Response Surface

Part 1/3 – The Basics

Response Surface Design and Analysis
This tutorial, the first of three in this series, shows how to use Design-Expert® software
for response surface methodology (RSM). This class of designs is aimed at process
optimization. A case study provides a real-life feel to the exercise.

If you are in a rush to get the gist of design and analysis of RSM, hop past all the “Note”
sections. However, if/when you find the time, it will be well worth the effort to explore
these “by-the-ways.”

Note

Due to the specific nature of this case study, a number of features that could be helpful
to you for RSM will not be implemented in this tutorial. Many of these features are used
in the earlier tutorials. If you have not completed all these tutorials, consider doing so
before starting this one.

We will presume that you are knowledgeable about the statistical aspects of RSM. For a
good primer on the subject, see RSM Simplified 2nd edition (Anderson and Whitcomb,
Productivity, Inc., New York, 2016). You will find overviews on RSM and how it’s done
via Design-Expert in the on-line Help system. To gain a working knowledge of RSM, we
recommend you attend our Response Surface Methods for Process
Optimization workshop. Call Stat-Ease or visit our website for a schedule at
www.statease.com.

The case study in this tutorial involves production of a chemical. The two most important
responses, designated by the letter “y”, are:

 y1 - Conversion (% of reactants converted to product)

 y2 - Activity.

The experimenter chose three process factors to study. Their names and levels are
shown in the following table.
 Factor Units Low Level (-1) High Level (+1)

A - Time minutes 40 50

B- degrees
80 90
Temperature C

C - Catalyst percent 2 3

Factors for response surface study

You will study the chemical process using a standard RSM design called a central
composite design (CCD). It’s well suited for fitting a quadratic surface, which usually
works well for process optimization.

Note

The three-factor layout for this CCD is pictured below. It is composed of a core factorial
that forms a cube with sides that are two coded units in length (from -1 to +1 as noted in
the table above). The stars represent axial points. How far out from the cube these
should go is a matter for much discussion between statisticians. They designate this
distance “alpha” – measured in terms of coded factor levels. As you will see, Design-
Expert offers a variety of options for alpha.

Central Composite Design for three factors

Assume that the experiments will be conducted over a two-day period, in two blocks:

1. Twelve runs: composed of eight factorial points, plus four center points.
2. Eight runs: composed of six axial (star) points, plus two more center points.
 Design the Experiment

Start the program and click the blank-sheet icon   on the left of the toolbar and then
click Response Surface from the list of designs on the left to show the designs
available for RSM.

Response surface menu

The default selection is the Central Composite design, which is used in this case study.

Note

To see alternative RSM designs for three or more factors, click at far left on Box
Behnken (notice 17 runs near the screen bottom) and Miscellaneous designs, where
you find the 3-Level Factorial option (32 runs, including 5 center points). Now go back
and re-select Central Composite design.
 If not already entered, click the up arrow in the Numeric Factors entry box and
Select 3 as shown below.

Selecting three numeric factors

Note

Before entering factors and ranges, click Options. Notice that it defaults to

a Rotatable design with the axial (star) points set at 1.68179 coded units from the
center – a conventional choice for the CCD.

Default CCD option for alpha set so design is rotatable

Many options are statistical in nature, but one that produces less extreme factor ranges
is the “Practical” value for alpha. This is computed by taking the fourth root of the
 number of factors (in this case 3¼ or 1.31607). See RSM Simplified Chapter 8
“Everything You Should Know About CCDs (but dare not ask!)” for details on this
practical versus other levels suggested for alpha in CCDs – the most popular of which
may be the “Face Centered” (alpha equals one). Press OK to accept the rotatable
value. (Note: you won’t get the “center points in each axial block” option until you
change to 2 blocks in this design, as below).

Using the information provided in the table on page 1 of this tutorial (or on the screen
capture below), type in the details for factor Name (A, B, C), Units,
and Low and High levels.

Completed factor form

You’ve now specified the cubical portion of the CCD. As you did this, Design-Expert
calculated the coded distance “alpha” for placement on the star points in the central
composite design.

Note

Alternatively, by clicking the “entered factor ranges in terms of alphas” option you can
control how far out the runs will go for each of your factors.

