User Guide to

MODDE

By MKS Umetrics
Version 11

 1992-2015 MKS Umetrics AB, all rights reserved

Information in this document is subject to change without notice and does not represent
a commitment on part of MKS Umetrics. The software, which includes information
contained in any databases, described in this document is furnished under license
agreement or nondisclosure agreement and may be used or copied only in accordance
with the terms of the agreement. It is against the law to copy the software except as
specifically allowed in the license or nondisclosure agreement. No part of this user
guide may be reproduced or transmitted in any form or by any means, electronic or
mechanical, including photocopying and recording, for any purpose, without the
express written permission of MKS Umetrics.
MKS Umetrics patents and trademarks:
SEQUENTIAL MODELING, US-7523384
MONITORING MULTIVARIATE PROCESSES, US-5949678
TOP-DOWN CLUSTERING/PLS-TREE, US-8244498
DESIGN SPACE, US-8086327
MPMC, Pending
COMPUTER-IMPLEMENTED SYSTEMS AND METHODS FOR GENERATING
GENERALIZED FRACTIONAL DESIGNS, Pending
RED-MUP, VALUE FROM DATA, OPLS, O2PLS, OPLS-DA, O2PLSDA, PLS-TREE, S-PLOT, EZinfo, FABSTAT, SIMCA. MODDE
ID #2056
User guide edition date: May 19, 2015

MKS Umetrics AB
Stortorget 21
SE-211 34 Malm
Sweden
Phone: +46 (0)40 664 2580
Email: [email protected]

Welcome

Welcome to the user guide for MODDE 11.

This is your guide to MODDE and its capabilities. It explains how to install and use
MODDE.
Content
This user guide is divided into 14 chapters, 5 appendices and one reference list. Chapter
1 gives a short introduction of how to use MODDE. Chapter 2 presents an introduction
to experimental design. Chapters 3 - 14 provide step-by-step procedures for creating
and using experimental designs with MODDE.
The Statistical appendix presents short explanations of statistical methods used by
MODDE.
The Design appendix presents short descriptions of the designs available in MODDE.
The Optimizer appendix describes the optimizer feature and the properties of the
different optimizer objectives.
The Design space appendix describes the design space estimation feature.
The Stability design appendix describes how to create and work with a stability design
in MODDE.
References are available on the references page.

Table of contents
01-Getting started

Introduction.................................................................................................................... 1
Installation ..................................................................................................................... 1
Starting MODDE ........................................................................................................... 2
Getting help ......................................................................................................................... 2
Tutorials .............................................................................................................................. 2
Starting a new investigation ................................................................................................ 2

Experimental cycle ........................................................................................................ 2

Design phase .................................................................................................................. 2
Analysis phase ............................................................................................................... 2
Explore the data .................................................................................................................. 3
Evaluate the design ............................................................................................................. 3
Fit ........................................................................................................................................ 3
Review the fit using plots and lists ...................................................................................... 3
Diagnostics .......................................................................................................................... 3
Interpret the model .............................................................................................................. 3
Refine the model ................................................................................................................. 4

Prediction phase (using the model) ................................................................................ 4

Help ............................................................................................................................... 4
MODDE Help ..................................................................................................................... 4
Registration and activation .................................................................................................. 5
MKS Umetrics on the Web ................................................................................................. 5
About MODDE ................................................................................................................... 5

Using MODDE .............................................................................................................. 6

MODDE ribbon description ................................................................................................ 6
License information ............................................................................................................ 7
Keyboard shortcuts.............................................................................................................. 7
Mini toolbar ........................................................................................................................ 8
Quick access toolbar ........................................................................................................... 9
Customizing the user interface .......................................................................................... 10
Investigation ...................................................................................................................... 10

02-Introduction

13

General description ...................................................................................................... 13

What is modeling and experimental design? ............................................................... 13
Objectives of modeling and experimental design ........................................................ 13
Screening models and designs ..................................................................................... 13
Number of factors in screening designs ............................................................................ 14
Number of factors with split objective .............................................................................. 14

Response surface modeling (RSM) designs................................................................. 14

Number of factors in RSM designs ................................................................................... 14
Number of factors in split objective .................................................................................. 14

Fit methods .................................................................................................................. 15

Multiple Linear Regression (MLR) ................................................................................... 15
Partial Least Squares (PLS)............................................................................................... 15
v

MODDE 11

Results ............................................................................................................................... 16

Analysis phase ............................................................................................................. 16

Review the model fit ......................................................................................................... 16
Assess model adequacy ..................................................................................................... 17

Prediction - using the fitted model ............................................................................... 17

Conventions ................................................................................................................. 17
Limitations in investigation names.................................................................................... 17
Limitations in factor and response names ......................................................................... 17
Case sensitivity ................................................................................................................. 17
Menu and tab reference syntax .......................................................................................... 18
Select and mark ................................................................................................................. 18
Vector and matrix representation ...................................................................................... 18

Suggestions for further reading on experimental designs ............................................ 19

03-Design wizard

21

Introduction.................................................................................................................. 21
Factors ......................................................................................................................... 21
Factor definition dialog box .............................................................................................. 22
General tab ........................................................................................................................ 23
Advanced .......................................................................................................................... 26

Constraints ................................................................................................................... 28
Defining constraints .......................................................................................................... 28
Defining constraints in the spreadsheet ............................................................................. 28
Constraints supported ........................................................................................................ 29
Constraints in qualitative or quantitative multilevel factors .............................................. 29

Responses .................................................................................................................... 30
Defining responses ............................................................................................................ 30
Response definition dialog box ......................................................................................... 30
Regular responses ............................................................................................................. 31
MLR scaling...................................................................................................................... 32
PLS scaling ....................................................................................................................... 32
Derived responses ............................................................................................................. 32
Linked responses ............................................................................................................... 35

Objective ...................................................................................................................... 35
Select objective ................................................................................................................. 35

Model and design ......................................................................................................... 37

Selecting model and design ............................................................................................... 37
Design runs ....................................................................................................................... 39
Center points ..................................................................................................................... 39
Replicates .......................................................................................................................... 39
Total runs .......................................................................................................................... 39
Blocks ............................................................................................................................... 40
Settings.............................................................................................................................. 40
How high should the power be? ........................................................................................ 41

D-Optimal .................................................................................................................... 41
D-Optimal pages ............................................................................................................... 41
Design generation criteria section ..................................................................................... 41
Design alternatives section ................................................................................................ 42
Candidate set section ......................................................................................................... 43
D-Optimal results .............................................................................................................. 44
D-Optimal onion pages ..................................................................................................... 45
Onion on the Design tab .................................................................................................... 47

vi

Table of Contents

Reduced combinatorial ................................................................................................ 47

Design generation options ................................................................................................. 47
Reduced combinatorial design selection page ................................................................... 48

04-File

51

Introduction.................................................................................................................. 51
Info............................................................................................................................... 52
Protect investigation .......................................................................................................... 52
Report................................................................................................................................ 54

New.............................................................................................................................. 55
Experimental design .......................................................................................................... 55
Using existing design ........................................................................................................ 55
Specific application design................................................................................................ 60

Open............................................................................................................................. 63
Recent investigations ........................................................................................................ 64
Recent folders ................................................................................................................... 64
Browse .............................................................................................................................. 64

Save ............................................................................................................................. 64
Save as ......................................................................................................................... 64
Save plot as ....................................................................................................................... 64
Save list as......................................................................................................................... 65
Save or Copy a plot ........................................................................................................... 65

Print ............................................................................................................................. 67
Send ............................................................................................................................. 67
Send as attachment ............................................................................................................ 67

Close ............................................................................................................................ 68
Options......................................................................................................................... 68
MODDE options ............................................................................................................... 68
Investigation options ......................................................................................................... 70

Audit trail ..................................................................................................................... 73

Coefficients .................................................................................................................. 74
Scaled and centered coefficients ....................................................................................... 74
Orthogonal coefficients in PLS ......................................................................................... 74
Unscaled............................................................................................................................ 74
Normalized coefficients .................................................................................................... 74
Confidence interval ........................................................................................................... 75
Extended or compact format ............................................................................................. 75
Interval type and probability levels ................................................................................... 75

Residuals ...................................................................................................................... 76
Raw residuals .................................................................................................................... 76
Standardized residuals ....................................................................................................... 77
Deleted studentized residuals ............................................................................................ 77
Customize ribbon .............................................................................................................. 78
Customize quick access toolbar ........................................................................................ 79
Keyboard shortcuts............................................................................................................ 79
Restore .............................................................................................................................. 81

Help ............................................................................................................................. 81
Activate MODDE ............................................................................................................. 82
View help .......................................................................................................................... 82
MKS Umetrics on the Web ............................................................................................... 82
Knowledge base ................................................................................................................ 82
About us ............................................................................................................................ 82
vii

MODDE 11

05-Home

83

Introduction.................................................................................................................. 83
Design wizard .............................................................................................................. 84
Analysis wizard ........................................................................................................... 84
Replicates .......................................................................................................................... 85
Histogram .......................................................................................................................... 86
Summary of Fit ................................................................................................................. 88
Coefficients ....................................................................................................................... 89
Residuals Normal Probability ........................................................................................... 92
Observed vs. Predicted ...................................................................................................... 93

Specification ................................................................................................................ 93
Spreadsheet access ............................................................................................................ 94

Edit model.................................................................................................................... 94
Edit Model dialog box ....................................................................................................... 94
Model list .......................................................................................................................... 95

Fit model ...................................................................................................................... 96

Standard fit ........................................................................................................................ 96
Mixture fit ......................................................................................................................... 97

Summary of fit ............................................................................................................. 97

Overview ..................................................................................................................... 99
Coefficients ................................................................................................................ 100
Residuals .................................................................................................................... 100
Observed vs. predicted ............................................................................................... 100
Properties ........................................................................................................................ 101

Contour ...................................................................................................................... 101

Sweet spot .................................................................................................................. 102
Design space .............................................................................................................. 102
Optimizer ................................................................................................................... 103
Exclude ...................................................................................................................... 103
Undo .......................................................................................................................... 103

06-Design

105

Introduction................................................................................................................ 105
Factors ....................................................................................................................... 106
Factors spreadsheet ......................................................................................................... 106

Responses .................................................................................................................. 108

Responses spreadsheet .................................................................................................... 108

Constraints ................................................................................................................. 109

Specifying constraints ..................................................................................................... 109
Defining a constraint graphically .................................................................................... 110
Modifying a constraint graphically ................................................................................. 110
Candidate set with a constraint........................................................................................ 111

Inclusions ................................................................................................................... 111

Opening the inclusions spreadsheet................................................................................. 111
Inclusions vs. complement design ................................................................................... 111
Adding inclusions to the worksheet ................................................................................ 112
Inclusions as part of the design ....................................................................................... 112
Editing inclusions ............................................................................................................ 113

Reference mixture ...................................................................................................... 113

Generators .................................................................................................................. 114
viii

Table of Contents

Objective .................................................................................................................... 115

Design region ............................................................................................................. 115
Design region properties ................................................................................................. 116

Design matrix............................................................................................................. 116

Design matrix for Stability designs............................................................................ 117
Overview tab ................................................................................................................... 117
All tab ............................................................................................................................. 118
A, B, C etc. tabs .............................................................................................................. 118

Design summary ........................................................................................................ 119

Design summary D-Optimal ...................................................................................... 119
Design summary, Stability designs ............................................................................ 121
Confoundings............................................................................................................. 122
To list the confoundings .................................................................................................. 122

Candidate set.............................................................................................................. 123

Accessing the Candidate set ............................................................................................ 123

New design ................................................................................................................ 124

New D-Optimal design ................................................................................................... 124
Select from already generated D-Optimal designs .......................................................... 124

Onion ......................................................................................................................... 124

Onion Plot ....................................................................................................................... 124
Onion 3D Plot ................................................................................................................. 125

07-Worksheet

127

Introduction................................................................................................................ 127
Worksheet .................................................................................................................. 128
Accessing the Worksheet ................................................................................................ 128
Description of the worksheet........................................................................................... 128
Missing values in the worksheet ..................................................................................... 128
Deleting the worksheet .................................................................................................... 129
Adding experiments in the worksheet ............................................................................. 129
Sorting the worksheet ...................................................................................................... 129
Colors in the worksheet ................................................................................................... 129

Sorting spreadsheet .................................................................................................... 129

Custom sort ..................................................................................................................... 129
Sorting the candidate set ................................................................................................. 130

Scatter ........................................................................................................................ 130

Run order ................................................................................................................... 131
Randomize run order ....................................................................................................... 131
Run order to detect curvature .......................................................................................... 131
Curvature diagnostics plot ............................................................................................... 131

Correlation ................................................................................................................. 133

Descriptive statistics .................................................................................................. 134
Descriptive statistics properties ....................................................................................... 136

Box Whisker .............................................................................................................. 136

Histogram .................................................................................................................. 137
Accessing the Histogram................................................................................................. 137

Replicates................................................................................................................... 138
Accessing the Replicate plot ........................................................................................... 138
Plot information .............................................................................................................. 138

ix

MODDE 11

08-Analyze

141

Introduction................................................................................................................ 141
Summary of fit ........................................................................................................... 141
Summary of fit plot ......................................................................................................... 143
PLS total summary plot ................................................................................................... 143
PLS response summary plot ............................................................................................ 144
Summary of fit list .......................................................................................................... 145
PLS summary list ............................................................................................................ 145

ANOVA ..................................................................................................................... 146

ANOVA table ................................................................................................................. 146
ANOVA plot ................................................................................................................... 147

Lack of fit .................................................................................................................. 148

Box-Cox plot (MLR only) ......................................................................................... 149
Residuals .................................................................................................................... 150
Residual type ................................................................................................................... 151
Residuals normal probability plot ................................................................................... 151
Residuals vs. predicted response ..................................................................................... 152
Residuals vs. run order .................................................................................................... 153
Residuals vs. variable ...................................................................................................... 153
Residuals list ................................................................................................................... 154

Observed vs. predicted ............................................................................................... 154

Properties ........................................................................................................................ 155

Coefficients ................................................................................................................ 155

Coefficient plot ............................................................................................................... 156
Coefficient overview plot ................................................................................................ 157
Coefficient list ................................................................................................................. 158
Coefficient overview list ................................................................................................. 158

Effects ........................................................................................................................ 159

Accessing effects plots and list ....................................................................................... 159
Effect plot........................................................................................................................ 159
Effects normal probability plot........................................................................................ 160
Main effect plot ............................................................................................................... 161
Effect list ......................................................................................................................... 162

Interactions ................................................................................................................ 163

PLS ............................................................................................................................ 163
Score plots ....................................................................................................................... 164
Loading plots................................................................................................................... 164

Distance to model (Y) ................................................................................................ 165

VIP - Variable importance in the projection .............................................................. 166

09-Predict

169

Introduction................................................................................................................ 169
Prediction spreadsheet ............................................................................................... 170
Prediction scatter plot ................................................................................................ 170
Prediction plots .......................................................................................................... 171
Prediction plot ................................................................................................................. 172
Overlay prediction plot ................................................................................................... 172

Factor effects ............................................................................................................. 173

Factor effects, Stability designs ................................................................................. 174
Contour ...................................................................................................................... 175
2D contour ...................................................................................................................... 175

Table of Contents

4D contour ...................................................................................................................... 176

Response surface ............................................................................................................. 177
Contour plot wizard......................................................................................................... 178
Contour plot options ........................................................................................................ 180

Sweet spot .................................................................................................................. 180

Creating a sweet spot plot ............................................................................................... 181

Design space .............................................................................................................. 184

Design space wizard .................................................................................................. 185
First page......................................................................................................................... 185
4D axes............................................................................................................................ 186

Optimizer ................................................................................................................... 187

Setpoint validation ..................................................................................................... 187
Setpoint validation plots and lists .................................................................................... 188

10-View

189

Introduction................................................................................................................ 189
Show .......................................................................................................................... 189
Audit trail ................................................................................................................... 190
Favorites .................................................................................................................... 191
Introduction ..................................................................................................................... 191

Full screen.................................................................................................................. 193

Window ..................................................................................................................... 193
Close ............................................................................................................................... 193
Switch windows .............................................................................................................. 194

11-Tools

195

Introduction................................................................................................................ 195
Add plot element........................................................................................................ 195
Available plot elements ................................................................................................... 196

Templates................................................................................................................... 196
Select ......................................................................................................................... 197
Free-form selection ......................................................................................................... 197
Rectangular selection ...................................................................................................... 197
Select along the X-axis.................................................................................................... 197
Select along the Y-axis.................................................................................................... 198
Move points .................................................................................................................... 198

Zoom and zoom out ................................................................................................... 198

Zoom and rotate 3D plots ................................................................................................ 198

Screen reader ............................................................................................................. 199

Exclude ...................................................................................................................... 199
Format plot................................................................................................................. 199
Accessing format plot ..................................................................................................... 199
Mini toolbar .................................................................................................................... 200
Axis ................................................................................................................................. 200
Axis Font and Title Font ................................................................................................. 201
Gridlines.......................................................................................................................... 202
Background ..................................................................................................................... 202
Titles and Font ................................................................................................................ 203
Legend and Font.............................................................................................................. 203
Limits and regions ........................................................................................................... 203
Labels .............................................................................................................................. 204
xi

MODDE 11

Contour ........................................................................................................................... 204

Error bars ........................................................................................................................ 205
Column............................................................................................................................ 205
Styles ............................................................................................................................... 205

List ............................................................................................................................. 206

Add to favorites ......................................................................................................... 206
Add to report .............................................................................................................. 206
Plots and lists ............................................................................................................. 206
Properties dialog box....................................................................................................... 206
Automatic update of plots and lists ................................................................................. 206
Generating multiple plots or lists .................................................................................... 206

12-Optimizer

207

Introduction................................................................................................................ 207
Starting the optimizer ...................................................................................................... 207
Optimizer theory ............................................................................................................. 207
Optimizer objectives ....................................................................................................... 208

Optimizer window ..................................................................................................... 208

Objective tab ................................................................................................................... 210
Optimizer desirability...................................................................................................... 211
Factor spreadsheet ........................................................................................................... 213
CCC constraints .............................................................................................................. 213
Setpoint tab ..................................................................................................................... 214
Alternative setpoints tab .................................................................................................. 215
Optimizer list................................................................................................................... 218

Optimizer tab ............................................................................................................. 219

Dynamic profile .............................................................................................................. 220
Creating contour plots from the optimizer ...................................................................... 220
Contour plot wizard from the optimizer .......................................................................... 221
Creating a sweet spot plot from the optimizer ................................................................. 221
Sweet spot plot wizard from the optimizer ...................................................................... 222
Creating a design space plot from the optimizer ............................................................. 223
Design space wizard from the optimizer ......................................................................... 223
Find robust setpoint ......................................................................................................... 225
Setpoint analysis ............................................................................................................. 228

13-Setpoint

229

Introduction................................................................................................................ 229
Setpoint analysis plots and lists ................................................................................. 229
Setpoint window ........................................................................................................ 230
Preventing auto update .................................................................................................... 230
Adding more columns ..................................................................................................... 230
Setpoint properties .......................................................................................................... 230
Response spreadsheet ...................................................................................................... 233

Factor distribution ...................................................................................................... 234

Response distribution ................................................................................................. 235
Setpoint summary ...................................................................................................... 235
Individual response analysis ...................................................................................... 235
Setpoint, design space ................................................................................................ 236

xii

Table of Contents

14-Report

237

Introduction................................................................................................................ 237
Opening the Report generator .................................................................................... 237
Saving a report ........................................................................................................... 238
Opening and saving an old report .............................................................................. 238
Report window........................................................................................................... 239
File tab ....................................................................................................................... 239
General Windows commands .......................................................................................... 239
Save as ............................................................................................................................ 240

Home ......................................................................................................................... 240

Introduction ..................................................................................................................... 240
Clipboard......................................................................................................................... 241
Font and Paragraph ......................................................................................................... 241
Insert ............................................................................................................................... 241
Report.............................................................................................................................. 241
Formatting ....................................................................................................................... 242

View tab ..................................................................................................................... 242

Placeholders window ................................................................................................. 243
Properties window ..................................................................................................... 244
Adding plots and lists to the report ............................................................................ 244

Statistical appendix

245

Introduction................................................................................................................ 245
Fit methods ................................................................................................................ 245
Multiple linear regression (MLR) ................................................................................... 245
Partial least squares regression (PLS) ............................................................................. 246
Cross-validation significance rules.................................................................................. 248
Model .............................................................................................................................. 249
Hierarchy......................................................................................................................... 249

Scaling ....................................................................................................................... 249

Scaling the factor matrix, X ............................................................................................ 249
Scaling the response matrix, Y ........................................................................................ 250

Missing data ............................................................................................................... 250

Missing data in the design matrix, X ............................................................................... 250
Missing data in Y with multiple linear regression ........................................................... 250
Missing data in Y with PLS regression ........................................................................... 250

Number of observations ............................................................................................. 251

Summary of fit ........................................................................................................... 251
R2 .................................................................................................................................... 251
Q2.................................................................................................................................... 251
Model validity ................................................................................................................. 252
Reproducibility................................................................................................................ 252

Residual standard deviation (RSD) ............................................................................ 252

Analysis of variance, ANOVA .................................................................................. 252
Measures of goodness-of-fit ...................................................................................... 253
Q2.................................................................................................................................... 253
R2 .................................................................................................................................... 254
Adjusted R2 .................................................................................................................... 254
F-test ............................................................................................................................... 255
Degrees of freedom and saturated models ....................................................................... 255

xiii

MODDE 11

Coefficients ................................................................................................................ 256

Scaled and centered coefficients ..................................................................................... 256
Orthogonal coefficients in PLS ....................................................................................... 256
Unscaled.......................................................................................................................... 256
Normalized coefficients .................................................................................................. 256
Confidence interval ......................................................................................................... 256
Extended or compact format ........................................................................................... 257

Analysis wizard tests ................................................................................................. 257

Qualitative factors with more than 2 levels ............................................................... 258
Residuals .................................................................................................................... 258
Raw residuals .................................................................................................................. 258
Standardized residuals ..................................................................................................... 258
Deleted studentized residuals .......................................................................................... 258

Condition number ...................................................................................................... 259

Condition number definition ........................................................................................... 259
Condition number with mixture factors........................................................................... 260
PLS and Cox reference mixture model ........................................................................... 260
MLR regression and the Cox reference mixture model ................................................... 260
MLR and Scheff models ................................................................................................ 260

Interval estimates ....................................................................................................... 261

PLS plots.................................................................................................................... 262
Loadings - WC plots ....................................................................................................... 262
Scores - TT, UU, and TU plots ....................................................................................... 263

PLS regression coefficients ....................................................................................... 263

Box-Cox plot (only MLR) ......................................................................................... 263
Mixture data in MODDE ........................................................................................... 264
Mixture factors only, Model types ............................................................................. 264
Slack variable model ....................................................................................................... 265
Cox reference mixture model .......................................................................................... 265
Scheff model ................................................................................................................. 265

Mixture factors only, fitting a model ......................................................................... 265

Analysis and fit method................................................................................................... 265
MLR and the Cox reference mixture model .................................................................... 267
PLS and the Cox reference mixture................................................................................. 267
Scheff models derived from the Cox reference mixture model ..................................... 268
Scheff models ................................................................................................................ 268
Using the model .............................................................................................................. 269

Process and mixture factors ....................................................................................... 269

MODDE plots ................................................................................................................. 269

Optimizer ................................................................................................................... 269

Desirability ...................................................................................................................... 270
Overall desirability .......................................................................................................... 273
Overall distance to target................................................................................................. 273
Starting simplexes ........................................................................................................... 274
Sensitivity analysis .......................................................................................................... 274
Factor contribution .......................................................................................................... 275

Orthogonal blocking .................................................................................................. 276

Blocking screening designs ............................................................................................. 277
Blocking RSM designs .................................................................................................... 278
Blocking D-Optimal designs ........................................................................................... 279
Random versus fixed block factor ................................................................................... 279

Setpoint statistics ....................................................................................................... 280

xiv

Table of Contents

Monte Carlo simulations ................................................................................................. 280

DPMO and process capability indices ............................................................................. 281
Predictions including model error ................................................................................... 283

Design appendix

285

Designs for process factors ........................................................................................ 285

Screening designs ............................................................................................................ 285
RSM designs ................................................................................................................... 288

Designs for mixture factors........................................................................................ 291

Mixture and process factors ............................................................................................ 291
Mixture factors definition................................................................................................ 291
Mixture constraint ........................................................................................................... 292
Mixture experimental region ........................................................................................... 292
Classical mixture designs ................................................................................................ 293

D-Optimal designs ..................................................................................................... 295

What are D-Optimal designs? ......................................................................................... 295
Candidate set ................................................................................................................... 296
When do I use D-Optimal designs? ................................................................................. 296
D-Optimal algorithm ....................................................................................................... 297
Implementation of the D-Optimal algorithm in MODDE ............................................... 297
Potential terms................................................................................................................. 297
Design evaluation ............................................................................................................ 298
Inclusions and design augmentation ................................................................................ 299
Irregular region ............................................................................................................... 299

D-Optimal Onion designs .......................................................................................... 301

Screening onion designs .................................................................................................. 301
RSM onion designs ......................................................................................................... 301
Candidate set ................................................................................................................... 302

Stability designs ......................................................................................................... 302

Definition OA ................................................................................................................. 303
Definition of NOA ......................................................................................................... 303
References ....................................................................................................................... 303

Power of the design ................................................................................................... 303

Power of the model ......................................................................................................... 303
Post-hoc power analysis .................................................................................................. 305
How high should the power be? ...................................................................................... 306
References ....................................................................................................................... 306

Optimizer appendix

307

Introduction................................................................................................................ 307
Search function .......................................................................................................... 307
Optimizer objectives .................................................................................................. 308
Accessing the individual desirability functions ............................................................... 308
Limit optimization........................................................................................................... 309
Target optimization ......................................................................................................... 310
Customized desirability function..................................................................................... 310
Focus optimization .......................................................................................................... 311

Define optimizer specifications ................................................................................. 311

Example of response specification in the optimizer ........................................................ 312

Optimizer search function .......................................................................................... 312

Robust setpoint................................................................................................................ 313

xv

MODDE 11

Design space appendix

315

Introduction................................................................................................................ 315
What is a design space? ............................................................................................. 315
Design space visualization ......................................................................................... 316
In-depth assessment of Design Space ........................................................................ 318
Proven acceptable ranges ........................................................................................... 320
1 Based on the robust setpoint ...................................................................................... 320
2 Based on the dotted hypercube frame........................................................................ 320
3 Based on setpoint analysis......................................................................................... 321

Setpoint analysis ........................................................................................................ 321

Properties - Setpoint analysis ..................................................................................... 321
Monte Carlo simulations ................................................................................................. 322
Evaluate the results and make necessary adjustments ..................................................... 322
How to find the best Design Space.................................................................................. 323

Setpoint validation for robustness testing .................................................................. 323

Setpoint validation example ............................................................................................ 324
Evaluation of the setpoint validation ............................................................................... 324
Final adjustments ............................................................................................................ 325

Stability design appendix

329

Introduction................................................................................................................ 329
Setting up a stability test ............................................................................................ 330
Define stability design setup time point designs ........................................................ 331
Define stability design setup, Design sets .................................................................. 332
Stability design worksheet ......................................................................................... 333
Early stage data analysis trajectory trending ........................................................... 334
Early stage data analysis assessment of factor effects ............................................ 336
Late stage data analysis.............................................................................................. 338
Summary and discussion ........................................................................................... 339

References

341

Index

343

xvi

01-Getting started

Introduction
This help guide is broken up into a number of chapters. To get started it is
recommended that you read through the first three chapters as they contain information
on installing and starting MODDE, the experimental cycle, how MODDE works, and
designing an experiment.

Installation
You can install and run MODDE under Windows 7 and Windows 8.
Note: You must have administrative privileges to be able to install the software.
To install and activate MODDE follow the steps described below:
1.

Download the installation file from the MKS Umetrics web page
www.umetrics.com, click Downloads.

2.

Open the file and enter personal information as well as product information
found in the delivery letter.

3.

If you want the Audit trail to be automatically turned on and locked, select
the Force using Audit trail to log investigation events check box.

After completing the installation, MODDE needs to be activated. Activation is done

either
(a) over the internet automatically
(b) by finding and downloading a license file following the directions in the message
boxes
(c) from an internal license server or
(d) importing a license file from MKS Umetrics.
Option (d) should only be used in situations where activation according to (a) and (b) is
not possible. See the delivery letter, sent to the license administrator at your company,
for instructions. For more information, refer to the Activate MODDE section in
Chapter 4, File.

MODDE 11

Starting MODDE
Getting help
To read about the MODDE software look in the built-in Help (contains the same
information as the user guide). To open the help window, click the question mark icon
at the top right of the MODDE window or click File | Help | View help.
Hint: Press F1 to open the help window.

Tutorials
To run tutorial examples, go to www.umetrics.com (Downloads), select an example,
open the investigation used in the tutorial, and follow the analysis steps.

Starting a new investigation

To start a new investigation, on the File tab, click New, then click Experimental
design.

Experimental cycle
The experimental cycle consists of three phases:
1.

The design phase where you define your factors and within which ranges
they should be varied, your responses, objective, design and model.

2.

The analysis phase where you explore your data, review the raw data and the
fit, review diagnostics in plots and lists, refine and interpret the model.

3.

The prediction phase where you use the model to predict the optimum area
for operability.

Design phase
On the File tab, click New, and then click Experimental design to open the Design
wizard. The Design wizard will guide you through defining your factors, responses,
objective, constraints, and other information. See Chapter 3 for more information about
the Design wizard and the steps involved in the design phase of your investigation.
Once you have completed your experiments, fill in the response data in the worksheet
and change the factor settings as needed.

Analysis phase
After the response values have been entered in the worksheet you can review the raw
data, fit the model, review the fitted model, interpret the model, and refine the model.
The Analysis wizard on the Home tab can help guide you through this phase.

01-Getting started

Explore the data

To explore the unfitted data use the Worksheet tab. The plots and lists available are:
the curvature diagnostic plot, scatter plot, histogram plot, descriptive statistics list,
correlation plot and matrix, and the replicate plot.
For details on the Worksheet tab plots and lists, see Chapter 7, Worksheet.

Evaluate the design

The condition number is used to evaluate the goodness of the design. As a rule of
thumb the condition number for screening designs should not exceed 3. For RSM
designs it should not exceed 10.

Fit
When you are ready to fit a model to your design, click Fit model on the Home tab.
MODDE automatically fits using MLR when the condition number is low and there are
no mixture factors. The fit methods available are MLR, PLS and, if using mixture
factors, Scheff MLR is also available.

Review the fit using plots and lists

After fitting the model, the Summary of Fit plot is displayed summarizing the fit in
four columns:

R2: Percent of the variation of the response explained by the model. R2

overestimates the goodness of fit.

Q2: Percent of the variation of the response predicted by the model according
to cross validation, and expressed in the same units as R2. Q2 underestimates
the goodness of fit.

Model Validity: A Measure of the validity of the model. When the Model
Validity column is larger than 0.25, there is no Lack of Fit of the model (the
model error is in the same range as the pure error).

Reproducibility: The variation of the response under the same conditions

(pure error), often at the center points, compared to the total variation of the
response.

Diagnostics
MODDE has a number of diagnostic plots, for instance:

Residual plots to find outliers, drifts, trends etc.

Box-Cox plot to select the best transformation of Y.

ANOVA, ANalysis Of VAriance, in particular review the lack of fit. The

estimation of lack of fit is only available when there are replicated points as
it compares the pure error and the model error.

Interpret the model

To interpret the influence of terms on the model use the Coefficient and Effect plots
and lists. The interaction plot is particularly useful if your model has strong interaction
terms. To display the interaction plot, on the Analysis tab, in the Model
interpretation group, click Interactions.
3

MODDE 11

When PLS is used for regression, scores and loadings can be plotted. These plots
provide an overview of the data. On the Analysis tab, click PLS to select the score or
loading plot you want to display.

Refine the model

If you discover bad outliers or want to remove or add a term to the model you can
refine your model.
To remove outliers or insignificant model terms use the interactive Exclude tool .
Click Exclude and then click/mark the outlier/term in a plot. You can also exclude it in
the worksheet, right-click the specific cell and click Exclude values. The model is
automatically refitted.
Note: When excluding an outlier or model term in a plot, the outlier or model term is
only excluded for the displayed response.
You can add and remove terms from/to the model that are insignificant/significant for
all responses, on the Home tab, in the Model group, click Edit model. To edit a
common model for all responses, set the For response box to All responses.
After refining your model you should once more review the fit and diagnostics.
Note: You can have a different model for each response in the same investigation.

Prediction phase (using the model)

When you are content with the model (fit, predictivity, lack of fit etc.) you can use the
model to make predictions and find the best conditions area. The plots and lists to
use for this are found on the Predict tab. Here you can find the Contour plots,
Prediction plots, Sweet spot plot, Optimizer and the Setpoint validation feature.

Help
MODDEs help is based on this user guide. The user guide documents are transferred
to a compiled HTML file. To read the Help file Internet Explorer must be installed but
does not need to be your default browser.

MODDE Help
The help file is installed at the same time as MODDE and includes interactive help
throughout the program.
To open MODDE's help:

Click Help

Click the help icon

Press F1.

On the File tab, click Help, then click View help.

in a dialog box or wizard.

in the top right corner of the MODDE window.

Use the Contents, Index, and Search tabs to find what you are looking for.

01-Getting started

Registration and activation

To register and activate, follow the installation instructions in the downloaded package.
To register later, on the File tab, click Help, then click Activate MODDE.

MKS Umetrics on the Web

If you have an Internet connection, you can visit the web page of MKS Umetrics
(www.umetrics.com) to get the latest news and other information.
On the File tab, click Help, then click MKS Umetrics on the Web to visit MKS
Umetrics' web page.

About MODDE
To find license information and the version number of MODDE, on the File tab, click
Help.

MODDE 11

Using MODDE
MODDE ribbon description
MODDE's ribbon interface follows the standard guidelines that Microsoft
recommends. The nomenclature explained here is used throughout the help guide for
explaining where functions are located.

File tab - A menu of commands that involve the entire investigation or the active
window, such as file-related commands.
Quick Access Toolbar - A collection of icons, located on MODDE's title bar, that
provides shortcuts to commonly used commands. Users can add icons to this toolbar or
remove them.
Group - A rectangular region on a tab that contains a set of related controls and
commands. In the example above, the group's name is the Quick start group.
Menu - A list of functions that shows up when a button is clicked.

Split button - A split button is a button that completes two different actions depending
on where the user clicks. Clicking the top half of the button with the image opens the
most commonly used item in the gallery, or a wizard that can create any of the gallery
items, while clicking the arrow under the button opens a gallery or menu offering more
choices.
Contextual tabs - Tabs that are only displayed under certain circumstances. An
example of this is the Optimizer tab that only appears after clicking Optimizer on the
Predict/Home tab.
6

01-Getting started

Gallery - A rectangular window that presents an array or grid of visual choices to a

user.

Select responses/Select factors - In MODDE this box can be used to change the
responses selected for the currently active plot. For some plots the Select factors box
is available allowing selection of factor.
Help - Clicking the help icon opens MODDE's help.
Tooltip - A small window that displays descriptive text when a mouse pointer rests on
a command or control.

License information
The Microsoft Office User Interface is subject to protection under U.S. and
international intellectual property laws and is used by MKS Umetrics under license
from Microsoft.

Keyboard shortcuts
MODDE includes many keyboard shortcuts in order to access commonly used
functions. Many of these shortcuts will be familiar to Windows users, while some are
MODDE specific.
Key assignments can be modified as desired in the Options dialog, Keyboard page.

MODDE 11

KeyTips
In order to quickly navigate around MODDE using almost exclusively the keyboard
instead of the mouse, MODDE implements the same system of KeyTips as Microsoft
Office.
1.

Press the Alt key to see the KeyTips.

2.

Then press the indicated number or letter to run the associated command.

General keyboard shortcuts

Copy: Ctrl+C, Ctrl+Insert
Paste: Ctrl+V, Shift+Insert
Cut: Ctrl+X, Shift+Delete
Print: Ctrl+P
Undo: Ctrl+Z, Alt+Backspace
Save: Ctrl+S
Delete: Delete
Select all: Ctrl+A
Insert: Insert
Full screen: F11
Start a new investigation: Ctrl+N
Open a different investigation: Ctrl+O

MODDE specific keyboard shortcuts

Open the Design wizard: Ctrl+W
Open the Analysis wizard: Alt+W
Add to favorites: Ctrl+D
Add to report: Ctrl+R
Properties: Alt+Enter

Mini toolbar
The mini toolbar appears when you click a plot or plot element and allows you to
change the look of the plot or plot element. Some elements in plots and lists can be
customized individually without using the Format Plot dialog box. This is useful if
you would like one specific data point to stand out with a different shape, size, glow, or
color. The settings icon on the mini toolbar allows you to turn off the mini toolbar
completely.

01-Getting started

To see if an element can be individually customized, click the element, then look at the
mini toolbar to see the available options. Common options include:
Format plot - Opens the Format Plot dialog box.
Select - Swaps to the Select tool.
Zoom - Swaps to the Zoom tool.
Add plot element - Adds or removes a plot element such as a header, footer,
timestamp, or regression line.
Symbol style - Choose between one of nine different styles for points in a plot.
Symbol size - Choose the size of the symbol for plot points.
Fill color - Changes the fill color.
Line width - Appears when clicking a line; changes the width of the line.
Line style - Appears when clicking a line; changes the style of the line.
Line color - Appears when clicking a line; changes the color of the line.
Font and font size - Change the font and font size of the text.
Grow font and Shrink font - Increase or decrease the size of the text.
Font color - Change the font color for the text clicked.
Bold and Italic - Change the text to bold or italic for the specified plot
element.
Hide element - Hide the plot element.
Save as default style - Save a plot element as the default style for that element.
Settings - Settings related to the mini toolbar including the ability to turn it off.

Quick access toolbar

The quick access toolbar is the collection of icons at the top left of the MODDE
window.
The default commands, from left to right, are:

Open - Open investigation.

Save - Save investigation.

Copy - Copy the current plot or list.

Undo - Undo last action.

MODDE 11

The arrow to the right provides a menu with more options to add to the quick access
toolbar. Click More Commands... in the menu to open the Customize window
allowing you to add almost any command in MODDE to the quick access toolbar.

For more on the Copy to Clipboard dialog box that opens when copying a plot, see the
Save and save as section in Chapter 4, File.

Customizing the user interface

MODDE's user interface of ribbons, quick access toolbar, and keyboard shortcuts can
be customized. You can add or remove functions from any of the tabs or the quick
access toolbar, based on what you use most often. You can also add or change
keyboard shortcuts so that your most commonly used commands are easy to access.
To customize MODDE's interface,
1.

On the File tab, click Options.

2.

Click the area you wish to change; Customize ribbon, Quick access
toolbar, Keyboard, or Theme.

3.

Make the desired changes and click Close.

All elements of the interface can be reset to their default state by clicking Reset on the
appropriate screen. The default theme is Windows 7.

Investigation
Experimental plans in MODDE are organized into investigations. You can think of an
investigation as a file folder containing all of the information related to a particular
experiment. When you select or open a given investigation you can access, display and
use all of its information. This information is organized in the following components:
factors, responses, constraints, inclusions, candidate set, model, design, worksheet,
analysis, predictions, optimizer, audit trail, notes, and design space.

10

01-Getting started

Managing investigations
Investigations are binary files saved by MODDE with the extension *.mip.
You can create new, open, and save investigations.
You can double-click a MODDE investigation (a *.mip file), in Microsoft Explorer, to
open that investigation.
MODDE does not save the fitted model. In order to review the results of the analysis
and use make predictions, you need to fit the model by clicking Fit model or have
Automatic fit turned on (default) in File | Options | MODDE tab General when the
investigation is opened. After the model has been fitted, you can open plots and lists to
review the model and fit and create prediction plots and lists.

