American Society for Quality

Saturated Fractions of 2n and 3n Factorial Designs

Author(s): R. L. Rechtschaffner
Source: Technometrics, Vol. 9, No. 4 (Nov., 1967), pp. 569-575
Published by: American Statistical Association and American Society for Quality
Stable URL: http://www.jstor.org/stable/1266195 .
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TECHNOMETRICS VOL. 9, No. 4 1967
NOVEMBER

Saturated Fractions of 2n and 3n Factorial Designs

R. L. RECHTSCHAFFNER
Rocketdyne*
Canoga Park, California

Saturated fractions of 2n and 3n factorial designs which permit the estimation of

both main effects and first order interactions are described. A simple method of
generating these particular designs is given. In addition to presenting the specific
designs for n = 3, --- , 10, tables of variances and relative efficiencies are included
to assist the potential user in assessing the suitability of the describeddesigns.

INTRODUCTION
In planning experiments where it is of interest to determine the effect of
a set of independent variables (X1 , -.. , Xn) on a dependent variable (Y) in
the fewest tests possible, saturated designs are frequently employed because
they require only as many tests as there are parameters to be estimated. How-
ever, since saturated designs do not provide an estimate of experimental error,
their use should, in general, be confined to those situations in which a prior
estimate of experimental error is available. While general methods are available
for obtaining saturated designs for those situations in which only the main
effects of the variables are of concern [1, 2, 4, 5, 6], no general method is available
for obtaining saturated designs which permit the estimation of bothmain effects
and first-order interactions.
In this paper, a method for generating saturated designs which permit the
estimation of both main effects and first-order interactions has been developed
for those situations where the assumed mathematical model is either
n n-1 r
Y = Bo + Z BBXIX,I
B,X, + E (1)
i=1 i1- j-i+1

or
n i n-I n
Y = Bo + Z BX, + E BiiX2 +Z BiX,X, . (2)
=1 i=1 *i=1 jii+l

The saturated designs presented in this paper, which are special fractions of
2" and 3" factorial designs, will be used to estimate the parameters of Eqn.
(1) and Eqn. (2), respectively.
In the two sections which follow, the author presents (i) the general method
by which the saturated fractions of the 2" and 3" factorial designs are obtained

Received July 1966; revised May 1967.

*
Rocketdyne is a division of North AmericanRockwell Corporation.
569
570 R. L. RECHTSCHAFFNER

as well as the recommended saturated fractions for n = 3, ... , 10 and (ii)

two different indices that can be used to measure the efficiency of the proposed
designs. To permit the potential user of any of these designs to assess its suit-
ability, tables of their efficiencies have been included.

GENERALMETHODOF DERIVING SATURATEDFRACTIONS

OF 2n AND 3f FACTORIALDESIGNS
While the general methods for obtaining saturated fractions of 2' and 3'
factorial designs are similar, it will be convenient to discuss them separately.

2n Factorial Designs
The number of parameters in Eqn. (1) is
k2(n) = C(n, 0) + C(n, 1) + C(n, 2) (3)
= 1 + n + n(n - 1)/2.
That is, there is "1" Bo, "n" Bi's, and "n(n - 1)/2" Bi,'s. By arbitrarily iden-
tifying each one of the terms in Eqn. (3) with a particular treatment combina-
tion, henceforth called a design generator,all the treatment combinations in the
saturated fraction can readily be obtained. The identification of the design
generators with the terms in Eqn. (3) is accomplished as indicated in the fol-
lowing description of the three design generators.
Design GeneratorI, identified with the C(n, 0) terms, is either the treatment
combination (1, ***, 1), in which each factor is at its high level or (- 1, *...
* , -1),
in which each factor is at its low level.
Design GeneratorII, identified with the C(n, 1) term, is a treatment com-
bination in which one of the n factors is at its high (low) level while the other
n - 1 factors are all at their low (high) levels.
Design GeneratorIII, identified with the C(n, 2) term, is a treatment com-
bination in which two of the n factors are at their high (low) levels while the
remaining n - 2 factors are at their low (high) levels.

TABLEI.
for SaturatedFractions of 2nFactorialDesigns
Design Generators

Number Design Generators ,b

I ( - 1, -.., - 1)for alln

II ( - 1, 1, .**, 1) for all n

III ( - 1, - 1, 1) for n = 3
(1, 1,-1, -
..., - 1) for n > 3

a Clearly,any treatment combinationwhich is a permutationof the tabled design

generators
would also be a valid design generator.
b These particular generatorswere selected because
they lead to designs which appear to
be best in the sense of minimum overall fitting variance.
 SATURATED
FRACTIONS
OF FACTORIAL
DESIGNS 571
The design generators recommended for obtaining saturated fractions of
2" factorials are given in Table I. The remaining treatment combinations
required for a particular saturated fraction are obtained by permuting the
elements of each of its design generators. For example, if the recommended
design generators for a 25 factorial design are used, viz, (-1, -1, -1, -1, -1),
(-1, 1, 1, 1, 1), and (1, 1, -1, -1, -1), the resulting
k2(5) = 1 + 5 + (5)(4)/2 = 16
required treatment combinations are as presented in Table II. Thus, it can
be seen that the set of design generators completely specifies a saturated design.
(However, saturated fractions for n = 3, *-. , 7 were derived previously by
Webb [7, 8] and have also been discussed briefly by Addelman [1, p. 62].) Ex-
amination of Table II will reveal that the recommended saturated fraction
for a 25 factorial design is the well known half-replicate.

