Design and Analysis of

Experiments
Dr. Tai-Yue Wang
Department of Industrial and Information Management
National Cheng Kung University
Tainan, TAIWAN, ROC

1/33

Experiments with
Blocking Factors
Dr. Tai-Yue Wang
Department of Industrial and Information Management
National Cheng Kung University
Tainan, TAIWAN, ROC

2/33

Outline

The Randomized Complete Block Design

The Latin Square Design
The Graeco-Latin Square Design
Balanced Incomplete Block Design

3/33

The Randomized Complete

Block Design

In some experiment, the variability may arise

from factors that we are not interested in.
A nuisance factor ( )is a factor that
probably has some effect on the response, but
its of no interest to the experimenter
however, the variability it transmits to the
response needs to be minimized
These nuisance factor could be unknown and
uncontrolled use randomization
4

The Randomized Complete

Block Design

If the nuisance factor are known but

uncontrollable use the analysis of
covariance.
If the nuisance factor are known but
controllable use the blocking technique
Typical nuisance factors include batches of
raw material, operators, pieces of test
equipment, time (shifts, days, etc.), different
experimental units
5

The Randomized Complete

Block Design

Many industrial experiments involve

blocking (or should)
Failure to block is a common flaw in
designing an experiment (consequences?)

The Randomized Complete

Block Design-example

We wish determine whether or not four

different tips produce different readings on
a hardness testing machine.
One factor to be consider tip type
Completely Randomized Design could be
used with one potential problem the
testing block could be different
The experiment error could include both the
random and coupon errors.
7

The Randomized Complete

Block Design-example

To reduce the error from testing coupon,

randomize complete block design(RCBD) is
used

The Randomized Complete

Block Design-example

Each coupon is called a block; that is, its

a more homogenous experimental unit on
which to test the tips
complete indicates each testing coupon
(BLOCK) contains all treatments
Variability between blocks can be large,
variability within a block should be
relatively small
In general, a block is a specific level of the
9
nuisance factor

The Randomized Complete

Block Design-example

A complete replicate of the basic

experiment is conducted in each block
A block represents a restriction on
randomization
All runs within a block are randomized
Once again, we are interested in testing the
equality of treatment means, but now we
have to remove the variability associated
with the nuisance factor (the blocks)
10

The Randomized Complete

Block Design Extension from ANOVA

Suppose that there are a treatments (factor

levels) and b blocks

11

The Randomized Complete

Block Design Extension from ANOVA

Suppose that there are a treatments (factor

levels) and b blocks
i 1, 2,..., a
yij i j ij
j 1, 2,..., b

H 0 : 1 2 L a where i (1/ b) j 1 ( i j ) i
b

12

The Randomized Complete

Block Design Extension from ANOVA

A statistical model (effects model) for the

RCBD is
i 1, 2,..., a
yij i j ij
j 1, 2,..., b

The relevant (fixed effects) hypotheses are

H 0 : 1 2 L a where i (1/ b) j 1 ( i j ) i
b

H1 : at least one i j

13

The Randomized Complete

Block Design Extension from ANOVA

Or

H 0 : 1 2 a 0
H1 : at least one i 0

14

The Randomized Complete

Block Design Extension from ANOVA

Partitioning the total variability

a

2
(
y

y
)
ij .. [( yi. y.. ) ( y. j y.. )
i 1 j 1

i 1 j 1

( yij yi. y. j y.. )]2

a

b ( yi. y.. ) a ( y. j y.. ) 2

2

i 1

j 1

( yij yi. y. j y.. ) 2

i 1 j 1

SST SSTreatments SS Blocks SS E

15

The Randomized Complete

Block Design Extension from ANOVA
The degrees of freedom for the sums of squares in

SST SSTreatments SS Blocks SS E

are as follows:

ab 1 a 1 b 1 (a 1)(b 1)
Therefore, ratios of sums of squares to their degrees of
freedom result in mean squares and the ratio of the mean
square for treatments to the error mean square is an F
statistic that can be used to test the hypothesis of equal
treatment means
16