Compatibility with older MODDE versions

All investigations from MODDE 5.0 and upwards can be opened in this version of
MODDE (the reverse is not true).

11

02-Introduction

General description
MODDE - (MODeling and DEsign) is a Windows program for the generation and
evaluation of statistical experimental designs.
Methods of statistical experimental designs have evolved since the pioneering work of
Fisher in 1926. These methods, further refined by Box, Hunter, Scheff, Tagushi and
others, provide users with a powerful methodology for efficient experimentation.

What is modeling and experimental design?

Experimental design is how to conduct and plan experiments in order to extract the
maximum amount of information from the collected data in the presence of noise. The
basic idea is to vary all relevant factors simultaneously, over a set of planned
experiments, and then connect the results by means of a mathematical model. This
model is then used for interpretation, predictions, optimization and identifying a design
space.

Objectives of modeling and experimental design

During an investigation you need answers to the following questions:

Which factors have a real influence on the responses (results)?

Which factors have significant interactions (synergies or antagonisms)?

What are the best settings of the factors to achieve optimal conditions for
best performance of a process, a system or a product?

What are the predicted values of the responses (results) for given settings of
the factors?

An experimental design can be set up to answer all of these questions.

Screening models and designs

Screening is the first stage of an investigation where the goal is simply to identify the
important factors. An important factor is a factor that causes substantial changes
(effects) in the response when it varies.
In the screening stage simple models (linear or linear with interactions) are used, and
experimental designs that allow the identification of the factors with the largest effects
in the fewest possible number of experimental runs.

13

MODDE 11

MODDE supports: Full Factorial, Fractional factorial, L-designs, Plackett Burman,

Rechtschaffner, Onion, D-Optimal designs, Reduced Combinatorial designs, Stability
designs, and RED-MUP for screening experiments.
With mixture factors, MODDE supports the classical axial design when the region is a
simplex.

Number of factors in screening designs

Process factors: MODDE supports up to 32 factors in problems involving process
factors only.
Mixture factors: Up to 20 mixture factors are allowed in problems involving mixture
factors only.
Process and mixture factors: In problems involving both mixture and process factors,
up to 12 factors are supported.

Number of factors with split objective

Split objective is available only when there are both process and mixture factors
defined. Up to 12 factors are supported.

Response surface modeling (RSM) designs

After screening, the goal of an investigation is usually to approximate the response by
a quadratic polynomial (model) in order to:

Understand in more detail HOW the factors influence the response; get a
map of the system.

Make predictions, optimize or find a region of operability.

MODDE supports: Three-level full factorial, central composite (CCC, CCO and CCF),
Box Behnken, Rechtschaffner, Doehlert, Onion, and D-Optimal designs for RSM
investigations.
With mixture factors, MODDE supports the modified simplex centroid when the
experimental region is a simplex.
For investigations with only qualitative terms no square or cubic terms can be
estimated. Creating RSM designs for such investigations is therefore impossible.

Number of factors in RSM designs

Process factors: RSM designs are supported for up to 20 process factors
Mixture factors: Up to 15 mixture factors are allowed in problems involving mixture
factors only.
Special Cubic Model is supported for up to 8 mixture factors, and the full cubic for up
to 5 mixture factors.
Process and mixture factors: In problems involving both mixture and process factors,
up to 12 factors are supported.

Number of factors in split objective

Split objective is available only when there are both process and mixture factors
defined. Up to 12 factors are supported.
14

02-Introduction

Fit methods
The data collected by the experimental design are used to estimate the coefficients of
the model. The model represents the relationship between the response Y and the
factors X1, X2, etc.
MODDE uses multiple linear regression (MLR) or Partial Least Squares (PLS) to
estimate the coefficients of the terms in the model. MODDE recommends PLS when
the investigation has a high condition number.

Multiple Linear Regression (MLR)

With Multiple Linear Regression the coefficients of the model are computed to
minimize the sum of squares of the residuals, i.e. the sum of squared deviations
between the observed and fitted values of each response. The least squares regression
method yields small variances for the coefficients and small prediction errors. It is
important to note that MLR separately fits one response at a time and hence assumes
them to be independent.

Partial Least Squares (PLS)

PLS deals with many responses simultaneously, taking their covariances into account.
This provides you with an overview of how all the factors affect all the responses.
PLS has been extensively described in the literature so only a brief description is given
here.

PLS finds the relationship between a matrix Y (response variables) and a

matrix X (model terms).

PLS contains the multiple regression solution as a special case. With a single
response or different models, and a given number of PLS dimensions, the
PLS regression coefficients are identical to those obtained by multiple
regression.

The PLS model consists of a simultaneous projection of both the X and Y

spaces on a low dimensional hyper plane with new coordinates T
(summarizing X) and U (summarizing Y), and then relating U to T.

This analysis has the following two objectives:

1.

To well approximate the X and Y.

2.

To maximize the correlation between X and Y in the projected space

(between u and t).

15

MODDE 11

The dimensionality, number of significant PLS components, is determined by cross

validation (CV), where PRESS (Predictive Residual Sum of Squares) is computed for
each model dimension. MODDE selects automatically the number of PLS dimensions
that give the smallest PRESS.
PRESS is then re expressed as Q2 = (1 - PRESS/SSY), where SSY is the sum of squares
of Y.

Results
Both MLR and PLS compute regression coefficients for each response. Thus Y is
expressed as a function of the X's according to the selected model (i.e. linear,
interaction, or quadratic).

Analysis phase
All results of model fitting, by MLR or PLS, are displayed in the same way,
graphically and in lists.

Review the model fit

Review the model fit by examining the following;

16

Summary of the fit, R2, Q2, Model validity, and Reproducibility for every
response,

Coefficients and their 95% confidence intervals,

ANOVA table, and

Effect plots for screening designs.

02-Introduction

Assess model adequacy

Assess the model adequacy further by reviewing the following plots;

Normal probability plot of residuals,

Plot of residuals against fitted values, run order or other factors, and

Box-Cox plot to check for the optimal transformation of the response.

For PLS, summary of the fit by component and PLS score and loading plots are
available.

Prediction - using the fitted model

Use the fitted model to make predictions in the form of;

Contour and rotatable 3D plots.

Optimizer to find the best conditions for a desired profile of the responses.
This helps in the interpretation of the results and to find a region of
operability.

Sweet Spot plot to draw a plot highlighting areas were the responses are
within the specified ranges.

Design Space to estimate the area of operability.

Setpoint analysis and validation to investigate factor tolerance and

robustness.

Conventions
Limitations in investigation names
The following characters cannot be used: = \ / : * ? < > |.

Limitations in factor and response names

The following characters cannot be used: ~ * ? \ = [ ] and $.
The length cannot be larger than 50 characters.

Case sensitivity
MODDE is case insensitive. Lower or upper case in names will be displayed as
entered, but for all comparisons lower or upper case are considered the same.

17

MODDE 11

Menu and tab reference syntax

In this user guide we use the following syntax when referring to the File tab
commands:

Click Tab | Command. An example: Click File | Save.

On the Tab tab, click Command. An example: On the File tab, click Save.

Click Command on the Tab tab. An example: Click Save on the File tab.

In this user guide we use the following syntax when referring to tab
commands/buttons:

On the Tab tab, in the Group group, click Command. An example: On the
Home tab, in the Model group, click Fit model.

Click Command, in the Group group, on the Tab tab. An example: Click
Fit model in the Model group on the Home tab.

Click Tab | Command | Menu item. An example: Click Home |

Specification | Worksheet.

In this user guide we use the following syntax when referring to a tab/menu item or
gallery item accessed by clicking a button:

On the Tab tab, in the Group group, click Button | Menu item. An
example: On the Home tab, in the Diagnostics & interpretation group,
click Contour | Surface.

On the Tab tab, in the Group group, click Button, and then click Menu
item/Gallery item. An example for menu: On the Home tab, in the
Investigation group, click Specification, and then click Worksheet. An
example for gallery: On the Home tab, in the Diagnostics & interpretation
group, click Contour, and then click Surface.

Click Tab | Button | Menu item. An example for menu: Click Home |
Specification | Worksheet. An example for gallery: Click Home | Contour |
Surface.

Select and mark

Select or Mark an item in plots, lists, or menus signifies clicking the item leaving it
highlighted.

Vector and matrix representation

R2 in MODDE is in this user guide denoted both R2 and R2.
Capital letters signify matrices, for ex. X, Y, P, T.
Letters typed in lower case signify vectors, for ex. x, y, p, t.

18

02-Introduction

Suggestions for further reading on experimental

designs
1.

Box, W.G. Hunter and J.S. Hunter, Statistics for Experimenters, John
Wiley & Sons, Inc., New York (1978).

2.

Box and N.R. Draper, Empirical model-building and Response Surfaces,

John Wiley & Sons, Inc., New York (1987).

3.

C.K Bayne and I.B. Rubin, Practical Experimental Designs and

Optimization Methods for Chemists, VCH Publishers, Inc., Deerfield
Beach, Florida (1986).

4.

Haaland, Experimental Design in Biotechnology, Marcel Dekker, Inc.,

New York (1989).

5.

J.A. Cornell, Experiments with Mixtures, John Wiley & Sons, Inc., New
York (1981).

6.

D.C. Montgomery, Design and Analysis of Experiments, John Wiley &

Sons, Inc., New York (1997).

19

03-Design wizard

Introduction
The Design wizard provides guidance through setting up a new project or changing an
existing one. The steps of the Design wizard are;
1.

Define factors,

2.

Define constraints that limit the design region,

3.

Define responses,

4.

Select objective, and

5.

Select model and design.

Accessing the Design wizard

To open the Design wizard, on the Home tab, in the Quick start group, click Design
wizard.
Hint: Press Ctrl+W to open the Design wizard.

Factors
The first page of the Design wizard is the Define factors page. This page contains the
Factors spreadsheet so you can define (enter new factors), modify, and/or delete
factors. Selecting the Place constraints on the experimental region box and clicking
Next opens the Constraints page of the Design wizard. If there are no constraints
placed on the experimental region, then clicking Next opens the Define responses
page.

21

MODDE 11

Factor definition dialog box

The Factor Definition dialog box can be accessed either from the Design wizard, or
from the Factors spreadsheet.

On the Design tab, in the Specification group, click Factors. Double click
the last row of the spreadsheet.

From the Design Wizard's factor page, click New....

The Factor Definition dialog box is divided in an upper part and a lower part. The
upper part displays Factor name, Abbreviation, and Units and is available
independently of what is displayed in the lower part of the dialog box. The lower part
has two tabs: General, which is the default tab when opening the dialog box, and
Advanced.

Factor name
Enter the Factor name with up to 50 alphanumeric characters.
Abbreviation
The Abbreviation, used as the plot label in plots, is automatically filled with the first 3
characters of the factor name. You can change the abbreviation if desired, using up to 5
characters.
Units
Enter the unit of the factor (optional). The units are displayed in the factor spreadsheet
and can optionally be displayed in the worksheet, plots and lists. To display the units in
the worksheet,
1.

On the File tab, in Options, click MODDE options.

2.

Set Show units in lists to Yes.

3.

Click OK.

Hint: To set the units of a factor as C (degrees Celsius), use Alt+0176 for the ASCII
code. Hold down Alt, then press 0176 in succession, using the number pad on your
keyboard.

22

03-Design wizard

General tab
On the General tab of the Factor Definition dialog box, select the type of factor to be
defined in Type of factor, the factor settings in Low and High or Settings, how it is
used in Use, and the Factor range. When the type of factor is Quantitative or
Quantitative multilevel, the Advanced tab has additional settings.

Factor type and settings

Process factors are regular factors (i.e. temp, pH, etc.) that are not part of a mixture or
formulation. They are expressed as amounts or levels, and can be varied independently
of each other. Quantitative, quantitative multilevel, and qualitative factors are
process factors.
Mixture factors are expressed as the fraction of the total amount of the formulation.
Their experimental ranges lie between 0 and 1.
Mixture factors can be defined as Formulation or Filler.
For quantitative and formulation factors, the Low and High fields should be filled with
the desired values.
For quantitative multilevel and qualitative factors, the levels planned to be used should
be entered. For a qualitative factor each entry in Settings must be text, optionally
including numbers. For quantitative multilevel each entry must be a number.
Note: You can have both mixture factors and regular process factors defined as
quantitative or qualitative in the same experiment.
MODDE supports up to 12 factors when both process and formulation factors are
defined in the same design. With only process factors, MODDE supports up to 32
factors for screening designs and up to 20 for RSM designs.
Note: MODDE is limited in the range of the factor values. Factors ranging over a
larger range (for example, low at 0.0001 and high at 10000) cannot be treated as
factors.
Quantitative (default)
Quantitative factors are continuous factors defined at two levels, Low and High. To
define more than two levels, click Quantitative multilevel.

23

MODDE 11

Quantitative multilevel
To specify more than two levels for a quantitative factor click Quantitative
multilevel.
MODDE supports up to 24 levels for quantitative multilevel factors. Constraints are
not allowed with this type of factor, and the available designs are D-Optimal, Mixed
full factorial, and three level designs when applicable.
The Time factor in the stability designs is a multilevel factor. The Time factor is
automatically added when creating a stability design and cannot be removed nor
copied.
Qualitative
To specify a qualitative factor, click Qualitative.
Qualitative factors are discrete. For a qualitative factor, the levels should not stand in
relation to each other. If the levels are a range, although discrete, then the factors
should be defined as quantitative multilevel.
MODDE supports up to 24 levels for qualitative factors.
RSM designs cannot be created with only qualitative terms. With one or more
quantitative terms present up to 20 extended qualitative terms are allowed for RSM
designs.
Formulation
To specify a mixture factor, click Formulation.
Define a mixture factor as Formulation, when it is not an inert filler. Define the
experimental range of the mixture formulation factor by entering its Low and High
values.
MODDE supports up to 20 formulation factors in screening designs and up to 16 in
RSM designs.
Filler
Click Filler to specify a mixture factor as a filler when:

It is always present in the mixture. That is, the sum of the High of the other
mixture factors does not exceed 1.

It accounts for a large percentage of the mixture.

You are NOT interested in estimating the effect of the filler.

For a filler factor, the experimental range Low and High value fields are unavailable as
it will be calculated as 1 minus the sum of the other mixture factors.
Note: Only one mixture factor can be defined as Filler.
A typical example of a filler factor is the solvent in a synthesis.
When you specify a filler factor, MODDE checks that the above conditions are met,
and generates:

A slack variable model (a model with the filler factor left out).

Classical or D-Optimal process design.

If the conditions are not met, MODDE issues a message, and changes the filler factor
to formulation.

24

03-Design wizard

Time
When creating a stability design, the Time factor is predefined with the default settings
0, 3, 6, 9, 12, 18, 24, 36.
You can change these default settings, but the Time variable cannot be removed.

Use
Under Use you can select how the factor will be used in the design. A factor can be
Controlled, Uncontrolled, or Constant.
Controlled (default)
If the factor settings can be controlled, leave Use at the default setting (Controlled).
These factors can be regular process factors (i.e. pH, Temp, etc.) defined as
quantitative, quantitative multilevel or qualitative, or mixture factors, defined as
formulation or filler.
A Filler factor can only be defined as Controlled; other options are unavailable.
Uncontrolled
Define a factor as Uncontrolled (under Use) if it cannot be controlled, but you want to
measure and record its value. Examples of such factors are ambient temperature or
humidity.
Mixture factors (defined as Formulation or Filler) cannot be uncontrolled and the
option Uncontrolled is therefore unavailable.
Constant
Define a factor as Constant (under Use) when you want the worksheet to display a
setting of a factor that is not changed.
Quantitative, qualitative, and formulation factors can be defined as Constant factors.
When mixture factors are constant, the mixture total T for the controlled mixture
factors is equal to: T = 1 - constant mixture factors.
Multilevel quantitative and filler factors cannot be defined as Constant.

Precision in factor setting

Specify the precision of the factor, on the General tab of the Factor Definition dialog
box, under Precision in factor setting, enter a value in the Factor range field. The
factor range is specified as the given value.
To reset the precision to the default value (5% of factor range), click Undo

The specified precision defines the limits of the 95% interval estimate. The precision is
used in calculations of DPMO, Optimizer calculations, Setpoint analysis, Setpoint
validation, and in the robust setpoint search.

25

MODDE 11

Advanced
For quantitative and quantitative multilevel factors, the Advanced tab of the Factor
Definition dialog box provides the possibility to transform the factor and change the
MLR scaling. For regular quantitative factors it is also possible to define the number of
decimals to be used for the factor from this tab.

Transform
To transform a factor, click the Advanced tab of the Factor Definition dialog box,
and in the Transform box click the transformation of your choice.
When you transform a factor, the design is created in the transformed units, but the
worksheet is expressed in original units. Hence transformation of a factor will change
the center point and the star point values in the worksheet.
All transformed factors are displayed with a ~ (tilde) near the name in lists and plots.
The following transformations are available:
Transformation

Description

None

Default

Linear

C1 * Y + C2

Logarithmic

Log10(C1 * Y + C2)

Negative Log

-Log10(C2 - C1 * Y)

Exponential

e(C1 * Y + C2)

Logit

Log10((Y - C1)/(C2 - Y))

Power

(C1 * Y + C2)C3
where C3 can be any value from -2 to 2.

When a transformation is selected (except None), the relevant constant fields are
displayed.
The field C3 is only displayed for the power transformation.

MLR scaling
When fitting with MLR, the factors can be scaled using orthogonal, mid-range, or unit
variance scaling in the Advanced tab of the Factor Definition dialog box.

26

03-Design wizard

Orthogonal (default)
The factors are centered and scaled using the mid-range and Low and High values
from the factor definition. This is the system default.
Mid-range
When factor is scaled using mid-range, it is centered only using the mid-range of the
factor. Mid-range is calculated as (High+Low)/2 where High and Low are the values
available in the worksheet.
Unit variance
When you select to scale a factor to unit variance the worksheet columns are scaled
and centered to unit variance in the calculations.
Mixture factors
When fitting the model with MLR, the mixture factors are not scaled.
The model can be fit in pseudo components. This is recommended when the mixture
region is regular.
For investigations containing both process and mixture factors, by default process
factors are orthogonally scaled and the mixture factors are unscaled. The coefficients
displayed as scaled and centered correspond to this default scaling of the variables i.e.
mixture unscaled and process orthogonally scaled. If you select to display the unscaled
coefficients, they correspond to all factors unscaled, including the process factors.
Hint: Select the same scaling for all the factors of the same type; the system default is
recommended.

PLS scaling
When fitting the model with PLS, all factors including mixture factors are always
scaled and centered to unit variance.
For mixture factors, when you select a fit method with pseudo components, the mixture
factors are first transformed to pseudo components and then scaled to unit variance
(pseudo components can be switched on/off).

No. of decimals
In the Advanced tab of the Factor Definition dialog box, you can select the number of
decimals.
The values for number of decimals are: Free, 0, 1, 2, 3, 4 and represent the number of
digits displayed after the decimal point.
The No. of decimals-value should correspond to the precision with which the factor
can be set in your equipment. It is important that it is not set too low since after setting
this value all values for that factor will be rounded accordingly in the worksheet. If you
do not know the precision of the instrument, leave No. of decimals set to Free. Free
means that no rounding off of the results and values corresponding to this factor will
take place.
For example, the settings of a factor in a CCC design, is its high value (in orthogonal
scaled units) multiplied by the 4th root of the number of runs in the factorial part of the
design. If the precision of this factor is set to 0 all decimal digits are removed from this
factor setting in the worksheet and computation will take place using the values in the
worksheet.

27

MODDE 11

Constraints
A common problem is that experimentation may not be possible in some region of the
experimental space. For example it may not be possible to have high temperature and
simultaneously low pH, and you want to cut-off the corner High temp, Low pH. In
MODDE this is solved by adding a constraint.
A linear constraint is a function of the factors that specify a part of the experimental
region to be included or excluded.
The resulting experimental region is an irregular polyhedron. The corners of this region
are called the extreme vertices; they constitute part of the candidate set, i.e. a discrete
set of potentially good runs.
D-Optimal designs are the only designs available when the experimental region is
constrained to an irregular polyhedron.
Constraints can be defined for quantitative or formulation factors.

Defining constraints
The constraints page of the Design wizard provides the opportunity to limit the
possible region for the design. This page is only available if the Place constraints on
the experimental region check box is selected on the factors page of the Design
wizard.
In the spreadsheet, each constraint (one per row) is defined as a mathematical relation.
Note: To add a constraint with only two factors, MODDE can help you do this
graphically once the Design wizard is closed. On the Design tab, in the Specification
group, click Constraints.
Click Next to go to the response page of the Design wizard.

Defining constraints in the spreadsheet

To define a constraint in the spreadsheet, enter the coefficients Ak of every factor in the
constraint. Select < or > and enter the Limit of the constraint.

28

03-Design wizard

An example of entering a constraint in the spreadsheet

For example, in an experiment with four mixture factors:
X1 qualitative 3 levels: A, B, C
X2 qualitative 2 levels: K, L
X3 mixture
X4 mixture
X5 mixture
X6 mixture
A set of constraints may be entered as follows:

The first constraint specifies to exclude the experimental region where the sum of X3,
X5, and X6 is < 0.6.
The second constraint specifies to exclude the experimental region where the sum of
X4 and X6 < 0.3.

Constraints supported
MODDE supports linear constraints, specified as exclusions, for quantitative process
factors or mixture factors Xk of the form

AkXk < Limit

or

AkXk > Limit

A constraint cannot be defined to include both quantitative and formulation factors.
Constraints cannot be defined in quantitative multilevel, qualitative, filler,
uncontrolled, or constant factors.
MODDE supports up to 50 linear constraints.

Constraints in qualitative or quantitative multilevel factors

Qualitative factors and quantitative multilevel do not appear in the constraint
spreadsheet and cannot be used in constraints.
When you have a constraint between two qualitative factors, it is recommended that
you convert them to one single qualitative factor.
For instance, you have Granulators A, B, and C with Chopper or not but Granulator C
does not have a Chopper. You should then, instead of specifying two qualitative factors
'Granulator' and 'Chopper', specify one factor 'GranulatorChopper' with the five
settings 'GranulatorA_ChopperYes', 'GranulatorA_ChopperNo',
'GranulatorB_ChopperYes', 'GranulatorB_ChopperNo', and 'GranulatorC_ChopperNo'.
Alternatively, delete the undesirable combination in the candidate set.

29

MODDE 11

Responses
Defining responses
In the response page of the Design wizard you can define (enter new response),
modify, or delete responses. Clicking Next opens the objective page.

Response definition dialog box

The Response Definition dialog box can be opened by double-clicking the last row of
the Responses spreadsheet or clicking New... on the response page of the Design
wizard.
Hint: You can also just type in the last row of the Responses spreadsheet to add a
response.

30

03-Design wizard

Response name
Enter the response name with up to 50 alphanumeric characters in the Response name
field.

Abbreviation
The Abbreviation is automatically filled with the first 3 characters of the response
name. You can change the abbreviation if desired using up to 5 characters. The
abbreviation is used as the plot label in plots.

Units
Enter the unit of the response (optional). The units are displayed in the response
spreadsheet and can optionally be displayed in the worksheet, plots and lists. To
display the units in the worksheet,
1.

On the File tab, in Options, click MODDE options.

2.

Set Show units in lists to Yes.

3.

Click OK.

Selecting type of response

There are two types of responses: Regular and Derived. After defining the response
and exiting the Response Definition dialog box it is not possible to change the type.

Limits
Fill in the Min, Target, and Max fields if that information is available to you. These
values are then automatically used in the Design Space, Sweet Spot, and Optimizer
windows and displayed in plots where applicable.

Regular responses
Regular responses are the standard responses measured, entered and fitted in the
current investigation. Regular responses can be transformed and it is also possible to
change the modifier for PLS scaling.

Transformation
The following transformations are available:
Transformation

Description

None

Default

Lin

C1 * Y + C2

Log

Log10(C1 * Y + C2)

Negative Log

-Log10(C2 - C1 * Y)

Exp

e(C1 * Y + C2)

Logit

Log10((Y - C1)/(C2 - Y))

Power

(C1 * Y + C2)C3
where C3 can be any value from -2 to 2.

When a transformation is selected (except None), the constants in the formula are
entered in the fields displayed after selecting a transformation. The C3 field is only
displayed for the power transformation.
31

MODDE 11

Specifying a transformation for a response is done to get the best mathematical fit of
the estimated function.
Note: You can specify or modify the current transformation by right-clicking the
Histogram plot and clicking Transform.

MLR scaling
When fitting the model with MLR no scaling of responses is available.

PLS scaling
When fitting the model with PLS it is possible to scale to unit variance with or without
a modifier.

Unit Variance (default)

With the default scaling option, the responses are centered and scaled to unit variance
when fitting.

Autoscale Modifier
In the PLS scaling box, select Autoscale Modifier to change the modifier. Leaving the
modifier at the default (1) gives the same result as when selecting Unit Variance. Enter
a different value of the modifier and the response will be scaled to unit variance
multiplied by the value of the modifier.
Note: To keep a response out of the analysis set its autoscale modifier to 0.

Derived responses
A derived response is a computed response as a function of the factors and/or fitted
regular responses. When you add a derived response, you enter its formula. Derived
responses can be edited and deleted.
Derived responses are displayed in the response spreadsheet. The values of the derived
responses are entered automatically in the worksheet when the model is fitted.
Note: Derived response values are only available after fitting the model. When
responses are included in the formula, MODDE uses the fitted (predicted by the
model) values of the responses in the computation.

Defining derived responses

To create derived responses open the Response Definition dialog box, enter the name,
abbreviation and units of the response.
In Type, click Derived, and then click Edit....
This opens the first page of the Derived Response Wizard, which contains
information about derived responses.
Clicking Next opens the page in which you enter the formula for the derived response.

32

03-Design wizard

When you click Finish, MODDE parses the formula for correctness, and only
computes and displays the derived response in the worksheet, when you fit the model.
The derived response is added to the response spreadsheet and the worksheet.

Modifying a derived response

To modify a derived response, you must edit its formula in the Response Definition
dialog box. You cannot edit the values directly in the worksheet.

Copying or deleting a derived response

Derived responses can be copied and deleted as regular responses.
Note: Derived responses are deleted when regular factors are deleted, or changed and
when responses that are part of the derived response are deleted.
Using sets of variables in derived responses
In MODDE you generate one derived response at a time.
Hence you can only use sets of variables with the operators avg, stdev, and sum that
return one variable.
Examples using sets of variables
Avg(v[1,3,4] + v[6,8,9])
Results in the average of 3 variables, v1+v6, v3+v8, v4+v9.
Avg(v5 + v[1:6]) is an illegal syntax, the two operands are not of the same size.
Sum(v[1,3,4] +v9)
Results in the sum of 3 variables, v1+v9, v3+v9, v4+v9.
Stdev(v[3:5]*v1)
Results in the standard deviation of the 3 variables v3*v1, v4*v1 and v5*v1.
Avg(v[1:5]*v8/v7)
Results in the average of 5 variables, i.e. the average of variables 1 to 5 each multiplied
by the ratio v8/v7.
Sum(v8/v7 * v[1:5]) is an illegal syntax.
33

MODDE 11

Derived response syntax

MODDE recognizes the following syntax:

Integer, Variables (factors or responses), List of Integers and Sets of

Variables.

Integer constant and floating points.

Operator : denotes a sequence, i.e., from: to, for example 6:8 means 6,7,8.

List of integers, such as 1,3,5:8 is the same as 1,3,5,6,7,8.

Variables (factors or responses) are denoted by vint, where int refers to the
variable number in the worksheet (i.e. v5, v15, for variables 5 and 15).

A set of variables (matrix) is denoted by v[int1,int2, int3:int4,int6] with

square brackets. Int refers to the variable number in the worksheet. For
example v[1,5,7:10] refers to the set of variables v1, v5, v7, v8, v9, and v10.

Note: To denote a set of variables use the square brackets [ ], and not regular
parenthesis ( ).
Operators and functions in derived responses
The operators and functions listed below are recognized and can be used with a single
variable or a set of variables. Operators have the usual precedence, i.e. ^ > * and / > +
and -. Parenthesis can be used to group expressions in the usual way.
Functions
The functions available are Log10, Ln (natural log), and Exp (exponential).
Addition and subtraction
Addition/subtraction (+, ) can be applied to:

A set of variables with a constant.

A set of variables with a single variable.

A set of variables with another set of variables of the same size (they are
added pair wise).

A single variable with a constant or a single variable.

Power, multiplication, and division

Power, multiplication, and division (^,*, /) can be applied to:

A set of variables with a constant.

A set of variables with a single variable.

Note: Power, multiplication and division cannot be applied to a set of variables and
another set of variables. The first operand can be a constant, a variable or a set of
variables, but the second and following operands must be a single variable or a
constant.

34

03-Design wizard

Additional operators
The following additional operators apply to variables or sets of variables:
Avg(v[int1:int2])

Average of variables vint1... to vint2

Stdev(v[int1:int2])

Standard deviation of variables vint1... to vint2

Sum(v[int1:int2])

Sum of variables vint1... to vint2

Note: The parser is not case sensitive (t and T are treated identically by the parser).

Qualitative factors in derived responses

When you use a qualitative factor in the formula for a derived response, enter the
values (weights), to be used when computing the derived response, for each qualitative
level setting. If no settings are entered, '0' is used as value for all settings of the
qualitative factor.

Linked responses
A Linked response is a response available in one investigation but fitted in another.
Linked responses are no longer available in MODDE.
In MODDE 10 and later investigations containing linked responses are converted to
hold different models and/or worksheets. MODDE supports as many models in one
investigation as there are responses.

Objective
Select objective
On the Select objective page of the Design wizard, select the objective of the
investigation.
The Objective is the purpose for creating the design. MODDE recognizes two
objectives: Screening (first stage of an investigation when little is known) and
Optimization (RSM) (optimization with the important factors.). The Split objective
supports both screening and optimization, as does Paste data.
Click Next to open the model and design page of the Design wizard.

35

MODDE 11

Screening
Select the Screening objective when:

You are starting an investigation and know little about the effects of the
factors on the response, the behavior of the response in the experimental
region, or the true size of that region.

The goal is to reduce the number of factors to those with the largest effect on
the response.

This objective is available for all types of factors and factor combinations.

Optimization (RSM)
Select the Optimization (RSM) objective when:

A lot is known about the investigation i.e. important factors, the size of the
region etc.

The goal is to approximate the response by a mathematical model for the

purpose of prediction, optimization or finding a region of operability.

This objective is not available when all factors are qualitative.

Split objective
Select the Split objective when:

The investigation holds both process and mixture factors

AND you want to specify separate models for each.

If you want to specify one model for both mixture and process factors, click Screening
or RSM as objective.
The split objective is only available when there are both process and mixture factors
available.
36

03-Design wizard

Paste data
Click Paste data when you have the design and want to paste it instead of MODDE
creating one for you.
After selecting Paste data and clicking Finish, the MODDE worksheet will expand
dynamically to fit the size of the pasted data.

Model and design

Selecting model and design
The Select model and design page of the Design wizard allows for the choice of
design and model.

Hint: Sort the list on a selected column by clicking its header.

If your design is classical, click Finish to generate the worksheet. If your design is DOptimal or Reduced combinatorial, click Next to open the respective next pages of the
wizard.

Designs in MODDE
The design is the protocol for varying the factors in each experiment. Thus the design
is a set of experimental runs spanning the experimental region.
Clicking Description reveals a short description of the currently marked design.

37

MODDE 11

Recommended designs
According to the selected objective and number of factors, MODDE recommends two
designs. Continue with the recommended design or select another one by pointing and
clicking or pressing the UP and DOWN arrow keys on the keyboard. MODDE
recommends classical designs whenever possible.
The recommendations are marked First and Second in the Recommendation column.

Runs in design
In the Runs column the number of runs in the design is displayed. When there is a '+'
and/or a '-' sign after the number that means that the number of runs can be changed for
that particular design.

Model
MODDE supports polynomial models, such as linear, interaction, and quadratic. Third
order terms such as cubic or three factor interactions may be added to the model after
design generation. On the Home tab, in the Model group, click Edit model to open the
Edit Model dialog box.

Screening models
Linear and Interaction models are appropriate for the screening objective. When the
model you select is:

Linear MODDE generates the linear model. You may edit the model and
enter selected interactions.

Interaction MODDE generates the full interaction model with all the two
factor interactions included.

RSM models
Quadratic models are used for the RSM objective. For classical mixture designs cubic
designs are also available. When the model you select is:

Quadratic MODDE generates the full quadratic model holding all twofactor interactions and all the square terms of all the factors.

Special cubic or cubic MODDE generates models accordingly. Such

models are only supported with mixture factors and include all two-factor
interactions, all square terms, and some or all cubic terms.

Split models
When selecting the Split objective, the model for the process factors and the mixture
factors can be specified independently of each other by clicking Settings.

Pseudo resolution for blocked designs

The pseudo resolution of the design is the resolution of the design when all the block
effects (blocking factors and all their interactions) are treated as main effects under the
assumption that there are no interactions between blocks and main effects, or blocks
and two factor interactions.
The Pseudo resolution applies to designs when they are blocked. This means that a
number higher than one has been selected in the Blocks box.

38

03-Design wizard

Power
The power of a design is calculated from the guessed R2, desired alpha and selected
number of runs. In this power calculation the design runs plus one center point are
used.
Conventionally, a power that is > 0.8 is typically said to be good (just as alpha is
typically set to 0.05). A higher power is of course better.
See also the Power - how high should it be? subsection later in this chapter and the
Power of the design subsection in the Design appendix.

Design runs
The Design runs box displays the number of runs for the selected design.
When there exist 2 or more fractional factorial designs of the same resolution, with
different number of runs, the number of runs, in the Runs column, is marked with a
+. MODDE defaults to the design with smallest number of runs. Use the Design
runs arrow to select the larger design.
For example, with the screening objective for 7 or 8 factors there exist two resolution
IV designs, one with 16 runs and the other with 32. By default MODDE selects the
design with 16 runs. To select the design with 32 runs, click the Design runs arrow.
With D-Optimal designs the number of runs, in the Runs column, is marked with a +
and - indicating that there exists smaller and larger designs.
When augmenting a design D-optimally, the number of runs includes the number of
inclusions.

Center points
The Center points box displays the number of center points. MODDE always
recommends 3 center points. To change the number of center points from inside the
Design wizard, on the Select model and design page enter the desired number of
center points in the Center points box.

Replicates
The Replicates box on the Select model and design page of the Design wizard
displays the number of times to replicate the whole design including center points. The
default is '0', meaning that the design is not replicated. Enter '1' here to replicate the
design once. To change the number of replicates, enter the desired number in the
Replicates box.

Total runs
Total runs on the Select model and design page of the Design wizard is the total
number of runs included in the worksheet is listed and includes:

Design runs

Center points

Replicates.

39

MODDE 11

Blocks
MODDE supports Orthogonal blocking for the 2 levels Factorial, Fractional factorial,
Plackett Burman, CCC, Box Behnken, and D-Optimal designs.
The maximum number of blocks supported by MODDE is 9, with a minimum block
size of 2.
Select the number of blocks to include in your design from the Blocks box.

Orthogonal blocking
The method of dividing experiments into blocks, so that the block effect is
uncorrelated with the main factor effects is called orthogonal blocking.
Orthogonal blocking is a way to deal with extraneous sources of variability that are not
included in the model. For example if one is making 32 experiments and the batches of
raw material are sufficient for 8 experiments, one would like to run the experiments in
blocks of 8 such as the variation between batches of raw material does not affect the
estimate of the main factor effects.

Block interaction
An interaction between a main effect and a block effect is called a block interaction.
When the design supports the interactions between the block effects and the main
effects, the Block interactions check box, in the Select model and design page is
active. You can select the check box if you want to add the block interactions to your
model.

Settings
For some designs special settings are available and with the design marked, Settings is
active on the Select model and design page of the Design wizard.
Click Settings to:

Edit the generators and/or model for fractional factorial designs of resolution
III, V, and V.

Change the star distance for a CCC design.

Specify the model when you have selected the split objective.

Editing the model and generators for classical screening designs

Before creating a fractional factorial design, the model and generators can be changed
to better take into account user knowledge. That is, it is possible to unconfound certain
model terms if desired by changing the generators.
Click Settings and then click Model to open the Edit Model dialog box and add
interactions. Adding interactions makes the confounding pattern clear in Generators.
Click Settings and then click Generators to change the generators of the design.

Star distance of CCC designs

With CCC designs the star distance can be changed from the default by clicking
Settings and then clicking Star distance. The default star distance is calculated as N
where N is the number of runs of the factorial part.

40

03-Design wizard

Note: From 5 factors and upwards, the factorial part of the design is reduced and N of
the factorial part is used in the calculation of the star distance. This means that the
default star distance value is 2 for both 4 and 5 factors.

Specify the models with split objective

When there are both process and mixture factors present the only designs available are
the D-Optimal designs.
Select the split objective to specify separate models for the mixture factors and the
process factors. Click Settings , click Model and the Edit Model dialog box is opened.

How high should the power be?

High power gives us confidence that we would detect a significant model if there is
one. Ultimately, the required power is determined for the study at hand, and depends
on the consequences of a false negative.
Conventionally, a power that is 1 0.8 is typically said to be good (just as is
typically set to 0.05), and is motivated by = 4 (Cohen, 1988). A higher power is of
course better.

D-Optimal
D-Optimal pages
The D-Optimal pages are available when selecting a D-Optimal design on the Select
model and design page in the Design wizard.

Design generation criteria section

The Design Generation Criteria concerns the criteria on which the design is built.

Design runs
Design runs is the number of runs the D-Optimal algorithm will generate, not
including the center points. You can change this number as desired. The smallest
number of runs accepted is the number of terms currently included in the model.

Model terms
The number of terms currently in the model is listed after Model terms. This number
is updated after changes in Edit model.

41

MODDE 11

Editing the model

Click Edit model to edit the model. The Edit Model dialog opens and you can edit the
model by adding or deleting terms in the specified model. This modifies the number of
model terms.
Note: When the investigation contains only mixture factors, Edit model is unavailable.
The D-Optimal design is always generated from the full model specified in the design
page.
With investigations containing both mixture and process factors, you can only edit the
process factor terms and the interactions between mixture and process factors.

Potential terms
By default MODDE includes a set of potential terms, i.e. additional terms not included
in your model that might be important. The objective is to select a D-Optimal design
rich enough to guard for the potential terms. If you want your design to be just
sufficient for your specified model, clear the Use potential terms check box.

Inclusions
To use runs available from file as inclusions, click Import under Inclusions.
To edit the available inclusions, or paste/type runs to use as inclusions, click Edit.
If you have specified runs as inclusions in the Design | Inclusions window prior to
entering the design wizard, the Include in design check box found under Inclusions is
by default selected and the inclusions will automatically be part of the D-Optimal
design. Clear this check box if you do not want the inclusions to be part of the DOptimal design (but rather manually added at the end of the worksheet).
To add the inclusions after generating the worksheet, open the Inclusions on the
Design tab, and then click Add to worksheet.
For more, see the Inclusions section in Chapter 6, Design.

Degrees of freedom
Number of Degrees of freedom of the residuals is calculated as:
Number of design runs Model terms +1 (when you have center points)
The number of degrees of freedom recommended for D-Optimal designs in MODDE is
at least five.

Design alternatives section

The Design alternatives section controls the number of designs generated by the DOptimal algorithm.

Design runs span

The performance of a D-Optimal design, depends on the selected number of runs, N,
and the number of terms in the model, p.
MODDE can generate several D-Optimal designs, varying the specified number of
runs N and then evaluate them (G-efficiency, Condition number, Determinant) as
functions of N.
In the Design runs span box, you can select the number of designs to generate with
varying N.

42

03-Design wizard

If, for example, you select N 3 and 1 repetition, MODDE generate 7 designs ranging
from N - 3 to N + 3. The default is to generate 25 designs with N 2 and 5 repetitions.

Repetitions
In the Repetitions box, select the number of designs you want to generate with the
same number of runs, N. This will give a set of designs for each value of N.