Now return to the bottom of the central composite design form. Leave Type at its default
value of Full (the other option is a “small” CCD, which we do not recommend unless
you must reduce the number of runs to the bare minimum). You will need two blocks for
this design, one for each day, so click the Blocks field and select 2.
 Selecting the number of blocks

Notice the software displays how this CCD will be laid out in the two blocks – for
example, 4 center points will go in one and 2 in the other. Click Next to reach the
second page of the “wizard” for building a response surface design. You now have the
option of identifying Block Names. Enter Day 1 and Day 2 as shown below.

Block names

Press Next to enter Responses. Select 2 from the pull down list. Now enter the
response Name and Units for each response as shown below.

Completed response form

At any time in the design-building phase, you can return to the previous page by
pressing the Back button. Then you can revise your selections. Press Finish to view the
design layout (your run order may differ due to randomization).

Note

Design-Expert offers many ways to modify the design and how it’s laid out on-screen.
Preceding tutorials, especially Part 2 for General One Factor, delved into this in detail,
so go back and look this over if you haven’t already. Click the Tips ( ) button for a
refresher.

Design layout (your run order may differ due to randomization)

Save the Data to a File

Now that you’ve invested some time into your design, it would be prudent to save your
work. Click the File menu item and select Save As.

You can now specify your File name (we suggest tut-RSM) to Save as type “*.dxpx” in
the Data folder for Design-Expert (or wherever you want to Save in).
Enter the Response Data – Create Simple Scatter
Plots
Assume that the experiment is now completed. At this stage, the responses must be
entered into Design-Expert. We see no benefit to making you type all the numbers,
particularly with the potential confusion due to differences in randomized run orders.
Therefore, use the Help, Tutorial Data menu and select Chemical Conversion from
the list.

Let’s examine the data! Click on the Design node on the left to view the design
spreadsheet. Move your cursor to Std column header and right-click to bring up a menu
from which to select Sort Ascending (this can also be done via a double-click on the
header).

Sorting by Standard (Std) Order

Now right-mouse click the Select column header (top left cell) and choose Space Point
Type.

Displaying the Point Type

 Notice the new column identifying points as “Factorial,” “Center” (for center point), and
so on. Notice how the factorial points align only to the Day 1 block. Then in Day 2 the
axial points are run. Center points are divided between the two blocks.

Unless you change the default setting for the Select option, do not expect the Type
column to appear the next time you run Design-Expert. It is only on temporarily at this
stage for your information.

Before focusing on modeling the response as a function of the factors varied in this
RSM experiment, it will be good to assess the impact of the blocking via a simple
scatter plot. Click the Graph Columns node branching from the design ‘root’ at the
upper left of your screen. You should see a scatter plot with factor A:Time on the X-axis
and the Conversion response on the Y-axis.

Note

The correlation grid that pops up with the Graph Columns can be very interesting. First
off, observe that it exhibits red along the diagonal—indicating the complete (r=1)
correlation of any variable with itself (Run vs Run, etc). Block versus run (or, conversely,
run vs block) is also highly correlated due to this restriction in randomization (runs
having to be done for day 1 before day 2). It is good to see so many white squares
because these indicate little or no correlation between factors, thus they can be
estimated independently.

For now, it is most useful to produce a plot showing the impact of blocks because this
will be literally blocked out in the analysis. Therefore, on the Graph Columns tool click
the button where Conversion intersects with Block as shown below. Then
change Color By to Space Type.
Plotting the effect of Block on Conversion

The graph visually shows there is not much of a difference between the centerpoint
results for block 1 and 2. Bear in mind that this will be filtered out mathematically so as
not to bias the estimation of factor effects.
Graph Columns feature for design layout
Change the Y Axis to Activity (by clicking down the column one box) to see how it’s
affected by the day-to-day blocking (even less).
Changing response (resulting graph not shown)

Next, to see how the responses correlate, change the X Axis to Conversion. Now that
we have 2 numeric factors along the axes, we can see the correlation between them. In
the upper left of the legend you will see the correlation number is 0.224, showing slight
correlation.
Plotting one response versus the other (resulting graph not shown)

You may also note there is a faded pink color in the box in the grid for this graph,
denoting the slight upward correlation.

Now for a really awesome scatterplot in 3D, change the X Axis to A:Time, the Y
Axis to C:Catalyst and the Z-Axis to Conversion. This provides a dramatic view of
conditions leading to maximizing the response. Grab it with your mouse and rotate it
around. This looks quite promising!
3D scatterplot enabled by plotting the response on the Z Axis as a function of two
factors

Continue exploring relationships with the graph columns tools. However, do not get
carried away with this, because it will be much more productive to do statistical analysis
first – before drawing any conclusions.

