Sparsity-of-effects principle

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In the statistical analysis of the results from factorial experiments, the sparsity-of-effects principle states that a system is usually dominated by main effects and low-order interactions. Thus it is most likely that main (single factor) effects and two-factor interactions are the most significant responses in a factorial experiment. In other words, higher order interactions such as three-factor interactions are very rare. This is sometimes referred to as the hierarchical ordering principle. [1] The sparsity-of-effects principle actually refers to the idea that only a few effects in a factorial experiment will be statistically significant. [1]

Statistics study of the collection, organization, analysis, interpretation, and presentation of data

Statistics is a branch of mathematics dealing with data collection, organization, analysis, interpretation and presentation. In applying statistics to, for example, a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model process to be studied. Populations can be diverse topics such as "all people living in a country" or "every atom composing a crystal". Statistics deals with all aspects of data, including the planning of data collection in terms of the design of surveys and experiments. See glossary of probability and statistics.

Factorial experiment

In statistics, a full factorial experiment is an experiment whose design consists of two or more factors, each with discrete possible values or "levels", and whose experimental units take on all possible combinations of these levels across all such factors. A full factorial design may also be called a fully crossed design. Such an experiment allows the investigator to study the effect of each factor on the response variable, as well as the effects of interactions between factors on the response variable.

In the design of experiments and analysis of variance, a main effect is the effect of an independent variable on a dependent variable averaging across the levels of any other independent variables. The term is frequently used in the context of factorial designs and regression models to distinguish main effects from interaction effects.

This principle is only valid on the assumption of a factor space far from a stationary point. [2]

See also

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Analysis of variance (ANOVA) is a collection of statistical models and their associated estimation procedures used to analyze the differences among group means in a sample. ANOVA was developed by statistician and evolutionary biologist Ronald Fisher. In the ANOVA setting, the observed variance in a particular variable is partitioned into components attributable to different sources of variation. In its simplest form, ANOVA provides a statistical test of whether the population means of several groups are equal, and therefore generalizes the t-test to more than two groups. ANOVA is useful for comparing (testing) three or more group means for statistical significance. It is conceptually similar to multiple two-sample t-tests, but is more conservative, resulting in fewer type I errors, and is therefore suited to a wide range of practical problems.

Design of experiments method and a specialization in statistics

The design of experiments is the design of any task that aims to describe or explain the variation of information under conditions that are hypothesized to reflect the variation. The term is generally associated with experiments in which the design introduces conditions that directly affect the variation, but may also refer to the design of quasi-experiments, in which natural conditions that influence the variation are selected for observation.

Analysis of covariance (ANCOVA) is a general linear model which blends ANOVA and regression. ANCOVA evaluates whether the means of a dependent variable (DV) are equal across levels of a categorical independent variable (IV) often called a treatment, while statistically controlling for the effects of other continuous variables that are not of primary interest, known as covariates (CV) or nuisance variables. Mathematically, ANCOVA decomposes the variance in the DV into variance explained by the CV(s), variance explained by the categorical IV, and residual variance. Intuitively, ANCOVA can be thought of as 'adjusting' the DV by the group means of the CV(s).

Taguchi methods are statistical methods, or sometimes called robust design methods, developed by Genichi Taguchi to improve the quality of manufactured goods, and more recently also applied to engineering, biotechnology, marketing and advertising. Professional statisticians have welcomed the goals and improvements brought about by Taguchi methods, particularly by Taguchi's development of designs for studying variation, but have criticized the inefficiency of some of Taguchi's proposals.

Interaction (statistics) in statistics, the situation in which the simultaneous influence of two variables on a third is not additive

In statistics, an interaction may arise when considering the relationship among three or more variables, and describes a situation in which the effect of one causal variable on an outcome depends on the state of a second causal variable. Although commonly thought of in terms of causal relationships, the concept of an interaction can also describe non-causal associations. Interactions are often considered in the context of regression analyses or factorial experiments.

In the statistical theory of the design of experiments, blocking is the arranging of experimental units in groups (blocks) that are similar to one another.

Response surface methodology

In statistics, response surface methodology (RSM) explores the relationships between several explanatory variables and one or more response variables. The method was introduced by George E. P. Box and K. B. Wilson in 1951. The main idea of RSM is to use a sequence of designed experiments to obtain an optimal response. Box and Wilson suggest using a second-degree polynomial model to do this. They acknowledge that this model is only an approximation, but they use it because such a model is easy to estimate and apply, even when little is known about the process.

