Math 2.0

Statistics Definition

Factorial experiment

Builds on Design of experiments

Definition

Let k≥2k \ge 2 and let L1,…,LkL_1, \dots, L_k be finite sets with si=∣Li∣≥2s_i = \abs{L_i} \ge 2, the levels of factors 1,…,k1, \dots, k. The treatments are the combinations t=(t1,…,tk)∈L1×⋯×Lkt = (t_1, \dots, t_k) \in L_1 \times \cdots \times L_k. A full factorial experiment is an experiment whose design applies every one of the s1s2⋯sks_1 s_2 \cdots s_k combinations to at least one unit. When every si=2s_i = 2, it is a 2k2^k factorial experiment, and the levels are usually coded −1-1 and +1+1.

Remarks

In a 2k2^k experiment with one run per combination and responses yty_t, the main effect of factor ii is the mean of yty_t over ti=+1t_i = +1 minus the mean over ti=−1t_i = -1. The interaction of factors ii and jj is half of the difference between the effect of factor ii at tj=+1t_j = +1 and at tj=−1t_j = -1. Equivalently, it is the mean of yty_t over titj=+1t_i t_j = +1 minus the mean over titj=−1t_i t_j = -1.

Example: a 222^2 experiment with factors AA and BB and responses y−−=10y_{--} = 10, y+−=14y_{+-} = 14, y−+=12y_{-+} = 12, y++=20y_{++} = 20, where the first sign is the level of AA. The main effect of AA is (14+20)/2−(10+12)/2=6(14 + 20)/2 - (10 + 12)/2 = 6, and that of BB is (12+20)/2−(10+14)/2=4(12 + 20)/2 - (10 + 14)/2 = 4. The interaction is ((20−12)−(14−10))/2=2\big( (20 - 12) - (14 - 10) \big)/2 = 2, which also equals (10+20)/2−(14+12)/2(10 + 20)/2 - (14 + 12)/2.

Non-example: the runs (−,−)(-,-), (+,−)(+,-), (−,+)(-,+) change one factor at a time from a baseline. The combination (+,+)(+,+) is missing, so this is not a full factorial experiment, and the interaction of AA and BB cannot be estimated.

The data of a factorial experiment are usually analysed by analysis of variance, with one sum of squares for each main effect and each interaction.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Factorial_experiment
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