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PunksNotDead
Level I

Basic Question - Central Composite Design

Hello, I wondered if I could ask a question about orthogonality of the squared term columns in a Central Composite Design (CCD) with two factors A and B. The dot product of any pair of columns in the model matrix is always zero - I always understood this to mean that the column (vectors) of say A with B or B with AB or B with B^2 are orthogonal (at right angles to) each other so their beta's can be calculated independently. The one exception is column A^2 with B^2 - their dot product can never be zero as you have -1 and/or +1 in 4 rows and they all become +1 when you square them which makes me think that their effects (the betas) would be aliased (so wouldn't be able to determine the coefficients for the A^2 and B^2 term independently from each other). I suspect I'm misunderstanding the meaning of orthogonality and that you can estimate these parameters independently of each other and of the other terms in the model otherwise what would be the point of the CCD design. Can anyone help with my lack of understanding please? Thankyou 

5 REPLIES 5
statman
Super User

Re: Basic Question - Central Composite Design

PunksNotDead
Level I

Re: Basic Question - Central Composite Design

Hi Statman, Thanks for the link. It was an interesting read but I couldn't find an answer to my question. I thought I'd draw a 2 factor CCD to explain. As you can see, any pair of columns are orthogonal to each other (dot product is zero, i always thought that was the criterion for orthogonality but maybe it's not - see below). The only exception is that for the A^2 and B^2 columns the dot product can never be zero and so I'm interpreting this (probably incorrectly) that those factors are not orthogonal. However, if I plot A^2 and B^2 as a pair of points, they all sit at the 4 corners of a square and if you try to fit a trend line you get an R value of zero. Maybe I've answered my question - Is it the case that it's the R=0 which means A^2 and B^2 are orthogonal to each other and so their betas can be independently estimated. So a non zero dot product of two column vectors doesn't mean non-orthogonality

 

CCD_2_factors.jpg

 

 

 

Re: Basic Question - Central Composite Design

For this to happen, the axial points have to be at ±Sqrt(2) in a 2 factor RSM. Ignore my earlier post, sorry for the confusion.

Re: Basic Question - Central Composite Design

Reading my response I realize I didn't answer your question. Rather than muddling things even more by editing it, let me add another comment. Orthogonality is a function of the entire design and not just any subset of columns. If X is the design matrix then the design is orthogonal if all off-diagonal elements of Inverse(Transpose(X)*X) are zero except those associated with the intercepts. In this case * corresponds to matrix multiplication.

PunksNotDead
Level I

Re: Basic Question - Central Composite Design

Hi Don,

            Thanks for your reply. This is really helpful. I decided to watch a few more videos on CCD's and read through what I could find online and in my DoE books over the weekend. I thought I'd look at the CCD case (for 2 factors) where the design is both rotatable and orthogonal. This is a special case I believe in that there are two conditions: 1. alpha = sqrt(2) = 1.414 for obvious reason (all not centre points on circle / equidistant from centre) and 2. There needs to be a certain number of centre points which I calculated to be nc=8. However, when I do the matrix operations in Excel (see below) there are two elements that aren't zero. Maybe by nc calculation is wrong and nc isn't 8, maybe Excel isn't so great at matrix arithmetic (but have no reason to suspect that), maybe I've got it wrong about conditions 1 & 2 above being those that give a design with both orthogonality and rotatability? Any idea why I can't get all off-diagonal elements (excepting the first row that's associated with the intercept) to be zero? Many Thanksccd_8cp.jpg