Balancing the design

When you have a qualitative factor, or when you have selected to block the design, you
may want the design to have the same number of runs at each level of the qualitative
factor. Thus, the design would be Balanced with respect to the qualitative factor.
If you want a balanced design, select the qualitative factor in the Balance on box.

If you want MODDE to only select balanced designs, select the Use balanced only
check box.
To be able to get a balanced design, the selected number of design runs must be a
multiple of the number of levels of the qualitative factor. The number of design runs
may be updated, if necessary, to be a multiple of the number of levels of the qualitative
factor.
Note: It is not always possible to generate balanced designs. When MODDE does not
succeed in generating a balanced design, it issues a message. In this case, to generate
a design, you must clear the Use balanced only check box.

Candidate set section

The Candidate set section concerns the set of design runs to select the D-Optimal
design from.

Generating a new candidate set

Generate new is by default selected the first time the D-Optimal page is opened. Click
Generate new when you have changed the model or selected the Use potential terms
check box and you want to generate a new set of candidate runs.

Using the current candidate set

Use the current candidate set is available after importing or creating a candidate set.
Once the candidate set has been generated, the Use the current candidate set option is
by default selected.

Editing the candidate set

Click Edit to edit the candidate set. This can be done both with Generate new and Use
the current candidate set selected. A spreadsheet opens with the candidate set. Make
your changes and click OK to Save.
The candidate set can also be opened for editing by clicking Candidate set on the
Design tab.

Importing a candidate set

You can import a candidate set from a number of file types.

43

MODDE 11

To import the candidate set:

1.

Click Import found in the Candidate set section.

2.

Find the file holding the candidate set and click Open.

3.

The Import Candidate Set window opens allowing you to specify the row
containing the factor names, and optionally the column holding the
experiment names. Here you can exclude and include rows and columns too.
The row defined as Factor Name in the candidate set-file must contain the
factor names and they must be identical to those defined in the MODDE
investigation. Including uncontrolled, filler, and constant factors is optional.

Note: For investigations with qualitative factors the candidate set cannot be imported.

Size of candidate set

The size of the candidate set in MODDE is by default limited to 512 000 rows when
MODDE creates the candidate set for you.
You can change this limit in the Max candidate set size field, in the MODDE options
page, opened by clicking File | Options.
The maximum size of the candidate set that you can create and generate a design from
is limited by the amount of RAM in your computer.

D-Optimal results
When you click Next on the Change D-Optimal settings page, MODDE generates the
D-Optimal designs and displays them in the D-Optimal results page.

By default, the best design according to G-efficiency is selected. Use the Auto-select
design by box to instead select the best design according to Determinant or
Condition number. Or select another design manually by marking the design.
Hint: Sort the list according to any column by clicking its header.

44

03-Design wizard

To see the D-Optimal results as a plot, select the Display as plot check box.

The currently selected design is colored according to the legend.

Click Finish to generate the worksheet. Any already existing design and
worksheet will be deleted.
To regenerate a D-Optimal design, using one of the calculated ones, on the Design tab,
click New design | Select from already generated D-Optimal designs.

D-Optimal onion pages

Generating the design
After selecting an Onion design, and clicking Next, the Layers page is displayed. This
page is organized by layer from inner (first layer) to outer (last layer).

45

MODDE 11

The following is listed:

1.

The number of the Layer (starting from inside).

2.

The number of Candidate Runs in the layer for imported candidate sets.

3.

The span of the layer defined by its % From (Percentile) and % To distance
to the center of the multivariate space. You can change the span of a layer as
long as the number of runs in the candidate set remains one and half times
larger than the number of design runs in that layer. Overlapping span
between layers is not allowed. When you change the span of the layers,
MODDE updates the number of candidate set runs in each layer. If the span
of the layers overlap, or the number of runs in the candidate set is not large
enough, the layer is colored in red and a message indicating the problem is
displayed. You must fix the problem before clicking Next.

4.

The number of Design Runs in each layer. You can change the number of
design runs. The number of desired runs must be at least equal to the number
of terms in the model. The recommended number of runs includes 3 degrees
of freedom for the outer layer and 1 degree of freedom for the rest of the
layers.

5.

Select the number of D-Optimal designs, in each layer, you want to generate
with the same number of runs. The default number for Repetition is 1.

6.

The Model for each layer. You can change the model in each layer. Click the
model you want to change and select another model or mark the layer and
click Edit model to customize the model. After editing a model, MODDE
writes Model edited in the Comment column. MODDE updates the design
runs according to the new selected model; default Linear for the inner layers
and Interaction for the outer layer.

When you click Finish, MODDE generates several D-Optimal designs in each layer
varying the number of runs by plus and minus 2, and displays the Onion D-Optimal
results page.

The table on this page displays, for every layer, the generated designs statistics. By
default, in this table, the designs with the highest G-efficiency are selected.
You can select a different design in a given layer by marking it in the list or using the
Auto-select design by box and selecting a different criterion.

46

03-Design wizard

Onion on the Design tab

Generate
With Onion D-Optimal designs, you cannot generate a new set of D-Optimal designs
by clicking New design in the D-Optimal group on the Design tab.
If you want to generate a new set of Onion D-Optimal designs, click Design |
Objective. The worksheet will be deleted and you can follow the wizard to generate a
new design and worksheet.

Candidate set
To display the candidate set, on the Design tab click Candidate set.
The columns in the spreadsheet are as follows when the candidate set was imported:
1.

Design Run number. Corresponds with the experiment number in the

worksheet.

2.

The Exp Name (experiment name) when available.

3.

The Layer number (the innermost layer = 1).

4.

The distance to the center of the multivariate space in Percent.

5.

The design variables.

When the candidate set is generated by MODDE the additional columns Layer and
Percent are unavailable. The layer belonging is displayed in the onion plots.

Reduced combinatorial
Design generation options
The Design generation criteria section concerns the criteria on which the design is
built while the Design alternatives section controls the number of designs generated
what to balance on.

Design runs
Design runs is the number of runs the algorithm will generate, not including the center
points. You can change this number as desired. The smallest number of runs accepted
is the number of terms currently included in the model.

Replicated runs
The number of runs that should be replicated. The replicated runs are used to get an
estimation of the replicate error when lacking center points.

47

MODDE 11

Model terms
The number of terms currently in the model is listed after Model terms. This number
is updated after changes in Edit model.

Editing the model

Click the Edit model button to edit the model. The edit model dialog opens and you
can edit the model by adding or deleting terms in the specified model. This modifies
the number of model terms.

Degrees of freedom
Number of Degrees of freedom of the residuals is calculated as:
Number of design runs Model terms +1 (when you have center points)
The number of degrees of freedom recommended for D-Optimal and reduced
combinatorial designs in MODDE is at least five.

Design runs span

The performance of the design depends on the selected number of runs, N, and the
number of terms in the model, p.
MODDE can generate several designs, varying the specified number of runs N and
then evaluate them (G-efficiency, Condition number, Determinant) as functions of N.
In the Design runs span box, you can select the number of designs to generate with
varying N.
If, for example, you select N 3, MODDE generate 7 designs ranging from N - 3 to N
+ 3. The default is to generate 5 designs with N 2.

Balancing the design

When you have more than one qualitative or multilevel factor, can select for the design
to have the same number of runs at each level of one of the qualitative/multilevel
factors. Thus, the design would be Balanced with respect to the qualitative or
multilevel factor.
If you want to balance the design on another factor than the default, select the desired
factor in the Balance on box.

To be able to get a balanced design, the selected number of design runs must be a
multiple of the number of levels of the qualitative/multilevel factor. The number of
design runs may be updated, if necessary, to be a multiple of the number of levels of
the factor.

Reduced combinatorial design selection page

When you click Next on the Change reduced combinatorial settings page, MODDE
generates the designs and displays them allowing you to select which design to go
ahead and generate.

48

03-Design wizard

By default, the best design according to G-efficiency is selected. Use the Auto-select
design by box to instead select the best design according to Determinant or
Condition number. Or select another design manually by marking the design.
Hint: Sort the list according to any column by clicking its header.
To see the results as a plot, select the Display as plot check box, see the D-Optimal
results subsection earlier in this chapter.
Click Finish to generate the worksheet. Any already existing design and
worksheet will be deleted.

49

04-File

Introduction
The File tab includes functions that deal with your entire MODDE investigation as
opposed to the data itself. Here you can save, print, and send your investigation as well
as change settings and options.
The functions available are grouped into 10 groups

Info - Provides access to Protect investigation, the report, and displays

investigation properties

Protect investigation - Controls access and changes that can be

done to this investigation.

Report - Generate a report for this investigation using the default

template or any custom template.

New - provides access to options for creating a new design or importing an

existing design.

Experimental design - Start the classical experimental design

setup from here.

Import external design - Import a design saved in another file

format.

Complement design - Add new experiments to resolve

interactions or non-linearities in the current design.

Stability design - Create a design that spans over time to

investigate the stability of the product.

Design from candidate set - Import a candidate set and create a

design from a D-Optimal selection.

Design from scores - Import scores (factors) from a SIMCA usp

file and create a design from a D-Optimal selection.

RED-MUP - Special designs created for 96, 384, or 1536 well

plates.

Open - Open an existing investigation.

Save - Save the current investigation.

Save as - Save the current investigation with a new name and/or at a new
location.

Print - Print the active window.

51

MODDE 11

Send - Send a copy of the investigation by email as an attachment.

Close - Close the current investigation.

Help - Get help with using and activating MODDE.

Activate MODDE - Activate MODDE over the internet and other

options.

View help - Get help using MODDE.

MKS Umetrics on the web - Open MKS Umetrics' website in a

browser.

Knowledge base - Open MKS Umetrics' website in a browser,

with the Knowledge base page active.

About us

Options - Change options and customize MODDE.

Info
The Info section on the File tab provides access to two main features, Protect
investigation and Report as well as giving a quick summary of the investigation
Properties and displaying the path to the current investigation.

Properties
Under Properties information about the current investigation is listed;

Size

Creation date

Modified date

Objective

Process model

Mixture model

Design

Runs in design

Center points

Replicates

Factors

Responses

Number of runs.

Protect investigation
To protect an investigation, you can either lock it so that changes cannot be made, or
encrypt it with a password.

52

04-File

Encrypt investigation
Enter a password and the investigation is encrypted and password protected. This
investigation can now be opened only with the selected password.
To protect your investigation,
1.

On the File tab, click Info,

2.

Click Protect investigation,

3.

Click Encrypt,

4.

In the Encrypt Investigation dialog box, enter a password to use for the
encryption and confirm it,

5.

Click OK.

Remove encryption
If the investigation is already encrypted, the encrypt option is replaced by Remove
encryption.
To remove the encryption,
1.

On the File tab, click Info,

2.

Click Protect investigation,

3.

Click Remove encryption,

4.

Enter the password and click OK.

53

MODDE 11

Lock investigation
Locked investigations are automatically fitted when opened. Any plot or list can be
displayed, but changes cannot be made to the investigation. The investigation becomes
'Read only' with the exception of the prediction spreadsheet. If you click Permanently,
unlock on Save As, a copy of the investigation can be unlocked by clicking Save as on
the File tab. When Permanently is selected the investigation cannot be unlocked.

It is possible to also encrypt and password protect the investigation by selecting the
Encrypt / Password Protect investigation check box. The investigation is then
encrypted. This check box is optional; select it only if you want the investigation to be
password protected.
Note: The lock cannot be removed.

Report
MODDE has an automatic report generator. To create a new report, on the File tab,
click Info, then click Report.

You can also right-click a plot or list and then click Add to report. To add the
currently active plot or list to the report, click Add to report on the Tools tab or press
Ctrl+R.

Note: When a report was saved with the investigation, MODDE automatically opens
that report.

54

04-File

The report can use the MODDE default template or any template previously saved. All
formatting functionality is available for writing the text. Plots and lists can be added to
the report at any time, as placeholders or actual plots and lists.
A placeholder tells MODDE the desired item to fill from the current investigation
when you click Update report on the Home tab of the Report. If you add plots and
lists as placeholders and save the template, you can generate a report in the desired
format, for any investigation, by selecting the saved template and clicking Update
report.

For details, see Chapter 14, Report.

New
To create a new investigation on the File tab, click New.
This provides access to options for creating a new design or importing an existing
design.

Experimental design
On the File tab, click New, then click Experimental design.
Start the classical experimental design setup from here. A wizard will guide you
through all steps for setting up an experimental design - traditional designs as well as
super saturated and D-Optimal designs. The wizard will always make a design
recommendation.

Design wizard
The Design wizard opens when you start a new experimental design. This wizard
guides you from the start of the investigation to the generation of the worksheet. The
Design wizard can also be opened on the Home tab, in the Quick start group, click
Design wizard. Exit the wizard at any time by clicking Finish.

Using existing design

To create a new investigation from an existing design, on the File tab, click New, then
click either Import external design or Complement design.

Import external design

Import a design saved in another file format.

55

MODDE 11

External data can easily be imported to MODDE for analysis and optimization, as
follows:
1.

Click File | New.

2.

Click Import external design.

3.

Browse and select the file to import.

4.

Click Next and specify what is what in the Data Specification dialog.

Complement design
The current investigation can be complemented with new experiments to resolve
interactions or non-linearities.
To add new experiments to the current design, on the File tab, click New, then click
Complement design.
A wizard will guide you through classical fold over complementation or specific
requests.

Use Complement design when you want to:

Estimate separately a set of terms (interactions, or main terms and

interactions) that were confounded in a Resolution III or IV fractional
factorial design.

Complement a screening design to an RSM design supporting the full

quadratic model.

Complement a screening design to estimate selected curvature effects.

Add additional experimental runs to improve the quality (i.e. the condition
number or G-efficiency) of an existing set of experiments.

Use already performed experiments in a Doehlert design to set up a new

Doehlert; moving the center of the design or adding a factor.

Use already performed experiments in a Super-Saturated Plackett Burman

design to add experiments resulting in a regular Plackett Burman design.

Available complementing methods

You can complement your design using the following complementing methods:
Fold over: With screening fractional factorial designs of resolution III and N (number
of runs) equal to 8 or 16, it is usually recommended to complement by fold over. For
more, see the Fold over subsection later in this chapter.
Estimate squares of selected factors in factorial designs: If the screening design
indicates the presence of curvature, you may want to estimate the square terms in
selected factors or you may want to upgrade your design to a full RSM in these
selected factors. For more, see the Estimate squares terms subsection later in this
chapter.
D-Optimal: This option should only be selected if it is not possible to use a different
complementing method. If you want to upgrade the design to support a customized
model, or if your investigation contains mixture factors, select D-Optimal. For more,
see the Complementing a design with D-Optimal subsection later in this chapter.
56

04-File

Design specific complementing methods

Doehlert: When you have performed a Doehlert design and want to move the design
center or add a factor. For more see the Complementing Doehlert designs subsection
later in this chapter.
Screening to RSM Rechtschaffner: When you have performed a screening
Rechtschaffner design. Complemented by adding the star points resulting in a 3-level
Rechtschaffner.
Plackett Burman Super-Saturated to Plackett Burman: When you have performed
a PBSS. Complemented with runs adding up to a regular Plackett Burman design.

Fold over
When you choose to complement your design with fold over MODDE makes a new
investigation consisting of the design of the current investigation plus its fold over
(complement). The fold over design has as many experimental runs as the original
design.
Fold over designs are available for fractional factorial design of resolution III or IV
and Plackett Burman designs.
With the complete design (original + fold over), all main effects are clear from 2
factors interactions. With resolution III and IV designs MODDE automatically adds a
block factor. You may remove the block factor from the model in Edit model.
To fold over your design:
1.

Click File | New | Complement design.

2.

Click Fold over and then click Next.

3.

Enter the name and location of the new investigation. It is recommended to

add an additional center point to detect a shift in the mean.

4.

Click Finish and the new investigation opens.

Estimate squares terms in a screening design

For this complementing method to work well the original design should be of
resolution V or the collapsed design in the selected factors has to be a full factorial.
On the File tab, click New, and then click Complement design:
1.

Click Estimate square terms in a screening design and click Next.

2.

Select the factors for which to estimate the square terms. Note that the
calculated star distances for CCC and CCO are displayed.

3.

Optionally change the star distance. If the star distance is not changed, the
design is complemented to a CCF design by adding the face center runs. To
change, click the desired star distance to automatically enter it in the Star
distance field. Click Next.

4.

Enter the name, location of the new investigation and number of additional
center points.

5.

The model has been updated with the squares of the selected factors. The
unselected factors are set on their averages in the worksheet.

57

MODDE 11

Complement Doehlert
Doehlert designs can be complemented by expanding the design region or adding a
factor.
To complement a Doehlert design, click Doehlert in the Complement Design Wizard
and click Next.

58

04-File

As the dialog suggests you can complement by:

Leaving the default Select new center selected and selecting one of the
experiments of the design as the center of a new Doehlert design.

Selecting Add factor and typing the name of the new factor and typing the
Center and Range in the respective boxes. The value you type in Center is
the value that will be entered in the design for the already performed
experiments, for the new factor.

Select how to complement, click Next, enter the name, location of the new
investigation and number of additional center points, and then click Finish to generate
the new investigation.

D-Optimal
Complementing a design D-optimally is the most flexible way of complementing a
design.
Process factors only
On the File tab, click New, and then click Complement design:
1.

With D-Optimal marked, click Next.

2.

Click Edit model... to open the Edit Model dialog box and add model terms.
Click OK to return to the Complement Design Wizard.

3.

MODDE recommends the number of additional new design runs based on

the specified model, to ensure the proper degrees of freedom.

4.

Click Next.

5.

Enter the name and location of the new investigation and click Finish. The
D-Optimal pages in the Design wizard guide you in generating the new
investigation. Here the original design runs in the selected factors are used as
inclusions and the displayed Design runs in the D-Optimal page includes the
inclusions. The additional new runs are selected D-optimally to support the
selected model.

59

MODDE 11

Mixture factors
Complementing the design D-optimally with mixture factors, only allows changing the
model in Settings | Model available after entering the name and location of the new
investigation.
The displayed number of runs includes the original design runs. Click Next, the wizard
guides you in generating the new investigation.
Mixture and process factors
Complementing a design D-optimally with mixture and process factors, only allows
changing the model in Settings | Model available after entering the name and location
of the new investigation. The objective is set to Split objective.
The displayed number of runs includes the original design runs as inclusions. Click
Next and the wizard guides you in generating the new investigation.

Specific application design

MODDE provides options to create specific application designs such as Stability
design, Design from candidate set, Design from scores, and RED-MUP.
To create a specific application design, on the File tab, click New, then click the
desired option.

Stability design
In stability testing Combinatorial designs are used to evaluate all combinations of
factors and settings over time. The purpose is to ensure that none of the quality
attributes for the stability testing will exceed the specification during the products
specified shelf life.

60

04-File

In a typical stability test all combinations are tested over several time points (i.e. 0, 3,
6, 9, 12, months). A way to reduce the total number of tests is to distribute subsets of
all possible combinations to specific time points stipulating that all combinations are
tested over a specified period of time. This design strategy is called Complementary
combinatorial design.
For example, 3 factors (n) with 2+3+4 levels = 24 possible combinations/experiments
can be distributed over 2 time points as 12+12 experiments or over 3 time points as
8+8+8 experiments.
The number of possible combinations k can be divided into p subsets, k/p, where p is
an integer. Each subset mi will contain a unique set of combinations. One constraint is
that each subset mi shall be as balanced as possible and the best possible representation
of k.
For more information of the practical handling in MODDE, see the Stability design
appendix.
Algorithm short version;
1.

Choose an n-dimensional design region with k runs in its candidate set and a
design with m runs: m = k/p.

2.

Decompose factors into p sets.

3.

Generate the matrix M = 2 - (p, n, pn-3) OA (orthogonal array) from Latin

Squares.

4.

Reduce M to all rows mapping to non-empty sets.

5.

Map each row of M to the decomposed factor sets and make a full
factorization of the elements in the active sets: Mi.

6.

The final design D is given by concatenating the mappings Mi from step 5.

Design from candidate set

Import a candidate set and create a designed selection of observations. The selection
can be done using layers (Onion) or D-optimally.
To create a design based on a candidate set, on the File tab, click New, then click
Design from candidate set.

Onion design in regular factors with imported candidate set

When you want create an onion design from an imported candidate set other than
scores from SIMCA:
1.

On the File tab, click New, then click Design from candidate set.

2.

Click Browse to find the file holding the candidate set. Many file types are
supported.

3.

Click Next to open the Import candidate set dialog box specifying factor
names, experiment names, and data.

4.

Click OK to open the factors page of the Design wizard. When the
candidate set has been imported in this way you cannot modify or add factors
using the Design wizard.

61

MODDE 11

5.

To place constraints on the factors, click the Place constraints on the

experimental region check box and click Next to open the constraints page
of the Design wizard.

Note: Only regular factors are imported here. If your candidate set contains
qualitative or formulation factors you have to enter the factors and settings in the
Factor Definition dialog box and import the candidate set from the D-Optimal page
instead.
The designs available here are Onion and D-Optimal designs. Onion is only available
when there are enough experiments in comparison with the number of factors.

Design from scores

This is a typical QSAR application where a subset of molecules is selected by design.
Molecules described by many variables are compressed to score vectors in SIMCA.
These score vectors can then be imported directly from the SIMCA usp file.
To create a design based on imported scores from a SIMCA file, on the File tab, click
New, then click Design from scores.

Multivariate designs
To be able to import scores from a SIMCA project, SIMCA-P 10 or later needs to be
installed. The only designs available are D-Optimal and Onion.
When you want to create a design using the scores from a SIMCA project as factors:
1.

On the File tab, click New, then click Design from scores.

2.

Click Browse to select the SIMCA project.

3.

Select the model from the Model box and click Next to import the factors
(scores) from SIMCA. The score variables with all observations (rows) are
then automatically loaded from the SIMCA file and define the candidate set.

4.

Click Next to continue through the design wizard and the creation of the DOptimal or onion design.

Note: SIMCA opens automatically and remains open in the background while focus
returns to MODDE.

RED-MUP
Rectangular experimental design for multi unit platforms - an efficient and time-saving
approach for application of DOE to 96, 384 and 1536 well plates.

RED-MUPs are designs available for 96 (8x12), 384 (16x24), and 1536 (32x48) runs.
The designs are built from sub-designs.

62

04-File

To create a RED-MUP:
1.

On the File tab, click New, then click RED-MUP.

2.

Define all factors for the two sub-designs and then click Next.

3.

Define the responses and then click Next.

4.

Select the objective for both the vertical and the horizontal designs:
Screening or Optimization (RSM).

5.

Leave the factors that should be included in the vertical design with fewer
runs to the left.

6.

Move the factors that should be included in the horizontal design to the right.

7.

On this page you can also select the number of plates used, and if applicable
the plate factors that contain plate information.

8.

Select the desired plate size in the Plate size box and optionally select the
Plate/Block factor interactions check box.

9.

Click Next to select the vertical design then click Next again to select the
horizontal design. MODDE adds center points when the selected design does
not fill up the plate size.

Note: Some special RED-MUP designs, that aim to make better use of the plate, are
available for the 96 well plates (8 x 12).

Open
To open a MODDE investigation, on the File tab, click Open.
You can also open an existing investigation by clicking Open
on the Quick
Access Toolbar or using the Windows keyboard shortcut Ctrl+O.
63

MODDE 11

Recent investigations
The Recent investigations list shows recently opened investigations.

Click the pin icon

to the right of the investigation name to pin the investigation to
the top of the list. Click the name of the investigation in the list to open any recent
investigation.

Recent folders
The Recent folders list shows folders where you have recently opened or saved an
investigation.

Click the pin icon

to the right of the folder's name to pin a folder to the top of the
Recent folders list. Click the folder name in the list to open any recently opened
folder.

Browse
To browse for existing MODDE investigations, click Browse.

Save
To save the current investigation, on the File tab, click Save. You can also use the
Windows keyboard shortcut Ctrl+S or click the save icon
Toolbar at the top of the MODDE window.

on the Quick Access

Save as
To save the current investigation in a different location or with a different name, click
Save as on the File tab, then click one of the folders in the Recent folders list or
Browse. In the Save As dialog box that opens, enter the new name and location of
your investigation. MODDE switches to the "new" investigation.

Save plot as
An individual plot can be saved in a variety of formats.
To save a plot, right-click the plot, then click Save as....
This opens the Save Plot dialog box.

64

04-File

For details about the Save Plot dialog, see the Save or Copy a plot section later in this
chapter.

Save list as
To save a list,
1.

Right-click the list.

2.

Click Save as....

3.

Select location, file name, and file type.

4.

Click Save.

Lists can be saved as either webpages (htm/html) or as text files (txt).

Save or Copy a plot

The Save Plot and Copy to Clipboard dialog boxes are very similar, merely the
presence/absence of the Format drop down differentiates them. When copying, the
plot format can be selected in this dialog box while, for save, it can be selected in the
Save As dialog which opens after clicking OK.

Note: For plots with constants, the constants are copied, saved and printed if the
property pane is visible.

65

MODDE 11

Size
The size of the plot is defined by the values in the Width and Height fields. These
fields are automatically updated when switching between the predefined sizes in the
Size box. Likewise, the content of the Size box is updated when changing the width
and height.
Note: To keep the aspect ratio of the plot while customizing the size, select the Lock
aspect ratio check box before changing.
The available options in the Size drop down box are,

Original size - the current plot size

Suitable for documentation

600 x 375 Standard size

300 x 300 Square, fits two side by side

600 x 600 Square

Suitable for presentations

755 x 465 Fits one plot per slide

755 x 270 Fits two above and below

370 x 465 Fits two side by side

Custom sizes

Add custom size - opens the Add Custom Size dialog box with the current
plot size predefined. Clicking OK adds the specified size under the Custom
sizes header.

Delete customizations - restores the list to its original content.

Edit and delete

To edit the current size, click the Edit current size pencil to the right of the Size drop
down.
To delete the current size, click the Delete current size garbage bin.

Size preview
Selecting the Size preview check box displays the plot exactly as it will be saved or
copied. This feature allows you to verify that the layout and text formats harmonize
with the selected save/copy size before inserting/pasting it.

Print quality and plot format

The default print quality is 96 dpi. This is sufficient for the web and presentations, but
not for high quality print where 300 dpi is recommended.
The plot formats available are Bitmap (BMP), EMF (only 2D), PNG, JPG,
Encapsulated PostScript (EPS), and SVG (only 3D and only when saving).
Note: Using EPS with high dpi creates a very large plot file.

66

04-File

Restore to original list of sizes

After making changes to the Size list by adding custom sizes or deleting original sizes
the list can be restored to its original content by, at the bottom of the Size list, clicking
Delete customizations.

Print
To print, preview or change the print setup click File | Print.
When a list is the active window, the Print in color check box is available here. To
print your list without background coloring (whether in color or in gray scale), clear
this check box.
For plots with constants, such as the Contour plot, the constants are copied, saved and
printed if the property pane is visible.
Note: Plots are printed as viewed on the screen except when printing to a pdf writer.

Print is available for the active plot or list. MODDE provides a variety of ways to print,

Ctrl+P, the Windows keyboard shortcut for print,

Right-click the desired plot or list and click Print,

On the File tab, click Print.

Send
Send as attachment
On the File tab, click Send, then click Send as attachment to send a copy of the
investigation by email as an attachment.

67

MODDE 11

Close
On the File tab, click Close to close the currently open investigation.

Options
On the File tab, click Options to access the options for a number of sections of
MODDE.
The Options dialog box comprises all general options as well as investigation specific
options and other customizations, such as Theme (not described further here).

MODDE options
The MODDE options page is divided into the parts Audit trail, General, and Plot.

Audit trail
Set Audit trail options.

Enable the audit trail for new investigations - Automatically enables the
audit trail for all new investigations.

For more, see the Audit trail section in Chapter 10, View.

68

04-File

General
Under General you can change the following options,

Automatically display output window - Automatically open or activate the

output window when MODDE encounters warnings and errors. This window
displays details about the warnings and errors.

Automatic fit - Automatically fit the investigation when it is opened.

Close open investigation when opening a new investigation - Close

already open investigation when opening or creating a new investigation.

Factor axes in back transformed units - Display factors on plot axes in

back transformed units.

Max number of layers in onion designs - Maximum number of possible

layers for an Onion design. MODDE's default is 10.

Max candidate set size - The maximum number of rows in the candidate
set. This number will prevent MODDE from creating candidate sets that are
too large. The maximum size of the candidate set that you can create and
generate a design from is limited by the amount of RAM in your computer.

Replicate tolerance - The replicate tolerance [0 .. 0.20] is the number used

when MODDE decides whether experiments can be considered to be
replicates or not. Default is 0.1, that is, 10% of half the range for each factor.

Save Design Space Explorer calculations - Include the Design Space

Explorer calculated results with investigation (.mip) when saving it. If the
calculations are saved with the investigation, no recalculations are necessary
when redisplaying this plot. WARNING! When selected, the .mip may
become large.

Show expanded design factors in RED-MUP worksheet - Show each

design factor expanded.

Show units in lists - Show units after the factor and response names in lists
and spreadsheets.

Plot

Header format - Select which of the two header formats to use. Leaving
Default results in 'Header format 1' for investigations with short names and
'Header format 2' for investigations with long names.

Header format 1 - When selected, header format 1 by default displays plot

type, investigation name and fit method on the first row and coloring and
label information on the second.

Header format 2 - When selected, header format 2 by default displays plot

type and fit method on the first row, investigation name on the second and
coloring and label information on the third.

Plot engine - Select which plot engine to use for 2D plots. Available options
are Direct2D or GDI+. 3D plots are always displayed using GDI+.

Note: The order and what is displayed in the headers can be changed as desired using
the displayed terminology. Maximum number of header rows is four.

69

MODDE 11

Investigation options
On the File tab, click Options, then click Investigation options to view the settings
valid for the current investigation, grouped under the headers Audit trail, General,
Statistical options, and Design space and optimizer options.

Available settings include,

Audit trail
When Enable the audit trail is Yes, the Audit Trail logs every change that affects the
investigation. Your administrator may have locked the settings on this tab. By default
the audit trail is disabled. For details, see the Audit trail section in Chapter 10, View.

General
Design matrix
Select the data to display in the design matrix. Available options are The design as
generated by MODDE and Current Worksheet scaled and centered (default).
Factor representation
Select whether to show the Factor name (default) or the Factor abbreviation in lists
and spreadsheets.
Factor presentation [Qualitative]
Select whether to display the qualitative factors in the Regular (default) format,
showing the orthogonal settings, or Extended, showing all settings. This option is valid
for all plots and lists displaying factors except the coefficient plot.

70

04-File

Factor presentation [Qualitative, Coefficient plot]

Select whether to display the qualitative factors in the Regular format, showing the
orthogonal settings, or Extended (default), showing all settings. This option is valid for
the coefficient plot only.
Number format
Select the number of decimals to display in lists and tables. Available
options are Auto (default), .00, .000, .0000, .00000, and Scientific (e.g. 1.234e-10).
When exporting unscaled coefficients to use in other applications, use the scientific
format to get maximum precision in the coefficients.
Plot label type
Select None, Experiment number (default), Experiment name, Run order, or
Combination ID (available for stability designs only).
For stability designs the default Experiment name is the Combination ID and the Time,
e.g. C1:T0 for the first row. The Combination ID denotes a specific combination of
settings for all factors but the Time factor.
Response representation
Select whether to show the Response name (default) or the Response abbreviation in
lists and spreadsheets.

Statistical options
Alpha level
Select the Alpha level for the lack of fit plot. Available options are 1%, 5% (default),
and 10%.
Coefficients
Select the type of coefficients. Available options are Scaled and centered (default for
the regular coefficient plot), Unscaled, PLS orthogonal, and Normalized (default for
the coefficient overview plot).
To select presentation format for qualitative factors in the Coefficient plots, use the
Factor presentation [Qualitative, Coefficient plot] option earlier in this page. By
default the factors are displayed in the Extended form in this plot, showing all settings.
For more, see the Coefficients subsection later in this section and the Coefficients
section in the Statistical appendix.
Interval type and probability levels
Select the type of interval to use to estimate the uncertainties. Available interval types
are Confidence (aka Average), Prediction (aka Individual), and Tolerance.
An interval estimation is used in statistics as an uncertainty measure of a population
parameter computed from sample data.
The simulation will generate points with variance based on the selected interval
estimate. This will in turn generate the required safety margins that correspond to the
defined probability limit of the ideal average prediction. The safety margin increases
from Confidence to Prediction (and in general) to Tolerance.
We use interval estimates for two purposes in MODDE:

to assess if model parameters are significantly different from zero (nullhypothesis significance tests) and

71

MODDE 11

to state an interval within which we are confident that we find future

predictions.

For more, see the Interval type and probability levels subsection later this section and
the Interval estimates subsection in the Statistical appendix.
Prediction block effect
Select to use fixed or random block effect in predictive functions.
Select the block factor as Fixed effect when the external variability can be set at will
and the primary objective for blocking is to eliminate that source of variability.
Select the block factor as Random effect when the external variability cannot be
controlled and set at will, and the primary objective is to make prediction without
specifying the block level, and taking into account the external variability.
For more, see the Random versus fixed block factor section in the Statistical appendix.
R2
Select the type of R2 to display in the summary plots. Available options are R2
[explained variation] (default) and R2 adjusted [explained variance].
Residuals
Select the type of residuals to display in the residual plots. Available options are Raw
in the original units, Standardized, and Deleted studentized. The default depends on fit
method and number of degrees of freedom. For more, see the Residuals section in the
Statistical appendix.

Design space and optimizer options

DPMO limit
Enter the default DPMO limit for the investigation. DPMO = Defects Per Million
Opportunities.
This default DPMO limit is used in all Design space plots and Setpoint features. The
default value is 10 000, which corresponds to 1% outside.
Interval type and probability levels
Select the type of interval to use to estimate the uncertainties. Available interval types
are Confidence (aka Average), Prediction (aka Individual), and Tolerance.
An interval estimation is used in statistics as an uncertainty measure of a population
parameter computed from sample data.
The simulation will generate points with variance based on the selected interval
estimate. This will in turn generate the required safety margins that correspond to the
defined probability limit of the ideal average prediction. The safety margin increases
from Confidence to Prediction (and in general) to Tolerance.
We use interval estimates for two purposes in MODDE:

to assess if model parameters are significantly different from zero (nullhypothesis significance tests) and

to state an interval within which we are confident that we find future

predictions.

For more, see the Interval type and probability levels subsection later this section and
the Interval estimates subsection in the Statistical appendix.

72

04-File

Audit trail
When the Audit Trail is turned on each investigation in MODDE has a separate audit
trail. Each audit trail consists of one or more sessions that in turn consist of events. A
new session is started and appended to the audit trail when an investigation is opened,
and ends when the investigation is saved.
In addition to logging events, MODDE logs information about the user, and date and
time of the events.
To view the audit trail, click the Audit Trail tab in the Output / Notes / Audit trail
pane. If this tab is not shown, display it by selecting the Audit Trail check box on the
View tab.

Enable and disable the Audit Trail

By default the audit trail is disabled.
To turn it on for the current investigation, in File | Options, on the Investigation
options page, under Audit trail, select Yes in Enable the audit trail.
To turn on the audit trail for new investigations, in File | Options, on the MODDE
options page, under Audit trail, select Yes in Enable the audit trail for new
investigations.
Administrators can disable the turning on and off of the audit trail, i.e., always have it
on or off. For instructions on how to disable the audit trail options, see the knowledge
base at www.umetrics.com.

Save or clear the Audit Trail

To empty the audit trail, in the Audit Trail pane, right-click and click Clear Audit
Trail.
To save the current version of the audit trail, separate from the investigation, in XML
format, in the Audit Trail pane, right-click and click Save as.

Audit trail and internet explorer

MODDE uses Internet Explorer functionality to display the audit trail.

Logged in the audit trail

Specific actions the MODDE audit trail logs are:

Factors (adding, modifying, deleting), displaying all details about the factor
after the change

Responses (adding, modifying, deleting), displaying all details about the

response after the change

Constraints (modifying, deleting)

Candidate set

Inclusions

Reference mixture

Objective

Generators

Design
73

MODDE 11

Complement design

Model

Worksheet, every change of every cell

Fit method

Activation and deactivation of the Audit Trail.

The audit trail also registers when a digital signature in the Audit trail is
incorrect.

Coefficients
Scaled and centered coefficients
The regression coefficients that are displayed in MODDE are computed for centered
and scaled data. It is also possible to select to display "unscaled and uncentered"
coefficients.
The scaled and centered coefficients are the coefficients of the fitted model, for which
the factors were centered and scaled. The default scaling in MLR is orthogonal scaling.
With PLS, the factors are centered and scaled to unit variance.

Orthogonal coefficients in PLS

The "centered and scaled" coefficients in PLS regression models are computed from
factor values scaled to unit variance.
The orthogonal coefficients in PLS regression re-express the coefficients such that they
correspond to factors that are centered and orthogonally scaled, i.e., by using the midrange and low and high values in the factor definition (coded as -1 and 1), see the
Scaling subsection for more details. Orthogonal coefficients in PLS regression models
are not available when there are only formulation factors in the investigation.
With process and mixture factors, the PLS orthogonal coefficients refer to process
factors scaled orthogonally, and mixture factors unscaled (original units).
The orthogonal coefficients in PLS regression models are only available when the
model is fit with PLS regression.
Note: The orthogonal coefficients in PLS regression models are only meant for
comparison with the corresponding MLR coefficients. They are incorrect unless the
design is balanced and the mean is equal to the mid-range.

Unscaled
The unscaled coefficients are the coefficients corresponding to unscaled, uncentered
data. When exporting unscaled coefficients to use in other applications, be sure to use
the E-format in order to obtain maximum precision in the coefficients.

Normalized coefficients
To make the coefficients comparable between responses when the responses have
different ranges, the "centered and scaled" coefficients are normalized with respect to
the variation in Y. That is, they are divided by the standard deviation of their respective
response, i.e., by the standard deviation in the corresponding Yi, for i = 1,2,,m.
74

04-File

Confidence interval
Intervals for coefficients (such as e.g., a confidence interval) and predictions are
computed using the total number of observations, regardless of missing values when
the regression model is a PLS regression model and all polynomial models (i.e., the
polynomial model specified by the factors) for all responses are the same. For MLR
and PLS regression models with different polynomial models for different responses,
the total number of observations is the number of elements in the response without
missing values. This total number of observations is displayed as N at the bottom of
plots and lists.

Extended or compact format

For qualitative factors at q levels, with q > 2, MODDE generates q - 1 dummy
variables, indexed from 2 to q.
By default the Coefficient plot displays all q settings using the Extended format. See
the Investigation options subsection in Chapter 4, File, for details.

Interval type and probability levels

Select the type of interval to use to estimate the uncertainties. Available interval types
are Confidence (aka Average), Prediction (aka Individual), and Tolerance.
An interval estimation is used in statistics as an uncertainty measure of a population
parameter computed from sample data.
The simulation will generate points with variance based on the selected interval
estimate. This will in turn generate the required safety margins that correspond to the
defined probability limit of the ideal average prediction. The safety margin increases
from Confidence to Prediction (and in general) to Tolerance.
We use interval estimates for two purposes in MODDE:

to assess if model parameters are significantly different from zero (nullhypothesis significance tests) and

to state an interval within which we are confident that we find future

predictions.

There are several types of interval estimates that can be used in MODDE. A common
statement is to say that with a confidence of e.g. 95 % we will find a future sample in
this region enclosed by the interval, i.e. average interval.
The types of intervals available in MODDE are;

Confidence interval
This interval encloses average of the true population, with some confidence, and is
mainly used to illustrate the variance of the model coefficients.

Prediction interval
This interval encloses a region within which we are confident that the next observation
will fall.

Tolerance interval
This interval encloses a region within which we are confident that some proportion of
future samples will fall.