The Randomized Complete

Block Design Extension from ANOVA

Mean squares
a

E MStreatment 2

b i2
i 1

a 1
a

E MS Block 2
E MS E 2

a j2
i 1

b 1

17

The Randomized Complete

Block Design Extension from ANOVA

F-test with (a-1), (a-1)(b-1) degree of

freedom
MSTreatments
F0
MS E

Reject the null hypothesis if

F0>F ,a-1,(a-1)(b-1)

18

The Randomized Complete

Block Design Extension from ANOVA

ANOVA Table

19

The Randomized Complete Block

Design Extension from ANOVA
Manual computing:

20

The Randomized Complete Block

Design Extension from ANOVA

Meaning of F0=MSBlocks/MSE?

The randomization in RBCD is applied only to

treatment within blocks
The Block represents a restriction on
randomization
Two kinds of controversial theories

21

The Randomized Complete Block

Design Extension from ANOVA

Meaning of F0=MSBlocks/MSE?

General practice, the block factor has a large effect

and the noise reduction obtained by blocking was
probably helpful in improving the precision of the
comparison of treatment means if the ration is
large

22

The Randomized Complete Block

Design Example

23

The Randomized Complete

Block Design Example

To conduct this experiment as a RCBD, assign

all 4 pressures to each of the 6 batches of resin
Each batch of resin is called a block; that is,
its a more homogenous experimental unit on
which to test the extrusion pressures

24

Vascular-Graft.MTW

The Randomized Complete

Block Design ExampleMinitab

StatANOVATwo-way
Two-way ANOVA: Yield versus Pressure, Batch
Source DF
SS
MS
F P
Pressure 3 178.171 59.3904 8.11 0.002
Batch
5 192.252 38.4504 5.25 0.006
Error
15 109.886 7.3258
Total
23 480.310
S = 2.707 R-Sq = 77.12% R-Sq(adj) = 64.92%
25

Vascular-Graft.MTW

The Randomized Complete

Block Design ExampleMinitab

26

The Randomized Complete

Block Design Example Residual Analysis

Basic residual plots indicate that normality,

constant variance assumptions are
satisfied
No obvious problems with randomization
No patterns in the residuals vs. block
Can also plot residuals versus the pressure
(residuals by factor)
These plots provide more information about
27
the constant variance assumption, possible

Vascular-Graft.MTW

The Randomized Complete

Block Design ExampleMinitab

28

Vascular-Graft.MTW

The Randomized Complete

Block Design Example No Blocking

StatANOVAOne-way
One-way ANOVA: Yield versus Pressure
Source DF SS MS F P
Pressure 3 178.2 59.4 3.93 0.023
Error
20 302.1 15.1
Total
23 480.3
S = 3.887 R-Sq = 37.10% R-Sq(adj) = 27.66%

29

Vascular-Graft.MTW

The Randomized Complete

Block Design ExampleNo Blocking-Residual

30

The Randomized Complete

Block Design Other Example

31

The Randomized Complete

Block Design Other Example
4

SST

i 1 j 1

yij2

y..2

ab

( 39 .2 )2
( 1.3 ) ( 16
. ) ( 3.4 )
25.69
20
2

SS Factors

yi2. y..2

ab
i 1 b
a

( 57
. )2 ( 8 .8 )2 ( 6 .9 )2 ( 17 .8 )2 ( 39 .2 )2

18 .04
5
20

SS Blocks

y.2j

y..2

a
ab
j 1
b

( 9 .2 )2 ( 10 .1 )2 ( 3.5 )2 ( 8 .8 )2 ( 7 .6 )2 ( 39 .2 )2

6 .69
4
20

SS E SS T SS Blocks SS Factors 0 .96

32

The Randomized Complete

Block Design Other Example

Blocking effect

Two-way ANOVA: versus ,

Source
DF SS
MS F P

3 18.044 6.01467 75.89 0.000

4 6.693 1.67325 21.11 0.000

Error
12 0.951 0.07925
Total
19 25.688
S = 0.2815 R-Sq = 96.30% R-Sq(adj) = 94.14%

