Slope-Rotatable Central Composite Designs

Abstract

An analogue of the Box-Hunter rotatability property for second order response surface designs in k independent variables is presented. When such designs are used to estimate the first derivatives with respect to each independent variable the variance of the estimated derivative is a function of the coordinates of the point at which the derivative is evaluated and is also a function of the design. By choice of design it is possible to make this variance constant for all points equidistant from the design origin. This property is called slope-rotatability by analogy with the corresponding property for the variance of the estimated response, ŷ. For central composite designs slope-rotatability can be achieved simply by adjusting the axial point distances (α), so that the variance of the pure quadratic coefficients is one-fourth the variance of the mixed second order coefficients. Tables giving appropriate values of α have been constructed for 2 ≤ k ≤ 8. For 5 ≤ k ≤ 8 central composite designs involving fractional factorials are used. It is also shown that appreciable advantage is gained by replicating axial points rather than confining replication to the center point only.