75

MODDE 11

Specifying the probability level

The Confidence interval and Prediction interval require an acceptance level, i.e.,
roughly speaking a probability. It is usually expressed as the Confidence level (90 %,
95 % or 99 %). The Tolerance interval requires an acceptance level, but also requires a
parameter for the fraction of future samples that fall within the interval, called the
Tolerance proportion. The default setting In MODDE for evaluation of model
parameters is Confidence interval at 95 %. The default setting for predictions is
Prediction interval at 99 %.

Plot properties
The interval settings can be adjusted by right-clicking the plots, selecting Properties
and in the dialog that appears, clicking the Interval estimation tab. For Coefficients
and other model plots with interval estimates only the Confidence intervals are
available, thus the tab is named Confidence interval.

In the design space simulations, the Confidence level is controlled by the simulation
procedure; therefore, the Confidence level box is unavailable. If the interval type is
Tolerance interval, the Tolerance proportion is controlled by the simulation procedure
and therefore the Tolerance proportion box is unavailable.
In the Design space options page, a Probability of failure limit of 1 % corresponds to
99 % in Confidence level for the Confidence or Prediction interval types. When the
interval type is Tolerance, the Probability of failure limit of 1 % corresponds to a
Tolerance proportion of 99 %.
Note: If the Use model error check box is available but cleared, settings on the
Interval estimation page have no effect.
For more, see the Interval estimates section in the Statistical appendix.

Residuals
Raw residuals
The raw residual is the difference between the observed and the predicted values, i.e.
e i = yi i .

76

04-File

Standardized residuals
The standardized residual is the raw residual divided by the residual standard
deviation
estd,i = ei / s,
where s is the residual standard deviation.
Residual plots for PLS regression present standardized residuals by default.

Deleted studentized residuals

MODDE defaults to plotting Deleted studentized residuals when fitting with MLR and
the model has at least three (3) real degrees of freedom. Deleted studentized residuals
are not available when fitting with PLS regression.
The Deleted studentized residual is the raw residual (ei) divided by an estimate of its
standard deviation. The estimation of the standard deviation is computed from the
deleted standard deviation (si), which is the residual standard deviation (si) computed
with observation i left out. When the ith residual is excluded like this, the residual is
sometimes said to be externally studentized. The variance of the ith residual is defined
as
is the ith element of the hat matrix, sometimes denoted leverage.
where
Thus the standard deviation of the residual is

Hence, the Deleted studentized residual is computed as

where s-i is the estimate of the residual standard deviation with the ith sample left out.
For more information see e.g., Belsley, Kuh and Welsch (1980).
Note: Deleted studentized residual requires at least three degrees of freedom.
References
Belsley, David A.; Kuh, Edwin and Welsch, Roy E. Regression Diagnostics:
Identifying Influential Data and Sources of Collinearity. John Wiley and Sons, New
York, 1980.
DPMO limit
Enter the default DPMO limit for the investigation. DPMO = Defects Per Million
Opportunities.
This default DPMO limit is used in all Design space plots and Setpoint features. The
default value is 10 000, which corresponds to 1% outside.

77

MODDE 11

List options
Use this page to change the appearance and properties of lists.

General options such as gridline style and header in bold.

Default colors for text and suspicious value.

Default background color for factors and responses.

Default colors for header background for different types of factors and
responses.

Default background colors for different types of data.

Correlation matrix threshold and factor and response background colors.

Customize ribbon
On the File tab, click Options, then click Customize ribbon to access the page.

78

1.

Select the command in the left box that you want to place.

2.

Click the location in the right box where you would like the command to be
shown.

3.

Click Add.

4.

Click Close to return to MODDE.

04-File

Note: With this dialog open, all buttons and tabs currently displayed can be dragged to
new positions. Buttons can be removed by pulling them down.

Customize quick access toolbar

On the File tab, click Options, then click Quick access toolbar.
1.

Select the command in the left box that you want to add.

2.

Click Add.

3.

Click Close to return to MODDE.

Keyboard shortcuts
MODDE includes many keyboard shortcuts in order to access commonly used
functions. Many of these shortcuts will be familiar to Windows users, while some are
MODDE specific.
Key assignments can be modified as desired in the Options dialog, Keyboard page.

79

MODDE 11

KeyTips
In order to quickly navigate around MODDE using almost exclusively the keyboard
instead of the mouse, MODDE implements the same system of KeyTips as Microsoft
Office.
1.

Press the Alt key to see the KeyTips.

2.

Then press the indicated number or letter to run the associated command.

General keyboard shortcuts

Copy: Ctrl+C, Ctrl+Insert
Paste: Ctrl+V, Shift+Insert
Cut: Ctrl+X, Shift+Delete
Print: Ctrl+P
Undo: Ctrl+Z, Alt+Backspace
Save: Ctrl+S
Delete: Delete
Select all: Ctrl+A
Insert: Insert
Full screen: F11
Start a new investigation: Ctrl+N
Open a different investigation: Ctrl+O

80

04-File

MODDE specific keyboard shortcuts

Open the Design wizard: Ctrl+W
Open the Analysis wizard: Alt+W
Add to favorites: Ctrl+D
Add to report: Ctrl+R
Properties: Alt+Enter

Restore
On the File tab, click Options, then click Restore to restore MKS Umetrics' defaults.
There are three sections, Format plot, Favorites, and Don't show again messages.

Help
The Help page on the File tab provides various resources for support using MODDE,
handling licenses, and about the program itself.

81

MODDE 11

Activate MODDE
To open options related to activating MODDE,
1.

Click the File tab.

2.

Click Help.

3.

Click Activate MODDE.

Follow the instructions in the dialog boxes.

View help
Get help using MODDE. Opens the MODDE Help window. MODDE's help is based
on this user guide.

MKS Umetrics on the Web

Opens MKS Umetrics' website in a browser.

Knowledge base
Opens MKS Umetrics' website in a browser, with the Knowledge base page active.

About us
MKS Umetrics is a world leader of Multivariate Technology. We provide software for
Design of Experiments and Multivariate Data Analysis. Tools that transform your data
into information, guiding you to confident decisions and helping you understand
complex products and processes.
We offer complete solutions for off-line as well as on-line applications for continuous
and batch processes. All supported by training and consulting services to ensure you
get the most of your data.

82

05-Home

Introduction
The Home tab collects some of the most used functions together in one place, making
them easy to find and access. Some functions are located only on this tab, while most
functions are also located on other tabs. When a function is also located elsewhere, this
chapter only provides a brief description and directions to the main description in
another chapter.

The functions on the Home tab are divided into groups in order to make commonly
used functions easier to find,

Quick start group

Design wizard - provides guidance through the process of setting

up a new investigation or changing an existing one.

Analysis wizard - provides guidance through the main steps of

analyzing a model.

Investigation group

Specification - opens the Specification window with worksheet,

factors and responses, and constraints available.

Model group

Edit model - to add and remove model terms, see the Model list.

Fit model - to refit the current model.

Summary of fit - provides access the summary plots and lists.

Diagnostics & interpretation group

Overview - opens the Overview plot window displaying a

customizable selection of plots.

Coefficients - provides access to coefficient plots and lists

Residuals - provides access to the residuals lists and plots.

Observed vs. predicted - displays observed values vs. predicted

values.

Contour - opens the contour plot wizard.

83

MODDE 11

Sweet spot - creates a plot highlighting values that are within the
user specified range.

Design space - opens the Design Space Plot wizard.

Optimize group

Optimizer - opens the optimizer window.

Editing group

Exclude - excludes the currently selected experiment or data point.

Undo - reverses the last action.

Design wizard
The Design wizard is a set of pages that guide you through the steps of setting up your
investigation. The Design wizard covers factors, constraints, responses, objective, and
model.
To access the Design wizard, on the Home tab, in the Quick start group, click Design
wizard.
Hint: Press Ctrl+W to open the Design wizard.
For more information, see Chapter 3, Design wizard.

Analysis wizard
The Analysis wizard provides guidance through the main steps of analyzing a model
and is the recommended method for making changes to and adjusting the model. The
Analysis wizard covers:

Reviewing raw data

Fitting data

Diagnostics

Refining the model.

Note: When opening the Analysis wizard, the investigation is fitted using the default fit
method.

Accessing the Analysis wizard

On the Home tab, in the Quick start group, click Analysis wizard.

Included graphs and plots

84

Replicates

Histogram

Summary of Fit

Coefficients

Residuals Normal Probability

05-Home

Observed vs. Predicted.

Toolbar functions
The functions available in the Analysis wizard,
Response: Swaps between active responses.
Exclude: Excludes model terms or experiments.
Undo: Reverses the most recent change to the model.
Regression line: Toggles the regression line.
Show limits: Toggles lines for applicable Min, Max, and Target levels.
Transform: Available when looking at the histogram; opens the
Transform Response dialog box.
Edit model: Available when looking at the coefficients plot; opens
the Edit Model dialog box.
Square test: Available for the coefficients plot, when no square
terms are included and the square test detects significant square terms.
Interaction test: Available for the coefficients plot, when there
are significant interactions detected and the design is resolution IV.

Replicates
Replicates is the first page shown when opening the Analysis wizard. This page
provides a quick overview of the raw data.

Understanding the plot

Experiment points above the red Max line or under the Min line are generally
undesirable.
MODDE shows replicated experiments as blue (default) points on the same replicate
index.
85

MODDE 11

The variation of repeated experiments should be less than the overall variation for the
response.

Working with the plot

It is possible to identify outliers when examining the Replicates plot.
Some of the common causes and suggested solutions to outliers are:

Incorrect data entry in the worksheet In this situation correct the worksheet
and refit.

Experiment incorrectly carried out If the experiment was not done

correctly, repeat the failed experiment and refit.

The deviating result is correct and the experiment does not fit the model
Empirical models are only valid within a limited interval. If the deviating
point is correct but uninteresting, then remove it from the analysis and refit
the model without it. If the deviating point is in an interesting area, it may be
necessary to construct a finer-grained design in that area.

Click Next to see the Histogram for the current response.

Histogram
Histogram is the second page of the Analysis wizard. This page provides the
opportunity to see the shape of the response distribution and apply a transformation if
required.

Understanding the plot

A proper estimate of the distribution requires a minimum of 11 observations. The
important decision to make at this step in the Analysis wizard is to decide if a
transformation is required. By selecting an appropriate transformation, a non normal
distribution might be transformed to normal distribution. In general, normally
distributed responses will give better model estimates and statistics.
If a response has already been transformed, the response will have a tilde ("~") after it's
name in the plot. To see what transformation has been applied, click Transform.

86

05-Home

Transforming the response

If the distribution is not a normal "bell-shaped" distribution, then it is likely a
transformation is required.

The desired distribution is a "bell shaped" normal distribution.

If there is a positive skewness, a log transformation is needed.

If there is a negative skewness, a negative log transformation

is required.
Hint: Biological systems almost always require a logarithmic transform.
To apply a transform:
1.

Determine the required transformation.

2.

Click Transform.

3.

Click the desired transformation in the Transformation list.

4.

Change the values of C1, C2, and C3 (if available) from default values if the
data requires it.

5.

Click Apply to see the transformed response.

6.

Click OK to return to the Analysis wizard.

Click Next to go to Summary of Fit.

Click Back to go to Replicates.

87

MODDE 11

Summary of Fit
The Summary of Fit page of the Analysis wizard provides a summary of the basic
model statistics.

Understanding the plot

Summary statistics are presented in four parameters (R2, Q2, Model validity, and
Reproducibility) where 1, or 100%, is perfect. R2 and Q2, the first two columns,
should be close in size. The difference shouldn't be more than 20% in most situations.
R2
Shows the model fit. A model with R2 of 0.5 is a model with rather low significance.
Q2
Shows an estimate of the future prediction precision. Q2 should be greater than 0.1 for
a significant model and greater than 0.5 for a good model. Q2 is the best and most
sensitive indicator.
Model validity
A test of diverse model problems. A value less than 0.25 for Model validity indicates
statistically significant model problems, such as the presence of outliers, an incorrect
model, or a transformation problem. A low value here may also indicate that a term,
such as an interaction or square is missing. When the pure error is very small
(replicates almost identical), the model validity can be low even though the model is
good and complete. When the pure error is so small that the replicates are deemed
identical by MODDE, the model validity is labeled Missing as it cannot be calculated.
Note: Model validity might be low in very good models (Q2>0.9) due to high
sensitivity in the test or extremely good replicates.
Reproducibility
The variation of the replicates compared to overall variability. The Reproducibility
should be greater than 0.5.

88

05-Home

Improving summary statistics

Summary statistics can be improved by tuning the model in the various steps of the
Analysis wizard.

Select the appropriate transformation in the Histogram.

Remove non-significant model parameters in the Coefficient plot.

Click Next to go to Coefficients.

Click Back to return to Histogram.

Coefficients
The coefficients page of the Analysis wizard provides access to the Coefficients plot
for the current response (Y).

A significant term is one with a large distance from y=0 as well as having an
uncertainty level that does not extend across y=0. A non significant model term is a
model term close to y=0 line and with an uncertainty level that crosses y=0.
When confoundings are present, the coefficient plots and lists display a bracket ("#")
after the term. Point to the column to view the confounded terms.

Understanding the plot

The coefficient plot presents a graphical representation of the model terms in order to
determine their significance.
Significant model terms:

Far away from y=0 (either positive or negative)

Uncertainty range does not cross y=0.

89

MODDE 11

Non significant model terms:

Close to y=0

Uncertainty range crosses y=0.

Working with the coefficient plot

The coefficients plot provides support for tuning of the model by adding or removing
model terms.

Remove non significant model term

Starting with the least significant model term
1.

Check that no significant model term depends on the non significant model
term, meaning that if a higher order model term (e.g. interaction) is
significant a non significant linear term should not be removed.

2.

Click Exclude.

3.

Click the non significant model term.

Hint: Exclude only one model term at a time as it may make other model terms more
significant. Q2 will probably increase as non significant model terms are removed, so
note the before and after values as each term is excluded and aim to maximize Q2 to
achieve the best possible prediction performance. DF (Degrees of Freedom) will also
increase. A higher DF is better for a proper estimate of the confidence interval.

Adding model terms

Click Edit model to include any model terms to the investigation that are not visible.
This can also be used to include a model term that was previously removed.
Click Next to go to Residuals Normal Probability.
Click Back to return to Histogram.

Square test
The square test is performed when there are no square terms in the model and adding a
square term does not result in a condition number that exceeds 100. When the square
test has been performed and a significant square term has been found, the Square test
becomes available. The test adds one specific square term at a time and tests them
individually and not in combination with each other.
Note: Quadratic terms are confounded when the design is a screening design. External
knowledge or further experiments are required to permit a more rigorous assessment
of which quadratic terms are necessary for the current design.
To add a square term:

90

1.

Click Square test.

2.

Look for terms that are shown in black instead of red in the P column.

3.

Change Excl to Incl in the Incl/Excl column for the square to include.

4.

Click OK to return to the Analysis wizard.

05-Home

Hint: To check the correlation between square terms, open the correlation matrix.

Interaction test
For screening designs of resolution IV, the interaction test can help find significant
interaction terms. In resolution IV designs, all interactions terms are confounded which
means that you should consider which interaction term is most reasonable in the
Interactions dialog box. Confounded terms are model terms that are mathematically
identical to other model terms in the current design.
If significant interaction terms are detected, the Analysis wizard will show an alert at
the top right and bottom left of the Analysis wizard and the Interaction test becomes
available. The interactions are tested individually and the values shown in the table are
results with the individual interaction included.
To add significant interaction terms:
1.

Click Interaction test.

2.

Look for terms that are shown in black instead of red in the P column.

3.

Based on which model terms are significant, change Excl to Incl in the
Incl/Excl column.

4.

Click OK to return to the Analysis wizard.

Note: The Confounded with column in the Interactions dialog box shows which model
terms the model term is confounded with. For more, see the Confoundings subsection
in chapter 6, Design.

91

MODDE 11

Residuals Normal Probability

This page shows a plot with the residuals of a response vs. the normal probability of
the distribution.

Understanding the plot

If the experiments are on a straight line, then the residuals are normally distributed.
Points outside +/- 4 SD are considered outliers and should be examined for errors.
A curved pattern indicates non modeled quadratic relations or incorrect transformation
of the response. If the Degrees of Freedom is under 5 (DF < 5), the plot may display a
strange pattern.

Improving the Residuals Normal Probability plot

If the points are not linear, the response may require a different
transformation. Return to the histogram page and check.

If the pattern is curved, return to the coefficients page and check the Square
test for non modeled quadratic relations.

Experiments can be excluded, but this is not recommended. Outliers should

instead be checked if they have been entered into the worksheet correctly.

Click Next to go to Observed vs. Predicted.

Click Back to return to Coefficients.

92

05-Home

Observed vs. Predicted

This plot displays observed values vs. predicted values.

Understanding the plot

Plots with points close to a straight line indicate good models. If Degrees of Freedom
is under 3 (DF < 3), the plot will implicitly give a perfect fit.
Click Regression line to see a perfect observed vs. predicted line.
Click Next Y to go to Replicates for the next response.
Click Back to return to Residuals.

Specification
On the Home tab, click Specification to open the Specification window that shows
views of the Worksheet, Factors and responses and Constraints.

93

MODDE 11

Spreadsheet access
The arrow under Specification provides shortcuts to some of MODDE's spreadsheets.
More info on these can be found in Chapter 6, Design. Information about adding,
modifying and deleting factors, responses, etc, can be found in Chapter 3, Design
wizard.

Edit model
Edit Model dialog box
On the Home tab, in the Model group, click Edit model to open the Edit Model
dialog box. Here you can view, add and remove model terms to the model for each or
all responses.
Use the For response box to switch the response for which the model is displayed. [
All responses ] is available here to select all responses at once.

94

05-Home

Model list
On the Home tab, in the Model group, click the arrow under Edit model to open the
Edit model menu.

Click Model list to open the Model list.

95

MODDE 11

If you have qualitative factors at more than two levels and want to display the model
with the qualitative factors extended:
1.

Right-click the Model list.

2.

Click Properties.

3.

Click Extended Show all settings.

Fit model
On the Home tab, in the Model group, click Fit model to fit or refit the model.
Click the arrow under Fit model to show the available fitting methods.

Standard fit
When the investigation does not contain mixture factors, the only available fitting
methods are standard.
Auto
Click Auto to use the default fit method.
MODDE defaults to using Multiple Linear Regression (MLR) as long as the condition
number permits. When the condition number becomes too large, MODDE defaults to
using PLS. You may override the default by selecting the desired fit on the Home tab,
in the Model group; click the arrow under Fit model to open the Fit Model gallery.
Note: If your X matrix has a condition number > 3000, MODDE will only fit the model
with PLS and the condition number when selecting MLR is displayed as infinite.
Fitting with MLR
When fitting with MLR, MODDE will separately but automatically fit all of the
responses. Use the Select responses box to select the desired response.
If some response values are missing, MODDE excludes the rows with missing data for
that specific response and keeps it for all others in the calculations.

96

05-Home

Fitting with PLS

With PLS all responses are fitted simultaneously.
PLS handles missing values in the responses, without excluding the runs from the
analysis when the same model is used for all responses. When the models are not
identical, the fit is done separately for each response and missing is handled as for
MLR.
When fitting the model with PLS, MODDE computes as many PLS components as
significant by cross validation. See the statistical appendices for significance rules.
To add more PLS components:
1.

On the Home tab, in the Model group, click the arrow under Fit model.

2.

Click Add component.

Once the model is fitted the commands to display results and perform diagnostics are
available. Specific commands and features pertaining only to PLS are unavailable
when fitting the model with MLR.
To exclude responses from the analysis, set their unit variance modifier to zero, in the
response dialog box. This will give the responses zero variance, and hence exclude
them from the analysis.
Note that with PLS the X matrix is always scaled and centered to unit variance. The
centered responses are scaled as you selected in the response definition. The default is
unit variance.
Note: The default method of fit with the Cox reference mixture model is PLS. When the
model obeys mixture hierarchy you can if you want fit the model with MLR. When
fitting the model with PLS, the condition number refers to the X matrix, with unit
variance coding.

Mixture fit
A design containing mixture factors can be fitted either with or without pseudo
components.
To fit the model containing mixture factors, on the Home tab, in the Model group,
click the arrow under Fit model. Then select the desired fit option.
When you select a fit method with pseudo components, MODDE displays all mixture
designs (the design matrix not the worksheet) with the mixture factors transformed to
pseudo components. When the mixture region is a simplex, transforming to pseudo
components gives all mixture factors the range 0 to 1. When the mixture region is not a
simplex, pseudo components stretch the experimental region.
Scheff MLR
Click Scheff MLR to fit the mixture data with a Scheff type model. When you select
this fit method, the model is restored to its default specification. Scheff MLR is
available when your investigation contains only mixture factors.

Summary of fit
Summary plots and lists can be accessed on the Home tab. Click Summary of fit to
open the Summary of Fit Plot. Alternatively click the arrow under Summary of fit in
order to choose between various summary plots and lists.

97

MODDE 11

Available plots and lists:

Summary of Fit Plot

PLS Total Summary Plot

PLS Response Summary Plot

Summary List

PLS Summary List

Note: PLS summaries are only available when fitting the model with PLS.

Understanding the plot

Summary statistics are presented in four parameters (R2, Q2, Model validity, and
Reproducibility) where 1, or 100%, is perfect. R2 and Q2, the first two columns,
should be close in size. The difference shouldn't be more than 20% in most situations.
R2
Shows the model fit. A model with R2 of 0.5 is a model with rather low significance.
Q2
Shows an estimate of the future prediction precision. Q2 should be greater than 0.1 for
a significant model and greater than 0.5 for a good model. Q2 is the best and most
sensitive indicator.
Model validity
A test of diverse model problems. A value less than 0.25 for Model validity indicates
statistically significant model problems, such as the presence of outliers, an incorrect
model, or a transformation problem. A low value here may also indicate that a term,
such as an interaction or square is missing. When the pure error is very small
(replicates almost identical), the model validity can be low even though the model is
good and complete. When the pure error is so small that the replicates are deemed
identical by MODDE, the model validity is labeled Missing as it cannot be calculated.
Note: Model validity might be low in very good models (Q2>0.9) due to high
sensitivity in the test or extremely good replicates.
Reproducibility
The variation of the replicates compared to overall variability. The Reproducibility
should be greater than 0.5.

Improving summary statistics

Summary statistics can be improved by tuning the model in the various steps of the
Analysis wizard.

Select the appropriate transformation in the Histogram.

Remove non-significant model parameters in the Coefficient plot.

More information on the Summary of fit plots and lists can be found in Chapter 8,
Analyze.

98

05-Home

Overview
On the Home tab, click Overview to open the Overview Plot window.

This window shows multiple graphs at once in order to better give an overview of a
response. The plots shown can be changed.
1.

Right-click the Overview Plot window.

2.

Click Properties.

3.

In the Overview Plot dialog box, click the Selected plots tab.

99

MODDE 11

4.

Use the arrows

and Selected plots.

to move plots back and forth between Available plots

5.

Click OK to return to the Overview Plot.

Coefficients
There are two coefficient plots and two coefficient lists available in MODDE.
On the Home tab, in the Diagnostics & interpretation group, click the arrow under
Coefficients to open the gallery.
See Chapter 8, Analyze for more information.

Residuals
On the Home tab, in the Diagnostics & interpretation group, click Residuals to open
the Residuals Normal Probability Plot.
Other residuals plots and lists are available by clicking the arrow under Residuals and
then clicking a plot or list.
See Chapter 8, Analyze for more information.

Observed vs. predicted

On the Home tab, in the Diagnostics & interpretation group, click Observed vs.
predicted to open the Observed vs. Predicted Plot.
The Observed vs. Predicted Plot displays observed values vs. predicted values.

100

05-Home

Understanding the plot

Plots with points close to a straight line indicate good models. If Degrees of Freedom
is under 3 (DF < 3), the plot will implicitly give a perfect fit.

Properties
The properties dialog box of the Observed vs. Predicted Plot allows for the responses
to be selected, limits to be shown or not, and what plot labels to display.

Contour
On the Home tab, in the Diagnostics & interpretation group, click Contour to open a
dialog box with settings for creating contour plots. Click the arrow under Contour to
choose to show a specific contour plot directly.

More information for each plot is available in Chapter 9, Predict.

101

MODDE 11

Sweet spot
The Sweet Spot plot highlights the areas were the responses are within the user
specified ranges. The sweet spot plot can be displayed as 2D, 3D or 4D for process
factors and as 2D or 4D for mixture factors.
On the Home tab, in the Diagnostics & interpretation group, click Sweet spot to
open a dialog box with settings for creating a sweet spot plot. Click the arrow under
Sweet spot to show a specific sweet spot plot directly.

For more information, see the Sweet spot section in Chapter 9, Predict.

Design space
The Design space plot is a type of sweet spot plot that shows the probability
estimation.
On the Home tab, in the Diagnostics & interpretation group, click Design space to
open the Design Space Plot dialog box with settings for creating a design space
contour plot. Click the arrow under Design space to choose to show a specific design
space plot directly.

For more information on the various design space plots, see Chapter 9, Predict.

102

05-Home

Optimizer
On the Home tab, in the Diagnostics & interpretation group, click Optimizer to
open the Optimizer window and provide access to the Optimizer contextual tab.
More information about the optimizer is available in Chapter 12, Optimizer.

Exclude
Exclude is located on the Home tab, in the Editing group.

Use Exclude to remove unwanted model terms or experiments from plots and charts.
Exclude can either be clicked before selecting points or after selecting points. When
clicked before selecting points, Exclude remains active allowing for the repeated
removal of model terms.
Click Undo to readd newly removed model terms or experiments.

Undo
Undo is located on the Home tab, in the Editing group.

Click Undo or press Ctrl+Z to undo changes in MODDE. Such changes can be
changing values or text (factor name for instance), cutting, copying, pasting, deleting,
sorting in spreadsheets, or editing the model.
Undo is activated after changes in:

The spreadsheets Worksheet, Factors, Responses, Constraints, Inclusions,

Prediction, and Optimizer.

The model terms in the Edit Model dialog box or by clicking Exclude and
marking model terms to exclude in a plot.

The experiments (observations) by clicking Exclude and marking

experiments to exclude in a plot.

Undo remembers the ten last actions in the worksheet, in the Edit Model dialog box,
and in plots displaying experiments (observations) or model terms.
Undo works on the active plot or spreadsheet.
Note: After editing the values in the worksheet the undo feature of plots displaying
experiments stops working as manual changes in the worksheet empty the undomemory for plots.

103

06-Design

Introduction
The Design tab provides access to the various worksheets that are part of the design
such as factors, responses, constraints, and inclusions. D-Optimal design functions are
also available on this tab (if the current design is D-Optimal) as well as functions
concerning the objective of the investigation.

Specification group

Factors - opens the Factors spreadsheet with all factors.

Responses - opens the Responses spreadsheet with all responses.

Constraints - opens the Constraints window with the opportunity to define

and modify constraints graphically.

Inclusions - opens the Inclusions spreadsheet.

Reference mixture - opens the Reference mixture spreadsheet.

Generators - opens the Generators dialog box.

Objective - goes to the Select objective page of the Design wizard.

Show group

Design region - opens the Design Region plot.

Design matrix - opens the Design Matrix.

Design summary - opens the Design Summary list, summarizing the design
specifications.

Confoundings - is available if confoundings are present in the investigation,

opens the Confoundings list.

D-Optimal group

Candidate set - opens the Candidate Set spreadsheet with the discrete set of
all potential good runs.

New design - opens the D-Optimal results page of the Design wizard.

Onion - provides access to the Onion and Onion 3D plot.

105

MODDE 11

Factors
Factors are variables that can be varied, or vary, during an experiment. Typical
examples of factors are amount of raw material or temperature.
The Factors spreadsheet is located on the Design tab, in the Specification group,
alternatively on the Home tab, under Specification.
In the Factors spreadsheet (window), you define (enter), modify, and delete factors.
MODDE supports quantitative, qualitative, and mixture factors.
Quantitative factors may be used in a transformed metric. When factors are
transformed, the design is created in the transformed units, but the worksheet is
expressed in original units and so are the plots by default.
Hint: To set the units of a factor as C (degrees Celsius), use Alt+0176 for the ASCII
code. Hold down Alt, then press 0176 in succession, using the number pad on your
keyboard.

Factors spreadsheet
When a factor has been defined, the Factors spreadsheet provides an overview of the
factor definitions, with one factor in each row. In the factor definition spreadsheet, the
fields Name, Abbr, Units, and Settings can be modified directly by typing in the
worksheet.

Modify
Modifying the settings when a design was created opens a dialog allowing you to:

Delete the current design - the design and all settings and results are
deleted.

Update factor scaling - updates the factor scaling used in for example the
calculations of coefficients and selection of axis length. Note that constraints
are updated with the new setting.

Update factor settings in the worksheet for experiments not yet

performed. Update factor scaling - alters the factor settings in the
worksheet for experiments not performed and also updates the factor scaling
used.

To modify any of the other fields, double-click one of them and the Factor Definition
dialog box opens. Factors can be added by double-clicking the last row of the factor
definition spreadsheet, or right-clicking the spreadsheet and clicking Add factor....

Copy
To copy factors, mark the factors to copy, then press Ctrl+C and Ctrl+V. MODDE
copies the factors and adds a digit after the name when pasting to make it unique.

106

06-Design

Spreadsheet
The factor columns that are present by default are,

Name

Abbr

Units

Type (quantitative, quantitative multilevel, qualitative, formulation, or filler)

Settings (high and low vales displayed except for quantitative multilevel and
qualitative where all levels are displayed)

Transform

Factor setting precision.

More factor columns can be shown by changing the Properties of the Factors
spreadsheet (right-click the spreadsheet and click Properties);

Use (controlled, uncontrolled, or constant)

No. of decimals

MLR scale

PLS scale

Click Reset in the Properties dialog box of the Factors spreadsheet to reset the
Factor columns to MODDE's default.

107

MODDE 11

Printing the factor spreadsheet

Print is available for the active plot or list. MODDE provides a variety of ways to print,

Ctrl+P, the Windows keyboard shortcut for print,

Right-click the desired plot or list and click Print,

On the File tab, click Print.

Responses
A response is the result from an experiment. A typical example of a response is yield.
On the Design tab, in the Specification group, click Responses to open the Responses
spreadsheet. The Responses spreadsheet can also be opened on the Home tab, click
Specification, then click Responses.
In the response definition spreadsheet, you define (enter), modify, delete, copy, print,
and list responses. MODDE supports only quantitative responses.
Responses may be transformed, and MODDE supports several transformations.
Note: For transformed responses predictions, contour plots and 3D surface plots are
back transformed to original units.

Responses spreadsheet
When the responses are defined, the response spreadsheet provides an overview of the
response definitions, with one response in each row. The response properties are name,
abbreviation, unit, transformation, MLR Scale, PLS Scale, and type of response
(regular or derived). A response is selected by clicking when pointing to it or by using
the keyboard arrow keys to move in the spreadsheet.
The fields Name, Abbr, Units, Min, Target, and Max can be edited directly in the
spreadsheet. To modify any other fields double-click one of them, or mark the response
and press Enter, to open the Response Definition dialog box. Type cannot be
modified after a response has been defined.

Responses can be added to the Responses definition spreadsheet by typing the new
response information directly into the last row or by double-clicking the last row.
To copy responses, mark the responses to copy, then press Ctrl+C and Ctrl+V.
MODDE copies the responses and adds a digit after the name when pasting to make it
unique.

Printing the response spreadsheet

Print is available for the active plot or list. MODDE provides a variety of ways to print,

108

Ctrl+P, the Windows keyboard shortcut for print,

Right-click the desired plot or list and click Print,

On the File tab, click Print.

06-Design

Constraints
A common problem is that experimentation may not be possible in some region of the
experimental space. For example it may not be possible to have high temperature and
simultaneously low pH, and you want to cut-off the corner High temp, Low pH. In
MODDE this is solved by adding a constraint.
A linear constraint is a function of the factors that specify a part of the experimental
region to be included or excluded.
The resulting experimental region is an irregular polyhedron. The corners of this region
are called the extreme vertices; they constitute part of the candidate set, i.e. a discrete
set of potentially good runs.
D-Optimal designs are the only designs available when the experimental region is
constrained to an irregular polyhedron.
Constraints can be defined for quantitative or formulation factors.

Specifying constraints
Enter your constraints in the Constraints spreadsheet. To open the Constraints
window, on the Design tab, in the Specification group, click Constraints. You can
also access the Constraints on the Home tab; click Specification, then click the
Constraints tab.
In the upper part of the spreadsheet, you define each constraint (one per row) as a
mathematical relation. In the lower part, the graphical view, you can define constraints,
to be added to the upper part, geometrically. Such constraints may include two factors
only and are shown in the upper part after clicking Add.

109

MODDE 11

Defining a constraint graphically

The graphical interface in MODDE helps you define the constraints to exclude a region
of the experimental space defined by the intersection of a line with the experimental
region. Only two factor constraints can be defined graphically.
1.

In the Factor on the X-axis and Factor on the Y-axis boxes select the two
factors defining the constraint.

2.

Define the coordinates of the extreme vertices (intersection of the line with
the experimental region) or pull the end of the line along the side to select the
region to cut off. When pulling, MODDE enters the current extreme vertices
in Low and High of the selected X and Y-axis factors.

3.

Under Exclude area, click Above line or Below line to exclude the correct
area.

4.

Click Add. MODDE computes the equation of the line and enters the
coefficients Ak of the two factors in the constraints spreadsheet in the upper
part of the constraints window.

An example of entering a constraint graphically

In an experiment with temperature and pH, temperature varies between 120 C and 160
C and pH between 1 and 5. You want to exclude the corner Temperature = 160 and
pH = 1. Define the extreme acceptable conditions, that is the lowest pH when
temperature is 160, for example pH = 3, and the highest temperature when pH = 1 for
example temperature = 140.
These are the coordinates of the extreme vertices, the intersection of the line that cuts
off the undesirable corner.
Enter these in the Low and High boxes, and the coefficients of the intersecting line are
computed when you click Add.

Modifying a constraint graphically

To modify a constraint graphically,
1.

Mark the row showing the constraint in the spreadsheet

2.

Change the constraint by pulling the end points of the line, or by modifying
the values in Low and/or High

3.

Click Update constraint to update the constraint formula in the constraints

spreadsheet.

Hint: Click a row in the spreadsheet defining a constraint in two factors and MODDE
displays the graphical constraint.

110

06-Design

Candidate set with a constraint

When defining constraints the only designs available are D-Optimal designs. To create
a D-Optimal design, a candidate set is created. When there is a constraint present, the
resulting candidate set is formed by the extreme vertices of the irregular region,
defined by the linear constraints.
If there in addition are qualitative or quantitative multilevel factors, the final candidate
set is the product of the full factorial in the qualitative or quantitative multilevel factors
times the candidate set resulting from the linear constraints (extreme vertices, center of
edges, etc. of the irregular experimental region).
Note: To find undesirable factor combinations you need to create a D-Optimal design
then sort the candidate set. On the Design tab, in the D-Optimal group, click
Candidate set. Select a column to sort, then right-click the spreadsheet, and click Sort.

Inclusions
In MODDE designs can be augmented using either Complement design or
Inclusions.
Inclusions are extra runs that will be part of the worksheet. You can include a set of
experimental runs (inclusions), either at the end of the worksheet or to be part of a DOptimal design.

Opening the inclusions spreadsheet

On the Design tab, in the Specification group, click Inclusions.

Inclusions vs. complement design

Using Inclusions to augment a design is preferred when:

The extra experiments to include are found in another investigation or in a

text-file Complement design can only complement the current
investigation.

The experiments were not saved in a MODDE investigation or a text file In

inclusions such experiments can be entered manually or pasted.

When adding experiments after the design has already been created This
means that the inclusions should not be part of the design generation.

Using Complement design to augment a design is preferred when:

The desired design should be a classical design Use Fold over or Estimate
square terms in a screening design. When using inclusions a D-optimal
design is the only available choice.

The desired design should include star points Use Estimate square terms
in a screening design and change the Star distance.

111

MODDE 11

Adding inclusions to the worksheet

Inclusions can be specified before or after the worksheet is generated.
If the worksheet already exists when you enter the inclusions, click Add to worksheet
at the top of the Inclusions spreadsheet to add the inclusions last in the worksheet.
If you enter the inclusions before the generation of the worksheet, click Save and
close, reopen the Inclusions spreadsheet after creating the worksheet and click Add to
worksheet.
If the inclusions are entered before the generation of a D-Optimal design, the Include
in design check box on the D-Optimal page of the design wizard has to be cleared to
avoid including the inclusions. Then after generating the D-Optimal design the
inclusions can be added to the worksheet.
Note: The inclusions are added to the worksheet only when you click Add to
worksheet.

Inclusions as part of the design

With D-Optimal designs inclusion runs can be a part of the design or added at the end
of the worksheet.
If the inclusions are entered before the generation of a D-Optimal design the Include
in design check box on the D-Optimal page of the Design wizard is by default
selected and the inclusions are then used when creating the D-Optimal design.

Note: When generating D-Optimal designs, and the Include in design check box is
selected, the inclusions are a part of the design and included in the number of runs.

112

06-Design

Editing inclusions
Inclusions can be edited/imported as follows:

Edit or specify new inclusions by pasting or typing values directly in the

spreadsheet.

Import - Import a tab separated text-file or another MODDE investigation

with the same factors as the current investigation. When importing, all the
factors defined in the MODDE investigation have to be present in the file,
including uncontrolled, filler, and constant factors.

Import current worksheet - The current worksheet is added to inclusions.

Add to worksheet - The current inclusions content is added last in the

worksheet.

Save and close - The current inclusions content is saved and the Inclusions
window is closed.

Generate D-Optimal - Saves the current inclusions and opens the Design
Wizard on the Change D-Optimal settings-page.

To delete rows, mark them, press the Delete key or right-click the spreadsheet and
click Delete.

Reference mixture
If the current investigation includes mixture factors, then the Reference mixture
spreadsheet is available.
To access the Reference mixture spreadsheet, on the Design tab, in the Specification
group, click Reference mixture. Another method to access this spreadsheet is on the
Home tab, click Specification, then click Reference mixture.

113

MODDE 11

Generators
To access the Generators dialog box, on the Design tab, in the Specification group,
click Generators. Alternatively on the Home tab, click Specification, and then click
Generators.

A generator is a column of signs in the extended design table of the basic factors. It is
used to introduce additional factors in the fractional factorial designs.
For example, let us assume that 5 factors are to be investigated in 8 runs. The extended
design table is the table of the full factorial in three factors (basic factors), symbolically
named a, b and c plus the additional columns for all the interactions. Any interaction
column can be used to introduce additional factors. Let us say that to introduce the 2
additional factors, d, and e, the column of signs of a*b and a*c are selected. Then d =
ab and e = ac are the generators of the fractional factorial design 25-2 (see Box, Hunter
and Hunter for further information).
When MODDE generates fractional factorial designs the default generators used are
those published in Box, Hunter and Hunter.
Editing and/or changing the default generators of a design is done in order to estimate
selected interactions in a fractional factorial design of resolution III or IV instead of the
default.
MODDE supports the choice of positive or negative generators.
To edit a generator, click in the generator column of the desired row, and enter a new
generator. The confounding, in the Confoundings column, is updated.
When you click OK, your design and worksheet are deleted and new ones are
generated.

114

06-Design

Objective
The Objective is the purpose for creating the design. MODDE recognizes two
objectives: Screening (first stage of an investigation when little is known) and
Optimization (RSM) (optimization with the important factors.). The Split objective
supports both screening and optimization, as does Paste data.
After defining your factors and responses, on the Design tab, in the Specification
group, click Objective. You can also click Design Wizard on the Home tab, in the
Quick start group.
This opens the objective page of the Design wizard which guides you through the
selection of objective, design, and model of the investigation. For more information
about the objective page of the Design wizard, see Chapter 3, Design wizard.

Design region
To display the Design Region, on the Design tab, in the Show group, click Design
region.
The plot gives an overview of your experimental plan.
Use the Select responses box or right-click the plot and click Properties to select a
response to color by.