Without blocking effect

One-way ANOVA: versus

Source
DF SS MS F
P

3 18.044 6.015 12.59 0.000

Error
16 7.644 0.478
Total
19 25.688
S = 0.6912 R-Sq = 70.24% R-Sq(adj) = 64.66%

The Randomized Complete

Block Design Other Example

Blocking effect

Without blocking effect

The Randomized Complete

Block Design Other Aspects

The RCBD utilizes an additive model no

interaction between treatments and blocks
i 1, 2,..., a
yij i j ij
j 1, 2,..., b
Treatments and/or blocks as random effects
Missing values
What are the consequences of not blocking if we
should have?

The Randomized Complete

Block Design Other Aspects

Sample sizing in the RCBD? The OC curve

approach can be used to determine the number of
blocks to run..see page 133
i 1, 2,..., a
yij i j ij
j 1, 2,..., b

The Latin Square Design

These designs are used to simultaneously control

(or eliminate) two sources of nuisance
variability
Those two sources of nuisance factors have
exactly same levels of factor to be considered
A significant assumption is that the three factors
(treatments, nuisance factors) do not interact
If this assumption is violated, the Latin square
design will not produce valid results
Latin squares are not used as much as the RCBD
37
in industrial experimentation

The Latin Square Design

The Latin square design systematically allows

blocking in two directions
In general, a Latin square for p factors is a square
containing p rows and p columns.
Each cell contain one and only one of p letters that
represent the treatments.

38

A Latin Square Design The Rocket

Propellant

This is a 5 5 Latin square design

39

Statistical Analysis of the

Latin Square Design

The statistical (effects) model is

i 1, 2,..., p

yijk i j k ijk j 1, 2,..., p

k 1, 2,..., p

The statistical analysis (ANOVA) is much like the

analysis for the RCBD.

40

Statistical Analysis of the

Latin Square Design

41

Statistical Analysis of the

Latin Square Design

42

The Standard Latin Square

Design

A square with first row and column in

alphabetical order.

43

Other Topics

Missing values in blocked designs

RCBD
Latin square
Estimated by

yijk

p ( yi'.. y.' j . y..' k ) 2 y...'

( p 1)( p 1)

44

Other Topics

Replication of Latin Squares

To increase the error degrees of freedom

Three methods
1. Use the same batches and operators in each
replicate
2. Use the same batches but different operators in each
replicate
3. Use different batches and different operator

45

Other Topics

Replication of Latin Squares

ANOVA in Case 1

46

Other Topics

Replication of Latin Squares

ANOVA n Case 2

47

Other Topics

Replication of Latin Squares

ANOVA n Case 3

48

Other Topics

Crossover design

p treatments to be tested in p time periods using

np experiment units.
Ex : 20 subjects to be assigned to two periods

First half of the subjects are assigned to period

1 (in random) and the other half are assigned to
period 2.
49

Other Topics

Crossover design

ANOVA

50

Graeco-Latin Square

For a pxp Latin square, one can

superimpose a second pxp Latin square that
treatments are denoted by Greek letters.

51

Graeco-Latin Square

If the two squares have the property that

each Greek letter appears once and only
once with each Latin letter, the two Latin
squares are to be orthogonal and this design
is named as Graeco-Latin Square.
It can control three sources of extraneous
variability.
52

Graeco-Latin Square

ANOVA

53

Graeco-Latin Square --Example

In the rocket propellant problem, batch of

material, operators, and test assemblies are
important.
If 5 of them are considered, a Graeco-Latn
square can be used.

54

Graeco-Latin Square --Example

55

Graeco-Latin Square --Example

56