
z
(z)
/
P1
z
(z)
o
2
c
tiocc(S
zP
).
Since 1
z
(z) = 0 and P = C
z
(x
/
x)C
d
, we obtain
1
z
1
gg.

DD
(.(x. z) ..(x. z))
2
_ _
= o
2
c
_
tiocc(S
z
C
z
)
(x
/
x)tiocc(S
z
C
d
)
_
;
therefore, the bias correction factor in Equation (9)
tiocc(S
z
C
z
) (x
/
x)tiocc(S
z
C
d
) is the scaled, ex-
pected MSE of ..(x. z) or, equivalently, the scaled
expected variance of ..(x. z), since the bias is zero.
Appendix B: Invariance to Changes in
Scale of the Contribution of the
Variance Due to Noise Factors
We let D
1
, g
1
, and S
z.1
represent the corresponding
parameters of Equation (1) and the covariance
matrix of the coded noise variables when they are
only scaled by their standard deviation (i.e., when
c = 1 and, hence, :
i
= (
i
j

i
),o

i
). In addition, we
let D
c
, g
c
, and S
z.c
represent the parameters and the
covariance matrix when a scaling factor c ,= 1 is used.
Since these parameters correspond to terms that are
linear in the noise variables, we have D
c
= cD
1
,
g
c
= cg
1
, and S
z.c
= (1,c
2
)S
z.1
. With this, the invar-
iance mentioned earlier is easily shown:
(g
c
D
/
c
x)
/
S
z.c
(g
c
D
/
c
x)
= (cg
1
cD
1
x)
/
1
c
2
S
z.1
(cg
1
cD
1
x)
= c
2
(g
1
D
1
x)
/
1
c
2
S
z.1
(g
1
D
1
x)
= (g
1
D
1
x)
/
S
z.1
(g
1
D
1
x).
Acknowledgments
The authors wish to express their gratitude to two
anonymous referees for the careful reviews and
suggestions which have resulted in an improved
presentation of this work. This research was funded
by NSF grant DMI 9988563.
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Journal of Quality Technology Vol. 36, No. 2, April 2004
168 GUILLERMO MIR

OO-QUESADA AND ENRIQUE DEL CASTILLO