115

MODDE 11

The plot displays the experiments as listed in the worksheet. This means that all
experiments with factor settings are displayed, whether they have response values or
not.
Note: The design region plot is illustrative for designs with 3 factors. With 4 or more
factors, the factors held constant limit the points possible to be displayed.

Design region properties

The Design Region plot:

Is displayed as a cube where all other factors are held constant.

Can be displayed for all designs.

Can display the points in the design region plot color coded according to the
response values entered in the worksheet.

Displays a gray point, when more than one point is placed on exactly the
same position. These points are called overlapping points.

Cannot display qualitative and mixture factors on the axes.

Design matrix
To display the Design Matrix window, on the Design tab, in the Show group, click
Design matrix.
The Design Matrix displays the experimental plan in coded unit for quantitative
factors, as in the worksheet for qualitative factors and in pseudo components for
formulation factors.

If you have qualitative factors at more than two levels, you can select to display the
design with the qualitative factors extended.
To display the design matrix with the qualitative factors extended:
1.

Right-click the matrix and click Properties.

2.

Click Extended shows all settings and click OK.

3.

Optionally switch back by clicking Regular shows all orthogonal

settings.

By default the Design Matrix is derived from the worksheet, and reflects any changes
(excluded runs, changed values, additional runs etc.,) done to the factor part of the
worksheet after its generation.

116

06-Design

To display the original design matrix generated by MODDE:

1.

Right-click the matrix and click Properties.

2.

Click The design as generated by MODDE and click OK.

3.

Optionally switch back by clicking The current Worksheet scaled and

centered.

Note: The defaults for the design matrix can be changed in Investigation options. For
stability designs, the properties apply to the All page only.

Design matrix for Stability designs

To display the Design Matrix window, on the Design tab, in the Show group, click
Design matrix.
The Design Matrix for Stability designs has several tabs, the Overview and All tabs
displaying all experiments in different layouts and then the tabs with the individual
designs for each time.

Overview tab
In the Overview tab each experiment is displayed as cross in a grid defined by the
combination ID and the time. Each time point is connected to the name of the design
that will be run at that time point. These sub designs are denoted A, B:1, B:2, C:1, etc.

117

MODDE 11

All tab
The All tab displays the design matrix in the same form as for a regular design. This
page has a property page with options, see Design matrix for details.

A, B, C etc. tabs
The remaining tabs each list the sub design at each Time in the order the experiments
are listed in the worksheet, that is, the order of the Experiment number.

118

06-Design

Design summary
To display the Design Summary list, on the Design tab, in the Show group, click
Design summary.
The Design Summary list displays the selections made in the objective pages of the
Design wizard.

The following information is listed for a classic design:

Objective: the selected objective.

Process model: the type of model created for the process factors.

Mixture model: the type of model created for the mixture factors.

Design: the selected design.

Runs in design: the selected number of runs in the design created by

MODDE. If you have added runs after creating the design they will not be
included here.

Center points: the number of center points selected.

Replicates: the number of times the entire design has been replicated.

N = actual runs: the number of runs created by MODDE.

Maximum runs: the maximum number of runs that MODDE can include in a
design created by MODDE.

Constraints: Yes if constraints are present in the design.

Design summary D-Optimal

To display the Design Summary list, on the Design tab, in the Show group, click
Design summary.
The Design Summary list displays the selections made in the objective pages of the
Design wizard.
When using a D-Optimal design, the Design Summary list additionally displays
information concerning the candidate set and D-Optimal statistics.
Candidate set

119

MODDE 11

Number of extreme vertices.

Number of edge points.

Number of centroids of high dimension surfaces.

Total runs.

D-Optimal

120

Potential terms: The type of potential terms when selected; empty when the
Use potential terms check box was cleared.

Number of inclusions.

Constraints: Yes if constraints are present in the design.

Selected design number.

Design statistics,

G-efficiency.

log(Det. of X'X).

Norm. log(Det. of X'X).

Condition number.

06-Design

When using a D-Optimal Onion design, the Design Summary list gives very similar
information to the D-Optimal some additions,

Design

Number of layers.

Path the scores were imported from.

SIMCA model name.

Candidate set

Path the candidate set was imported from.

Design summary, Stability designs

To display the Design Summary list, on the Design tab, in the Show group, click
Design summary.
The Design summary list displays the selections made in the objective pages of the
Design wizard.
With a Stability design, the Design Summary list additionally displays information
about the different design sets.
Design set

Runs in design set.

Center points.

Replicates.

N = actual runs.

Condition number: condition number calculated using only this design set.

Balanced: Equal number of runs for all factors not counting the replicates;
Yes or No.

OA: Orthogonal array; can be Yes or No.

NOA: Near orthogonal array; can be Yes or No.

#Dist1: Number of distances between two points that equal 1.

#Dist2: Number of distances between two points that equal 2.

#Dist3: Number of distances between two points that equal 3.

#Dist4: Number of distances between two points that equal 4.

121

MODDE 11

Confoundings
Open the Confoundings list to see which terms that are mathematically identical in the
current design. For instance, in the example below the term Ad*Te is included in the
model, but the effect of this term is confounded with the effect of St*H2O. This means
that using this design there is no way of telling whether the coefficient displayed for
Ad*Te reflects Ad*Te, St*H2O, or a mixture of both.

To list the confoundings

On the Design tab, in the Show group, click Confoundings.
For factorial designs resolution III or IV, the Confoundings list displays the
confounding pattern for the complete interaction model.
In the Term column, the background of the terms included in the model is colored.
In the coefficient plots and lists, confounded terms are marked with a bracket ("#").

122

06-Design

Candidate set

D-Optimal designs are constructed by selecting N runs from a candidate set. This
candidate set is the discrete set of all potential good runs.
MODDE generates the candidate set as follows:
I) For a regular process region, the candidate set consists of one or more of the
following sets of points (depending on your model and the number of factors):

The full factorial for up to 10 factors, reduced factorial for up to 32 factors.

Centers of edges between hyper-cube corners.

Centers of the faces of the hyper-cube.

Overall centroid.

II) For constrained regions of mixture and/or process factors, the candidate set consists
of one or more of the following set of points:

The extreme vertices of the constrained region.

The centers of the edges. If these exceed 200, the centers of the 200 longest
edges.

The centers of the various high dimensional faces.

The overall centroid.

MODDE has implemented an algorithm to compute the extreme vertices, center of

edges, center of faces etc. as described by Piepel (1988).

Accessing the Candidate set

To access the candidate set, on the Design tab, in the D-Optimal designs group, click
Candidate set.

123

MODDE 11

New design

On the Design tab, in the D-Optimal designs group, click the arrow under New design
to display the menu.
See the D-Optimal pages of Chapter 3, Design wizard for more information.

New D-Optimal design

Click New design to open the D-Optimal settings page of the Design wizard.

Select from already generated D-Optimal designs

Click New design | Select from already generated D-Optimal designs to open the DOptimal results page of the Design wizard.

Onion
On the Design tab, in the D-Optimal designs group, click Onion to open the onion
plot gallery.

There are two onion plots to visualize the candidate set and the selected D-Optimal
design, the Onion plot and the Onion 3D scatter.
For the onion scatter plots, the property page has two tabs: Select factors and Plot
labels. Use Select factors to select which factors to display on the X, Y, and Z-axes.
Use Plot labels to select which labels to display in the plot.

Onion Plot
The D-Optimal Onion Plot is a 2D scatter plot of the candidate set. The candidate set
runs are colored by layer, and the selected design runs are colored differently
according to the legend.

124

06-Design

Onion 3D Plot
The Onion 3D Scatter plot displays the candidate set colored by layer with the
selected design runs in a different color according to the legend.

125

07-Worksheet

Introduction
The Worksheet tab contains a number of functions for manipulating and working with
the worksheet that has been generated. These are divided into three groups in MODDE,
the Spreadsheet, Run order and Diagnostics groups.

Spreadsheet group

Worksheet - shows the worksheet itself, allowing for data to be seen or

changed.

Scatter - opens a dialog box to allow for the creation of a 2D or 3D scatter

plot.

Run order group

Set run order - allows the experiment run order to be changed or

randomized.

Curvature diagnostics - facilitates detection curvature.

Diagnostics group

Correlation matrix - shows correlation coefficients as either a plot or a

matrix.

Descriptive statistics - summarizes the descriptive statistics for all

responses.

Box Whisker - illustrates how the response values are distributed around the
response mean.

Histogram - shows the response distribution and is used to determine if a

transformation is needed.

Replicates - shows the variation in results for all experiments.

127

MODDE 11

Worksheet
The Worksheet presents a summary of all the data entered into the investigation in the
form of factors and responses.

Accessing the Worksheet

On the Worksheet tab, click Worksheet.

Description of the worksheet

Experiment number (Exp No) - starts with the number one then assigned
sequentially. This column cannot be edited.
Experiment name (Exp Name) - MODDE assigns a default experiment name, in the
form Nxx, where xx is the experiment number. You may edit the name and enter your
own identification.
Run order - order in which the experiments should be performed. MODDE suggests a
randomized run order. Sort the worksheet according to run order before performing the
experiments.
Include or exclude (Incl/Excl) - indicates if the experiment is included or excluded
from the analysis. When the worksheet is generated all experiments are marked Incl
and are included in the analysis. To exclude a failed experiment from the analysis,
select Excl in the worksheet.
Note: Excluded rows are excluded from the analysis for all responses. To exclude the
response value for only one response, right-click the cell and click Exclude values.
Factors: In the columns to the right of the Incl/Excl column the factors are listed in
original units.
Blocking: When you have selected blocks in the Select model and design page of the
design wizard, the column $BlockV displays which block each experiment has been
assigned to. For details on blocking, see the Orthogonal blocking section in the
Statistical appendix.
Responses: In the columns to the far right all responses are found. The response values
are listed in original units.

Missing values in the worksheet

When responses have missing values in the analysis, MODDE creates individual
models for all responses excluding only the row with the missing value for the relevant
response.
Missing values in controlled factors are not allowed.

128

07-Worksheet

Note: Missing values and excluded values are handled identically for MLR but not for
PLS. PLS fits a common model when there are missing values but individual models
when there are excluded values.

Deleting the worksheet

You cannot delete the worksheet; MODDE will automatically delete the worksheet
when you make modifications to the factors.

Adding experiments in the worksheet

To add extra runs to the worksheet:

Open the Worksheet window, right-click and click Add experiment.

On the Design tab, click Inclusions. Type the values or import the
experimental runs you want added to the worksheet. Then click Add to
worksheet. The inclusions will be added at the end of the worksheet.

The first four columns of the worksheet are automatically filled in when adding
experiments.

Sorting the worksheet

To sort a column in the worksheet:
1.

Right-click the desired column,

2.

Click Sort ascending, Sort descending, or Custom sort....

For more, see the Sorting spreadsheet subsection later in this chapter.

Colors in the worksheet

Suspicious values in the worksheet are colored in red. Non-transformable values have a
red background. When a colored cell is marked, the status bar will display a message
about why it is colored.

Sorting spreadsheet
Sorting is available for the worksheet, constraints, inclusions, candidate set, and
prediction spreadsheet.
To sort a spreadsheet, right-click and click Custom sort, Sort ascending, or Sort
descending. Sort ascending and descending immediately sorts the spreadsheet on the
current column while Custom sort opens the Sort Worksheet dialog.

Custom sort
In the Sort Worksheet dialog box, select the columns to sort by from the Select the
column to sort box and click Add column. The column appears in the list with the
default sort type. Click the sort order you want under Sort selected, Ascending or
Descending.
If a column of the spreadsheet is marked when sort is activated it becomes, by default,
the primary column to sort by.
Add more columns to select secondary and tertiary etc., columns to sort by. Specify for
each column the sort order.
129

MODDE 11

Use Remove to remove a column from the sort list or drag the item outside the list.
The sorting starts when OK is clicked.

Sorting the candidate set

Sorting the candidate set is useful if you want to exclude some rows that correspond to
undesirable runs.
A candidate set imported to create an onion design cannot be sorted.

Scatter
On the Worksheet tab, in the Diagnostics group, click Scatter to open the Worksheet
Scatter Plot dialog box.

130

07-Worksheet

To add a variable to an axis or series, click the variable in the Column field, then click
. Click
to remove factors or responses from the Y-axis
the relevant arrow
or from Series. To change what to display on the X-axis, mark a new variable and
click

For 2D plots, select the variable to be plotted on the X and Series (Z) axes.
For 3D plots, select the variables to be plotted on the X, Y, and Series (Z) axes.
Click the Color by variable tab to color by a factor or a response.

Run order
To randomize the run order in different manners, on the Worksheet tab, click the Set
run order or click the arrow under Set run order and then Randomize run order to
detect curvature.

Randomize run order

With RSM designs and Screening designs at more than 2 levels, randomized is the
order in which you should perform the experiments and this is also the only available
order for these cases.
To re-randomize the run order after the worksheet has been created but before
performing any experiments, on the Worksheet tab, click Set run order.
Randomizing the run order is done to avoid that the effect of external variability, such
as room temperature or who performs the experiment, coincides with the effect of a
factor. By default the worksheet is randomized.
Note: The run order can only be randomized for experiments with no results in the
worksheet.

Run order to detect curvature

With 2 level screening designs, it is desirable to guard against strong curvature in the
response due to overly wide ranges in the factors. Strong curvature in the response
masks the effect of the factors. In this situation randomizing to detect curvature should
be done before performing any experiments.
To detect curvature, one should first perform the following experiments:

A center point

A point with as many factors as high (+) as possible

A point with as many factors as low () as possible.

After clicking Randomize run order to detect curvature you will find the three
points are given the run order numbers of 1-3 and the rest of the runs are randomized.

Curvature diagnostics plot

Once the experiments are performed and the results are entered in the worksheet it is
possible to examine the curvature diagnostics plot.
To open the plot, on the Worksheet tab, click Curvature diagnostics.

131

MODDE 11

Strong curvature
If the Curvature Diagnostic Plot exhibits strong curvature as is shown above, you
should first re-measure the center point and re-do the plot. If the plot still exhibits
strong curvature, drastically reduce the ranges of the factors and restart the project.
You can also change the objective to RSM to try and reduce the curvature.
Note: In the case of a strong interaction, it may falsely appear that there is strong
curvature.

No curvature
If the Curvature Diagnostic Plot does not exhibit curvature, as the one below,
continue performing the rest of the experiments.

132

07-Worksheet

Correlation
The Correlation plot and Correlation matrix are available on the Worksheet tab; in
the Diagnostics group, click the arrow under Correlation matrix.
The linear correlation coefficients R between all the terms in the model and all the
responses are displayed in the Correlation matrix and Correlation plot.
Process factors are transformed, scaled, and centered as specified in the factor
definition for MLR (default = orthogonal scaling). Responses are transformed as
specified in the response definition.
Formulation factors are always scaled orthogonally.
The value of the correlation coefficient R represents the extent of the linear association
between two terms. The value of R ranges from -1 to 1. When R is near zero there is no
linear relationship between the terms.

Correlation matrix
On the Worksheet tab, in the Diagnostics group, click Correlation matrix.
Correlation coefficients above the threshold, between a term in the model and the
responses are colored green and those between terms of the model are colored red.

Correlation matrix properties

Correlation Matrix properties allows control over threshold, colors, and number
format. To access the properties, right-click the Correlation Matrix and click
Properties.
Note: By setting Threshold to '0' all correlations above 0 are colored.

133

MODDE 11

Correlation plot
1.

On the Worksheet tab, in the Diagnostics group, click the arrow under
Correlation matrix.

2.

Click Correlation plot.

The default plot displays the 10 largest correlation coefficients.

To change number of correlations to display or limit the number of correlations
according to a threshold:
1.

Right-click the plot and click Properties.

2.

Make the change, for instance click Show absolute correlations above
threshold and enter a value. With '0' all correlations are displayed.

Note: By setting Threshold to '0' all correlations above 0 are displayed. By default, the
10 largest correlations in absolute values are displayed.

Descriptive statistics
The descriptive statistics list summarizes the worksheet and model statistics for all
selected responses. To display the list, on the Worksheet tab, in the Diagnostics
group, click Descriptive statistics.

134

07-Worksheet

Worksheet statistics
The Worksheet statistics section holds statistics for the response as displayed in the
worksheet:

Worksheet runs - Number of rows included in the worksheet. Individually

excluded values are not subtracted.

N - Number of values included in the worksheet. Individually excluded

values are subtracted.

Min - Smallest value.

Max - Largest value.

Mean - Average.

Q(25%) - The 25% quartile.

Q(75%) - The 75% quartile.

Median - Median of the values.

Std. dev. - Standard deviation.

Min/Max - Division of the smallest value with the largest.

Std. dev./Mean - Division of the standard deviation with the mean (average).

Skewness - The degree of asymmetry of a distribution around the mean.

Skewness test - sTest = Skewness/((6.0*dN*(dN-1.0)/((dN2.0)*(dN+1.0)*(dN+3.0)))), where dN = number of non missing values in

the variable and has to be equal to or larger than 3.

Kurtosis - Descriptor of the shape of the distribution.

135

MODDE 11

Model statistics
The Model statistics section holds statistics for the modelled response. All other
statistics are available in the ANOVA table.

Model type - Fit method.

Scaling type - Factor scaling.

Power (post-hoc) - Estimate of whether the number of runs are sufficient.

Descriptive statistics properties

To open the Descriptive Statistics dialog box, right-click the Descriptive Statistics
list and click Properties.
The Descriptive Statistics dialog box allows you to select which statistics to show in
the Descriptive Statistics list.

Box Whisker
The Box Whisker plot illustrates how the response values are distributed around the
response mean. The plot uses a box defined by the 25th and 75th percentiles and
whiskers ending at the maximum and minimum values.
Select the desired response or add more responses by:

136

Selecting in the Select responses box.

Right-clicking and then clicking Properties.

07-Worksheet

Histogram
The Histogram shows the response distribution and is used to determine if a
transformation is needed. If a transformation has already been applied, the response
name is followed by tilde ("~").

Accessing the Histogram

To access the histogram plot, on the Worksheet tab, in the Diagnostics group, click
Histogram.

Transforming the response

If the distribution is not a normal "bell-shaped" distribution, then it is likely a
transformation is required.

The desired distribution is a "bell shaped" normal distribution.

If there is a positive skewness, a log transformation is needed.

If there is a negative skewness, a negative log transformation

is required.
Hint: Biological systems almost always require a logarithmic transform.

137

MODDE 11

The ideal distribution is a "bell shaped" normal distribution. If the Histogram is not
normally distributed, the response may require a transformation.
To transform a response,
1.

Right-click the plot

2.

Click Transform

3.

Choose the desired transformation in the Transform Response dialog box

4.

Click OK.

Replicates
Accessing the Replicate plot
To access the replicates plot, on the Worksheet tab, in the Diagnostics group, click
Replicates.

Plot information
The plot shows the variation in results for all experiments in order to provide a quick
overview of raw data. The values of the responses (green and blue points) are plotted
vs. experimental runs displaying the variation in the response for replicated
experiments.
The ideal outcome is that the variability of the repeated experiments is much less than
the overall variability. Experiments deviating significantly from others should be
checked. It is not recommended to exclude experiments. Failed experiments can be
excluded from the investigation by using Exclude once verified with a repeated
experiment.
Note: When the response has been transformed the Replicate plot by default displays
the back transformed values. To display the plot in the transformed metric, select the
Show transformed values check box in the Options tab in Properties.

138

07-Worksheet

Replicated experiments
MODDE checks the rows of all the factors (both included and excluded) in the
worksheet for replicates. Rows in the worksheet with the same factor values plus or
minus the replicate tolerance are considered replicates.
The default Replicate tolerance is 0.1 (10%). You can change the Replicate
tolerance in MODDE options after clicking File | Options.

Understanding the plot

Experiment points above the red Max line or under the Min line are generally
undesirable.
MODDE shows replicated experiments as blue (default) points on the same replicate
index.
The variation of repeated experiments should be less than the overall variation for the
response.

Working with the plot

It is possible to identify outliers when examining the Replicates plot.
Some of the common causes and suggested solutions to outliers are:

Incorrect data entry in the worksheet In this situation correct the worksheet
and refit.

Experiment incorrectly carried out If the experiment was not done

correctly, repeat the failed experiment and refit.

The deviating result is correct and the experiment does not fit the model
Empirical models are only valid within a limited interval. If the deviating
point is correct but uninteresting, then remove it from the analysis and refit
the model without it. If the deviating point is in an interesting area, it may be
necessary to construct a finer-grained design in that area.

139

08-Analyze

Introduction

The Analyze tab presents a number of functions for fitting and analyzing the data
gathered in the worksheet.
Model group

Summary of fit - provides access to a number of summary of fit plots.

Residual analysis group

ANOVA - opens the ANOVA table, ANOVA plot, and Lack of fit.

Box-Cox - opens the Box-Cox Plot.

Residuals - show a residuals plot or list.

Observed vs. predicted - opens the Observed vs. Predicted Plot.

Model interpretation group

Coefficients - provides access to various coefficient lists and plots.

Effects - provides access to various effect plots and the Effects List.

Interactions - opens the Interaction Plot for the currently selected response.

PLS diagnostics group, available when the model is fitted with PLS,

PLS - provides access to score and loading plots.

Distance to model - opens the Distance to Model Plot.

VIP - provides access to the VIP Plot and VIP List.

Summary of fit
On the Analyze tab, in the Model group, clicking Summary of fit opens the
Summary of Fit Plot.
Click the arrow under Summary of fit to show a selection of summary plots and lists.

141

MODDE 11

Available plots and lists:

Summary of Fit Plot

PLS Total Summary Plot

PLS Response Summary Plot

Summary List

PLS Summary List.

Note: PLS summaries are only available when fitting the model with PLS.

Understanding the plot

Summary statistics are presented in four parameters (R2, Q2, Model validity, and
Reproducibility) where 1, or 100%, is perfect. R2 and Q2, the first two columns,
should be close in size. The difference shouldn't be more than 20% in most situations.
R2
Shows the model fit. A model with R2 of 0.5 is a model with rather low significance.
Q2
Shows an estimate of the future prediction precision. Q2 should be greater than 0.1 for
a significant model and greater than 0.5 for a good model. Q2 is the best and most
sensitive indicator.
Model validity
A test of diverse model problems. A value less than 0.25 for Model validity indicates
statistically significant model problems, such as the presence of outliers, an incorrect
model, or a transformation problem. A low value here may also indicate that a term,
such as an interaction or square is missing. When the pure error is very small
(replicates almost identical), the model validity can be low even though the model is
good and complete. When the pure error is so small that the replicates are deemed
identical by MODDE, the model validity is labeled Missing as it cannot be calculated.
Note: Model validity might be low in very good models (Q2>0.9) due to high
sensitivity in the test or extremely good replicates.
Reproducibility
The variation of the replicates compared to overall variability. The Reproducibility
should be greater than 0.5.

Improving summary statistics

Summary statistics can be improved by tuning the model in the various steps of the
Analysis wizard.

Select the appropriate transformation in the Histogram.

Remove non-significant model parameters in the Coefficient plot.

See the Analysis wizard section in Chapter 5, Home for more information.

142

08-Analyze

Summary of fit plot

To display the Summary of Fit Plot, on the Analyze tab, in the Model group, click
Summary of fit.
The Summary of Fit Plot provides a summary of the basic model statistics, presented
visually. For every response MODDE displays 4 columns: R2, Q2, Model validity, and
Reproducibility.

You may select to plot R2 Adjusted instead of R2,

1.

Right-click the plot

2.

Click Properties

3.

Click the desired type of R2 to display

4.

Click OK.

PLS total summary plot

To display the PLS Total Summary Plot,
1.

On the Analyze tab, click the arrow under Summary of fit.

2.

Click PLS total.

For every fitted response the plot displays R2 and Q2. The definition for R2 and Q2 is
the same as in the Summary of Fit Plot.
The condition number is calculated for the extended design matrix with the factors
scaled to unit variance.

143

MODDE 11

You may select to plot R2 Adjusted instead of R2,

1.

Right-click the plot

2.

Click Properties

3.

Click the desired type of R2 to display

4.

Click OK.

The PLS Total Summary Plot can only be created when all responses are fitted with the
same model, that is, when the same terms are included for all responses and there are
no missing or excluded values.

PLS response summary plot

To display the PLS Response Summary Plot,

144

1.

On the Analyze tab, click the arrow under Summary of fit.

2.

Click PLS response.

08-Analyze

This plot displays the R2 and Q2 per PLS component for the selected responses. You
can change the selected responses using the Response box.
You may select to plot R2 Adjusted instead of R2,
1.

Right-click the plot

2.

Click Properties

3.

Click the desired type of R2 to display

4.

Click OK.

Summary of fit list

To display the Summary of Fit List,
1.

On the Analyze tab, click the arrow under Summary of fit.

2.

Under List, click Summary.

The Summary of Fit List shows a number of values for each response in a
spreadsheet. The list displays for each response:

R2

R2 Adjusted

Q2

SDY=Standard Deviation of the Y (response)

RSD=the Residual Standard Deviation

N=number of experiments

Model validity

Reproducibility.

PLS summary list

To display the PLS Summary List,
1.

On the Analyze tab, click the arrow under Summary of fit.

2.

Click PLS summary.

145

MODDE 11

For each PLS component, the list displays R2, R2 adjusted, and Q2. The PLS
Summary List also shows the total per component for all responses.

ANOVA
The analysis of variance (ANOVA) partitions the total variation of the response (Sum
of Squares, SS, corrected for the mean) into a component due to the regression model
and a component due to the residuals.
The ANOVA menu on the Analyze tab provides access to the ANOVA table,
ANOVA plot, and the Lack of fit plot.

ANOVA table
To display the ANOVA Table, on the Analyze tab, in the Residual analysis group,
click ANOVA.

146

08-Analyze

The analysis of variance (ANOVA) table is displayed for the selected responses.
If there are replicated observations, the residual sum of squares is further partitioned
into Pure Error and Lack of Fit. A goodness of fit test is performed by comparing the
MS (mean square) lack of fit to the MS (mean square) pure error.

Replicated observations
MODDE checks the rows of the factors in the worksheet for replicates. Rows in the
worksheet with the same factor values plus or minus a 10% tolerance interval are
considered replicates and used for the computation of the pure error. The replicate
tolerance can be changed in MODDE options.
Note: The red coloring of the p-values always refer to the 95% resp. 5% levels.

ANOVA plot
To display the ANOVA Plot, on the Analyze tab, in the Residual analysis group,
click the arrow under ANOVA, then click ANOVA plot.

147

MODDE 11

In the ANOVA plot the regression component is compared with the residual
component and 3 bars are displayed.

SD Regression: Shows the variation of the response explained by the model,

adjusted for degrees of freedom and in the same units as Y. This is the square
root of MS (mean square) regression.

RSD: Shows the variation of the response not explained by the model,
adjusted for degrees of freedom and in the same units as Y. This is the
residuals standard deviation.

RSD*sqrt(F(crit)): Shows RSD (second bar) multiplied by the square root

of the critical F.

The critical F is the value of the F-distribution over which SD regression is statistically
significant at the 95% confidence level.
Hence, when the third bar is smaller than the first, the model is significant at the
5% level. For more details see the Statistical appendix.

Lack of fit
To display the Lack of Fit Plot,
1.

On the Analyze tab, in the Residual analysis group, click the arrow under
ANOVA.

2.

Click Lack of fit.

The alpha level for the Lack of Fit Plot can be set to 1%, 5%, or 10% by right-clicking
the plot and clicking Properties.
The lack of fit plot compares the Lack of Fit (LoF) component to the pure error
component and displays a graph with 3 bars.

148

SD-LoF: Shows the variation of the response due to the lack of fit of the
model (i.e. the model error) adjusted for degrees of freedom and in the same
units as Y. This is the square root of MS (mean square) lack of fit.

SD-pe (Pure error): Shows the variation due to the replicated experiments
(observations) adjusted for degrees of freedom and in the same units as Y.
This is the square root of MS (mean square) pure error.

08-Analyze

SD-pe*sqrt(F(crit)): Shows SD pure error (second bar) multiplied by the

square root of the critical F.

The critical F is the value of the F-distribution over which SD LoF is statistically
significant at the 95% confidence level.
Hence, when the third bar is smaller than the first, the lack of fit is significant at
the 5% level.

Box-Cox plot (MLR only)

To open the Box-Cox plot, on the Analyze tab, in the Residual analysis group, click
Box-Cox.

Note: The Box-Cox plot is only available when the model is fitted with MLR.
The Box-Cox Plot displays the maximum likelihood as a function of the power of the
transformation by plotting values of lambda, , vs. the maximum likelihood.
If the response values vary more than a magnitude of ten in the experimental domain, a
transformation is often recommended.
The maximum point on the Box-Cox plot gives the value of lambda, , for the response
transformation Y that gives the best fit of the model. This is the maximum likelihood
estimator for .

Box-Cox transform
MODDE displays max and its 95% confidence interval as lower and upper in the footer
and on the plot as 3 vertical lines.
If =1 is included in that interval, then a transformation is not recommended.
If =1 is not included in the interval then Ymax is the recommended transformation.
You do not have to use the precise value of max but a near convenient value.

149

MODDE 11

Common transformations are:

max = -1, use the Power transformation and C3 = -1.

max = 0, use the Logarithmic (10Log) transformation.

max = 0.5, use the Power transformation and C3 = 0.5.

Residuals
On the Analyze tab, in the Residual analysis group, click the arrow under Residuals.
This provides access to the following forms of displaying residuals,

150

Normal Probability Plot

vs. Predicted Response Plot

vs. Run Order Plot

vs. Variable Plot

List.

08-Analyze

Residual type
Residuals can be displayed as Raw, Standardized, or Deleted studentized. The
residual type can be changed by right-clicking the plot and clicking Properties.

Raw residuals
The raw residual is the difference between the observed and the fitted (predicted)
value.

Standardized residuals
The standardized residual is the raw residual divided by the residual standard deviation
(RSD).

Deleted studentized residuals

The deleted studentized residual is the raw residual (ei) divided by its standard
deviation (si) where the standard deviation (si) is computed with observation (i) left out
of the analysis, and corrected for leverage. Deleted studentized residuals require at
least three degrees of freedom.
Note: Deleted studentized residuals are not available for PLS.

Default
With MLR and three or more real degrees of freedom (replicate degrees of freedom are
not counted), deleted studentized residuals are the MODDE default when plotting
residuals.
With PLS, MODDE uses the standardized residuals as default instead.

Residuals normal probability plot

To display the Residuals Normal Probability Plot, on the Analyze tab, in the
Residual analysis group, click Residuals.

151

MODDE 11

The residuals are plotted on a cumulative normal probability scale. This plot makes it
easy to detect:

Normality of the residuals. If the residuals are normally distributed, the

points on the probability plot follow close to a straight line.

Outliers. These are points deviating from the normal probability line, and
having large absolute values of studentized residuals i.e. larger than 4
standard deviation indicated by red lines on the plot.

Residuals vs. predicted response

To display the Residuals vs. Predicted Response Plot,
1.

On the Analyze tab, in the Residual analysis group, click the arrow under
Residuals.

2.

Click vs. predicted response.

The plot shows the residuals vs. the fitted values. This plot is particularly useful to
detect non-constant variance of the residuals. If the spread of the residuals increases
with the fitted values, you may need to transform your response by taking its logarithm
or its square root.
152

08-Analyze

Residuals vs. run order

To display the Residuals vs. Run Order Plot,
1.

On the Analyze tab, in the Residual analysis group, click the arrow under
Residuals.

2.

Click vs. run order.

This plot shows the residuals vs. run order (the order in which you performed the
experiments) and helps you detect any dependency of the residuals on time.

Residuals vs. variable

To display the Residuals vs. Variable Plot,
1.

On the Analyze tab, click the arrow under Residuals.

2.

Click vs. variable.

Right-click the plot and click Properties to select which variable to display on the xaxis.

153

MODDE 11

Residuals list
To display the Residuals List,
1.

On the Analyze tab, in the Residual analysis group, click the arrow under
Residuals.

2.

Click List.

The number under the response name is the experiment number.

Observed: The value of the response as listed in the worksheet.
Predicted: The predicted value for that observation.
Obs - Pred: The residual for that observation.
Conf. int: The 95% confidence interval on the predicted value. Right-click the list and
click Properties to change the confidence level.

Observed vs. predicted

To open the plot, on the Analyze tab, in the Residual analysis group, click Observed
vs. predicted.
The Observed vs. Predicted Plot displays observed values vs. predicted values.

154

08-Analyze

Understanding the plot

Plots with points close to a straight line indicate good models. If Degrees of Freedom
is under 3 (DF < 3), the plot will implicitly give a perfect fit.

Properties
The properties dialog box of the Observed vs. Predicted Plot allows for the responses
to be selected, limits to be shown or not, and what plot labels to display.

Coefficients
There are two coefficient plots and two coefficient lists available in MODDE. To see
the coefficient options, on the Analyze tab, in the Model interpretation group, click
the arrow under Coefficients.

The coefficient plots provide graphical presentation of the significance of the model
terms.
A significant term is one with a large distance from y=0 as well as having an
uncertainty level that does not extend across y=0. A non significant model term is a
model term close to y=0 and with an uncertainty level that crosses y=0.

155

MODDE 11

When confoundings are present, the coefficient plots and lists display a bracket # after
the term. Hover your mouse pointer over the column to view the confounded terms.

Understanding the plot

The Coefficient plot presents a graphical representation of the model terms in order to
determine their significance.
Significant model terms:

Far away from y=0 (either positive or negative)

Uncertainty range does not cross y=0.

Non significant model terms:

Close to y=0

Uncertainty range crosses y=0.

Remove non significant model terms from the plot

1.

Click Exclude.

2.

Find the least significant model term.

3.

Check that no significant model term depends on the least significant model
term.

4.

Click the non significant model term to remove it.

5.

Repeat steps 2-4 for as many model terms as required.

6.

Click Exclude again.

Hint: Exclude only one model term at a time as it may make other model terms more
significant. Q2 and DF (Degrees of Freedom) will increase as non significant model
terms are removed, so note the before and after values as each term is excluded. A
higher DF and Q2 is better.

Coefficient plot
The Coefficient Plot displays the coefficients, when changing from 0 to high, for the
selected response with the confidence interval as error bars. By default, the coefficients
refer to the data scaled and centered.

156

08-Analyze

You can select which type of coefficient to display from Properties. Click Scaled and
centered (default), Normalized, Unscaled, or PLS orthogonal (only available for
PLS).
When you have confounded terms in your investigation these terms are marked with a
bracket (#). Hover the mouse pointer over the column in the plot and you will get
information about which terms it is confounded with. This information is available also
in the coefficient overview plot.

Coefficient overview plot

To make the coefficients comparable when responses (Y's) have different ranges, the
coefficient overview plot displays the coefficients in Normalized form (the
coefficients are divided by the standard deviation of their respective response). The
Normalized mode is the default for the overview plot. You can change it to regular
scale and centered coefficients by right-clicking and then clicking Properties.
The color for each factor is the same over all responses in the coefficient overview
plot.

157

MODDE 11

Coefficient list
The coefficient list displays the scaled and centered coefficients for the selected
responses. P-values signaling non significant coefficients at the selected confidence
level are colored red.

For the selected responses, this list includes:

Terms: Under the response name the name of the terms included in the model are
listed. To display the list for another response, or more than one response, use the
Response box or the list's Properties.
Coefficients: Value of the coefficient.
Standard error: Standard error of the coefficient.
P: Probability to get the displayed value for the coefficient assuming that the
coefficient has a true value of zero.
Confidence interval: The 95% confidence interval on the coefficient value. To select a
different level for the confidence interval, right-click the list and then click Properties.

Coefficient overview list

The coefficient overview list displays the normalized coefficients for all the responses.
Non significant coefficients at the selected confidence level are shown in red.

Note: The Coefficient overview list is only available when all responses are fitted to
the same model, that is, when the same model terms are included for all responses.
158

08-Analyze

Effects
In MODDE you can create three different effect plots:

Effect Plot: Displays the effect calculated as twice the MLR coefficient and
sorted descending in absolute value.

Effects Normal Probability Plot: Displays the effects on a normal

probability scale.

Main Effect Plot: Displays predicted values of the selected responses, when
the factor varies from its low to its high level.

The Effect List displays the effects and their confidence intervals.
Note: When an expanded list of the qualitative levels is desirable, use the coefficient
plots and lists to display the coefficients for every level of a qualitative variable instead
of the effect plots and lists. Note that the effects for linear and interaction models are
twice the corresponding coefficients.

Accessing effects plots and list

To open an effects list or plot,
1.

On the Analyze tab, in the Model interpretation group, click the arrow
under Effects.

2.

Click the desired plot or list.

Effect plot
For process factors the values of the effects (computed as twice the MLR coefficients)
are plotted sorted (in absolute value) in descending order. The 95% confidence
interval is shown as error bars. The confidence level can be changed in the Effect Plot
dialog box (right-click the plot and click Properties).

159

MODDE 11

For mixture factors this plot displays the adjusted Cox effects (unavailable for Scheff
models). This effect represents the change in the response values when component k
varies over its range, all other mixture factors kept in the same proportion as in the
reference mixture.
For details on how the mixture effects are calculated, see the Statistical appendix.

Effects normal probability plot

The plot displays the effects plotted on a cumulative normal probability scale.
This plot should only be used when the model is saturated (a model with as many
terms as experimental runs). For saturated models MODDE cannot compute standard
errors, p values and confidence intervals. Use the plot to help determine the important
effects.

160

08-Analyze

This plot, proposed by Daniel in 1954, is based on the fact that if all estimated effects
were noise, they would have a normal distribution and when plotted on a normal
cumulative plot, would fall on a straight line. Hence effects significantly different from
zero (noise) will fall outside the normal line.
This plot assumes independent effects, and that all estimable effects are plotted. Hence,
it is only relevant for screening designs with saturated models DF = 0. Also for this
plot to be meaningful, models need to have at least 10 effects. If these conditions are
not met MODDE will warn that this plot may not be statistically correct.
Note: The normal probability of effects plot is not available with mixture factors.

Main effect plot

For process factors the plot displays the predicted values of the selected response,
when the factor varies over its range, all other factors in the design held constant at
their averages. Qualitative factors held constant are set at their numerical average and
do not influence the predicted values.
If the design has replicated center points for the displayed factor, where the other
factors are also at their averages, the observed values of these points are colored
differently from other worksheet points.

The points displayed in this plot are the worksheet data, current factor vs. response, not
taking into account the other factor settings.
To hide the worksheet data, right-click the plot, click Properties, and on the Options
tab clear the Worksheet data check box.

Main effect plot for mixture factors

When you select to display a mixture factor Xk, this plot displays the predicted change
in the response when Xk varies from its low to its high level, the relative amounts of all
other mixture factors are kept in the same proportion as in the standard reference
mixture.
For details, see the Statistical appendix.

161

MODDE 11

Switching displayed factors

To switch factors,
1.

Right-click the plot,

2.

Click Properties,

3.

Click the Select factor tab,

4.

Select the desired factor,

5.

Click OK.

Formulation factors can be adjusted proportional to the reference mixture or ranges on

this property page.

Effect list
The values of the effects (twice the coefficients) are listed with their 95% confidence
interval sorted (in absolute value) in descending order. The confidence level can be
changed in the Properties dialog box for the Effect List (right-click the plot and click
Properties).

162

08-Analyze

Interactions
To open the interaction plot, on the Analyze tab, in the Model interpretation group,
click Interactions.
To switch to another interaction and/or switch the factor displayed on the x-axis:
1.

Right-click the plot and click Properties.

2.

In the Interaction effects tab, click the term in the Interaction term box
and/or select the factor in the Factor on X-axis box.

Note: This plot is only available for process factor. No interaction plots are available
for mixture factors.
When you select a 2 factor interaction, the predicted values of the response, when one
factor varies from its low to its high level, are plotted for both levels of the other factor,
all remaining factors in the design being set on their average.
If you have mixture factors in the model, these are all set at the standard reference
mixture.

