Peter,
I'm right with you on the issue of using "Cpk" as a metric from this type of experiment.
Just to make sure I'm on the same page with all of you. We're running an experiment where each experimental unit generate sa series of parts that are all measured. I'm assuming that in this experiment the parts are measured sequentially, rather than dumping all the parts in a bin and measuring in a more or less random sequence.
This is a repeated measures problem with, at the very least, a AR-1 covariance structure.
Cpk is super dangerous in this situation because the Sigma is an estimate of the standard deviation based on the moving range. When the process (which is the experimental unit in this case) is stable and in control the "Within Sigma" for Cpk is approximately equal to the "Overall Sigma / Standard Deviation). However, if the process has start up noise or drift, the Within Sigma is oblivious to this Overall variation, and we will end up with a blissfully uninformed view of the process generated by this exprimental unit of the DOE. Another way to say this, is that if the parts generated by the process exhibit autocorrelation (the measurement of the current part is a good predictor of the next part, due to drift in one direction) then the Within Sigma is likely to be much smaller than the Overall Sigma and the parts from this run of the expeiment will look fantastic from a Cpk perspective (and even better if the average happens to be close to the target.)
Parameters can be good responses in a DOE, and Mixed Models aren't always necesary. Things like Mean, Standard Deviation, or Duration of start up noise, slope of drift (parameterization of the time series data). However, parameters that mask what we are trying to measure and not very helpful. As it turns out, JMP has a really powerful tool for optimizing a DOE model to find the region of the design space with the lowest defect rate. John Sall presented this feature and a use case in his talk at Discovery 2017.
https://community.jmp.com/t5/Discovery-Summit-2017/2017-Plenary-John-Sall-Ghost-Data/ta-p/46090
go to this time index 43:20
JMP Systems Engineer, Health and Life Sciences (Pharma)