Design and Analysis of Experiments by Douglas Montgomery: A Supplement for Using JMP

Rushing, Heath; Karl, Andrew; Wisnowski, James. Design and Analysis of Experiments by Douglas Montgomery: A Supplement for
Using JMP(R). Copyright © 2013, SAS Institute Inc., Cary, North Carolina, USA. ALL RIGHTS RESERVED. For additional SAS
resources, visit support.sas.com/bookstore.

Contents
About This Book ........................................................................................ ix
About These Authors ................................................................................xiii
Acknowledgments .....................................................................................xv
Chapter 1 Introduction ............................................................................... 1
Chapter 2 Simple Comparative Experiments .............................................. 5
Section 2.2 Basic Statistical Concepts..................................................................................6
Section 2.4.1 Hypothesis Testing.........................................................................................10
Section 2.4.3 Choice of Sample Size ...................................................................................12
Section 2.5.1 The Paired Comparison Problem..................................................................17
Section 2.5.2 Advantages of the Paired Comparison Design ...........................................18
Chapter 3 Experiments with a Single Factor: The Analysis of Variance .... 21
Section 3.1 A One-way ANOVA Example ............................................................................22
Section 3.4 Model Adequacy Checking...............................................................................32
Section 3.8.1 Single Factor Experiment ..............................................................................46
Section 3.8.2 Application of a Designed Experiment.........................................................52
Section 3.8.3 Discovering Dispersion Effects.....................................................................54
Chapter 4 Randomized Blocks, Latin Squares, and Related Designs ........ 61
Section 4.2 Creating a Latin Square Design in JMP ..........................................................67
Chapter 5 Introduction to Factorial Designs ............................................. 77
Example 5.1 The Battery Design Experiment .....................................................................78
Example 5.2 A Two-Factor Experiment with a Single Replicate.......................................82
Example 5.3 The Soft Drink Bottling Problem ....................................................................84
Example 5.4 The Battery Design Experiment with a Covariate ........................................86
Example 5.5 A 32
Factorial Experiment with Two Replicates............................................89
Example 5.6 A Factorial Design with Blocking...................................................................97

vi Contents
Chapter 6 The 2k
Factorial Design .......................................................... 101
Section 6.2 The 22
design ................................................................................................... 102
Example 6.1 A 23
Design..................................................................................................... 107
Example 6.2 A Single Replicate of the 24
Design ............................................................. 109
Example 6.3 Data Transformation in a Factorial Design................................................. 114
Example 6.5 Duplicate Measurements on the Response ............................................... 118
Example 6.6 Credit Card Marketing .................................................................................. 125
Example 6.7 A 24
Design with Center Points .................................................................... 128
Chapter 7 Blocking and Confounding in the 2k
Factorial Design............. 131
Example 7.1 A 2k
Replicated Factorial Design with Blocking......................................... 132
Example 7.2 Blocking and Confounding in an Unreplicated Design ............................. 132
Example 7.3 A 23
Design with Partial Confounding ......................................................... 134
Chapter 8 Two-Level Fractional Factorial Designs ................................. 141
Example 8.1 A Half-Fraction of the 24
Design .................................................................. 143
Example 8.2 A 25-1
Design Used for Process Improvement ............................................ 147
Example 8.3 A 24-1
Design with the Alternate Fraction.................................................... 152
Example 8.4 A 26-2
Design................................................................................................... 153
Example 8.5 A 27-3
Design................................................................................................... 158
Example 8.6 A 28-3
Design in Four Blocks ......................................................................... 160
Example 8.7 A Fold-Over 27-4
Resolution III Design......................................................... 164
Example 8.8 The Plackett-Burman Design....................................................................... 167
Section 8.7.2 Sequential Experimentation with Resolution IV Designs......................... 168
Chapter 9 Three-Level and Mixed-Level Factorial and Fractional Factorial
Designs ................................................................................ 173
Example 9.1 The 33
Design................................................................................................. 174
Example 9.2 The 32
Design Confounded in 3 Blocks....................................................... 177
Example 9.3 The Spin Coating Experiment ...................................................................... 178
Example 9.4 An Experiment with Unusual Blocking Requirements............................... 181
Chapter 10 Fitting Regression Models.................................................... 189
Example 10.1 Multiple Linear Regression Model............................................................. 190
Example 10.2 Regression Analysis of a 23
Factorial Design........................................... 195
Example 10.3 A 23
Factorial Design with a Missing Observation................................... 197
Example 10.4 Inaccurate Levels in Design Factors......................................................... 198