PLS
The score and loading plots complement each other. The position of an observation in
a given direction in a score plot is influenced by variables lying in the same direction
in the loading plot.
There are four types of PLS plots available:

Score Scatter Plot displays the score vectors t and/or u in a scatter plot.
Use the score plots to reveal groups, trends, outliers, and similarities. The
plot marks represent your experiments.

Score Column Plot displays the score vectors t or u in a column plot.

163

MODDE 11

Loading Scatter Plot displays the loading vectors p, c, w and/or wc in a

scatter plot. Use the loading plots to investigate the correlation between
terms in your model. The plot marks represent the terms currently in the
model and/or the response-variables. The response variables are displayed
when plotting the c-vectors.

Loading Column Plot displays the loading vectors p, c, w or wc in a

column plot.

Accessing PLS plots

To access the PLS plots, on the Analyze tab, in the PLS diagnostics group, click the
arrow under PLS.
This shows the available PLS plots.

Score plots
The score plots reveal groups, trends, outliers, and similarities.
You can create three different score scatter plots:

T scores (for ex.: t1 vs. t2): t scores are windows in the X space displaying
the objects as situated on the projection plane or hyper plane.

U scores (for ex.: u1 vs. u2): u scores are windows in the Y space, displaying
the objects as situated on the projection plane or hyper plane.

T vs. U scores (for ex.: t1 vs. u1): Displays the objects in the projected X (T)
and Y (U) space, and how well the Y space coordinate (u) correlates to the X
space coordinate (t). This is the default.

Score column plots can only be created for one vector at a time.
Note: Score plots are only available for PLS fitted models.

Loading plots
The loading plots display the correlation between the X variables T(X) and the Y
variables U(Y).
Note: Loading plots are only available for PLS fitted models.

164

08-Analyze

You can create four different loading plots:

p loadings (for ex.: p1 vs. p2): These plots show the importance of the X
variables in the approximation of the X matrix.

w loadings (for ex.: w1 vs. w2): The w's are the weights that combine the X
variables (first dimension) or the residuals of the X variables (subsequent
dimensions) to form the scores t. These weights are selected so as to
maximize the correlation between T and U, thereby indirectly Y. X variables
with large w's (positive or negative) are highly correlated with U (Y).
Variables with large w's are situated far away from the origin (on the positive
or negative side) on the plot.

c loadings (for ex.: c1 vs. c2): These plots display the correlation between the
Y variables and the X scores T (X). The c's are the weights that combine the Y
variables with the scores u; so as to maximize their correlation with X. Y
variables with large c's are highly correlated with T (X).

wc loadings (for ex.: wc1 vs. wc2): This is the default option. These plots
show both the X-weights (w) and Y-weights (c), and thereby the correlation
structure between X and Y. One sees how the X and Y variables combine in
the projections, and how the X variables relate to Y.

To change the currently showing loading plot,

1.

Right-click the loading plot

2.

Click Properties

3.

On the Loading Column Plot or Loading Scatter Plot tab, click the desired
option

4.

Click OK.

Loading column plots can only be created for one vector at a time.

Distance to model (Y)

To open the distance to model plot, on the Analyze tab, in the PLS diagnostics group,
click Distance to model.
The RSD of an object in the Y space is proportional to the object distance to the hyper
plane of the PLS model in the Y space. MODDE computes the object distance to the
PLS model (DModY) in the Y space and displays them as columns in a plot.
A large DModY value indicates that the experiment may be an outlier.

165

MODDE 11

VIP - Variable importance in the projection

The VIP values reflect the importance of terms in the model both with respect to Y, i.e.
its correlation to all the responses, and with respect to X (the projection). With
designed data, i.e. close to orthogonal X the VIP values mainly reflect the correlation
of the terms to all the responses.
Note: The VIP plot and VIP list are only available for PLS fitted models.

VIP plot
The VIP plot displays the VIP values as a column plot sorted in descending order.
To open the VIP Plot, on the Analyze tab, in the PLS diagnostics group, click VIP.

166

08-Analyze

VIP list
The VIP list displays the sorted VIP values and the scaled and centered coefficients for
all responses in the investigation.
To open the VIP List,
1.

On the Analyze tab, in the PLS diagnostics group, click the arrow under
VIP.

2.

Click VIP list.

167

09-Predict

Introduction
The Predict tab has a collection of functions that involve predictions and
interpretation, as well as the Optimizer.

The functions on the Predict tab are organized into groups,

Spreadsheet group

Predictions - opens the Prediction Spreadsheet.

Scatter - opens the Prediction Scatter Plot dialog box for creating 2D or
3D scatter plots using the content of the Prediction Spreadsheet.

Interpretation group

Prediction plots - creates prediction and overlay prediction plots.

Factor effects - shows the Factor Effect Plot for the currently selected
responses.

Contour - opens the Contour Plot dialog box to create Contour, 4D

contour, and Surface plots.

Sweet spot - creates Sweet spot, 4D sweet spot, and Surface plots.

Design space - opens the Design Space Plot dialog box for creating
Contour and 4D contour plots.

Optimize group

Optimizer - opens the optimizer window and provides access to the

Optimizer contextual tab.

Setpoint validation - opens the Setpoint Validation window.

169

MODDE 11

Prediction spreadsheet
The Prediction Spreadsheet allows you to type or paste factor settings to make
predictions. The lower and upper level 95% confidence intervals for these predictions
are also calculated.
To open the Prediction Spreadsheet, on the Predict tab, click Predictions.
To insert rows press the Down arrow key when on the last row.
If the model has been fitted the predictions are calculated automatically after entering
settings for all factors. If you do not want the predictions to be automatically updated,
right-click the list and clear Auto update. To make predictions with auto update
cleared, right-click the list and click Update predictions or press the F5 key.
To change the interval estimation properties, right-click the list and click Properties
and click the Interval estimation tab.
Note: With PLS and an X matrix with large condition number, the standard error of
predictions is computed and displayed instead of the interval estimate.

Prediction scatter plot

In the prediction scatter plot you can view your factors and predicted responses as 2D
and 3D scatter plots.
Note: The points displayed in the scatter plots are the points in the current prediction
spreadsheet. The scatter plot is updated with new points when you enter them in the
prediction spreadsheet.
To create a prediction scatter plot, on the Predict tab, click Scatter Plot. This will
open up the Prediction Scatter Plot dialog box.

170

09-Predict

To add a variable to an axis or series, click the variable in the Column field, then click
. Click
to remove factors or responses from the Y-axis
the relevant arrow
or from Series. To change what to display on the X-axis, mark a new variable and
click

For 2D plots, select the variable to be plotted on the X and Series (Z) axes.
For 3D plots, select the variables to be plotted on the X, Y, and Series (Z) axes.
Click the Color by variable tab to color by a factor or a response.

Prediction plots
There are two prediction plots available for process and two prediction plots available
for mixture.
On the Predict tab, in the Interpretation group, click the arrow under Prediction
plots.

171

MODDE 11

Right-click any prediction plot and click Properties to:

Select the responses on the Select responses tab. You can also use the Select
response box.

Select which factor to display on the x-axes on the Axes and constants tab.

Select interval estimation settings - Interval type, Confidence level,

Tolerance proportion on the Interval estimation tab.

Select if limits should be shown in the plot or not on the Options tab.

Select if worksheet raw data points should be show or not on the Options
tab.

Use the Properties pane factor sliders to interactively change the settings of the
constant factors.

Prediction plot
The prediction plot displays the predicted values of the selected responses, when the
factors vary over their respective ranges. The plot supports up to three factors and an
unlimited number of responses with confidence intervals when the Show interval
estimates check box is selected. The plot also displays any worksheet points that are
valid considering the constant settings of the factors not displayed on the axes in the
subplot but in the Properties pane. The tolerance for the constant factors is specified
by the replicate tolerance in MODDE options.

Overlay prediction plot

The overlay prediction plot displays the predicted values for up to three factors and as
many responses as desired. No confidence intervals can be displayed for the overlay
plot.

172

09-Predict

Factor effects
To access the Factor Effect Plot, on the Predict tab, in the Interpretation group, click
Factor effects.

For process factors the plot displays the predicted values of the selected responses,
when the factor varies over its range, all other factors in the design held constant at
their averages. Qualitative factors held constant are set at their numerical average and
do not influence the predicted values.
The points displayed in this plot are the worksheet data, current factor vs. response, not
taking into account the other factor settings.
To hide the worksheet data, right-click the plot, click Properties, and on the Options
tab clear the Worksheet data check box.

173

MODDE 11

Note: The Factor Effect Plot by default shows both factors and the responses back
transformed (in original units) while the Main Effect Plot shows the responses in their
transformed units.
Factor effect plot for mixture factors
When you select to display a mixture factor Xk, this plot displays the predicted change
in the response when Xk varies from its low to its high level, the relative amounts of all
other mixture factors are kept in the same proportion as in the standard reference
mixture.
For details, see the Statistical appendix.
Switching displayed factors
To switch factors,
1.

Right-click the plot,

2.

Click Properties,

3.

Click the Select factor tab,

4.

Select the desired factor,

5.

Click OK.

Formulation factors can be adjusted proportional to the reference mixture or ranges on

this property page.

Factor effects, Stability designs

To access the Factor Effect Plot, on the Predict tab, in the Interpretation group, click
Factor effects.

For stability designs the plot by default displays the predicted values of the selected
response, when the Time factor varies from first to last time. All other factors in the
design are held constant at their averages. Qualitative factors held constant are set at
their numerical average and do not influence the predicted values.
174

09-Predict

The points displayed in this plot are the worksheet data, current factor vs. response, not
taking into account the other factor settings.
To hide the worksheet data, right-click the plot, click Properties, and on the Options
tab clear the Worksheet data check box.
Note: The Factor Effect Plot by default shows both factors and the responses back
transformed (in original units) while the Main Effect Plot shows the responses in their
transformed units.
Switching displayed factors
To switch factors,
1.

Right-click the plot,

2.

Click Properties,

3.

Click the Select factor tab,

4.

Select the desired factor,

5.

Click OK.

For details about stability designs, see the Stability design appendix.

Contour
To open a contour plot, on the Predict tab, in the Interpretation group, click the
arrow under Contour. Then click the desired plot.

The available contour plots for Process and Mixture are Contour and 4D Contour.
For Process, Surface is also available.
To open the Contour Plot wizard, click Contour.

2D contour
The 2D contour plot displays the predicted response values for the selected responses,
spanned by two factors, in a response surface contour plot. For mixture the plot is
spanned by three factors.
When Min, Target, or Max-values have been specified for the response, these limits
are by default displayed in the plot.

175

MODDE 11

Factors kept constant

By default, all constant factors are set at their mid-range values; change these values as
desired in the Properties dialog or pane. After the plot has been created the constant
factors can be seen (and changed) by clicking the Properties tag to the right of the plot
to open the pane. When you change the value of the constant factors, the contour plots
are updated.

4D contour
The 4D Contour plot displays the predicted response values for the selected response,
spanned by two factors, in 9 response surface contour plots in a 3x3 grid and spanned
by another two factors. For mixture, the plots are spanned by three factors.
When Min, Target, or Max-values have been specified for the response, these limits
are by default displayed in the plot.
Note: The 4D plot is available for investigations with only process factors, and with
both mixture and process factors, but not with mixture factors only.

4D contour plot axes

When the model includes both process and mixture factors, the mixture factors can
only be selected as inner axes factors in the Contour Plot wizard.
Inner axes factors
Select two process factors for the axes under Factors at the plot axes, or three mixture
factors.
Outer axes factors
Select two process factors for the outer axes. The response contours are plotted for the
low, middle, and high levels of these factors.
You can also select qualitative factors for the outer axes and select for which settings
to display the contour plots.

176

09-Predict

When there are more than 4 factors in the model, the remaining factors are held
constant.

By default all plots are equally scaled, that is, the color coding is the same for all plots.

Response surface
The Response Surface Plot displays the predicted response values, spanned by two
factors, in a response surface plot. This plot is only available for models with two or
more process factors and can display many responses.

Factors kept constant

By default, all constant factors are held constant at their mid-range values; change
these values as desired. After the plot has been created the constant factors are found to
the right in the plot. When you change the value of the constant factors the contour
surface plot is updated.

177

MODDE 11

Surface plot options

The plot options for the response surface plot are, as the Contour plot options, accessed
by clicking Plot options in the Contour Plot wizard, or in tab Surface plot options in
the properties dialog after creating the plot.
The Surface plot options include two options:

Resolution - The precision used when creating the contour plot. Selecting a
higher resolution requires more calculations and is therefore more time
consuming.
To select the resolution of the plot, click one of the predefined resolutions or
type a resolution value here.

Scale surfaces 0-100 - How to scale the response axis. When selected (as in
the example here), each response is scaled so that the smallest predicted
value equals 0 and the largest predicted value equals 100. Note that with
Min, Target and/or Max values in the response definition, these values are
included in range used to rescale, possibly increasing that range. As a
consequence the scale of the actual surface is less than 0-100 when a
Min/Target/Max-value increases the range.

Contour plot wizard

The contour plot wizard guides you through the selection and specification of 2D
contour plots and 4D contour plots for mixture and process factors and 2D Surface
plots for process factors.
To open the contour plot wizard, on the Predict or Home tab, click Contour.

178

09-Predict

Inner plot type

Under Inner plot type, the default plot type for the inner axes is selected. If you have
both process and formulation factors in the investigation, click the type of factor to
display on the inner axes: Process or Mixture.
On the outer axes you can only vary process factors.

Selecting responses
You can select to display all responses for the 2D contour plots but with more than 9
responses, the plots become very small. The contours are not overlaid, but displayed
next to each other.
Modify which responses to display by marking in Available responses and clicking
the arrow

and/or marking in Selected responses and clicking the back arrow

Using constraints
Clear the Use constraints check box if you do not want the available constraints to be
displayed in the plot. MODDE's default is for constraints to be used and this should not
be changed without reason.

Plot options
To select the resolution of the plot, that is, the grid calculated to create the contour plot,
click Plot Options. Note that you can type a resolution value here or click one of the
predefined resolutions.
You can also scale the subplots equally, to lock the contour levels, to produce the plot
with/without color and with/without contour level labels.
For more, see the Contour plot options subsection.

179

MODDE 11

Contour plot options

Right-click the contour plot and click Properties to open the property page. The
features described here can also be accessed by clicking Plot options in the Contour
plot wizard.

Resolution
Resolution is the precision used when creating the contour plot. Selecting a higher
resolution requires more calculations and is therefore more time consuming.
To select the resolution of the plot, click one of the predefined resolutions or type a
resolution value here.

Scale subplots equally

When the Scale subplots equally check box is selected the colors of all contour
subplots represent the same values.
The plot has subplots when you display the 4D contour or you have selected to display
more than one response in the 2D contour plot.

Lock contour levels

You can select the Lock contour levels check box to keep the current contour level
colors and limits.
This option is available when the Scale subplots equally check box has been selected.

Use color
By clearing the Use color check box you can choose to display the contour and surface
plots without colors.

Show contour level labels

Clear the Show contour levels labels check box to display the contour plots without
the level labels.

Sweet spot
The Sweet Spot plot highlights the areas were the responses are within the user
specified ranges but does not add the probability assessment that is done by the Design
Space plot. The sweet spot plot can be displayed as 2D or 4D for process or mixture
factors. For process factors the plot can also be displayed as a surface where the
response intersections are viewed in 3D.

180

09-Predict

Creating a sweet spot plot

To open the sweet spot plot wizard, on the Predict tab, click Sweet spot.

Inner plot type

If the investigation contains both mixture and process factors, select the type of factor
you want on the axes for the 2D and for the inner axes for the 4D.

Plot type
To select to create the 2D sweet spot plot select Sweet spot and to select the 4D with
up to four factors (5 with mixture) click 4D sweet spot. To create a sweet spot surface,
click Surface. Click Next.

Response selection
In the Responses page, enter the settings for the relevant responses.
Note: If you have entered Min and/or Max values in the response definition, this page
is automatically filled with those values. To update with updated values from the
response definition, click Get limits.

181

MODDE 11

For each response select:

1.

To Include or Exclude each response under Incl/Excl.

2.

Type the values that are of interest under Min and Max. If you have entered
the Min and Max yourself, MODDE uses those values. If you have not
specified a Min and Max, MODDE enters the smallest and the largest values
found in the worksheet and these should be changed based on your desired
sweet spot.

You may also:

Select or clear the Use constraints check box.

Change the resolution in the Resolution box.

Update to current limits in the response definition by clicking Get limits.

Plot axes
Click Next to open the Axes and constants page, or for 4D sweet spot, the 4D axes
page.
Mixture factors can only be selected as inner factors in a 4D plot.

182

09-Predict

Select two process factors for the axes under Factors at the plot axes, or three mixture
factors.
For the 4D, select two process factors for the outer axes. The sweet spot contours are
plotted for the low, middle, and high levels of these factors.

Colors in the sweet spot plot

The sweet spot plot uses the color scale from green to blue with:

Green for the sweet spot, that is the areas where all responses are within the
selected range.

Blue for areas where one of the responses is within its selected range.

White for areas where none of the responses are within their selected ranges.

Other colors for areas with more than one response within its range but not
all.

The above are the default settings and you can define specific colors in the Format
Plot dialog box.

183

MODDE 11

Design space
On the Predict tab, in the Interpretation group, click Design space to open the
Design Space Plot dialog box with settings for creating the plot. Click the arrow under
Design space to open a specific design space plot directly.

Available options are:

Process

Design space

4D design space

Mixture (only available when mixture factors are part of the design)

184

Design space

4D design space

09-Predict

Design space wizard

The Design Space Plot wizard opens automatically when clicking Design space on the
Home or Predict tabs.

First page
The first page of the Design Space Plot wizard lets you choose;

Plot type - either Contour or 4D contour.

Inner plot type - Process or Mixture.

Selected responses - As many as desired.

Plot options - see the Design space plot options subsection next.

Design space plot options

Click Plot options... on the first page in the wizard to open the plot options,
alternatively right-click the created plot and click Properties. The Design Space
Contour Options lets you specify,

Resolution - A higher resolution means a more detailed plot, but it can also
slow down your computer.

Use color - This determines if the plot should be colored or merely display
the contour lines.

Show contour level labels - Select to display contour level labels.

Output - Choose between Probability of failure (%) and Probability of

failure (DPMO). Probability of failure (%) is default selected.

Limit - The acceptance criteria to aim for either in percentage or in the

DPMO space.
185

MODDE 11

Simulations/point - The number of simulations per point; the higher the

more time consuming but also more accurate.

Include model error - This determines if model error should be included in

the plot. Note that when this check box is cleared, the plot merely presents
the same information as the Sweet spot plot.

Interval type, Confidence level and Tolerance proportion on the Interval

estimation tab. For more, see the Interval type and probability levels
subsection in chapter 4, File.

4D axes
The second page of the wizard lets you select what factors to display on each of the
plot axes. In Distribution, the type of distribution can be selected; Normal (default),
Uniform or Triangular.

186

09-Predict

Note: When creating the plot from the Setpoint analysis group on the Optimizer tab,
you can also select to include distribution from the setpoint analysis on the axis factors
and if you want to include distribution from setpoint analysis on constant factors.
Click Finish to see the Design Space Plot showing the probability of failure (%) for
the shown factor combinations. Alternatively, Next to specify the settings for the
constant factors.

Optimizer
On the Predict tab, in the Optimize group, click Optimizer to open the Optimizer
window and provide access to the Optimizer contextual tab.
More information about the optimizer is available in Chapter 12, Optimizer.

Setpoint validation
On the Predict tab, click Setpoint validation to open the Setpoint Validation
window.
Setpoint validation tests the robustness by making a large number of random
disturbances (Monte Carlo simulation) in the specified region. The result is shown as a
distribution of random samples including model prediction errors. The result can be
expressed in general statistics as well as capability indices Cpk or DPMO = Defects
Per Million Opportunities outside specifications.
Setpoint validation is a way to test if the investigated system is robust against
disturbances in the investigated region.

187

MODDE 11

The aim of robustness testing is to evaluate if a process, or a system, performs

satisfactory even when some influential factors are allowed to vary. In other words, we
want to investigate the systems sensitivity (or preferably lack of sensitivity) to
changes in certain critical factors. The advantages of a robust process or system
include simpler process control, a known range of applicability and an ensured quality
of the product or process.
A robustness test is usually carried out before the release of an almost finished product,
or analytical system, as a test to ensure quality. MKS Umetrics recommends the use of
DoE for robustness testing and such a design is usually centered on the factor
combination, which is currently used for running the analytical system, or the process.
We call this the setpoint. The setpoint may have been found through a screening
design, an optimization design, or some other identification principle, such as written
quality documentation. The aim of robustness testing is, therefore, to explore
robustness close to the chosen setpoint.
The regression model originates from a low resolution design supporting linear models
since we assume that small disturbances have mainly linear effects. Fractional factorial
resolution III and Placket Burman designs are recommended.

Setpoint validation plots and lists

The Setpoint validation features available for working with setpoint diagnostics are;

Factor distribution

Response distribution

Setpoint summary.

For more information on these functions, see Chapter 13, Setpoint.

188

10-View

Introduction
The View tab offers a selection of options for changing what windows are visible as
well as choosing how to display open windows.

The available functions include,

Show - Toggles the visibility of sections of MODDE such as the Status bar
and Analysis advisor.

Full screen - Enter full screen mode.

Window - Rearrange, close, or swap between MODDE's windows.

Show
On the View tab in the Show group it is possible to choose to show or hide the
following parts of the window:

Analysis advisor - The Analysis Advisor pane is automatically activated

after fitting an investigation. The advisor explains a selection of the plots and
results available in MODDE.

Audit trail - for details, see the Audit trail subsection later in this chapter.

Favorites - for details, see the Favorites section later in this chapter.

Output - The Output pane is a log book of the session. All MODDE
messages and actions are recorded in the logbook.

Notes - In the Notes pane you can record your own notes concerning the
investigation. You can paste MODDE plots and lists. Note the commands
available by right-clicking the window. This file can then be saved as .rft
(Rich Text Format) and read directly by a word processor with all plots.

Status bar - Displays details about the current investigation. Note that
clicking the information opens a list/spreadsheet or dialog box. For instance,
clicking Factors opens the Factors spreadsheet, clicking Objective opens
the Design Wizard on the Select objective page.
189

MODDE 11

All of the items above (with the exception of the status bar) can be moved around to
other sections of the viewable area by clicking and dragging them. To make the
windows smaller, pull the top/side and it will remember its size. Double-click the
window caption to make it floating or make it dock.
Hint: While dragging the window hold down the CTRL key. It won't dock if you are
close to the frame of the main frame window.

Audit trail
When the Audit Trail is turned on each investigation in MODDE has a separate audit
trail. Each audit trail consists of one or more sessions that in turn consist of events. A
new session is started and appended to the audit trail when an investigation is opened,
and ends when the investigation is saved.
In addition to logging events, MODDE logs information about the user, and date and
time of the events.
To view the audit trail, click the Audit Trail tab in the Output / Notes / Audit trail
pane. If this tab is not shown, display it by selecting the Audit Trail check box on the
View tab.

Enable and disable the Audit Trail

By default the audit trail is disabled.
To turn it on for the current investigation, in File | Options, on the Investigation
options page, under Audit trail, select Yes in Enable the audit trail.
To turn on the audit trail for new investigations, in File | Options, on the MODDE
options page, under Audit trail, select Yes in Enable the audit trail for new
investigations.
Administrators can disable the turning on and off of the audit trail, i.e., always have it
on or off. For instructions on how to disable the audit trail options, see the knowledge
base at www.umetrics.com.

Save or clear the Audit Trail

To empty the audit trail, in the Audit Trail pane, right-click and click Clear Audit
Trail.
To save the current version of the audit trail, separate from the investigation, in XML
format, in the Audit Trail pane, right-click and click Save as.

Audit trail and internet explorer

MODDE uses Internet Explorer functionality to display the audit trail.

Logged in the audit trail

Specific actions the MODDE audit trail logs are:

190

Factors (adding, modifying, deleting), displaying all details about the factor
after the change

Responses (adding, modifying, deleting), displaying all details about the

response after the change

Constraints (modifying, deleting)

10-View

Candidate set

Inclusions

Reference mixture

Objective

Generators

Design

Complement design

Model

Worksheet, every change of every cell

Fit method

Activation and deactivation of the Audit Trail.

The audit trail also registers when a digital signature in the Audit trail is
incorrect.

Favorites
Introduction
To open or close the Favorites pane, on the View tab, select the Favorites check box.
The Favorites pane by default includes a few plots, lists and spreadsheets and can be
extended and modified as desired.

Open a plot or list by clicking it. When settings must be selected, a dialog box opens;
select the appropriate settings and click OK. Plots and lists are displayed with the
selected settings.
Almost all plots in MODDE can be added to favorites.

Adding favorites
To add an open plot or list to favorites, on the Tools tab, click Add to favorites or
right-click and click Add to favorites. Note that this adds the plot with the selected
settings to the Favorites pane.

191

MODDE 11

Opening favorites
To open a favorite, double-click it or mark it, right-click and click Open.
Right-clicking the Favorites pane opens the menu below. A description of the menu
items follows.

Open all items in folder Executing a folder

To execute all commands in a folder, right click the folder and select Open all items in
folder.
For example with the default Analysis folder, opening all items in the folder displays
the replicate, summary of fit, residuals normal probability, coefficient and observed vs.
predicted plots for the first response tiled.

Treat folder as item

Click Treat folder as item to treat the folder as an item. The folder is then displayed
as an item:
Click it to open all the items. This gives the same result as Open all items in folder but
with a single click.

Rename
All folders, plots, spreadsheets, and lists can be renamed according to your wishes by
right-clicking it and clicking Rename, or marking it and pressing the F2-key on your
keyboard.

Delete
All items in Favorites can be deleted by right-clicking the item and clicking Delete, or
marking it and pressing the DELETE-key on your keyboard.

Create a new folder

It is convenient to group commands in folders, and automatically execute all the
commands in the folder in sequence. To create a folder in Favorites, right-click and
click New folder.
The created folder is default named 'New folder'; change the name as desired, for
example to 'Residuals Plots'.
To move favorites to the Residuals Plots folder, use the drag-and-drop feature.

Importing and exporting Favorites configuration

The Favorites window configuration can be saved as an .xml-file.

192

10-View

To save the current favorites configuration to file:

1.

Right-click the Favorites window.

2.

Click Export.

3.

Enter the name and location in the Save As dialog,

4.

Click Save.

Note: When importing a favorites file, the new favorites will replace the current
favorites. If you want to keep you current configuration and switch back to it later,
export to file before importing a new one.
To import favorites from .xml-file:
1.

Right-click the Favorites window.

2.

Click Import.

3.

Browse for the file in the Open dialog.

4.

Click Open.

Restoring favorites
To restore Favorites to the MODDE default, on the File tab, click Options and on the
Restore page click Restore in the Favorites section.

Full screen
You can use the Full screen command to maximize the plot area. Full screen can be
toggled on and off using F11 and is available on the View tab. Use F11 to leave full
screen mode.

Window
On the View tab in the Window group there are icons to choose how open windows
are arranged;

Cascade windows,

Tile horizontally,

Tile vertically.

Close
Clicking Close closes the active window. Clicking the arrow under Close offers other
close options;

Close all windows,

Close all but active,

Close all plots,

Close all lists.

193

MODDE 11

Switch windows
Switch windows offers a list of open windows. The selected window will be brought
to the front.
The Switch windows function also offers an option to Arrange windows. Selecting
this brings up the Arrange Windows dialog box where you can select a specific
window to bring to the front (Activate) or to close or minimize selected windows. If
you select more than one window (using the normal windows method of Shift or Ctrl
to select multiple items) the Cascade, Tile Horizontally and Tile Vertically options
become available.

194

11-Tools

Introduction
The Tools tab provides functions to interact with the currently selected plot or list. If a
function is not available for the active plot or list, it will also be unavailable on the tab.

The functions are organized into groups as follows,

Layout group

Add plot element - add or remove elements such as headers and footers to
the currently selected plot.

Templates - save or load a template.

Plot tools group

Select - selection tool, such as free form, or x-axis.

Zoom - Zoom in, zoom X, zoom Y, zoom subplot.

Zoom out - zooms out if zoomed in.

Screen reader - get the coordinates from a specific point on a plot.

Exclude - turn on/off exclude mode or exclude selected data.

Create group

List - creates a list for the active plot.

Document group

Add to favorites - add the currently active plot or list to the favorites list.

Add to report - add the currently selected plot or list to a report.

Format plot - opens the Format Plot dialog box.

Add plot element

Add or remove plot elements such as headers, footers, and legend.

195

MODDE 11

To add new plot elements to a plot:

1.

On the Tools tab, in the Layout group, click Add plot element.

2.

Select the desired plot elements.

Alternatively:
1.

Click the plot window to make the mini toolbar appear.

2.

Click the add plot element icon

Available plot elements

Header

Footer

Legend

Axis titles

Axes

Regression line

Timestamp.

Templates
On the Tools tab, in the Layout group, click Templates to display options to save,
load, and manage plot templates.
The plot template specifies the visualization of the plots (fonts, colors and sizes for
headers, background color, legend alignment, etc.).

Save template - You can choose to save the current template under the current name,
as default, or as anything else. Note that the Default template is marked, even if change
have been introduced, until you save the template under a different name.
Load template - Choose between previously saved templates or the default template.
The current template is marked.

196

11-Tools

Manage templates - Open the templates folder for browsing or Restore default
settings. Restore default settings restores and switches to the settings that MODDE
had when installed, not changing any custom templates.

Select
On the Tools tab, in the Plot tools group, click the arrow under Select to view
available selection methods.

Free-form selection
Click a plot area with the left mouse button and drag to create a free form selection
area. Release the mouse button to select everything within that area.

Rectangular selection
Click a plot area with the left mouse button and drag to create a rectangular selection
area. Release the mouse button to select everything within that area.

Select along the X-axis

Click a plot area with the left mouse button and drag left or right, along the x-axis.
Release the mouse button to select everything within that area.

197

MODDE 11

Select along the Y-axis

Click a plot area with the left mouse button and drag up or down, along the y-axis.
Release the mouse button to select everything within that area.

Move points
When the active plot is the Dynamic profile, the Move points option is available.
Click a point with your left mouse button and drag the point to the desired location.
Release the mouse button and the Dynamic profile plot and the Optimizer window
will update with the new Setpoint location.

Zoom and zoom out

To zoom in or out in a plot, Zoom and Zoom out are available on the Tools tab in the
Plot tools group. Click the arrow under Zoom to access the different zooming options.
To undo the zoom and return to the previous zoom level, click Zoom out.
Zoom subplot by activating the zooming tool and double-clicking the subplot.

Zoom and rotate 3D plots

Turn the 3D scatter plot or response surface plot by holding down the left mousebutton and moving the mouse in the direction you want to turn the plot.
Zoom in or out in the plot by using the mouse wheel.
To reset the rotation to default, right-click and click Reset rotation.

198

11-Tools

Screen reader
On the Tools tab, in the Plot tools group, click Screen reader to change the select tool
to the screen reader tool. This presents information relevant for that specific plot at the
point the mouse pointer is located.

Exclude
Exclude is located on the Tools tab, in the Plot tools group and in the Editing group
on the Home tab.

Use Exclude to remove unwanted model terms or experiments from plots and charts.
Exclude can either be clicked before selecting points or after selecting points. When
clicked before selecting points, Exclude remains active allowing for the repeated
removal of model terms.
Click Undo to readd newly removed model terms or experiments.

Format plot
Format plot allows for you to change plot details such as the legend, error bars,
columns, styles, gridlines, background, etc. The options available when using format
plot depend on the plot that is currently active. The Format Plot dialog box provides
options for completely changing the look of your plot. Everything from the footer,
timestamp, headers, subheaders, shape of the points, etc can be changed. MODDE
allows you to completely customize your plots so that they will best fit into your
report. Any element in a plot that you can click, can likely be customized.

Accessing format plot

To access the format plot options for the currently active plot,

On the Tools tab, click Format plot.

Right-click a plot and select Format plot from the menu.

Click a plot element and click the Format plot on the mini toolbar. This will
take you directly to the section of the Format Plot dialog box that lets you
specify how the element looks.

199

MODDE 11

Mini toolbar
Some elements in plots can be customized individually without using the Format Plot
dialog box. This is useful if you would like one specific data point to stand out with a
different shape, size, glow, or color. To see if an element can be individually
customized, you can click the element, then look at the mini toolbar to see the available
options. See Chapter 1, Getting started for more information on the mini toolbar
options.

Axis
Click Axis in the Format Plot dialog box window to open up the options for the axes.

The available tabs on Axis are

Axis general

Axis X & Axis Y

Tick marks

Title font & Axis font.

Axis general
The Axis general page under Axis in the Format Plot dialog box presents general axis
options for such things as color and width of the axes. There are check boxes for
Always recalculate scales and Is boxed. You can select if arrows should be shown
and their color. For axes titles, the color for them can be selected as well.

200

11-Tools

Axis X and Axis Y

On the Axis X and Axis Y tabs under Axis in the Format Plot dialog box you can
choose to show the axis as well as various settings for each axis such as the title,
rotation, step size, and if the axis should be reversed.

Tick marks
The Tick marks tab under Axis in the Format Plot dialog box lets you choose the tick
mark type and size for both minor and major tick marks. Available tick mark types are
None, Outside, Inside, and Cross.

Axis Font and Title Font

The Axis Font and Title Font tabs under Axis in the Format Plot dialog box let you
choose the Font, Font style, and Size of the axis font or title font.

201

MODDE 11

Gridlines
Gridlines can be controlled either for the entire graph using the main category
gridlines, or specifically by using vertical and horizontal. The Gridlines page in the
Format Plot dialog box lets you choose to turn on or off gridlines, the type of gridline,
if grid stripes should be used and if the gridlines should be drawn behind the plot or
not. Available gridline types are Solid, Dashed, Dotted, Dash dot, and Dash dot dot.

Background
The Background page of the Format Plot dialog box lets you change the fill and
border of the window and plot areas of the current plot.

202

11-Tools

Titles and Font

The Title section of the Format Plot dialog box includes the titles and font pages.
These are available for either the entire graph or sections of the graph; Header,
Footer, Timestamp, and Subheader. The visibility, background color, text color,
border, location, and the text itself can be changed.

Legend and Font

The Legend page of the Format Plot dialog box lets you choose whether or not to
show the legend and the position, orientation, text alignment, font, text and background
color, and border of the plot's legend.

Limits and regions

The Limits and regions section of the Format Plot dialog box lets you change the
options associated with standard deviation lines, min and max lines, target lines, etc.
The fill can be specified for over or under a line and a gradient with two colors
selected.

203

MODDE 11

Labels
If the plot has any labels, the Labels option will be available in the Format Plot dialog
box. In the General tab, the option Avoid overlapping labels is by default selected
and limited to 100 points.

Contour
If the currently active plot is a contour plot, then the Contour page is available in the
Format Plot dialog box. Here it is possible to select the colors to be used in the
selected contour plot.
Hint: You can create a custom level for the contour plot by typing a number in the
field below Add and then clicking Add.
The default plot displays a number of contour levels. To display fewer or more contour
levels, type a new value in the Contour levels field. In Individual level colors the new
number of levels will be displayed.
Note: To for instance display the contour levels for 10, 20, 30 100 you need to type
Min=0 and Max=110 and in the Contour levels field type 10.
The Color Begin and End colors define the color scale used in the plot.
204

11-Tools

To change from the default color range, click the respective Begin and End colors, and
click the new color to use.
To change the color of one of the available levels under Individual level colors, mark
the level and click the colored button to the right (above Remove), and then click the
new color.
To remove one of the available levels, mark it and click Remove.
Click the Contour level line style tab to customize the contour line color, width, and
pattern.

Error bars
When the active plot uses error bars, these can be customized in the Error bars
section of the Format Plot dialog box. The error bars can have their visibility set, the
color, the line width, and the error bar width as a percent of the column width.

Column
The Column option in the Format Plot dialog box becomes available when the
currently selected plot uses columns. You can change the column width.

Styles
The Styles section of the Format Plot dialog box provides specific styling of elements
in the currently selected plot. The available styling varies greatly based on the plot
selected. The Histogram plot, for example, allows the Coefficient columns to be styled.

205

MODDE 11

List
To create a list of the currently selected plot, on the Tools tab, in the Create group,
click List.
Note: This option is available for most plots.

Add to favorites
To add the active plot or list to Favorites, on the Tools tab, in the Document group,
click Add to favorites.

Add to report
To add the active plot or list to your report, on the Tools tab, in the Document group,
click Add to report. If no report exists, the Add to report icon will start the Report
generator and guide you through that process.

Plots and lists

Properties dialog box
To open the property page of a plot or list, right-click the plot or list and click
Properties.
With Properties open, change as desired and the plot or list is updated when you click
OK or Apply. The default of most properties available from the Properties page can
be changed in Investigation options (File | Options).

Automatic update of plots and lists

If you, after fitting the model, make changes to the responses (add, delete or
transform), the worksheet (include, exclude runs or values), the model (add or remove
terms), or change fit method, MODDE refits the model and all open plots or lists are
updated.

Generating multiple plots or lists

When there are many responses in your investigation you can select to display a
multiple plot with all or selected responses. Click the desired responses or [ All
responses ] in the Select responses box.

206

12-Optimizer

Introduction
The Optimizer helps with finding the optimal conditions or best compromise as a
setpoint and alternatively the most robust setpoint.

Starting the optimizer

To open the Optimizer, on either the Predict tab or the Home tab, click Optimizer.
MODDE then opens the Optimizer window and tab for the optimization analysis.

Optimizer theory
The optimizer works according to a given set of specifications and the specification of
the factors and responses are selected according to the desired result. Therefore, if the
response specifications are unrealistic, it might be impossible for the optimizer to reach
the best possible solution. With a good strategy and by using complementary tools,
such as contour plots, DPMO estimates, sweet spot plots, Design Space estimates,
robust setpoint, setpoint analysis and the predicted min/predicted max values listed in
the Optimizer, a good understanding of the possible specifications can be obtained.
Note here that the most important consideration in order to obtain optimal optimization
results is to certify that the Pred. min and Pred. max range and the response
specifications at least partly overlap.
The optimizer is used to find an experimental setpoint that fulfills various criteria. The
optimizer uses a search function to find the best possible solution to an equation that
depends on a number of operating criteria.
The following section describes the possibilities and limitations of the optimizer
function. The first part is a description of how the optimizer works and the second part
discusses how different objectives can be reached by selecting different start criteria
for the optimization.

Search function
The optimizer uses desirability functions, dk, for each response, k=1,,m, and searches
for the combination of factor settings that predicts a result inside the response
specifications and as close as possible to the targets for all responses. When searching
for a solution with many criteria, the result will be a compromise between those
criteria. This compromise is expressed as the overall desirability function, f(ds), a sum
of all dk. This compromise is also expressed as a normalized distance to target (D) for
all responses.

207

MODDE 11

The success of the desirability function depends on the optimizer specification (Min,
Target, Max) and the selected Desirability objective (Limit/Target/Custom/etc.). It
must be possible to reach the optimizer objective for the current data in order for the
desirability function to succeed.
The search for a robust setpoint, Find robust setpoint, is based on Monte Carlo
simulations and is available if a setpoint can be found that predicts all responses within
their limits.

Optimizer objectives
The optimizer can be set up for different objectives:
1.

Limit optimization where the objective is to reach a solution in which the

response is within the specification limits (Min and Max limits). This is the
default approach in MODDE.

2.

Target optimization where the objective is to reach a solution in which the

response is as close to target as possible. For the target optimization to work
properly, it is necessary that the response can be optimized close to or on
target; otherwise the search may end up with an unacceptable solution.

3.

Custom optimization user defined customization of the Target

optimization.

4.

Focus optimization where the objective is to favor one or several responses

over the others; accomplished by manipulating the individual weights.

5.

Robust setpoint where the most robust setpoint is found. Depends on the
existence of a solution based on objectives 1-4.