3' Factorial Designs

The number of parameters in Eqn. (2) is
k3(n) = C(n, 0) + C(n, 1) + C(n, 1) + C(n, 2) (4)
= 1 + n + n + n(n- 1)/2.
That is, there is "1" Bo , "n" Bi's, "n" Bii's, and "n(n - 1)/2" Bii's. If, as
before, each term in Eqn. (4) is identified with a design generator, all the treat-

TABLE II.
Saturated Fraction of a 25 Factorial Design

Treatment Settings of the Variables

Combination Design Generator XI X2 X, X4 Xs

1 (-1, -1, -1, -1, -1) -1 -1 -1 -1 -1

2 (-1,1,1,1,1) -1 1 1 1 1
3 1 -1 1 1 1
4 1 1 -1 1 1
5 1 1 1 -1 1
6 1 1 1 1 -1

7 (1, 1,-1,-1,-1) 1 1 -1 -1 -1
8 1 -1 1 -1 -1
9 3~~~~~~~~~- 1 --1 -1 1 -1
10 1 -1 -1 -1 1
11 -1 1 1 -1 -1
12 -1 1 -1 1 -1
13 -1 1 -1 -1 l
14 -1 -1 1 1 -1
15 -1 -1 1 -1 1
16 -1 -1 -1 1 1
572 R. L. RECHTSCHAFFNER

ment combinations for a saturated fraction can readily be obtained. The four
design generators required for the 3' designs consist of the three design gen-
erators used in the 2" designs plus one additional design generator associated
with the second degree terms in Eqn. (2). The additional design generator
(number IV) is a treatment combination in which one of the n factors is at
either its high or low level while the remaining n - 1 factors are at their middle
level (0). The recommended design generators for the saturated fractions of 3n
factorial designs are presented in Table III. (The fact that the recommended
saturated fractions of the 3" designs include the recommended saturated frac-
tions of the 2" designs permits the experimenter to expand from a 2" saturated
fraction to a 3" saturated fraction without any loss of efficiency.)

EVALUATION OF THE SATURATED FRACTIONS

Each of the recommended designs for n = 3, ***, 10 was evaluated to aid
the potential user in judging its suitability. This evaluation is necessary since,
with the exception of the 25 saturated fraction, all the saturated plans yield
correlated estimates of the parameters. In view of this fact, each of the saturated
fractions has been compared with its corresponding smallest Resolution V
plan (i.e., the smallest fractional replicate plan that permits orthogonal estima-
tion of all main effects and two-factor interactions.)
In these evaluations (see Tables IV and V), which employ the standard
orthogonal contracts (-1 and 1 for the linear contrasts in the 2n case and
-1, 0, 1 and 1, -2, 1 for the linear and quadratic contrasts in the 3" case),
both variance multipliers (i.e., var/ar2)and relative efficiencies were considered.
Two measures of the efficiency of a saturated fraction relative to the smallest
Resolution V plan were examined: (i) Eb , which gives, for each parameter,
the ratio of the variances of the estimate of that parameter, and (ii) E,, which
gives the ratio of the fitting variances averaged over the entire experimental
region. (A detailed discussion of the characteristics of the average fitting variance

TABLE III.
Design Generators
for SaturatedFractionsof 3" FactorialDesigns-

Number Design Generators

I (-1, ... , -1) for all n

II (-1, 1, *.- , 1) for all n

III (-1, -1,1) forn = 3

(1, 1,-1, -.. , -1) orn > 3

IV (1, 0, *. , 0) for all n

As in the 2" case these generators were selected so that the resulting designs would have
A

minimum overall fitting variances.