Contents vii
Example 10.6 Tests on Individual Regression Coefficients ............................................198
Example 10.7 Confidence Intervals on Individual Regression Coefficients ..................199
Chapter 11 Response Surface Methods and Designs ............................. 201
Example 11.1 The Path of Steepest Ascent......................................................................202
Example 11.2 Central Composite Design..........................................................................204
Section 11.3.4 Multiple Responses....................................................................................209
Example 11.4 Space Filling Design with Gaussian Process Model................................214
Example 11.5 A Three-Component Mixture......................................................................218
Example 11.6 Paint Formulation ........................................................................................222
Chapter 12 Robust Parameter Design and Process Robustness Studies 227
Example 12.1 Two Controllable Variables and One Noise Variable ...............................228
Example 12.2 Two Controllable Variables and Three Noise Variables ..........................230
Chapter 13 Experiments with Random Factors....................................... 239
Example 13.1 A Measurement Systems Capability Study...............................................240
Example 13.3 The Unrestricted Model ..............................................................................242
Example 13.5 A Three-Factor Factorial Experiment with Random Factors ..................244
Example 13.6 Approximate F Tests ...................................................................................245
Chapter 14 Nested and Split-Plot Designs.............................................. 251
Example 14.1 The Two-Stage Nested Design...................................................................252
Example 14.2 A Nested-Factorial Design..........................................................................254
Section 14.4 The Experiment on the Tensile Strength of Paper.....................................256
Example 14.3 A 25-1
Split-Plot Experiment.........................................................................259
Chapter 15 Other Design and Analysis Topics........................................ 263
Example 15.1 Box-Cox Transformation.............................................................................264
Example 15.2 The Generalized Linear Model and Logistic Regression.........................265
Example 15.3 Poisson Regression.....................................................................................267
Example 15.4 The Worsted Yarn Experiment ...................................................................269
Section 15.2 Unbalanced Data in a Factorial Design.......................................................270
Example 15.5 Analysis of Covariance................................................................................271
Section 15.3.4 Factorial Experiments with Covariates ....................................................273
Index ...................................................................................................... 277

viii Contents

Introduction
The analysis of a complex process requires the identification of target quality attributes
that characterize the output of the process and of factors that may be related to those
attributes. Once a list of potential factors is identified from subject‐matter expertise, the
strengths of the associations between those factors and the target attributes need to be
quantified. A naïve, one‐factor‐at‐a‐time analysis would require many more trials than
necessary. Additionally, it would not yield information about whether the relationship
between a factor and the target depends on the values of other factors (commonly
referred to as interaction effects between factors). As demonstrated in Douglas
Montgomery’s Design and Analysis of Experiments textbook, principles of statistical theory,
linear algebra, and analysis guide the development of efficient experimental designs for
factor settings. Once a subset of important factors has been isolated, subsequent
experimentation can determine the settings of those factors that will optimize the target
quality attributes. Fortunately, modern software has taken advantage of the advanced
theory. This software now facilitates the development of good design and makes solid
analysis more accessible to those with a minimal statistical background.
Designing experiments with specialized design of experiments (DOE) software is more
efficient, complete, insightful, and less error‐prone than producing the same design by
hand with tables. In addition, it provides the ability to generate algorithmic designs
(according to one of several possible optimality criteria) that are frequently required to
accommodate constraints commonly encountered in practice. Once an experiment has
been designed and executed, the analysis of the results should respect the assumptions
made during the design process. For example, split‐plot experiments with hard‐to‐
change factors should be analyzed as such; the constraints of a mixture design must be
incorporated; non‐normal responses should either be transformed or modeled with a
generalized linear model; correlation between repeated observations on an experimental
unit may be modeled with random effects; non‐constant variance in the response variable