All of the above optimization types are described in the Optimizer appendix, while the
Robust setpoint is described in the Find robust setpoint subsection later in this chapter.
To control the optimization, the overall desirability function, f(ds), plays a key role, as
well as reasonable limits and targets for the responses. The optimizer will strive to
reach the lowest possible value of the overall desirability function, f(ds), and will strive
to reach the lowest possible value. The shape of the function is controlled by the
settings of the criteria (Min, Target, Max) for each response and the choice of the dk
functions.
With weight 1, the lowest possible value of the individual desirability functions, dk, is 100. Note that in the plots, the individual desirability function, dk, is translated to [-1,
0], so that a weight of 1 has a lowest possible value in the plot of -1, and so on. The
goal is to reach a minimum in the overall desirability function, f(ds).

Optimizer window
To open the Optimizer window, on either the Predict tab or the Home tab, click
Optimizer.
MODDE then opens the Optimizer window and tab for the optimization analysis.
The start specifications are from the initial factor and response definitions. If no
response specification for Min, Target, and/or Max exists the default criteria is
Predict.

208

12-Optimizer

Reaching an optimal result is in many cases an iterative process. If the response

specifications are impossible to reach the criteria will probably have to be reevaluated.
With the help of some raw data analysis and some initial model analysis, you can get a
reasonable understanding of the possibilities.
The Optimizer window is made up of three tabs,

Objective,

Setpoint, and

Alternative setpoints.

Optimizer options
Right-click the optimizer window to access some options for the Optimizer.

Reset response settings will reset the settings to the current Min, Target and Max of
the response definition.
Reset factor setting will reset the factor settings to the low and high values in the
factor definition. For CCC and CCO designs, the star point values are used as low and
high.
Copy to prediction spreadsheet will add the list of factor settings from the
Alternative setpoint spreadsheet to the Prediction Spreadsheet.
Create list opens the Optimizer list summarizing the results.
Simplex evaluation displays the Log(D) plotted vs. iterations for all runs in the
alternative setpoint list.
Response simplex evaluation focuses on one response and displays the Log(D)
plotted vs. iterations for all runs in the alternative setpoint list.
Add to report will add the current optimizer setup and selected setpoint to MODDE's
report generator.
Properties opens the Optimizer Properties dialog box.

209

MODDE 11

Objective tab
The first tab of the Optimizer window is the Objective tab. The top half of the tab is
occupied by a response spreadsheet while the bottom half has a factor spreadsheet.
Change the weights, targets, min, max, etc as desired then click Run optimizer.

Response spreadsheet
In the response spreadsheet all the responses used in your model are available. Before
starting the optimization you must select the criteria, weights and limits for your
responses.
If you have specified Min, Target, and/or Max in the response definition, these
specifications are copied to the Optimizer response section. If no Min, Target, or
Max settings are defined in the response definition, the response will be by default
Predicted.
Note: You can fetch updated limits from the response definition by right-clicking and
clicking Reset response settings.

Criteria and limits

You can choose:

210

Minimize the response. Type the highest value you can accept under Max
and your target value under Target.

Maximize the response. Type the smallest value you can accept under Min
and your target value under Target.

Target the response. Type the smallest, largest, resp. desired value under
Min, Max, resp. Target.

Predicted response. The response will not participate in the optimization but
the prediction will be displayed.

Excluded response. The response will not be a part of the optimization nor
displayed in the run list.

12-Optimizer

When you have not entered Min, Target, or Max values and you choose to Minimize
or Maximize, MODDE makes an educated guess of your limits, that you should
modify to suit your desires. It is imperative that the limits are well chosen and reflect
the data at hand.
When the difference between the minimum/maximum and target values is too small
the optimizer will not run. When this happens you should increase the range.
Pred. min and Pred. max columns show what MODDE can find as the highest and
lowest predicted value for the specific response using the final model. This is a help
function to compare what is possible to reach in the investigated region compared with
the desire for the specific response. If the goal for the response is outside the Pred.
min and Pred. max the optimization will not work.
The column Graph presents the possibilities and the desire for each response. The
white area is the union of possible range and specification. Gray is out of predicted
range and pink is possible but outside specification. The red line is the min/max
specification and the blue line is the target.
The Weight and Desirability columns are hidden by default and can be shown by
changing the Optimizer settings.
For information about the Desirability column. See the Optimizer desirability section
below.

Optimizer desirability
The optimizer can be set up for different objectives using the Desirability column in
the responses spreadsheet in the Optimizer window:
The optimizer can be set up for different objectives:
1.

Limit optimization where the objective is to reach a solution in which the

response is within the specification limits (Min and Max limits). This is the
default approach in MODDE.

2.

Target optimization where the objective is to reach a solution in which the

response is as close to target as possible. For the target optimization to work
properly, it is necessary that the response can be optimized close to or on
target; otherwise the search may end up with an unacceptable solution.

3.

Custom optimization user defined customization of the Target

optimization.

Note: The Desirability column is hidden by default. To show the Desirability column,
change the Optimizer settings.
The optimizer will use a function that is called Desirability; this function can be set for
different objectives or changed by the user by selecting Custom in the Desirability
column in the Objective tab of the Optimizer window.

211

MODDE 11

The exponential function corresponds to Limit optimization and is optimal for a

compromise when all responses shall be within the specification limit. The quadratic
function corresponds to the Target optimization meaning that all responses are
expected to reach target or close to target with the optimal recipe.
The blue desirability setpoints can be moved by the user for tuning of the desirability
function.

For more information about the optimizer objectives see the Optimizer section in the
Statistical appendix.

212

12-Optimizer

Factor spreadsheet
In the factor spreadsheet all factors are available with their current roles and their
ranges according to the factor definition.

Role of the factor

The Role is set to define whether the factor can vary or not during the optimization. If
the factor can vary within an interval, you should set the role Free, if the factor should
not vary you should set the role Constant. By default, all factors included in the model
are Free.
When a factor is Free it is varied during the optimization within its specified range as
defined by Low limit and High limit. By default, these low and high limits are taken
from the factor specification when the design is generated. If there is a CCx design, the
limits are the defined star points. You can change the range to widen or narrow the
search region.
When a factor is Constant, it will be held at the selected constant value during the
optimization. The default constant value is the center point. Change this value by
typing another under Value.
The Precision is the disturbance added to the factor settings proposed by the optimizer
in the run list. 0.15 means +/-0.15 as 95% confidence interval. It is used to calculate
the probability of getting a prediction outside the response specifications taking the
given precision into account. The result is shown in the run list as DPMO (Defects Per
Million Opportunities) outside the accepted response area.
If no precision is given at the initial factor specification for the design setup a default
precision of + 5% of the factor range will be added for the sensitivity analysis.
The column Graph presents the factor range used in the optimization. By default it
will be the factor range used in the design framed by the red vertical lines and the
colored bar is the used range relative the design specification.

CCC constraints
With CCC and CCO designs the optimizer search area is the CCC/CCO spherical
space. The star point settings are used as optimizer low and high limits and the CCC
constraints define the spherical space cutting off the corners (left graph).

CCC constraints not used

If the defined optimizer low and high limits are not exactly the star point settings, or
there are transformed factors in the design, the CCC constraints are not used and the
optimizer search area becomes a hypercube. The hypercube is then defined by the
optimizer low and high limits. This means that the corners of the search area will be
outside the investigated region (right graph). In this case, it is preferable to enter the
factor definition low and high settings in the optimizer objective.
To reset to default optimizer low and high limits (star distances at design creation), on
the Objective tab of the Optimizer, right-click and click Reset factor settings.

213

MODDE 11

Graphs below: The left graph illustrates the optimizer search area when the CCC
constraints are used. The graph to the right illustrates the optimizer search area when
the CCC constraints are not used due to that one of optimizer low/high settings was
rounded.

Setpoint tab
The Setpoint tab in the Optimizer shows the settings of the selected setpoint. You can
change the selected setpoint by clicking a different point in the alternative setpoints
list, either on the Alternative setpoints tab or in the list to the left of the response and
factor spreadsheets on the Setpoint tab.

In the Setpoint pane, the alternative setpoints are displayed and by default the run with
the lowest log(D) is selected. The D in Log(D) is a normalized distance to the target.
In Select best run you can make the automatic selection on the best DPMO instead.
Note that if alternative solutions with log(D) close to the best are found, another run
than the marked one may be optimal when looking at practical aspects for the factor
settings or DPMO.
Minimum for Log(D) = -10 (on target). A Log(D) < 0 means that all results are within
specification limits or very close.
DPMO gives additional information about how robust the proposed run will be to
disturbances in the factor settings.

214

12-Optimizer

Response prediction with selected setpoint

The result of the optimization is presented with the predicted result from the selected
run, the Value column. The Graph presentation is the same as in the Objective tab
complemented with black dots presenting the predicted result. Additional information
such as log(D), DPMO and Cpk (capability estimate) is calculated for all responses.
More information is available in the Statistical appendix.

Factor setpoint
The setpoint for the factors is presented with the selected settings in numerical (Value)
and graphical presentation (Graph). The Graph presentation is the same as in
Objective complemented with black dots presenting the factor values selected for
prediction. Factor contribution is a normalized ranking of the factor influence around
the selected setpoint with range 0-100. Moving the factors +/- 5% of the factor range
around the setpoint will give a relative influence on all results. The factor with the
largest contribution has the biggest impact in moving the predictions. For additional
information see the Statistical appendix.

Find robust setpoint

After running the Optimizer you can search for the robust setpoint by clicking Find
robust setpoint, positioned under Select best run.

Optimizer settings
At the bottom of the Setpoint pane, the Optimizer Properties dialog box can be opened
by clicking Optimizer settings.

Alternative setpoints tab

The Alternative setpoints tab in the Optimizer shows all calculated setpoints.
The optimization search procedure starts from various points in the investigated design
region. The setup for the start is a design itself. From those settings a simplex
algorithm will search for a solution that gives the lowest log(D) over all responses.
Starting the search procedure at several positions minimizes the probability to get
trapped in a non optimal solution; note the variation in the resulting log(D).

Minimum for Log(D) = -10 (on target). A Log(D) < =0 means that all results are
within specification limits or very close.
DPMO gives additional information about how robust the proposed run will be to
disturbances in the factor settings. In the example above, alternatives to the lowest
log(D) give more robust solutions.

215

MODDE 11

After convergence, you can always click Run optimizer (play) to restart the optimizer.
It restarts from the displayed resulting runs of the previous search. If you do not want
to continue with the resulting runs click New start points or New from selected
(dialog box below displayed) to specify other start runs.

In the dialog box displayed, the run you marked is the default run to optimize around.
To switch to another run, enter another run in the Center around optimizer run box.
Enter the percent of the factor range in the Factor range box. The percentage entered
here is used to calculate the new high and low limits for the start runs.

Optimizer Properties
In the Optimizer window, click Optimizer settings to open the Optimizer Properties
dialog box.

Settings tab

216

Feature

Description

Default

Use
absolute
response
limits

When selected, only the runs where all responses are

predicted inside the specified limits are displayed in the list.

Not selected.

Include
weight in
calculation
of Log(D)

When selected, the weight specified in the response

spreadsheet is included when calculating Log(D).

Selected.

12-Optimizer

Feature

Description

Default

Factor
precision

When selected, the DPMO is calculated for runs where all

responses are predicted inside the specified limits. The
Precision value for the factors specifies the range used in
the DPMO calculations.

Selected.

This is a sensitivity analysis that indicates if a solution is

sensitive or insensitive to small changes in the factor settings.
Model error

When selected, the probability analysis (DPMO) includes the

model error.

Selected.

Simulations

The number of simulations in the calculation of the DPMO.

The result is scaled up to the unit 'dots per million operations'

10 000

Weight
factor
contribution

Will give a higher contribution weight to a factor that has a

setpoint value which predicts a response close to a defined
limit by dividing the factor contribution with the distance to the
limit.

Not selected.

Factor
contribution
range

The part of the factor range used as variation around the

setpoint to calculate factor contribution.

5%

Note: If the Factor precision and Model error check boxes are both cleared, no
simulations are done. The results then lack probability estimation.
Optimizer Properties, Columns tab
Presents additional columns in the Objective response settings section for the different
pages in the Optimizer.

217

MODDE 11

Objective page
In the Weight column you can enter a number between 0.1 and 1 reflecting the
importance of the response. Default is 1 indicating that all responses are of equal
importance. Individual weights for the responses results in an optimization where the
responses with higher weights are favored in the quest for all responses to reach inside
the limits.
Note: For the weight change to have the expected result, the selected desirability needs
to be Target.
To control the optimization, the overall desirability function, f(ds), plays a key role, as
well as reasonable limits and targets for the responses. The optimizer will strive to
reach the lowest possible value of the overall desirability function, f(ds), and will strive
to reach the lowest possible value. The shape of the function is controlled by the
settings of the criteria (Min, Target, Max) for each response and the choice of the dk
functions.
With weight 1, the lowest possible value of the individual desirability functions, dk, is 100. Note that in the plots, the individual desirability function, dk, is translated to [-1,
0], so that a weight of 1 has a lowest possible value in the plot of -1, and so on. The
goal is to reach a minimum in the overall desirability function, f(ds).
For information about the Desirability column, see the Optimizer desirability section
earlier in this chapter.
Setpoint page
The DPMO, Cpk, Cp and k' columns that can be selected for the page all display
calculated values that you may want to display.
Alternative setpoints page
The DPMO, Cpk, Cp and k' columns that can be selected for the page all display
calculated values that you may want to display.

Optimizer list
The Optimizer list shows the setup used by the optimizer and the final results including
robust setpoint and hypercube information when available.

218

12-Optimizer

To open the Optimizer list, with the Optimizer as the active window, on the Tools tab,
click List.

Optimizer tab
After clicking Optimizer on the Predict tab or the Home tab, the Optimizer
contextual tab becomes available.

The Optimizer tab contains functions that are related to the Optimizer. These functions,
described in this section, are,

Optimizer - to reactivate the Optimizer window,

Dynamic profile,

Contour,

Sweet spot,

Design space,

Design space explorer - Opens the Design Space Explorer dialog box if
Find robust setpoint has not been run, otherwise the plot,

Setpoint analysis,

Design space in the Setpoint group, and

Individual response analysis in the Setpoint group.

The Optimizer List is opened by clicking List on the Tools tab.

Note: The Optimizer tab is available only after the optimizer has been run.

219

MODDE 11

Dynamic profile
To access the Dynamic profile window, on the Optimizer contextual tab, click
Dynamic profile. It will show the effect of the factor over the investigated range given
that all the other factors are at a specific setpoint. The default for this setpoint is the
one calculated by the optimizer.

The Properties section of the window to the right allows for graphically and
numerically changing the settings of the factors. The effect curve of one factors vs one
response depends on the settings on the other factors. Sliding to different factor
settings will give a graphical view of the alternative solutions and update the optimizer
window.

Creating contour plots from the optimizer

After convergence of the optimizer you can create contour plots using the results.
On the Optimizer contextual tab, click Contour and click one of the plots in the
gallery. The displayed plot is centered around the selected setpoint.
In the created plot the predicted parts that are outside the original factor settings are
displayed shaded when the plot is extrapolated.
The selected run is displayed in the plot as arrows originating from the axes pointing
toward the position of the selected run.

220

12-Optimizer

Contour plot wizard from the optimizer

After convergence of the optimizer you can create contour plots using the results. On
the Optimizer contextual tab, click Contour to open the Factor Setup dialog box.

Select factor settings

In the Factor Setup dialog:

Center around the setpoint found by the optimizer is by default marked,

and the run to use in the center is the one you marked. If you want to select
another run enter the new run number.

Selecting Factor definitions results in displaying same factor settings as

when you enter the contour plot/sweet spot/design space wizard from the
Predict tab

Selecting Optimizer factor setup results in displaying the current factor

settings in the Optimizer.

Center around the setpoint found by the optimizer

With Center around the setpoint ... selected, clicking OK opens the plot wizard
dialog box.
If you create a 2D plot the first two factors are varied around their setpoint settings
(20% range) and the other factors are set constant to their setpoint values.
If you create a 4D plot the first two factors are varied around their setpoint settings
(20% range), the 3rd and 4th are set at their low, high, and center values using the 20%
setpoint range, and other factors are set constant to their setpoint values.
The resulting plot displays the area outside the design factor range shaded.
The selected run is displayed in the plot as arrows originating from the axes pointing
toward the position of the selected run.
This option is unavailable for mixture (formulation) factors.

Creating a sweet spot plot from the optimizer

When you choose to create the sweet spot plot from the optimizer, MODDE uses the
acceptance range of the responses as specified in the optimizer response spreadsheet
fields Min, Target, and Max.
To create the sweet spot plot click Sweet spot on the Optimizer contextual tab, and
click one of the plots in the gallery. The displayed plot is centered around the selected
setpoint.

221

MODDE 11

In the created plot the predicted parts that are outside the original factor settings are
displayed shaded when the plot is extrapolated. The selected run is displayed in the
plot as arrows originating from the axes pointing toward the position of the selected
run.

Sweet spot plot wizard from the optimizer

When you choose to create the sweet spot plot from the optimizer, MODDE uses the
acceptance range of the responses as specified in the optimizer response spreadsheet
fields Min, Target, and Max.

Select factor settings

In the Factor Setup dialog:

Center around the setpoint found by the optimizer is by default marked,

and the run to use in the center is the one you marked. If you want to select
another run enter the new run number.

Selecting Factor definitions results in displaying same factor settings as

when you enter the contour plot/sweet spot/design space wizard from the
Predict tab

Selecting Optimizer factor setup results in displaying the current factor

settings in the Optimizer.

Center around the setpoint found by the optimizer

With Center around the setpoint ... selected, clicking OK opens the plot wizard
dialog box.
If you create a 2D plot the first two factors are varied around their setpoint settings
(20% range) and the other factors are set constant to their setpoint values.
If you create a 4D plot the first two factors are varied around their setpoint settings
(20% range), the 3rd and 4th are set at their low, high, and center values using the 20%
setpoint range, and other factors are set constant to their setpoint values.
The resulting plot displays the area outside the design factor range shaded.
The selected run is displayed in the plot as arrows originating from the axes pointing
toward the position of the selected run.
This option is unavailable for mixture (formulation) factors.

222

12-Optimizer

Creating a design space plot from the optimizer

After convergence of the optimizer you can create design space plots using the results.
The Design Space Plot is based on the result of Monte Carlo simulations done on the
models for the responses that are active in the optimizer. The important properties that
separate the Design Space Plot from a Sweet spot plot can be found in the Design
Space Plot Properties described later in this section.
On the Optimizer contextual tab, click Design space and click one of the plots in the
gallery. The displayed plot is centered around the selected setpoint.
In the created plot the predicted parts that are outside the original factor settings are
displayed shaded when the plot is extrapolated.
The selected run is displayed in the plot as arrows originating from the axes pointing
toward the position of the selected run.

Design space wizard from the optimizer

When you choose to create the design space plot from the Optimizer contextual tab,
MODDE uses the acceptance range of the responses as specified in the optimizer
response spreadsheet fields Min, Target, and Max.

Select factor settings

In the Factor Setup dialog:

Center around the setpoint found by the optimizer is by default marked,

and the run to use in the center is the one you marked. If you want to select
another run enter the new run number.

Selecting Factor definitions results in displaying same factor settings as

when you enter the contour plot/sweet spot/design space wizard from the
Predict tab

Selecting Optimizer factor setup results in displaying the current factor

settings in the Optimizer.

Center around the setpoint found by the optimizer

With Center around the setpoint ... selected, clicking OK opens the plot wizard
dialog box.
If you create a 2D plot the first two factors are varied around their setpoint settings
(20% range) and the other factors are set constant to their setpoint values.
If you create a 4D plot the first two factors are varied around their setpoint settings
(20% range), the 3rd and 4th are set at their low, high, and center values using the 20%
setpoint range, and other factors are set constant to their setpoint values.

223

MODDE 11

The resulting plot displays the area outside the design factor range shaded.
The selected run is displayed in the plot as arrows originating from the axes pointing
toward the position of the selected run.
This option is unavailable for mixture (formulation) factors.

Design space plot options

Click Plot options... on the first page in the wizard to open the plot options,
alternatively right-click the created plot and click Properties. The Design Space
Contour Options lets you specify,

224

Resolution - A higher resolution means a more detailed plot, but it can also
slow down your computer.

Use color - This determines if the plot should be colored or merely display
the contour lines.

Show contour level labels - Select to display contour level labels.

Output - Choose between Probability of failure (%) and Probability of

failure (DPMO). Probability of failure (%) is default selected.

Limit - The acceptance criteria to aim for either in percentage or in the

DPMO space.

Simulations/point - The number of simulations per point; the higher the

more time consuming but also more accurate.

Include model error - This determines if model error should be included in

the plot. Note that when this check box is cleared, the plot merely presents
the same information as the Sweet spot plot.

Interval type, Confidence level and Tolerance proportion on the Interval

estimation tab. For more, see the Interval type and probability levels
subsection in chapter 4, File.

12-Optimizer

Find robust setpoint

After running the Optimizer you can search for the robust setpoint. The robust
setpoint function will maximize the distance from the acceptance boundaries in the
Design Space. The procedure will be to first generate the design space with selected
factors and a given specification. It can be very time-consuming, depending on the
settings chosen. The resolution must be considered when you search for the robust
setpoint; it is very easy to get an overly large data set that takes a long time to
calculate. Note that the dialog box tells you how many points are going to be simulated
based on the number of factors selected and your resolution. The greater the resolution,
the tighter the grid of points that are calculated.
The number of points and calculations:
Number of points to be simulated = number of responses * (resolution^(number of
selected factors)).
Number of calculations = number of responses * (resolution^(number of selected
factors)) * Iterations.

To search for the robust setpoint;

1.

In the Optimizer window, click Find robust setpoint or on the Optimizer

contextual tab, click Design space explorer. When you click Design space
explorer the plot automatically opens when the calculations are complete.

2.

Select which factors to use, the resolution, iterations, DPMO limit, and if
model error and factor precision should be included.

3.

Optionally change Interval estimation settings on the Interval estimation

tab.

4.

When you are happy with your settings and the number of points to be
simulated, click OK.

225

MODDE 11

Robust setpoint results

If a robust setpoint was found, the result is added to the optimizer Alternative
setpoints list as a run with the notation R. The factor settings are shown in the
Setpoint tab and the corresponding result is shown in the response spreadsheet. This
point is also displayed as a cross with arrows pointing to the robust setpoint, in the
Design Space Explorer plot automatically opened after completing the calculations.

Detailed information is presented in the Optimizer List.

Robust low/high edge: The setting of the factor that reaches the low/high boundary of
the Design Space as a Manhattan distance (perpendicular distance in the factor space)
from the robust point to the Design Space limit.
Robust resolution distance: The calculations of the robust point are done with a
specific resolution. The resolution limits the position of the robust setpoint. If the
robust distance is less than 4 the recommendation is to increase the resolution for the
robust setpoint estimate. The Robust low edge and Robust high edge are calculated
from those resolution values and define the robust range.
Hypercube low edge and Hypercube high edge: The factor settings that define the
design space hypercube.
Relative volume: The relative volume in Design Space calculation is the
resolution^number of factors, in this case 32^3 = 32 768. The part of this volume that
is considered as a DS count = 1764; the DS count corresponding to Relative volume =
5.38%.

226

12-Optimizer

Design space explorer

The Design Space Explorer allows you to investigate the Design Space volume by
sliding the constant factors to alternative settings.
To display the Design Space Explorer plot the calculations, specified in the Find
Robust Setpoint dialog, have to be performed. This dialog opens when clicking
Design space explorer on the Optimizer tab or Find robust setpoint in the
Optimizer window Setpoint tab.
If a robust setpoint is found, that point is displayed in the Design Space Explorer plot
as arrows forming a cross pointing to it. The setting for the factors held constant is also
marked with an arrow along the slider in the Properties pane.
The dotted frame in the Design Space Explorer plot designates the largest possible
regular hypercube that can be inserted into the irregular design space volume. How
this regular hypercube extends into many dimensions is given by the green bars seen in
the Hypercube range part in the picture above. The green bars mark the mutual ranges
within which all factors can be changed at the same time and without further
restrictions.
Note: When sliding a constant factor, the arrows at the end of the lines disappear but
the lines are still displayed to show where the setpoint was. The arrows reappear when
all constants are at their respective setpoint again.
Hint: You can move the current setpoint by right-clicking the new position in the plot
and clicking Set as selected setpoint. This new point can then be evaluated using
Setpoint analysis. Note here that the original robust setpoint cannot be displayed after
selecting a new setpoint in the plot without full recalculation.

To save the calculated results from search for the robust setpoint;
1.

Create the Design Space Explorer plot.

2.

On the Tools tab, in the Create group, click List and then save that list.

Displayed in the list are the coordinates for the factors and the overall DPMO for the
included responses.

227

MODDE 11

Setpoint analysis
Using setpoint analysis we can show how the factor settings can be varied around a
selected setpoint and still fulfill the response criteria that correspond to the factor
tolerance that can be used at the setpoint.
Limitations with a sweet spot or design space plot presentation are the number of
dimensions and the lack of probability estimate in the predicted surface (Sweet spot
plot only). Setpoint analysis uses the setpoint that was selected in the Optimizer (either
the optimal point or the robust point). From there it increases the variation for the
respective factors until it has reached the limit of predicted distribution for the
responses. These calculations have to consider both the definition limits for the
responses as well as the DPMO accepted value.
The estimation is performed using Monte Carlo simulations on the factor settings.
MODDE performs a search to identify the largest possible tolerance range for each
factor that can be used and still meet all response requirements. The default limit is less
than 10 000 (1%) hits outside the limits for each response. The results are displayed in
the Setpoint Analysis window.
To open the Setpoint Analysis window,
1.

On the Predict tab or Home tab, click Optimizer.

2.

Run the Optimzer.

3.

Then on the Optimizer contextual tab, click Setpoint analysis.

For more information about the Setpoint Analysis window, see Chapter 13, Setpoint.

228

13-Setpoint

Introduction
Using setpoint analysis we can show how the factor settings can be varied around a
selected setpoint and still fulfill the response criteria that correspond to the factor
tolerance that can be used at the setpoint.
Limitations with a sweet spot or design space plot presentation are the number of
dimensions and the lack of probability estimate in the predicted surface (Sweet spot
plot only). Setpoint analysis uses the setpoint that was selected in the Optimizer (either
the optimal point or the robust point). From there it increases the variation for the
respective factors until it has reached the limit of predicted distribution for the
responses. These calculations have to consider both the definition limits for the
responses as well as the DPMO accepted value.
The estimation is performed using Monte Carlo simulations on the factor settings.
MODDE performs a search to identify the largest possible tolerance range for each
factor that can be used and still meet all response requirements. The default limit is less
than 10 000 (1%) hits outside the limits for each response. The results are displayed in
the Setpoint Analysis window.

Setpoint analysis plots and lists

To open the Setpoint Analysis window,
1.

On the Predict tab or Home tab, click Optimizer.

2.

Run the Optimzer.

3.

Then on the Optimizer contextual tab, click Setpoint analysis.

After opening the Setpoint analysis window, the following Setpoint analysis features
are available;

Factor distribution

Response distribution

Individual response analysis

Design space contour plot

Setpoint summary.

229

MODDE 11

Setpoint window
The Setpoint Validation and Setpoint Analysis windows function in the same way.
The windows consist of a factor and a response spreadsheet.
The Setpoint Analysis window appears when clicking Setpoint analysis on the
Optimizer contextual tab.
The Setpoint Validation window appears when clicking Setpoint validation on the
Predict tab. In the validation case, the preset conditions used are the factor average
and the full range as input for the prediction.
For factors, the yellow Setpoint lines and the blue distribution range can be changed by
using the mouse pointer to click and drag or by typing new values in the fields. The red
lines are the normalized design specification lines.
For responses, the yellow Target lines and the red Max/Min lines can be moved either
by typing a new value in the appropriate fields or by using the mouse pointer to click
and drag the lines to the desired levels.

Every change in settings is followed by a recalculation by default. This might be

disturbing when tuning several settings, so it is possible to turn off automatic
recalculation preventing the automatic update.

Preventing auto update

To prevent the Setpoint window from automatically updating on every change,
1.

Right-click the Setpoint window.

2.

Click Properties.

3.

Clear the Automatic update check box.

With automatic updating turned off, you will need to click Click to resample under
Predicted response profile.

Adding more columns

You can add more columns to the Factor and Response spreadsheets in the Setpoint
window;
1.

Right-click the header row in the Response/Factor spreadsheet.

2.

Select and clear as desired.

3.

To restore, click Restore default layout.

Setpoint properties
Right-click the Setpoint validation or Setpoint analysis window to open the
Properties dialog box.

230

13-Setpoint

Parameters section
In the Parameters section, the settings used in the setpoint analysis/validation are
displayed and can be adjusted.
Option

Description

Default

Acceptable range
simulations

Number of simulations done in each step of the search

for the acceptable range for the factors.

20 000

Response profile
simulations

Number of simulations for the final predictions of the

response profile.

50 000

DPMO limit

Defects Per Million Opportunities outside the

specification limits. The first response that exceeds this
limit will stop the expansion of the accepted factor range.

10 000

Use total DPMO

Stop criterion will be the total number of predictions

outside the limit for all responses. When not selected the
DPMO limit is for each response.

Not
selected.

Include model error

Includes model error in the predictions of the response

distribution.

Selected.

Any change in the settings results in a recalculation of

the Setpoint analysis/validation.
Automatic update

Clear this check box to do the calculations when all

settings have been adjusted instead of after each
adjustment.

Selected.

Limits at 95 or 99 %
confidence for

Defines the Low and High values in such a way that

95%, in the default case, of the Monte Carlo simulations

95%

231

MODDE 11

Option

Description

normal distribution

are inside the limits. Selecting 99% widens the included

area by lowering the Low limit and increasing the High
limit in the factor spreadsheet.

Default

Show and Color range sections

In the Show and Color range sections, to display limits and colors of the graphs can
be specified.
Option

Description

Default

Possible Min/Max lines

Display the possible minimum

and maximum for the factors, as
listed on the Objective page in the
Optimizer.

Not selected.

Color range

Displays the range of colors of

the distribution bars.

Blue for factors, green for

responses.

Note: You can select which columns to display for the Factor and Response
spreadsheets respectively by right-clicking the header row in the Setpoint window.

Factor spreadsheet
In the factor spreadsheet the following functionality is available for each factor;
Item

Description

Default

Low, Setpoint, High.

The acceptable factor range

The largest range that

complies with the response
criteria, estimated by
MODDE.

Std. dev.

One standard deviation of the used

factor range.

Calculated.

Role

Free: The largest possible range of

variation for the specific factor is
used, with respect to the settings for
other factors and response
specifications.
Locked: The range settings of the
factor are locked according to the set
range.

For Setpoint validation: by

default 'Locked'.
For Setpoint analysis: by
default 'Free'.

The distribution to be used for each

factor range.
Uniform: All factor settings within the
specified range have the same
probability to appear.
Distribution

Normal: The simulations are normally

distributed within the factor range.
Triangular: The distribution has the
shape of a triangle; a good way to get
a skewed distribution for a factor.

For quantitative factors, by

default 'Normal'.
For formulation factors, by
default 'Triangular'.

Target: The factor is set to a fixed

value, the setpoint value.

Possible min

232

The left side of the T bar in the

Estimated acceptable range is the
estimated minimum factor value for
which the predictions still fall inside
the specifications when all other
factors are locked at the setpoint.

Calculated, by default not

shown.

13-Setpoint

Item

Description

Default

Possible max

The right side of the T bar in the

Estimated acceptable range is the
estimated maximum factor value for
which the predictions still fall inside
the specifications when all other
factors are locked at the setpoint.

Calculated, by default not

shown.

The yellow lines are the default factor settings of the selected run in the
optimizer.
The red lines are the Low and High factor settings of the experimental
region.
Estimated
acceptable range

The blue region represents the 95%* part of random factor variability
with normal distribution where all predictions are within the
specifications.
Not default displayed: The black T bar represents the region of
acceptable variability valid for that factor when all other factors are
locked at the setpoint. Valid means that all predictions of the responses
are within the specifications. No model error is considered in this search.

*95% is the default. In Setpoint Properties you can change it to 99%.

Response spreadsheet
In the response spreadsheet the following functionality is available for each response:
Item

Description

Default

Min, Target,
Max

The optimization range

Min, Target, and Max as

specified in the Optimizer.

Criterion

What the algorithm is aiming for.

Minimize, Maximize, Target,

and Predicted as specified in
the optimizer. The criterion
Not met signifies that the
response was excluded from
the calculations.

Cpk

A Process Capability Index, Cpk, which

originates from the Six Sigma statistics, is
estimated in this simulation. Cpk = 1 means
that approximately 0.13%* of the
predictions will fall outside the
specifications.

Cp

The process potential index, Cp, estimates

what a process is capable of producing if
the target is centered between the
specification limits under the natural
tolerance 6. If Cp = 1, the process is said
to be capable. Originates from the Six
Sigma statistics.

k'

The process deviation index, k, estimates

the amount of deviation of the process
mean from the target. Originates from the
Six Sigma statistics.

DPMO

Defects Per Million Opportunities is an

estimate of how many predictions will be
outside the specification per one million
predictions in the setpoint
analysis/validation with the selected
distribution.

Not displayed.
Estimated by MODDE when
selected.

Not displayed.
Estimated by MODDE when
selected.

Not displayed.
Estimated by MODDE when
selected.

Estimated by MODDE.

233

MODDE 11

Item

Description

Average

The average of the predicted response

values.

Std. dev.

The standard deviation of the predicted

response values.

% outside

Percentage of predicted points found

outside the Min and Max limits.

Median

The median of the predicted response

values.

1st quartile

25% of the predicted response values are

found below this value.

3rd quartile

25% of the predicted response values are

found above this value.

Predicted
response
profile

Default
Not displayed.
Calculated by MODDE when
selected.
Not displayed.
Calculated by MODDE when
selected.
Not displayed.
Estimated by MODDE when
selected.
Not displayed.
Calculated by MODDE when
selected.
Not displayed.
Calculated by MODDE when
selected.
Not displayed.
Calculated by MODDE when
selected.

The yellow line represents the Target value for the response as specified in
the Optimizer.
The red lines are the specification limits for each response as specified in
Optimizer.
The faded green region represents the predictions for a random distribution
of factor settings in the given ranges (low-setpoint-high).

* See the table in the DPMO and process capability indices subsection in the Statistical
appendix.

Factor distribution
Open the Predictive Factor Distribution Plot by clicking the histogram to the far
right on each row
.
This histogram displays the distribution of the factor settings used for the simulation.
The specified Min and Max values are displayed as lines.
Hint: You can also display the Predictive Factor Distribution Plot by double-clicking
Estimated acceptable range.

234

13-Setpoint

Response distribution
To display the result of the Monte Carlo simulations as frequency histograms, on the
Setpoint analysis or Setpoint validation window, click the histogram Open
.
predicted response distribution plot to the far right
Hint: You can also display the Predicted Response Distribution Plot by doubleclicking Predicted response profile.

Setpoint summary
The Setpoint Summary list shows the information displayed in the Setpoint analysis or
Setpoint validation window.

To open the Setpoint Summary list, with the Setpoint analysis/validation as the active
window, on the Tools tab, click List.

Individual response analysis

To open the Individual Response Analysis window, on the Optimizer contextual tab,
click Individual response analysis.
The window shows the acceptable factor ranges for specific responses.

235

MODDE 11

Setpoint, design space

In the Setpoint analysis group on the Optimizer contextual tab, click Design space to
open the Design Space Plot wizard.
This plot can be investigated from two angles:
1.

Visualization of the 2D design space from any selected setpoint - here the
Include distribution from setpoint analysis on axis factors check box
should be cleared while the Include distribution from setpoint analysis on
constant factors check box should be selected.

2.

Analyze the size and shape of the design space at any given setpoint with a
specific factor tolerance - here both check boxes should be selected.

Click Finish to see the Design Space Plot showing the probability of failure (%) for
the shown factor combinations. Alternatively, Next to specify the settings for the
constant factors.

236

14-Report

Introduction
MODDE has an automatic report generator. In the report, basic formatting
functionality is available for writing text. Plots, lists, and model results of MODDE can
be added to the report at any time. These items are added to the report as placeholders.
A placeholder stands in the place of contents which MODDE will provide, let it be a
plot, list or any text or number. The placeholders enable you to save the report as a
template and use it for different investigations.

Opening the Report generator

To create a new report, on the File tab, click Info and then click Report. A dialog box
opens and you can select which template to open.
If you have saved a report with the investigation, MODDE automatically opens that
report.
Hint: You can also open the report by pressing Ctrl+R, adding the current window to
the saved/blank report.

237

MODDE 11

When your investigation has not been fitted MODDE will ask to fit the investigation so
it can automatically fill all the placeholders.

Saving a report
To save a report created in this version of MODDE, save and close the investigation.
The report is automatically saved with the .mip.
To save a report created in MODDE 10 or earlier, see the Opening and saving an old
report subsection next.
To save the report as a separate file, on the File tab, click Save as, and then click Save
a copy.
Note that this separate file is NOT saved with the investigation, but only as a separate
copy of the report. However, if you then click Save in the report and also Save in the
MODDE window, the current report is also saved with the .mip.

Opening and saving an old report

To open a report saved in MODDE 10 or earlier,

On the File tab, click Info and then click Report. In the Select Templates
dialog, browse for the old report.

If a report was already saved with the investigation, in the report generator
click Open on the File tab and browse for the old report.

Or,

To save the old report,

With the investigation it was opened for, on the File tab, click Save.

Separately to file, on the File tab, click Save as | Save a copy.

Or,
Note that this separate file is NOT saved with the investigation, but only as a
separate copy of the report. However, if you then click Save in the report and
also Save in the MODDE window, the current report is also saved with the
.mip.

238

14-Report

Report window
The Report window contains:

File tab, containing overall commands such as New and Open but also
Template commands.

Home tab, containing all commonly used commands including clipboard,

formatting, alignment etc.

View tab, containing placeholder commands, views and panes.

Quick Access Toolbar, by default containing Save, Undo, Redo and

Customize. Customize allows you to select how to display the ribbon and
which of the following commands to display: New, Open, Save, Save as,
Print, Print preview, Undo, Redo.

Main window, showing the report template.

File tab
On the File tab you find the general Windows commands and additional MODDE
specific commands; New, Open, Save, Save as, Templates, Print, Exit, and Recent
templates.

General Windows commands

Click New to create a new report from the selected template.
Click Open to open a report or template saved in MHT or HTML format.
Click Save to save the report with the current investigation.
Click Print to Print the report, open the Page setup dialog, or Print preview to
preview the report.
Click Exit to close the report.

239

MODDE 11

Save as
Click File | Save as |

Save a copy to save the report as a separate file in MHT or HTML format.
Note that this separate file is NOT saved with the investigation, but only as a
separate copy of the report. However, if you then click Save in the report and
also Save in the MODDE window, the current report is also saved with the
.mip.

Save as template to save the current template when you have

changed/created a template according to your wishes and want to save it to
use it as template when you generate a report.

You can save and copy custom templates by clicking Templates on the File tab.

Templates
Click Templates |

Copy templates to search for templates to copy to the templates folder

making them available in the Select templates dialog box when creating a
new report.

Templates folder to view the available custom templates, delete or copy.

Note: The default templates MKS Umetrics default and Blank cannot be modified nor
deleted.

Recent templates
Under Recent templates, the templates used to create a new report are listed.

Home
Introduction
On the Home tab you find the most commonly used commands, organized in groups:
Clipboard, Font, Paragraph, Insert, Editing, and Report.
240

14-Report

Clipboard
In the Clipboard group you find the standard commands

Paste (Ctrl+V)

Paste | Paste unformatted (Ctrl+Shift+V)

Cut (Ctrl+X)

Copy (Ctrl+C)

To clear the marked content, press the Del key.