 TABLE IV.
Variance Multipliers and Relative Efficiencies for 2" Designs

Number of Testsa bo bi b&

var/o2 var/aS var/u2 var/u72 var/of2 var/

n p OF SF OF SF Eb OF SF Eb OF SF

3 0 8 7 0.12500 0.25000 57.1 0.12500 0.25000 57.1 0.12500 0.250

4 0 16 11 0.06250 0.09722 93.5 0.06250 0.13889 65.5 0.06250 0.138
5 1 16 16 0.06250 0.06250 100.0 0.06250 0.06250 100.0 0.06250 0.062
6 1 32 22 0.03125 0.05500 82.6 0.03125 0.05222 87.0 0.03125 0.052
7 1 64 29 0.01562 0.07639 45.1 0.01562 0.05035 68.5 0.01562 0.050
8 2 64 37 0.01562 0.12755 21.2 0.01562 0.05041 53.6 0.01562 0.050
9 2 128 46 0.00781 0.20898 10.4 0.00781 0.05100 42.6 0.00781 0.051
10 3 128 56 0.00781 0.32099 5.6 0.00781 0.05171 34.5 0.00781 0.051

a For a Resolution V plan (OF), the number of tests is 2-; for a saturated fraction (SF), the number
available in "FractionalFactorial Experimental Designs for Factors at Two Levels", National Bureau of S
April, 1957.
 TABLE V.
VarianceMultipliers and RelativeEfficienciesfor 3n Designs

Number of Testsa bo

var/aC2 var/-2 var/a-2 var/a2 var/-2 var/a2 var/a-2

n p OF SF OF SF Eb OF SF Eb OF SF Eb OF

3 0 27 10 0.03704 0.12500 80.0 0.05556 0.25000 60.0 0.01852 0.11111 45.0 0.0833
4 0 81 15 0.01235 0.08488 78.5 0.01852 0.13889 72.0 0.00617 0.09877 33.8 0.0277
5 1 81 21 0.01235 0.05816 81.9 0.05556 0.06250 114.3b 0.00617 0.09635 24.7 0 .0277
6 1 243 28 0.00412 0.04502 79.3 0.00617 0.05222 102.6b 0.00206 0 .09879 18.1 0.0092
7 2 243 36 0.00412 0.04653 59.7 0.00617 0.05035 82.8 0.00206 0.10119 13.7 0.0092
8 3 243 45 0.00412 0.06194 35.9 0.00617 0.05041 66.1 0.00206 0.10320 10.8 0.0092
9 4 243 56 0.00412 0.09108 20.0 0.00617 0.05100 53.5 0.00206 0.10486 8.7 0.0092
10 5 243 66 0.00412 0.13394 11.3 0.00617 0.05171 43.9 0.00206 0.10623 7.1 0.0092

aFor a Resolution V plan (OF), the number of tests is 3n-P; for a saturated fraction (SF), the number
available in "Fractional Factorial Experimental Designs for Factors at Three Levels", National Bureau of
May 1959.
b In certain cases the saturated fraction, which employs a larger proportion of extreme levels (1 and -1
provides more efficient estimates of some of the bi and bij, resulting in Eb terms greater than 100.0 percen
 SATURATED
FRACTIONS
OF FACTORIAL
DESIGNS 575
is given in [3].) These two measures of efficiency are defined by Eqns. (5) and
(6) [Eqns. (7) and (8)] for the 2n[3n]designs.
Eb = 100. [2V-"/k2(n)] [var (boF)/var (bsF)] (5)
Ef = 100 [2n-/k2(n)] *[var (YOF)/var (YsF)] (6)
Eb = 100 [3n-/k3(n)] [var (boF)/var (bs)] (7)
Ef = 100 [3n-/k3(n)] *[var ( YoF)/var (Ys F)]. (8)
In the above equations, p (see Tables IV and V for specific values) refers to the
1/2p[1/3'] replicate of the particular 2n[3n]factorial which comprises the smallest
Resolution V plan and the subscripts OF and SF refer to the orthogonal frac-
tion (Resolution V) and saturated fraction, respectively.

ACKNOWLEDGEMENT
The author would like to thank Dr. B. Ostle and Dr. S. R. Webb for the many
helpful discussions which aided in the preparation of this paper.

REFERENCES
1. ADDELMAN, S., 1963. Techniques for constructing fractional replicate plans. Journ. of the
Amer. Statist. Assoc. 58, 45-71.
2. Box, G. E. P. and HUNTER,J. S., 1961. The 2k-pfractionalfactorial designs,Part I. Techno-
metrics.3, 311-351.
3. Box, G. E. P. and DRAPER, N. R., 1963. The choice of a second order rotatable design.
Biometrika.50, 335-352.
4. PLACKETT,R. L. and BUIJRMAN,
J. P., 1946. The design of optimum multifactorial experi-
ments. Biometrika.33, 305-325.
5. RAO, C. R., 1947. Factorial experiments derivable from combinatorial arrangementsof
arrays. Journ. of the Royal Statist. Soc., Supplement.9, 128-139.
6. RAGHAVARAO, D., 1959. Some optimumweighingdesigns.Annals of Math.Stat., 30, 295-303.
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8. WEBB, S. R., 1965. Design, testing and estimation in complexexperimentation1. Expansible
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Research Laboratories,Wright-PattersonAir Force Base, Ohio.