In statistics, fractional factorial designs are experimental designs consisting of a carefully chosen subset (fraction) of the experimental runs of a full factorial design. The subset is chosen so as to exploit the sparsity-of-effects principle to expose information about the most important features of the problem studied, while using a fraction of the effort of a full factorial design in terms of experimental runs and resources. In other words, it makes use of the fact that many experiments in full factorial design are often redundant, giving little or no new information about the system.

Plackett–Burman designs are experimental designs presented in 1946 by Robin L. Plackett and J. P. Burman while working in the British Ministry of Supply. Their goal was to find experimental designs for investigating the dependence of some measured quantity on a number of independent variables (factors), each taking L levels, in such a way as to minimize the variance of the estimates of these dependencies using a limited number of experiments. Interactions between the factors were considered negligible. The solution to this problem is to find an experimental design where each combination of levels for any pair of factors appears the same number of times, throughout all the experimental runs. A complete factorial design would satisfy this criterion, but the idea was to find smaller designs.

In statistics, a Yates analysis is an approach to analyzing data obtained from a designed experiment, where a factorial design has been used. Full- and fractional-factorial designs are common in designed experiments for engineering and scientific applications. In these designs, each factor is assigned two levels. These are typically called the low and high levels. For computational purposes, the factors are scaled so that the low level is assigned a value of -1 and the high level is assigned a value of +1. These are also commonly referred to as "-" and "+".

Choice modelling attempts to model the decision process of an individual or segment via revealed preferences or stated preferences made in a particular context or contexts. Typically, it attempts to use discrete choices in order to infer positions of the items on some relevant latent scale. Indeed many alternative models exist in econometrics, marketing, sociometrics and other fields, including utility maximization, optimization applied to consumer theory, and a plethora of other identification strategies which may be more or less accurate depending on the data, sample, hypothesis and the particular decision being modelled. In addition, choice modelling is regarded as the most suitable method for estimating consumers' willingness to pay for quality improvements in multiple dimensions.

Repeated measures design is a research design that involves multiple measures of the same variable taken on the same or matched subjects either under different conditions or over two or more time periods. For instance, repeated measurements are collected in a longitudinal study in which change over time is assessed.

In statistics, restricted randomization occurs in the design of experiments and in particular in the context of randomized experiments and randomized controlled trials. Restricted randomization allows intuitively poor allocations of treatments to experimental units to be avoided, while retaining the theoretical benefits of randomization. For example, in a clinical trial of a new proposed treatment of obesity compared to a control, an experimenter would want to avoid outcomes of the randomization in which the new treatment was allocated only to the heaviest patients.

In the design of experiments, completely randomized designs are for studying the effects of one primary factor without the need to take other nuisance variables into account. This article describes completely randomized designs that have one primary factor. The experiment compares the values of a response variable based on the different levels of that primary factor. For completely randomized designs, the levels of the primary factor are randomly assigned to the experimental units.

The following is a glossary of terms. It is not intended to be all-inclusive.

Software that is used for designing factorial experiments plays an important role in scientific experiments and represents a route to the implementation of design of experiments procedures that derive from statistical and combinatorial theory. In principle, easy-to-use design of experiments (DOE) software should be available to all experimenters to foster use of DOE.

Robust parameter design

A robust parameter design, introduced by Genichi Taguchi, is an experimental design used to exploit the interaction between control and uncontrollable noise variables by robustification -- finding the settings of the control factors that minimize response variation from uncontrollable factors. Control variables are variables of which the experimenter has full control. Noise variables lie on the other side of the spectrum, and while these variables may be easily controlled in an experimental setting, outside of the experimental world they are very hard, if not impossible, to control. Robust parameter designs use a naming convention similar to that of FFDs. A 2(m1+m2)-(p1-p2) is a 2-level design where m1 is the number of control factors, m2 is the number of noise factors, p1 is the level of fractionation for control factors, and p2 is the level of fractionation for noise factors.

Design–Expert is a statistical software package from Stat-Ease Inc. that is specifically dedicated to performing design of experiments (DOE). Design–Expert offers comparative tests, screening, characterization, optimization, robust parameter design, mixture designs and combined designs. Design–Expert provides test matrices for screening up to 50 factors. Statistical significance of these factors is established with analysis of variance (ANOVA). Graphical tools help identify the impact of each factor on the desired outcomes and reveal abnormalities in the data.

References

  1. 1 2 Wu, C. F. Jeff; Hamada, Michael (2000). Experiments: Planning, analysis, and parameter design optimization. New York: Wiley. p. 112. ISBN   0-471-25511-4.
  2. Box, G.E.P.; Hunter, J.S.; Hunter, W.G. (2005). Statistics for Experimenters: Design, Innovation, and Discovery. Wiley. p. 208. ISBN   0471718130.