Introduction into the

Analysis of Covariates

10

0
0 5 10 15 20 25

Advanced DOE Tool

for Black Belts Week 4

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About this Module

The analysis of process variation is often determined by effects

which are hardly to detect with classical designs. These factors are
difficult to control or to manipulate. We call them noise factors.
The following possibilities are already discussed:
• Blocking
Mostly attributive factors can be included in the design. (e. g.
supplier; A vs. B; shift: 1 vs. 2)
•Randomization of experimental runs
Here we try to avoid a miss interpretation from noise effects showing
up over time.
Now we will to discuss how to include continuous measurable but
uncontrollable factors into the design.
Example: Measure material characteristics incoming inspection.
Factors like temperature and humidity cannot be manipulated. But it
is easy to measure these factors and also to evaluate their effects.
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 Graphical Display
The “classical” ANOVA

70
Response

65

60

55
1 2 3 4
Factor Effects of Covariates

Response
10

5
Slope = b1
0
0 5 10 15 20 25
Covariate
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The Mathematical Model

Y = bo + b1x

Null Hypotheses Ho : b1 is equal or close to 0

Alternative Hypotheses Ha : b1 is unequal 0 or larger than

determined by the probability of error

The procedure to receive information about non manipulated variables

is to measure and to include them as a factor in the analysis. This is
called the analysis of covariance (ANCOVA).

Covariates can be included as factors in fractional and full factorial

experiments.

For each covariate we need one degree of freedom to calculate the

effect. The degree of freedom is taken from the unexplained Variation
(error). In the case that the covariate has no significant effect we should
remove it from the analysis.

Several covariates can be included in the analysis.

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 Example: Tensile Strength
An engineer likes to investigate the influence from the production line to
the tensile strength of the produced fiber filaments. He knows that the
tensile strength is strong effect by the filament diameter. Therefore he
measured the filament diameter and include the diameter as a covariate
into the experiment.
Please determine the effect of the lines with and without the covariate.
What is your conclusion?

File: mo57417.mtw

Stat
Stat
>ANOVA
>ANOVA
>General
>General Linear
Linear Model…
Model…

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Example: Tensile Strength

Without covariate
General Linear Model: Tensile strength versus Line

Factor Type Levels Values

Line fixed 3 1; 2; 3
Analysis of Variance for Tensile strength, using Adjusted SS for Tests

Source DF Seq SS Adj SS Adj MS F P

Line 2 140,40 140,40 70,20 4,09 0,044
Error 12 206,00 206,00 17,17
Total 14 346,40

S = 4,14327 R-Sq = 40,53% R-Sq(adj) = 30,62%

Attention!
With covariate
General Linear Model: Tensile strength versus Line

Factor Type Levels Values

Line fixed 3 1; 2; 3
Analysis of Variance for Tensile strength, using Adjusted SS for Tests

Source DF Seq SS Adj SS Adj MS F P

Diameter 1 303,35 175,24 175,24 62,68 0,000
Line 2 12,30 12,30 6,15 2,20 0,157
Error 11 30,76 30,76 2,80
Total 14 346,40

S = 1,67214 R-Sq = 91,12% R-Sq(adj) = 88,70%

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 Example: Printed Circuit Board Assembly

A more complex example of PCB manufacturing

A device of an automatic manufacturing line places components on a

PCB. The position of the components is controlled by a locator pin.
This pin is included by the supplier into the PCB in accordance to our
requirements.
Considerable variation in the positioning (x or y) has been detected in
the past time.

Two factors (A and B) of the positioning device are known, as easy to

manipulated. We have decided to perform a a small experiment with
two factors. The target is to redefine the optimum device settings to
improve the placement of the components.

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Example: Printed Circuit Board Assembly

Our design is completely randomized and

includes 4 replications File:
ANCOVA.mtw
The factors A & B of the devise have been
manipulated
A B covar response
The result is the position of the mounted -1 -1 192,278 312,928
-1 -1 197,866 366,014
component.
-1 -1 195,834 347,726
-1 -1 195,326 327,66
The positions of the locator pin (covariate) -1 1 197,612 327,66
have been documented for every trial. -1 1 199,39 361,442
-1 1 194,056 311,912
-1 1 196,088 317,754
Assignment: Calculate the effect of the 1 -1 197,612 313,69
factors A & B with and without the covariate 1 -1 195,58 295,148
1 -1 198,882 325,12
(Can be done under GLM and DOE) 1 -1 197,104 297,434
1 1 193,548 330,2
Comment the results, is there a significant 1 1 191,77 328,676
1 1 194,056 352,552
effect of the factors or there are other 1 1 195,58 363,982
sources for the observed variation (locator
pin, noise)?

