Two-Level Designs to Estimate All Main Effects and Two-Factor Interactions

Abstract

We study the design of two-level experiments with N runs and n factors large enough to estimate the interaction model, which contains all the main effects and all the two-factor interactions. Yet, an effect hierarchy assumption suggests that main effect estimation should be given more prominence than the estimation of two-factor interactions. Orthogonal arrays (OAs) favor main effect estimation. However, complete enumeration becomes infeasible for cases relevant for practitioners. We develop a partial enumeration procedure for these cases and we establish upper bounds on the D-efficiency for the interaction model based on arrays that have not been generated by the partial enumeration. We also propose an optimal design procedure that favors main effect estimation. Designs created with this procedure have smaller D-efficiencies for the interaction model than D-optimal designs, but standard errors for the main effects in this model are improved. Generated OAs for 7–10 factors and 32–72 runs are smaller or have a higher D-efficiency than the smallest OAs from the literature. Designs obtained with the new optimal design procedure or strength-3 OAs (which have main effects that are not correlated with two-factor interactions) are recommended if main effects unbiased by possible two-factor interactions are of primary interest. D-optimal designs are recommended if interactions are of primary interest. Supplementary materials for this article are available online.