2 Design and Analysis of Experiments by Douglas Montgomery: A Supplement for Using JMP
across the design factors may be modeled, etc. Software for analyzing designed
experiments should provide all of these capabilities in an accessible interface.
JMP offers an outstanding software solution for both designing and analyzing
experiments. In terms of design, all of the classic designs that are presented in the
textbook may be created in JMP. Optimal designs are available from the JMP Custom
Design platform. These designs are extremely useful for cases where a constrained
design space or a restriction on the number of experimental runs eliminates classical
designs from consideration. Multiple designs may be created and compared with
methods described in the textbook, including the Fraction of Design Space plot. Once a
design is chosen, JMP will randomize the run order and produce a data table, which the
researcher may use to store results. Metadata for the experimental factors and response
variables is attached to the data table, which simplifies the analysis of these results.
The impressive graphical analysis functionality of JMP accelerates the discovery process
particularly well with the dynamic and interactive profilers and plots. If labels for plotted
points overlap, can by clicking and dragging the labels. Selecting points in a plot
produced from a table selects the appropriate rows in the table and highlights the points
corresponding to those rows in all other graphs produced from the table. Plots can be
shifted and rescaled by clicking and dragging the axes. In many other software packages,
these changes are either unavailable or require regenerating the graphical output.
An additional benefit of JMP is the ease with which it permits users to manipulate data
tables. Data table operations such as sub‐setting, joining, and concatenating are available
via intuitive graphical interfaces. The relatively short learning curve for data table
manipulation enables new users to prepare their data without remembering an extensive
syntax. Although no command‐line knowledge is necessary, the underlying JMP
scripting language (JSL) scripts for data manipulation (and any other JMP procedure)
may be saved and edited to repeat the analysis in the future or to combine with other
scripts to automate a process.
This supplement to Design and Analysis of Experiments follows the chapter topics of the
textbook and provides complete instructions and useful screenshots to use JMP to solve
every example problem. As might be expected, there are often multiple ways to perform
the same operation within JMP. In many of these cases, the different possibilities are
illustrated across different examples involving the relevant operation. Some theoretical
results are discussed in this supplement, but the emphasis is on the practical application
of the methods developed in the textbook. The JMP DOE functionality detailed here
represents a fraction of the software’s features for not only DOE, but also for most other

Chapter 1 ~ Introduction 3

areas of applied statistics. The platforms for reliability and survival, quality and process
control, time series, multivariate methods, and nonlinear analysis procedures are beyond
the scope of this supplement.


Simple Comparative Experiments
Section 2.2 Basic Statistical Concepts ......................................................................................................... 6
Section 2.4.1 Hypothesis Testing .............................................................................................................. 10
Section 2.4.3 Choice of Sample Size ......................................................................................................... 12
Section 2.5.1 The Paired Comparison Problem ...................................................................................... 17
Section 2.5.2 Advantages of the Paired Comparison Design ............................................................... 18

The problem of testing the effect of a single experimental factor with only two levels
provides a useful introduction to the statistical techniques that will later be generalized
for the analysis of more complex experimental designs. In this chapter, we develop
techniques that will allow us to determine the level of statistical significance associated
with the difference in the mean responses of two treatment levels. Rather than only
considering the difference between the mean responses across the treatments, we also
consider the variation in the responses and the number of runs performed in the
experiment. Using a t‐test, we are able to quantify the likelihood (expressed as a p‐value)
that the observed treatment effect is merely noise. A “small” p‐value (typically taken to
be one smaller than α = 0.05) suggests that the observed data are not likely to have
occurred if the null hypothesis (of no treatment effect) were true.
A related question involves the likelihood that the null hypothesis is rejected given that
it is false (the power of the test). Given a fixed significance level, α (our definition of
what constitutes a “small” p‐value), theorized values for the pooled standard deviation,
and a minimum threshold difference in treatment means, it is possible to solve for the
minimum sample size that is necessary to achieve a desired power. This procedure is
useful for determining the number of runs that must be included in a designed
experiment.