Analyze the Results

Now let’s start analyzing the responses numerically. Under the Analysis branch click
the node labeled Conversion. A new set of tabs appears at the top of your screen.
They are arranged from left to right in the order needed to complete the analysis. What
could be simpler?
Begin analysis of Conversion

Design-Expert provides a full array of response transformations via

the Transform option. Click Tips for details. For now, accept the default transformation
selection of None.

Now click the Fit Summary tab. At this point Design-Expert fits linear, two-factor
interaction (2FI), quadratic, and cubic polynomials to the response. At the top is the
response identification, immediately followed below, in this case, by a warning: “The
Cubic Model is aliased.” Do not be alarmed. By design, the central composite matrix
provides too few unique design points to determine all the terms in the cubic model. It’s
set up only for the quadratic model (or some subset).
 Next you will see several extremely useful tables for model selection. Each table is
discussed briefly via sidebars in this tutorial on RSM.

Note

Use the blue layout buttons to choose how many panes are visible on your screen at
once.

The table of “Sequential Model Sum of Squares” (technically “Type I”) shows how terms
of increasing complexity contribute to the total model.

Note

The Sequential Model Sum of Squares table: The model hierarchy is described
below:

 “Linear vs Block”: the significance of adding the linear terms to the mean and
blocks,
 “2FI vs Linear”: the significance of adding the two factor interaction terms to the
mean, block, and linear terms already in the model,
 “Quadratic vs 2FI”: the significance of adding the quadratic (squared) terms to
the mean, block, linear, and twofactor interaction terms already in the model,
 “Cubic vs Quadratic”: the significance of the cubic terms beyond all other terms.
Fit Summary tab

For each source of terms (linear, etc.), examine the probability (“Prob > F”) to see if it
falls below 0.05 (or whatever statistical significance level you choose). So far, Design-
 Expert is indicating (via bold highlighting) the quadratic model looks best – these terms
are significant, but adding the cubic order terms will not significantly improve the fit.
(Even if they were significant, the cubic terms would be aliased, so they wouldn’t be
useful for modeling purposes.) Move down to the Lack of Fit Tests pane for Lack of Fit
tests on the various model orders.

The “Lack of Fit Tests” pane compares residual error with “Pure Error” from replicated
design points. If there is significant lack of fit, as shown by a low probability value (“Prob
> F”), then be careful about using the model as a response predictor. In this case, the
linear model definitely can be ruled out, because its Prob > F falls below 0.05. The
quadratic model, identified earlier as the likely model, does not show significant lack of
fit. Remember that the cubic model is aliased, so it should not be chosen.

Look over the last pane in the Fit Summary report, which provides “Model Summary
Statistics” for the ‘bottom line’ on comparing the options

The quadratic model comes out best: It exhibits low standard deviation (“Std. Dev.”),
high “R-Squared” values, and a low “PRESS.”

The program automatically underlines at least one “Suggested” model. Always confirm
this suggestion by viewing these tables.

Note

From the main menu select Help, Screen Tips or simply press the lightbulb icon ( )
for more information about the procedure for choosing model(s).

Design-Expert allows you to select a model for in-depth statistical study. Click
the Model tab at the top of the screen to see the terms in the model.
 Model results

The program defaults to the “Suggested” model shown in the earlier Fit Summary table.

Note

If you want, you can choose an alternative model from the Process Order pull-down list.
(Be sure to try this in the rare cases when Design-Expert suggests more than one
model.)

The options for process order

Also, you could now manually reduce the model by clicking off insignificant effects. For
example, you will see in a moment that several terms in this case are marginally
significant at best. Design-Expert provides several automatic reduction algorithms as
alternatives to the “Manual” method: “Backward,” “Forward,” and “Stepwise.” Click the
“Auto Select…” button to see these. From more details, try Screen Tips and/or search
Help.

Click the ANOVA tab to produce the analysis of variance for the selected model.
Statistics for selected model: ANOVA table

The ANOVA in this case confirms the adequacy of the quadratic model (the Model Prob
> F is less than 0.05.) You can also see probability values for each individual term in the
model. You may want to consider removing terms with probability values greater than
0.10. Use process knowledge to guide your decisions.

Next, move over to the Fit Statistics pane to see that Design-Expert presents various
statistics to augment the ANOVA. The R-Squared statistics are very good — near to 1.