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 Example: Printed Circuit Board Assembly

The evaluation without covariate Stat

Stat
>DOE
>DOE
Fractional Factorial Fit
>Factorial
>Factorial
>Analyze
>Analyze Factorial
Factorial Design…
Design…
Estimated Effects and Coefficients for response

Term Effect Coef StDev Coef T P

Constant 329.994 4.886 67.53 0.000
A -8.287 -4.143 4.886 -0.85 0.413
B 13.557 6.779 4.886 1.39 0.191
A*B 22.447 11.224 4.886 2.30 0.040
R-Sq = 39,76%
Analysis of Variance for response

Source DF Seq SS Adj SS Adj MS F P

Main Effects 2 1009.88 1009.88 504.9 1.32 0.303
2-Way Interactions 1 2015.52 2015.52 2015.5 5.28 0.040
Residual Error 12 4584.17 4584.17 382.0
Pure Error 12 4584.17 4584.17 382.0
Total 15 7609.56

Attention!
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Example: Printed Circuit Board Assembly

Interaction Plot (data means) for response

345 A
-1
1
340

335

330
Mean

325

320

315

310

-1 1
B

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 Example: Printed Circuit Board Assembly

Stat
Stat
>ANOVA
>ANOVA
>Interval
>Interval Plot…
Plot…
>One
>One Y
Y with
with groups
groups
Interval Plot of response vs A; B
95% CI for the Mean
380

360

Interval plots for the 340

response

evaluations of the co
variable vs. factor level 320

over the distribution of the

300
covariate.
280
B -1 1 -1 1
A -1 1

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Example: PCB, Evaluation with Covariate

General Linear Model Stat

Stat
>ANOVA
>ANOVA
Factor Levels Values >General
>General Linear
Linear Model…
Model…
A 2 -1 1
B 2 -1 1

Analysis of Variance for response

R-Qd = 90,91%
Source DF Seq SS Adj SS Adj MS F P
covar 1 305.9 3892.2 3892.2 61.88 0.000
A 1 210.5 40.7 40.7 0.65 0.438
B 1 1015.2 1987.5 1987.5 31.60 0.000
A*B 1 5386.0 5386.0 5386.0 85.62 0.000
Error 11 691.9 691.9 62.9
Total 15 7609.6

Term Coef StDev T P

Constant -1503.1 233.0 -6.45 0.000
covar 9.363 1.190 7.87 0.000

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 Example: PCB, Evaluation with Covariate

Stat
Stat
Fractional Factorial Fit (Analyze Custom Design)
>DOE
>DOE …
… Factorial
Factorial
Estimated Effects and Coefficients for response >Analyze
>Analyze Factorial
Factorial Design…
Design…
Term Effect Coef StDev Coef T P
Constant -1503 233.039 -6.45 0.000
covar 9 1.190 7.87 0.000
A -3 -2 2.009 -0.80 0.438
B 23 12 2.079 5.62 0.000
A*B 46 23 2.482 9.25 0.000 R-Qd = 90,91%
Analysis of Variance for response

Source DF Seq SS Adj SS Adj MS F P

Covariates 1 305.9 3892.2 3892.23 61.88 0.000
Main Effects 2 1225.7 2060.3 1030.14 16.38 0.001
2-Way Interactions 1 5386.0 5386.0 5386.03 85.62 0.000
Residual Error 11 691.9 691.9 62.90
Total 15 7609.6

The portion of the explained variation has been significantly increased

due to the model with the covariate. The question, how can that
variable be controlled?
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Interpretation of the Results

• 16 runs has been performed. Due to the inclusion of the covariate the error
term has 11 degrees of freedom instead of 12.

• The portion of the non explained variation has been reduced by the
covariate from 4584 to 692.

• Only if the variation of the locator pins can be reduced we have the
possibility to control the mounting process with the factors A and B.

• The experiment with 16 runs shows us clearly how to improve the mounting
process.

• For the discussion with the supplier and/or the designer we may have
discovered important facts.

• If the evaluations don’t include the major sources of the variation we can
get misleading results. This could cause high cost.

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 Summary

The evaluation of covariates offers us an

additional possibility to describe models for
special applications.
These adapted models increases the certainty of
our conclusions.
Here again 3 important hints for your
experiments:
• Maximize randomization of your experiments
• Include variables as a block factor
• Use this technique to evaluate the covariates
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