In the first example presented in this chapter, a scientist has developed a modified
cement mortar formulation that has a shorter cure time than the unmodified
formulation. The scientist would like to test if the modification has affected the bond
strength of the mortar. To study whether the two formulations, on average, produce
bonds of different strengths, a two‐sided t‐test is used to analyze the observations from a
randomized experiment with 10 measurements from each formulation. The null
hypothesis of this test is that the mean bond strengths produced by the two formulations
are equal; the alternative hypothesis is that mean bond strengths are not equal.
We also consider the advantages of a paired t‐test, which provides an introduction to the
notion of blocking. This test is demonstrated using data from an experiment to test for
similar performance of two different tips that are placed on a rod in a machine and
pressed into metal test coupons. A fixed pressure is applied to the tip, and the depth of
the resulting depression is measured. A completely randomized design would apply the
tips in a random order to the test coupons (making only one measurement on each
coupon). While this design would produce valid results, the power of the test could be
increased by removing noise from the coupon‐to‐coupon variation. This may be
achieved by applying both tips to each coupon (in a random order) and measuring the
difference in the depth of the depressions. A one‐sample t‐test is then used for the null
hypothesis that the mean difference across the coupons is equal to 0. This procedure
reduces experimental error by eliminating a noise factor.
This chapter also includes an example of procedures for testing the equality of treatment
variances, and a demonstration of the t‐test in the presence of potentially unequal group
variances. This final test is still valid when the group variances are equal, but it is not as
powerful as the pooled t‐test in such situations.
Section 2.2 Basic Statistical Concepts
1. Open Tension-Bond.jmp.
2. Select Analyze > Distribution.
3. Select Strength for Y, Columns.
4. Select Mortar for By. As we will see in later chapters, these fields will be
automatically populated for data tables that were created in JMP.

Chapter 2 ~ Simple Comparative Experiments 7

5. Click OK.
6. Click the red triangle next to Distributions Mortar=Modified and select Uniform
Scaling.
7. Repeat step 6 for Distributions Mortar=Unmodified.
8. Click the red triangle next to Distributions Mortar=Modified and select Stack.
9. Repeat step 8 for Distributions Mortar=Unmodified.
10. Hold down the Ctrl key and click the red triangle next to Strength. Select
Histogram Options > Show Counts. Holding down Ctrl applies the command
to all of the histograms created by the Distribution platform; it essentially
“broadcasts” the command.



It appears from the overlapped histograms that the unmodified mortar tends to produce
stronger bonds than the modified mortar. The unmodified mortar has a mean strength of
17.04 kgf/cm2 with a standard deviation of 0.25 kgf/cm2. The modified mortar has a mean
strength of 16.76 kgf/cm2 with a standard deviation of 0.32 kgf/cm2. A naïve comparison
of mean strength indicates that the unmodified mortar outperforms the modified mortar.
However, the difference in means could simply be a result of sampling fluctuation.
Using statistical theory, our goal is to incorporate the sample standard deviations (and
sample sizes) to quantify how likely it is that the difference in mean strengths is due only
to sampling error. If it turns out to be unlikely, we will conclude that a true difference
exists between the mortar strengths.
11. Select Analyze > Fit Y by X.
12. Select Strength for Y, Response and Mortar for X, Grouping.


The Fit Y by X platform recognizes this as a one‐way ANOVA since the response,
Strength, is a continuous factor, and the factor Mortar is a nominal factor. When JMP is
used to create experimental designs, it assigns the appropriate variable type to each
column. For imported data, JMP assigns a modeling type—continuous , ordinal ,
or nominal —to each variable based on attributes of that variable. A different
modeling type may be specified by right‐clicking the modeling type icon next to a
column name and selecting the new type.
13. Click OK.
14. To create box plots, click the red triangle next to One‐way Analysis of Strength
by Mortar and select Quantiles.