Post-ANOVA statistics

Next, move down to the Coefficients pane to bring the following details to your screen,
including the mean effect-shift for each block, that is; the difference from Day 1 to Day 2
in the response.
Coefficients for the quadratic model

Press Coded Equation to bring the next section to your screen — the predictive
models in terms of coded factors. Click Actual Equation for the the predictive models in
terms of actual factors. Block terms are left out. These terms can be used to re-create
the results of this experiment, but they cannot be used for modeling future responses.
Final equation: coded
Final equation: actual

You cannot edit any ANOVA outputs. However, you can copy and paste the data to
your favorite word processor or spreadsheet. Also, as detailed in the One-Factor RSM
tutorial, Design-Expert provides a tool to export equations directly to Excel in a handy
format that allows you to ‘plug and chug’; that is, enter whatever inputs you like to
generate predicted response. This might be handy for clients who are phobic about
statistics. ; )
Diagnose the Statistical Properties of the Model
The diagnostic details provided by Design-Expert can best be grasped by viewing plots
available via the Diagnostics tab. The most important diagnostic — normal probability
plot of the residuals — appears in the first pane.
 Normal probability plot of the residuals

Data points should be approximately linear. A non-linear pattern (such as an S-shaped

curve) indicates non-normality in the error term, which may be corrected by a
transformation. The only sign of any problems in this data may be the point at the far
right. Click this on your screen to highlight it as shown above.

Note

Notice that residuals are “externally studentized” unless you change their form on the
drop-down menu at the top of your screen (not advised).

 Externally calculating residuals increases the sensitivity for detecting outliers.

 Studentized residuals counteract varying leverages due to design point locations.
For example, center points carry little weight in the fit and thus exhibit low leverage.

Now click the Resid. vs Run tab.

Residuals versus run
Now you can see that, although the highlighted run does differ more from its predicted
value than any other, there is really no cause for alarm due to it being within the red
control limits.

Next move to the Cook’s Distance tab.

Cook’s Distance — the first of the Influence diagnostics

Nothing stands out here.

Move on to the Leverage tab. This is best explained by the previous tutorial on One-
Factor RSM so go back to that if you did not already go through it. Then skip ahead
to DFBETAS, which breaks down the changes in the model to each coefficient, which
statisticians symbolize with the Greek letter β, hence the acronym DFBETAS — the
difference in betas. For the Term click the down-list arrow and select A as shown in the
following screen shot.
DFBETAS for term A

You can evaluate ten model terms (including the intercept) for this quadratic predictive
model (see sidebar below for help).
Note

Reposition your mouse over the Term field and simply scroll your mouse wheel to
quickly move up and down the list. In a similar experiment to this one, where the
chemist changed catalyst, the DFBETAS plot for that factor exhibited an outlier for the
one run where its level went below a minimal level needed to initiate the reaction. Thus,
this diagnostic proved to be very helpful in seeing where things went wrong in the
experiment.

Now move on to the Report tab in the bottom-right pane to bring up detailed case-by-

case diagnostic statistics, many which have already been shown graphically.
 Diagnostics report
Note

The footnote below the table (“Predicted values include block corrections.”) alerts you
that any shift from block 1 to block 2 will be included for purposes of residual
diagnostics. (Recall that block corrections did not appear in the predictive equations
shown in the ANOVA report.)
Examine Model Graphs

The residuals diagnosis reveals no statistical problems, so now let’s generate response
surface plots. Click the Model Graphs tab. The 2D contour plot of factors A versus B
comes up by default in graduated color shading.
 Response surface contour plot
Note

Design-Expert displays any actual point included in the design space shown. In this
case you see a plot of conversion as a function of time and temperature at a mid-level
slice of catalyst. This slice includes six center points as indicated by the dot at the
middle of the contour plot. By replicating center points, you get a very good power of
prediction at the middle of your experimental region.

The Factors Tool appears on the right with the default plot. Move this around as
needed by clicking and dragging the top blue border (drag it back to the right side of the
screen to “pin” it back in place. The tool controls which factor(s) are plotted on the
graph.

Note

Each factor listed in the Factors Tool has either an axis label, indicating that it is
currently shown on the graph, or a slider bar, which allows you to choose specific
settings for the factors that are not currently plotted. All slider bars default to midpoint
levels of those factors not currently assigned to axes. You can change factor levels by
dragging their slider bars or by left-clicking factor names to make them active (they
become highlighted) and then typing desired levels into the numeric space near the
bottom of the tool. Give this a try.