The median modified mortar strength (represented by the line in the middle of the box)
is lower than the median unmodified mortar strength. The similar length of the two
boxes (representing the interquartile ranges) indicates that the two mortar formulations
result in approximately the same variability in strength.
15. Keep the Fit Y by X platform open for the next exercise.
Section 2.4.1 Hypothesis Testing
1. Return to the Fit Y by X platform from the previous exercise.
2. Click the red triangle next to One‐way Analysis of Strength by Mortar and select
Means/Anova/Pooled t.



The t‐test report shows the two‐sample t‐test assuming equal variances. Since we have a
two‐sided alternative hypothesis, we are concerned with the p‐value labeled Prob > |t|=
0.0422. Since we have set α=0.05, we reject the null hypothesis that the mean strengths
produced by the two formulations of mortar are equal and conclude that the mean
strength of the modified mortar and the mean strength of the unmodified mortar are
(statistically) significantly different. In practice, our next step would be to decide from a
subject‐matter perspective if the difference is practically significant.
Before accepting the conclusion of the t test, we should use diagnostics to check the
validity of assumptions made by the model. Although this step is not shown for every
example in the text, it is an essential part of every analysis. For example, a quantile plot
may be used to check the assumptions of normality and identical population variances.
Though not shown here, a plot of the residuals against run order could help identify
potential violations of the assumed independence across runs (the most important of the
three assumptions).
3. Click the red triangle next to One‐way Analysis of Strength by Mortar and select
Normal Quantile Plot > Plot Quantile by Actual.

The points fall reasonably close to straight lines in the plot, suggesting that the
assumption of normality is reasonable. The slopes of the lines are proportional to the
standard deviations in each comparison group. These slopes appear to be similar,
supporting the decision to assume equal population variances.


4. Select Window > Close All.
Section 2.4.3 Choice of Sample Size
1. To determine the necessary sample size for a proposed experiment, select DOE >
Sample Size and Power.

2. Click Two Sample Means.
3. Enter 0.25 for Std Dev, 0.5 for Difference to detect, and 0.95 in Power. Notice
that the Difference to detect requested here is the actual difference between
group means, not the scaled difference, δ, described in the textbook.


4. Click Continue. A value of 16 then appears in Sample Size. Thus, we should
allocate 8 observations to each treatment (n1 = n2 = 8).
5. Suppose we use a sample size of n1 = n2 = 10. What is the power for detecting
difference of 0.25 kgf/cm2? Delete the value 0.95 from the Power field, change
Difference to detect to 0.25, and set Sample Size to 20.
6. Click Continue.


The power has dropped to 0.56. That is, if the model assumptions hold and the true
pooled standard deviation is 0.25, only 56% of the experiments (assuming that we repeat
this experiment several times) with 10 measurements from each group would
successfully detect the difference of 0.25 kgf/cm2. What sample size would be necessary
to achieve a power of 0.9 for this specific difference to detect?
7. Clear the Sample Size field and enter 0.9 for Power.
8. Click Continue.


The required total sample size is 45. This means that we need at least 22.5 observations
per group. Rounding up, we see that we need at least 23 observations from each group
to achieve a power of at least 0.9. We could have left the Power field blank, specifying
only that the Difference to detect is 0.25. The Sample Size and Power platform would
then have produced a power curve, displaying Power as a function of Sample Size.
Example 2.1 Hypothesis Testing
1. Open Fluorescence.jmp.
2. Click Analyze > Fit Y by X.
3. Select Fluorescence for Y, Response and Tissue for X, Factor.
4. Click OK.
5. Click the red triangle next to One‐way Analysis of Fluorescence by Tissue and
select Normal Quantile Plot > Plot Quantile by Actual.


Since the slopes of the lines in the normal quantile plots are proportional to the sample
standard deviations of the treatments, the difference between the slopes of the lines for
Muscle and Nerve indicates that the variances may be different between the groups. As a
result, we will use a form of the t‐test that does not assume that the population variances
are equal. Formal testing for the equality of the treatment variances is illustrated in
Example 2.3 at the end of this chapter.
6. Click the red triangle next to One‐way Analysis of Fluorescence by Tissue and
select t-Test.

The p‐value for the one‐sided hypothesis test is 0.0073, which is less than the set α of
0.05. We therefore reject the null hypothesis and conclude that the mean normalized
fluorescence for nerve tissue is greater than the mean normalized fluorescence for


muscle tissue. Subject matter knowledge would need to determine if there is a practical
difference; confidence intervals for the differences (reported in JMP) can be beneficial for
this assessment.
Section 2.5.1 The Paired Comparison Problem
1. Open Hardness-Testing.jmp
2. Select Analyze > Matched Pairs.
3. Select Tip 1 and Tip 2 for Y, Paired Response.
4. Click OK.



The p‐value, Prob > |t| = 0.7976, indicates that there is no evidence of a difference in the
performance of the two tips. This p‐value is larger than the standard significance level of
α = 0.05.
5. Leave Hardness-Testing.jmp open for the next exercise.
Section 2.5.2 Advantages of the Paired Comparison Design
1. Return to the Hardness‐Testing table opened in the previous example.
2. Select Tables > Stack. This will create a file in long format with one observation
per row. Most JMP platforms expect data to appear in long format.
3. Select Tip 1 and Tip 2 for Stack Columns.
4. Type “Depth” in the Stacked Data Column field.
5. Type “Tip” in the Source Label Column field.
6. Type “Hardness‐Stacked” in the Output table name field.
7. Click OK.
8. Hardness‐Stacked is now the current data table. Select Analyze > Fit Y by X.
9. Select Depth for Y, Response and Tip for X, Grouping.
10. Click OK.
11. Click the red triangle next to One‐way Analysis of Depth by Tip and select
Means/Anova/Pooled t.


The root mean square error of 2.315407 is the pooled standard deviation estimate from
the t‐test. Compared to the standard deviation estimate of 1.20 from the paired
difference test, we see that blocking has reduced the estimate of variability considerably.
Though we do not work through the details here, it would be possible to perform this
same comparison for the Fluorescence data from Example 2.1.
12. Leave Hardness-Stacked.jmp and the Fit Y by X output window open for the
next exercise.
Example 2.3 Testing for the Equality of Variances
This example demonstrates how to test for the equality of two population variances.
Section 2.6 of the textbook also discusses hypothesis testing for whether the variance of a
single population is equal to a given constant. Though not shown here, the testing for a
single variance may be performed in the Distribution platform.
1. Return to the Fit Y by X platform from the previous example.
2. Click the red triangle next to One‐way Analysis of Depth by Tip and select
Unequal Variances.


3. Save Hardness-Stacked.jmp.
The p‐value for the F test (described in the textbook) for the null hypothesis of equal
variances (with a two‐sided alternative hypothesis) is 0.8393. The data do not indicate a
difference with respect to the variances of depth produced from Tip 1 versus Tip 2. Due
to the use of a slightly different data set, the F Ratio of 1.1492 reported here is different
from the ratio of 1.34 that appears in the book. Furthermore, the textbook uses a one‐
sided test with an alternative hypothesis. That hypothesis is that the variance of the
depth produced by Tip 1 is greater than that produced by Tip 2. Since the sample
standard deviation from Tip 1 is greater than that from Tip 2, the F Ratios for the one‐
and two‐sided tests are both equal to 1.1492, but the p‐value for the one‐sided test would
be 0.4197.
It is important to remember that the F test is extremely sensitive to the assumption of
normality. If the population has heavier tails than a normal distribution, this test will
reject the null hypothesis (that the population variances are equal) more often than it
should. By contrast, the Levene test is robust to departures from normality.

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