Click the C: Catalyst toolbar to see its value. Don’t worry if the slider bar shifts a bit —
we will instruct you how to re-set it in a moment.
Factors tool showing factor C highlighted and value displayed

Left-Click the bar with your mouse and drag it to the right.
Slide bar for C pushed right to higher value
 As indicated by the color key on the left, the surface becomes ‘hot’ at higher response
levels, yellow in the ’80’s, and red above 90 for Conversion.

Note

To enable a handy tool for reading coordinates off contour plots, go to View, Show
Crosshairs Window (click and drag the titlebar if you’d like to unpin it from the left of
your screen). Now move your mouse over the contour plot and notice that Design-
Expert generates the predicted response for specific factor values corresponding to that
point. If you place the crosshair over an actual point, for example – the one at the far
upper left corner of the graph now on screen, you also see that observed value (in this
case: 66).

Prediction at coordinates of 40 and 90 where an actual run was performed

P.S. See what happens when you press the Full option for crosshairs.

Now press the Default button on the Factors Tool to place factor C back at its midpoint.

Note

Open the Factors Sheet by clicking the Sheet… button on the Factors Tool.

Factors sheet

In the columns labeled Axis and Value you can change the axes settings by right-
clicking, or type in specific values for factors. Give this a try. Then close the window and
press the Default button.

P.S. The Terms list on the Factors Tool is a drop-down menu from which you can also
select the factors to plot. Only the terms that are in the model are included in this list. At
this point in the tutorial this should be set at AB. If you select a single factor (such as A)
the graph changes to a One-Factor Plot. Try this if you like, but notice how Design-
Expert warns if you plot a main effect that’s involved in an interaction.

Perturbation Plot

Wouldn’t it be handy to see all your factors on one response plot? You can do this with
the perturbation plot, which provides silhouette views of the response surface. The real
benefit of this plot is when selecting axes and constants in contour and 3D plots. See it
by mousing to the Graphs Toolbar and pressing Perturbation or pull it up from
the View menu via New Graph.
The Perturbation plot with factor A clicked to highlight it

For response surface designs, the perturbation plot shows how the response changes
as each factor moves from the chosen reference point, with all other factors held
constant at the reference value. Design-Expert sets the reference point default at the
middle of the design space (the coded zero level of each factor).

Click the curve for factor A to see it better. The software highlights it in a different color
as shown above. It also highlights the legend. In this case, at the center point, you see
that factor A (time) produces a relatively small effect as it changes from the reference
point. Therefore, because you can only plot contours for two factors at a time, it makes
sense to choose B and C – and slice on A.

Contour Plot: Revisited

Let’s look at the plot of factors B and C. Start by clicking Contour on the Graphs
toolbar. Then in the Factors Tool right-click the Catalyst bar and select X1 axis by left
clicking it.

Making factor C the x1-axis

You now see a catalyst versus temperature plot of conversion, with time held as a
constant at its midpoint.
Contour plot of B:temperature versus C:catalyst
Design-Expert contour plots are highly interactive. For example, right-click up in the hot
spot at the upper middle and select Add Flag.

Adding a flag

That’s enough on the contour plot for now — hold off until Part 3 of this tutorial to learn
other tips and tricks on making this graph and others more presentable. Right-click
and Delete flag to clean the slate.

3D Surface Plot
Now to really get a feel for how the response varies as a function of the two factors
chosen for display, select 3D Surface from the Graphs Toolbar. You then will see
three-dimensional display of the response surface. If the coordinates encompass actual
design points, these will be displayed. On the Factors Tool move the slide bar
for A:time to the right. This presents a very compelling picture of how the response can
be maximized. Right-click at the peak to set a flag.
3D response surface plot with A:time at high level
You can see points below the surface by rotating the plot. Move your mouse over the
graph. Click and hold the left mouse button and then drag.

Seeing a point beneath the surface

Seeing an actual result predicted so closely lends credence to the model. Things are
really looking up at this point!

Remember that you’re only looking at a ‘slice’ of factor A (time). Normally, you’d want to
make additional plots with slices of A at the minus and plus one levels, but let’s keep
moving — still lots to be done for making the most of this RSM experiment.

Analyze the Data for the Second Response

This step is a BIG one. Analyze the data for the second response, activity. Be sure you
find the appropriate polynomial to fit the data, examine the residuals and plot the
response surface. Hint: The correct model is linear.

Before you quit, do a File, Save to preserve your analysis. Design-Expert will save your
models. To leave Design-Expert, use the File, Exit menu selection. The program will
warn you to save again if you’ve modified any files.

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