Undo (Ctrl+Z) and Redo (Ctrl+Y) are available in the Quick Access Toolbar.

Font and Paragraph

For details about the Font and Paragraph groups, see the Formatting topic.

Insert
Use the Insert group to insert a Picture, Template, or File into the current report.

Picture
Click Picture to insert a picture in the report. You can also right-click the report and
then click Insert picture.

Template
Click Template to open a dialog box where you can select a custom template to insert
in the report. To be able to select the template it must be available in the templates
folder. Templates can be added manually or by using the File | Save as | Save as
template or File | Templates | Copy template commands.

File
Click File to insert a web page file (*.htm, *.html), text file (*.txt), or picture file
(*.jpg, *.png, *.gif, *.bmp).

Editing
In the Editing group you find the standard commands

Find (Ctrl+F)

Select all (Ctrl+A)

Report
The Report group contains commands for updating all placeholders, viewing the
report in a browser and editing the report in the editor of your choice.

241

MODDE 11

Update report
Click Update report to update all placeholders to the default plots and lists of the
current investigation.
Note that any customization, not saved in the currently used plot template, will be lost
when clicking Update report. For instance, if you have enlarged/colored one point in
a scatter plot and added it to the report, clicking Update report will result in the
default plot, without that customization.
To keep the visualization of a plot, with customizations, remove the placeholder for
that particular plot by clicking it so that it becomes selected and on the View tab
clicking Update placeholder.

Open with
Click Open with to view or edit the current report. You can continue to work with
your report in the editor of your choice by selecting an editor. The applications listed
here are the installed applications that have registered that they can view or edit HTML
text with Windows.

Formatting
In the Font group the standard commands, such as text style, font, font size, bold,
italic, underline, strikeout, highlight color, and text color, are available. The two last
commands are:

Convert to hyperlink - Converts the current marking to a hyperlink after

selecting hyperlink type and url.

Styles - Opens the Styles and Formatting dialog for customization and
preview of the text styles in the report.

In the Paragraph group, indenting, numbering, bullets, aligning and show formatting
are available.

View tab
On the View tab you can select to hide or show the following:
Document views

242

Editing view - regular report with placeholders filled with content.

Template view - report displaying placeholders.

14-Report

Placeholders

Remove all placeholders - removes all placeholders in the report leaving

static plots, lists and details.

Update placeholder - updates the selected placeholder.

Show placeholder - shows the selected placeholder.

Remove placeholder - removes the selected placeholder.

Placeholders - displays/hides the Placeholders window holding all

placeholders that can be added to the report.

Properties - displays/hides the properties of plots and images that can be

customized. The Properties window also displays the default settings for
plots.

Placeholders window
Open the Placeholders window by selecting the Placeholders check box on the View
tab.

The combo box lists different categories of placeholders.

243

MODDE 11

To insert a placeholder in the report, mark the placeholder and click Insert,
alternatively double-click the placeholder. The newly inserted placeholder is
automatically updated.
To show the underlying placeholders, on the View tab, click Template view.

Properties window
Open the Properties window by selecting the Properties check box on the View tab.

In the Properties window you can change the default plot size and to save a plot as
.png, .bmp, .jpg or .emf (.emf for 2D only).
Properties for placeholders are displayed when you click the placeholder. You can
change the properties of the current placeholder in the Placeholder settings section in
the properties window. The Default settings section displays and allows changing of
the default placeholder properties.
Note: For changes in Default settings to take effect the report has to be updated
(Update report), reverting all plots and lists to the default for the current investigation.
See also the Update report subsection earlier in this chapter.

Adding plots and lists to the report

To add a plot or list to the report;
1.

Click the desired position in the report so that the pointer is where the plot or
list should be placed.

2.

Right-click the plot or list in MODDE.

3.

Click Add to report.

Hint: You can press Ctrl+R in MODDE to place the currently selected plot or list into
the current location in the report.

244

Statistical appendix

Introduction
The statistical appendix gives a more detailed, mathematical and statistical look into
the calculations used in MODDE.

Fit methods
MODDE currently supports two regression methods for fitting a model to the data.
These are multiple linear regression (MLR) and partial least squares regression (PLS or
PLS regression). Both models predict one (or several) dependent variables, Y (n m),
also called the responses, by a regression model from a set of independent variables, X
(np), also called the factors, such that
Y = XB + E,
where B is a pm vector of regression coefficients and E is a matrix of residuals. The
prediction of the dependent variables is
= XB.
The column dimension, p, in the data matrix, X, denotes the number of terms in the
model, and includes the intercept.

Multiple linear regression (MLR)

Multiple linear regression (MLR) is extensively described in the literature, and this
section will only identify the numerical algorithm used to compute the regression
coefficients. For additional information on MLR, see e.g. Draper and Smith (1981).
The MLR model relates a set of dependent variables, Y (nm), also called the
responses, by a linear regression model to a set of independent variables, X (np), also
called the factors, such that
Y = XB + E,
where B is a pm vector of regression coefficients and E is a matrix of residuals. The
prediction of the dependent variables is
= XB.
In MLR, the regression can be posed as an optimization problem

245

MODDE 11

MLR thus minimizes the squared difference between the dependent variables, Y, and
the linear prediction model, XB. MODDE uses the singular value decomposition
(SVD) to obtain the regression coefficients; see Golub and Van Loan (1983) for a
description of the SVD and its use to obtain the regression coefficients.
Note: In case of missing data in a row, the row is excluded for the relevant response
before the MLR model is fit.

References
Draper, Norman and Smith, Harry, Applied Regression Analysis, Second Edition,
Wiley, New York, 1981.
Golub, Gene H. and Van Loan, Charles F, Matrix Computations, The Johns Hopkins
University Press, Baltimore, 1983.

Partial least squares regression (PLS)

When the problem is poorly conditioned, the variables are correlated or p > n,
regularization is needed in order to stabilize the model and to avoid overfitting. PLS
regression is a latent variable method that offers regularization by representing the
dependent variables by a small set of linear combinations (the latent variables) of the
variables, and by that reducing the dimension of the space spanned by the independent
variables. PLS also offers improved interpretation of the regression model.
PLS regression is described extensively in the existing literature, which is why only a
brief description will be given here.

PLS1
In the case when m = 1, PLS solves the same loss function as MLR, but with a
constraint on the regression coefficients. This problem is sometimes called PLS1. The
optimization problem is posed as

where

is a Krylov subspace generated by X'X and X'y, and where A is the number of
components of the PLS regression model.
PLS regression is a non-linear regression method, because the dependent variable, y, is
included in the prediction model.
Note: When the models for the responses are different, PLS regression fits each
response separately.

PLS2
The case when m > 1 is sometimes called PLS2. The PLS regression model relates a
set of dependent variables, Y (n m), also called the responses, by a regression model
to a set of independent variables, X (n p), also called the factors, such that
Y = XB + E,
where B is a pm vector of regression coefficients and E is a matrix of residuals. The
prediction of the dependent variables is
= XB.
246

Statistical appendix

The PLS regression algorithm creates new variables, ta, called X scores, as linear
combinations of the original variables, i.e., such that ta = Xwa, where wa is a vector of
weights. These X scores are few, often just two or three, and orthogonal. The X scores
are then used to model the responses.
With more than one response, i.e., when m > 1, the Y variables are similarly combined
to a few Y scores, ua, by using weights, ca, such that ua = Yca.
The PLS regression model finds the score vectors by solving the optimization problem

for a = 1, 2, , A, such that all Xawa and Xbwb for a b are orthogonal. The
orthogonality is enforced by deflating the found variation from the X and Y matrices
after each component such that
Xa+1 = Xa - tap'a,
Ya+1 = Ya - tac'a,
where pa = X'ata / (t'ata) are called loadings and X1 = X.
The PLS2, the multi-Y problem is less well understood compared to the single-y
problem, but nevertheless performs impressively when p > n.
One PLS regression component, indexed by a, consists of one vector of X scores, ta,
and one of Y scores, ua, together with the X and Y weights, wa and ca. The scores are
collected such that T = [t1, t2, , tA] and U = [u1, u2, ,uA], and the loadings P = [p1,
p2, ,pA]. The PLS regression model finally regresses U on T. The final PLS
regression model is stated as
X = TP' + E,
Y = TC' + F.
The regression coefficient vector is computed as
B=W(P'W)-1C',
and predictions are made as
= XB
A geometric interpretation of the PLS regression method is that it projects the X and Y
matrices on lower-dimensional hyper planes, spanned by wa and ca, for a = 1, 2, , A,
respectively, and that the coordinates in this subspace are T and U, that summarize X
and Y, respectively, and that the regression model relates T to U.
The matrices X and Y can be seen as n points in two Euclidean vector spaces (in
), respectively (see the figure below) the X space with p coordinates, and the
and
Y space with m coordinates, p and m being the number of columns in X (terms in the
model) and in Y (responses).

247

MODDE 11

The number of components, A, is determined by a cross-validation procedure, in which

the prediction error sum of squares (PRESS) is minimized. When A = rank(X), the
regression coefficients of PLS regression are equivalent to those of MLR, and hence
MLR could be considered as a special case of PLS regression. That is, if you with PLS
regression extract all components, the PLS regression model is equivalent to the MLR
model.

Cross-validation significance rules

In order to determine if a component is significant, MODDE considers the following
rules in order:
A component is considered non-significant by Rule 3 if:
A + 1 > min(n,p).
A component is considered significant by Rule 1 if
Q2 > CVlim
or otherwise significant by Rule 2 if

for any k = 1, ... , m.

A component is considered non-significant by Rule 4, regardless of Rule 1 and Rule
2, if

and

for all k = 1, ... , m, and if was not deemed non-significant by Rule 3.

If no rule at all has come in effect yet, the component is considered non-significant by
Rule 5.

248

Statistical appendix

The cross-validation limit for Q2, i.e., CVlim, is defined as

MODDE will try to compute at least two PLS regression components (if there exist
two), regardless of their significance according to these rules.

Singular models
A model is considered singular if the condition number of X is greater than 3000. Such
models may only be fit by PLS regression.

Model
You may edit the model and add or delete terms for individual factors. You may add
up to third order terms (i.e., cubic terms, and 3-factor interactions).
In order to regularize a design that is singular with respect to your model, MODDE
will fit a PLS regression model to the data. MLR will not be available in this situation.

Hierarchy
MODDE enforces a hierarchy of model terms, where simpler terms are higher in the
hierarchy. You cannot delete the constant term, it is at the top of the hierarchy. A linear
term can only be deleted if the second and third order terms involving the factor have
been removed first.

Scaling
Scaling the factor matrix, X
When the model is fit with multiple linear regression, the design matrix, X , is scaled
and centered by the method specified in the Factor Definition dialog box, in the
Advanced tab, by changing the value in the MLR scaling box. The default scaling for
MLR is Orthogonal scaling.
When the model is fit with PLS regression, the design matrix, X, is always scaled by
Unit variance scaling (see below).
If needed, the scaled design matrix, X, is extended with higher order terms, such as
squares, cubes and interaction terms, according to the selected model.
The available scaling choices are:
Orthogonal scaling, where
zij = (xij - Mj)/Rj
in which zj denotes a scaled factor and xj denotes the original factor, Mj is the midrange of the factor and Rj the range. Mj and Rj are computed as

Mid-range scaling, where

zij = (xij - Mj)
249

MODDE 11

Unit variance scaling, where

where

and

are the mean and standard deviation of the jth variable of X, where N is the number of
rows without missing data in the current column.
Note: Orthogonal and mid-range scaling are only available for use with MLR.

Scaling the response matrix, Y

The responses in the matrix Y are not scaled with MLR. With PLS regression, on the
other hand, they are by default scaled to unit variance. This may be changed by
changing the value in the PLS scaling box in the Response Definition dialog box to
something else.

Missing data
Missing data in the design matrix, X
Missing data in the design matrix, X, are not allowed, and will disable the fit. This
does, however, not apply to uncontrolled X variables. For an MLR model with missing
data in the design matrix, in an uncontrolled factor, the row with missing data is
excluded from the calculations.
PLS regression can handle missing data in uncontrolled factors.

Missing data in Y with multiple linear regression

For MLR models, each row with missing data in Y is excluded for that specific
response. Therefore, the number, N, displayed in plots and lists is the number of runs
(experiments) with no missing data at all.

Missing data in Y with PLS regression

When the model for all responses is the same and the model is fit with PLS regression,
missing data is handled differently compared to how it is handled in MLR models.
When all values in a row of Y are missing, that row is excluded from the analysis.
When there are only some values missing in a row of Y, those rows are kept in the
model.
This leads to minor differences in the displayed number of runs, N, and degrees of
freedom, DF, at the bottom of plots and lists when MLR or PLS regression models are
used.
When different models are fit to different responses, missing data is handled the same
as it is with an MLR model, see above.
250

Statistical appendix

Number of observations
The number of observations (experiments), N, as used in ANOVA and for the
computation of the adjusted R2, is the actual number of non-missing observations for
each response column. This value of N and the degrees of freedom, DF = N - p, are
displayed at the bottom of ANOVA plots and lists, and on all residual plots (including
plots of observed vs. predicted Y).

Summary of fit
R2
The first bar in the Summary of fit plot is the R2, which is the fraction of the variation
of the response explained by the model, i.e.

where SSres is the sum of squares of the residual, corrected for the mean and SStot is
the total sum of squares of Y corrected for the mean.
Note that the R2 overestimates the goodness of fit.
The R2 value is always between 0 and 1. A value close to 1 indicates that the model fit
the data very closely.
R2 Adjusted is the fraction of variation of the response explained by the model, but
adjusted for the degrees of freedom of the model, i.e.

where DFtot = n - 1 is the degrees of freedom of the population variance of the

dependent variable and DFres is the degrees of freedom of the estimate of the
population error variance.

Q2
The second bar in the Summary of fit plot is Q2. The Q2 estimates the predictive ability
of the model (also known as model predictive power), i.e., its ability to generalize to
new, unseen data. The Q2 is either computed in closed form as in generalized crossvalidation or computed in a cross validation-like procedure and is expressed in the
same units as R2. The Q2 is defined as

where PRESS is the prediction residual sum of squares, which differs for MLR and
PLS regression models, SStot is the total sum of squares of Y corrected for the mean
and

is the mean response. See the Measures of goodness-of-fit subsection later in this
chapter for more details about Q2.

251

MODDE 11

The Q2 is less than or equal to 1, and a value greater than zero indicates that the model
is significant (it performs better than just predicting the mean value, , for each
response).
If the regression model is a PLS model, negative Q2 values are set to zero, for
computational purposes.

Model validity
The third bar in the Summary of fit plot is the Model Validity. When the model validity
column is larger than 0.25, the model has no lack-of-fit. This means that the model
error is not significantly larger than the pure error.
When the model validity is less than 0.25 there is a significant lack-of-fit and the
model error is significantly larger than the pure error (poor reproducibility).
The model validity is computed as
Validity = 1 + 0.57647 log10(plof),
where plof is the p-value for the lack-of-fit test and the value 0.57647 is selected such
that plof 0.05 gives Validity 0.25.

Reproducibility
The fourth bar in the Summary of fit plot is the Reproducibility, which is the variation
of the response (often at the center points) under the same conditions as the total
variation of the response. It is computed as
Reproducibility = 1 - MSpe/MStot,
where MSpe is the mean square of the pure error and MStot the total mean square of Y.
A reproducibility of 1 signifies perfect reproducibility.

Residual standard deviation (RSD)

If the model is a PLS regression model, and it is the same for all responses, the residual
standard deviation is computed by using the total number of observations
(experiments, runs), i.e., without excluding the rows with missing values. This is
displayed in the summary table and at the bottom of all plots and lists, including the
ANOVA.
For MLR and PLS regression with different models for the responses, the residual
standard deviation is instead computed by using the number of experiments without
missing values for each response.
This residual standard deviation is used in interval estimation, for coefficients and in
predictions.

Analysis of variance, ANOVA

Analysis of variance (ANOVA) decomposes the total sum of squares of a selected
response (sum of squares corrected for the mean) into a part due to the regression
model and a part due to the residuals. I.e., such that
SStot = SSreg + SSres.

252

Statistical appendix

With corresponding decomposition of the degrees of freedom as

DFtot = DFreg + DFres.
If there are replicated experiments (observations, runs), the residual sum of squares can
be further decomposed in a part due for the pure error and one part due to the lack-offit of the model, i.e. such that
SSres = SSpe + SSlof.
where the degrees of freedom is decomposed as

where nk is the number of replicates in the kth set of replicates. Note that rows with
missing values have been excluded.
Note: DFlof (degrees of freedom for lack of fit) is the same as RDF (real degrees of
freedom).
A goodness-of-fit test is performed by an F-test between the lack-of-fit and pure error
sum of squares. The test statistic is

which has an F-distribution with the corresponding number of degrees of freedom.

Two ANOVA plots are displayed:

The regression goodness-of-fit test.

The goodness-of-fit test of the lack-of-fit.

Identifying replicates
MODDE checks the rows of the worksheet for replicates. Rows in the worksheet are
considered replicates if they match all factor values plus or minus a small tolerance.
The default tolerance is 10 % of half the range of a factor, but it can be altered in the
MODDE options page, in the File | Options dialog box.

Measures of goodness-of-fit
MODDE computes and displays the following statistics:

Q2
The regression models are validated by the Q2 (sometimes also called q2,
, or
in the literature). The Q2 estimates the predictive ability of the model, i.e., its
ability to generalize to new, unseen data. The Q2 is defined as

where

253

MODDE 11

is the sum of squares of the training samples around the mean (proportional to the
variance of the response) and

is the mean response.

When the regression model is an MLR model, the "PRESS" is computed as in
generalized cross-validation (see e.g., Golub et al. (1979)), i.e., by

where the predictions i are computed from a model of all samples.

When the model is a PLS regression model, the PRESS is computed in a crossvalidation procedure. The cross-validation procedure keeps a part of the data (e.g.,
1/Kth of the samples) out of the model and predicts the left-out samples from a model
of the kept samples (i.e., the rest of the (K - 1)/K samples). In this case the PRESS is
computed as

where

is the predicted left-out response values from the cross-validation procedure.

For PLS regression models, the Q2 is computed both for all responses and such that a
is computed for each individual response, j = 1,2,,m.
A computed Q2 value greater than zero indicates that the model is significant (it
performs better than just predicting the mean value for each response). A high Q2, e.g.,
Q2 > 0.5 indicates that the model has good predictive ability and will have only a small
prediction error on new samples. The Q2 is considered large if Q2 > 0.7.
References
Golub, Gene H.; Heath, Michael and Wahba, Grace. Generalized Cross-Validation as a
Method for Choosing a Good Ridge Parameter. Technometrics, 21 (2), 1979.

R2
The regression models are also validated by the R2, the coefficient of determination
(also sometimes called the multiple correlation coefficient). The R2 denotes the fraction
of the response that is explained by the model and is defined as

where the predicted values, i, are computed from a model of all samples.
The R2 could be considered an upper bound on the estimate for how well the model
predicts outcomes of new experiments.

Adjusted R2
The adjusted R2 is the fraction of variance of the response explained by the model, but
adjusted for the degrees of freedom of the model, i.e.

254

Statistical appendix

where DFtot = n - 1 is the degrees of freedom of the population variance of the

dependent variable and DFres is the degrees of freedom of the estimate of the
population error variance. Note that
may be negative.
The value of
R2 1 only increases when new explanatory variables explain the
data more than what can be attributed to chance, unlike the R2 which increases when
new explanatory variables are added to the model.

F-test
An F-test can be used to test the significance of a regression model. This tests the null
hypothesis
H0:1 = 2 = ... = p = 0
against the alternative hypothesis
HA:j 0, for at least one j=1,,p.
The F quotient is

Where SSreg is the sum of squares of the regression, corrected for the mean, and SSres
is the sum of squares of the residual, corrected for the mean. The DFreg and DFres are
the corresponding degrees of freedom.
The null hypothesis is rejected if the computed value, F, is greater than the critical
value of the F distribution at some significance level, typically at 0.05.

Degrees of freedom and saturated models

MODDE computes the real degrees of freedom of the residual, RDFres, as

where nk is the number of replicates in the kth set of replicates, N is the number of runs
without missing data and p is the number of terms in the model (including the
constant).
If
the real degrees of freedom of the residual is defined as

When RDFres = 0, the model is saturated. In this case, MODDE does not compute or
display R2, R2 adjusted or Q2 if the model is fitted by MLR. If the model is fitted by
PLS regression, only the Q2 is computed and displayed.
The real degrees of freedom are used in the residual plots to determine which type of
residuals to display when the degrees of freedom is small.
Note: RDF is listed in ANOVA and Descriptive statistics as DF for lack of fit.
255

MODDE 11

Coefficients
Scaled and centered coefficients
The regression coefficients that are displayed in MODDE are computed for centered
and scaled data. It is also possible to select to display "unscaled and uncentered"
coefficients.
The scaled and centered coefficients are the coefficients of the fitted model, for which
the factors were centered and scaled. The default scaling in MLR is orthogonal scaling.
With PLS, the factors are centered and scaled to unit variance.

Orthogonal coefficients in PLS

The "centered and scaled" coefficients in PLS regression models are computed from
factor values scaled to unit variance.
The orthogonal coefficients in PLS regression re-express the coefficients such that they
correspond to factors that are centered and orthogonally scaled, i.e., by using the midrange and low and high values in the factor definition (coded as -1 and 1), see the
Scaling subsection for more details. Orthogonal coefficients in PLS regression models
are not available when there are only formulation factors in the investigation.
With process and mixture factors, the PLS orthogonal coefficients refer to process
factors scaled orthogonally, and mixture factors unscaled (original units).
The orthogonal coefficients in PLS regression models are only available when the
model is fit with PLS regression.
Note: The orthogonal coefficients in PLS regression models are only meant for
comparison with the corresponding MLR coefficients. They are incorrect unless the
design is balanced and the mean is equal to the mid-range.

Unscaled
The unscaled coefficients are the coefficients corresponding to unscaled, uncentered
data. When exporting unscaled coefficients to use in other applications, be sure to use
the E-format in order to obtain maximum precision in the coefficients.

Normalized coefficients
To make the coefficients comparable between responses when the responses have
different ranges, the "centered and scaled" coefficients are normalized with respect to
the variation in Y. That is, they are divided by the standard deviation of their respective
response, i.e., by the standard deviation in the corresponding Yi, for i = 1,2,,m.

Confidence interval
Intervals for coefficients (such as e.g., a confidence interval) and predictions are
computed using the total number of observations, regardless of missing values when
the regression model is a PLS regression model and all polynomial models (i.e., the
polynomial model specified by the factors) for all responses are the same. For MLR
and PLS regression models with different polynomial models for different responses,
the total number of observations is the number of elements in the response without
missing values. This total number of observations is displayed as N at the bottom of
plots and lists.

256

Statistical appendix

Extended or compact format

For qualitative factors at q levels, with q > 2, MODDE generates q - 1 dummy
variables, indexed from 2 to q.
By default the Coefficient plot displays all q settings using the Extended format. See
the Investigation options subsection in Chapter 4, File, for details.

Analysis wizard tests

On the Coefficients page of the Analysis wizard there are two tests, the Square test
and the Interaction test.

Square test
The Square test can be performed when there are no square terms in the model for the
current response and if, by adding a square term, the condition number does not exceed
100.
The following test will make the Square test available, if successful. For each factor:
1.

A square term of the factor is added to the current model.

2.

The test measures whether the square term is significant at the 95 %

confidence level and the Q2 increases or does not decrease by more than
0.05. If this is the case the Square test will be available.

3.

If the square term is non-significant at the 95 % confidence level, the test

measures whether the Q2 value increases by 0.05 or more. If this is the case,
the Square test will be available.

4.

Steps 1-3 are repeated until a square term of all factors have been added
once.

Interaction test
The Interaction test is performed when the design is of resolution IV and the
confounding pattern is known. That is, the design was created by MODDE.
The following test will make the Interaction test available, if successful. For each
interaction term of each factor:
1.

An interaction term is added to the current model with all interaction terms
removed but any square terms included.

2.

The test measures whether the interaction term is significant at the 95 %

confidence level and Q2 increases or does not decrease by more than 0.05. If
this is the case the Interaction test will be available.

3.

If the interaction term is non-significant at the 95 % confidence level, the test

measures whether Q2 increases by 0.05 or more. If this is the case, the
Interaction test will be available.

4.

Steps 1-3 are repeated until all interaction terms have been added once.

257

MODDE 11

Qualitative factors with more than 2 levels

If a term in the model comprises a qualitative factor, C, with k levels, there will be k 1 expanded terms associated with that term. For example, if the levels of a qualitative
factor C are (a, b, c, d) the three expanded terms C(j) are as follows:
C

C(2)

C(3)

C(4)

-1

-1

-1

The coefficients of these expanded terms are given as the coefficients for level 2 (b), 3
(c), and 4 (d) of C, while the coefficient for level 1 (a) is computed as the negative sum
of the three others. MODDE displays all four coefficients in the Coefficient List but
notes that they are associated with only three degrees of freedom.

Residuals
Raw residuals
The raw residual is the difference between the observed and the predicted values, i.e.
e i = yi i .

Standardized residuals
The standardized residual is the raw residual divided by the residual standard
deviation
estd,i = ei / s,
where s is the residual standard deviation.
Residual plots for PLS regression present standardized residuals by default.

Deleted studentized residuals

MODDE defaults to plotting Deleted studentized residuals when fitting with MLR and
the model has at least three (3) real degrees of freedom. Deleted studentized residuals
are not available when fitting with PLS regression.
The Deleted studentized residual is the raw residual (ei) divided by an estimate of its
standard deviation. The estimation of the standard deviation is computed from the
deleted standard deviation (si), which is the residual standard deviation (si) computed
with observation i left out. When the ith residual is excluded like this, the residual is
sometimes said to be externally studentized. The variance of the ith residual is defined
as
where

258

is the ith element of the hat matrix, sometimes denoted leverage.

Statistical appendix

Thus the standard deviation of the residual is

Hence, the Deleted studentized residual is computed as

where s-i is the estimate of the residual standard deviation with the ith sample left out.
For more information see e.g., Belsley, Kuh and Welsch (1980).
Note: Deleted studentized residual requires at least three degrees of freedom.
References
Belsley, David A.; Kuh, Edwin and Welsch, Roy E. Regression Diagnostics:
Identifying Influential Data and Sources of Collinearity. John Wiley and Sons, New
York, 1980.

Condition number
The condition number of the orthogonally scaled and centered extended design matrix
is computed using the singular value decomposition (SVD). The condition number can
be seen in the status bar at the bottom of MODDE's main window. The X matrix is
taken from the worksheet. The computation of the condition number depends on the
selected fit method (MLR, PLS regression) and which factors are involved.

Condition number definition

The condition number is defined as
where
is the operator norm induced by the 2 (the Euclidean) norm and X+ denotes the
Moore-Penrose pseudo inverse of the matrix X. This definition is equivalent to the
ratio between the largest and the smallest singular values of X (square root of the
eigenvalues of X'X), such that

where max(X) is the largest singular value of X and min(X) is the smallest non-zero
singular value of X.
The condition number is a measure of the sphericity of the design. All factorial
designs, without center points, have a condition number of 1 and the design points are
situated on the surface of a hypersphere.

259

MODDE 11

The condition number is computed for the extended design matrix. The extended
design matrix is created as follows:
1.

The factor values, taken from the worksheet, are centered and scaled
according to the selected settings: MLR scaling, for MLR models and
(always) unit variance with PLS regression models.

2.

The design matrix is then extended according to the selected polynomial

model.

Note: If you select Mid-range scaling and your factors have different ranges, the
condition number of the worksheet may become very large. This is due to the fact that
MODDE uses the SVD to compute the MLR model.

Condition number with mixture factors

The condition number with mixture data depends on the method of fit and the type of
model.

PLS and Cox reference mixture model

When the model is fit by PLS regression (or a Cox reference mixture model) the data
are scaled and centered. The condition number is computed from the worksheet, with
the slack variable model (mixture factor with the largest variance removed) and all
mixture factors scaled with orthogonal scaling.

MLR regression and the Cox reference mixture model

The condition number displayed is the condition number of the Cox reference mixture
model (with the Cox constraints), derived from the worksheet, with no mixture factors
scaled or centered.

MLR and Scheff models

The condition number of the Scheff model, derived from the worksheet, with no
mixture factors scaled or centered.
Note: With formulation factors and fitting with PLS, the condition number is computed
by excluding the factor with the largest range, and scaling the remaining ones
orthogonal. When fitting with MLR the condition number is computed without
centering and scaling the factors.

260

Statistical appendix

Interval estimates
MODDE supports three types of intervals: confidence intervals, prediction intervals
and tolerance intervals. The figure below illustrates how the intervals relate to each
other.

Figure. An illustration of the relation between the confidence, prediction and tolerance intervals.

The confidence interval tells us that we are e.g. 95 % confident that the "true" mean
prediction (i.e. the "true" underlying output) is contained by our interval, which means
equivalently that if we repeat the study many times, 95 % of the corresponding
confidence intervals will contain the true mean.
A 100(1 - ) % confidence interval around the mean predicted value is computed as

for each sample (i.e., row of X), xi, where

is the sample noise variance, t/2,n-p is the critical value of a Students t-distribution on
the two-sided level with n - p degrees of freedom.
The prediction interval tells us that with a particular confidence, e.g., 95 %, the
interval will contain the next observation. I.e., the prediction interval will enclose a
single future observation with some confidence. A 100(1 - ) % prediction interval, for
the next observation, is computed as

The tolerance interval states with some confidence, say 95 %, that some percent, say
99 %, of future observations fall within the interval (this is the proportion of future
samples that fall within the interval, i.e. the tolerance proportion).

261

MODDE 11

The tolerance interval is formally stated as

where ki is unknown and must be found, and is the standard deviation of the noise
(approximated by s). The value of ki is approximated by

where d = n - p is the number of degrees of freedom and

is the b quantile in a

non-central distribution with a degrees of freedom and center parameter c.

Both the MLR and PLS regression models will compute an interval around the average
predicted Y if the independent matrix, X, has a condition number less than or equal to
3000.
Matrices with condition number greater than 3000 are considered singular and it is
only possible to build PLS regression models. When the condition number of X is
greater than 3000, or the model is a Cox reference mixture model, PLS regression
computes the standard error of the average predicted Y as

where T is the score matrix of the PLS regression model and ti is the ith row of T. The
interval is then computed as
yi sei.
The type of interval to use depends on the purpose of computing the interval. The
confidence interval is an interval around the mean prediction, and therefore does not
given any information about where future samples will fall, but only where future
predictions will fall. The prediction interval really only gives information about the
next sampled point. A tolerance interval should be used if more than one new point is
sampled and you want to estimate where they fall. Note that the prediction interval is
wider than the confidence interval, and that the tolerance interval (usually, because this
depends on both and P) is wider than the prediction interval.

PLS plots
MODDE can present score and loading plots when the model was fitted with PLS
regression.

Loadings - WC plots
Plots of the X and Y weights (w and c, respectively), with one PLS component against
another, illustrate how the X variables influence the Y variables, and the correlation
structure between X and Y variables. These plots simplify the understanding of how the
responses vary in relation to each other and which ones provide similar information.

262

Statistical appendix

Scores - TT, UU, and TU plots

The plots of the X and Y scores (e.g., t1 vs. t2, and u1 vs. u2), can be interpreted as
windows into the X and Y spaces, respectively, and illustrate how the design points
(experimental conditions, X) and responses profiles (Y) are situated with respect to
each other. These plots illustrate the presence of outliers, groups, and other patterns in
the data.
The X-Y score plots, e.g., t1 vs. u1, t2 vs. u2, etc. show:

the relationship between X and Y,

the degree of fit (good fit corresponds to small scatter around the straight
line),

indications of curvature, and

outliers.

PLS regression coefficients

The PLS regression model computes regression coefficients, Bm, for each response, Ym,
expressed as a function of the X variables according to the assumed polynomial model
(i.e., linear, interaction, quadratic, etc.). These coefficients are (columns of B)
computed as:
B = W(P'W)-1 C',
where W and C are p-by-A and m-by-A matrices, respectively, whose columns are the
vectors wa and ca and p is the number of variables in X, m is the number of variables in
Y and A is the number of components.

Box-Cox plot (only MLR)

If the response values vary more than an order of magnitude in the experimental
domain, a transformation is often recommended.
When the Y variables are positive, a useful transformation is the Box-Cox
transformation

where the second equality (with three horizontal lines) indicates equivalence under
linear transformation.
The Box-Cox transformation computes a transformation of the response in order to
achieve:

A simple and parsimonious model,

An approximately constant model error variance,

An approximately normal model error distribution.

The parameter is found by maximum likelihood estimation of the regression of the

transformed y,i on the independent variables in X.

263

MODDE 11

The log-likelihood function is defined as

MODDE computes the value, denoted *, that maximizes Lmax() in the interval -2

2, and presents a 100(1 - ) % confidence interval of the maximum by

where DF is the degrees of freedom in .

The value of that maximizes Lmax() in the interval, i.e., *, is the value that gives a
transformation of the response that gives the best fit of the model. This is the
maximum likelihood estimation of .

See Box and Cox (1964) for more details.

The Box-Cox Plot displays vs. Lmax().
Note: The Box-Cox plot is not available for PLS regression models
References
Draper, Norman R. and Smith, Harry. Applied Regression Analysis, second edition.
John Wiley & Sons, New York, 1981.
Box, George E. P. and Draper, Norman R. Empirical Model-Building and Response
Surfaces. John Wiley & Sons, New York, 1987.
Box, George E. P. and Cox, David R. An Analysis of Transformations. Journal of the
Royal Statistical Society, Series B (Methodological), 26 (2), 211-252, 1964.

Mixture data in MODDE

Mixture data in MODDE is available as either mixture factors only or as a combination
of process and mixture factors.

Mixture factors only, Model types

When the investigation only includes mixture factors , there are three model types (or
forms) available:

264

Slack variable model

Cox reference mixture model, and

Scheff model.

Statistical appendix

Slack variable model

When you define a mixture factor as filler, MODDE generates the slack variable
model by omitting the filler factor from the model. The model is generated according
to the selected objective and is treated as a non-mixture model. You may select MLR
or PLS regression to fit the model, just as with ordinary process factors. With MLR the
factors will be orthogonally scaled.

Cox reference mixture model

When all mixture factors are formulation factors, MODDE generates, by default, the
Cox reference mixture model, and therefore the complete polynomial model linear or
quadratic. MODDE also supports a special cubic and a full cubic model.

Scheff model
You may select to fit a Scheff model. MODDE expresses the mixture model in the
Scheff form. The full cubic model is not supported in a Scheff model.

Mixture factors only, fitting a model

Analysis and fit method
MODDE's default fit method with mixture factors is PLS regression, and the model
form is the Cox reference mixture model. All factors, including mixture factors, are
scaled by default to unit variance prior to the model fitting. This is also done with
mixture factors that have been transformed to pseudo components.

Cox reference mixture model

The Cox reference mixture model can be fitted by MLR (when obeying the mixture
hierarchy) or by PLS regression.
The coefficients in the Cox reference mixture model are meaningful and easy to
interpret. They represent the change in the response when going from a standard
reference mixture (s, with coordinates sk, for k = 1,,K) to the vertex k of the simplex.
In other words, when a component (a factor) xk changes by an amount xik, the change
in the response is proportional to k, the regression coefficient for the corresponding
factor k, such that

where yi is the change in the response.

Terms of second or higher degrees are interpreted as in regular process variable
models. The presence of square terms, though they are not independent, facilitates the
interpretation of quadratic behavior, or departure from non-linear blending. The
constant term is the value of the response at the standard reference mixture.

Changing the standard reference mixture

On the Design tab, click Reference mixture to change the coordinates, sk, of the
standard reference mixture. By default, MODDE selects the centroid of the constrained
region as the reference mixture.
Mixture Hierarchy with the Cox reference mixture model

265

MODDE 11

By default, all Cox reference mixture models (linear and quadratic) obey a "mixture
hierarchy". First we give the notation

for the regression model. I.e., that the regression coefficients corresponding to
quadratic terms have double indices. Then, the group of terms are constrained as
follows for linear models;

with the additional constraint for quadratic models;

for j = 1,,K, where sk is coordinate k in the standard reference mixture.

The groups are treated as a unit, and terms can therefore not be removed individually.
When these constraints are imposed on the regression coefficients, the change in the
response is proportional to the change in a factor, such that

when factor k is changed from xik to xik + xik.

If you want to remove terms individually, as with regular process models, you must
clear the Enforce the mixture model hierarchy check box in the Edit Model dialog
box. This dialog box can be opened by clicking Edit model on the Home tab.
When the mixture hierarchy is not enforced (this includes e.g. cubic models), the Cox
reference mixture model can only be fitted by PLS regression. The coefficients are the
regular PLS regression coefficients and they are not re-expressed relative to a stated
standard reference mixture.
Note: Linear mixture terms cannot be excluded. Also, the model hierarchy is always
enforced; a term cannot be removed if a higher order term containing that factor is
still in the model.

ANOVA with the Cox reference mixture model

In the ANOVA table, the degrees of freedom for regression are the real degrees of
freedom, taking into account the mixture constraints. These are the same as for the
corresponding slack variable model.

Screening plots
When the objective is to find the components effects on the response, the coefficients
of the Cox reference linear model are directly proportional to the Cox effects. The Cox
effect is the change in the response when component k varies from 0 to 1 along the Cox
axis. That is, the axis joining the reference point and the kth vertex.

266

Statistical appendix

Effect plot
The Effect Plot displays the adjusted Cox effects. The adjusted effect of component k
is
k = rk * tk
rk = Uk Lk
tk = bk / (T - sk)
where rk is the range of the kth factor, tk is the total Cox effect, T is the mixture total (in
most cases T = 1), bk is the unscaled, uncentered coefficient and sk is the value of the
factor at the reference mixture.
The Effect Plot is only available for screening designs using the Cox reference mixture
model.

Main effect plot

For a selected mixture factor, Xk, the Main effect plot displays the predicted change in
the response when Xk varies from its low to its high level, adjusted for all other mixture
factors, that is, by default, the relative amounts of all other mixture factors are kept in
the same proportion as in the standard reference mixture (MODDE does not check if
the other mixture factors are kept within their ranges). For example, if the main effect
of the mixture factor Xi is being displayed, when Xi takes on the value , the other
mixture factors are assigned the values

for j i, where sk are the coordinates of the standard reference mixture. The standard
reference mixture is the one used in the model.
You can change the default and choose to have the other mixture factors kept in the
same proportion as their ranges (this ensures that no extrapolation is performed).

Interaction Plot
The interaction plot is not available when only mixture factors are present.

MLR and the Cox reference mixture model

In MODDE it is only possible to fit Cox reference mixture models (linear or quadratic)
with MLR when they obey the mixture hierarchy. When fitting the model with MLR
the mixture factors are not scaled and they are only transformed to pseudo components
when the region is regular, i.e., when all axes have equal length. The model is fitted by
imposing the mixture hierarchy.

PLS and the Cox reference mixture

When fitting a model with PLS regression, the standard reference mixture is not stated
a priori as with MLR, and no constraints on the coefficients are explicitly imposed.
PLS regression fits the mixture models, and handles collinearities. The PLS regression
coefficients can be interpreted as in the Cox reference mixture model, relative to a
reference mixture resulting from the projection, but not explicitly stated.

267

MODDE 11

Expressing PLS coefficients relative to an explicit standard

reference mixture
With linear and quadratic models that obey the mixture hierarchy, it is easy to reexpress the PLS regression coefficients relative to a stated reference mixture with
coordinates sk.
Note: The sk are expressed in pseudo components, if a pseudo component
transformation was used.
The mixture hierarchy is imposed on the uncentered, unscaled coefficients in the fitted
PLS regression model.
The scaled and centered coefficients are recomputed afterwards.
Note: In MODDE, linear and quadratic models obeying the mixture hierarchy can
only be removed as a group, and not individually. By default, PLS regression
coefficients are always expressed relative to a stated standard reference mixture.
With models that contain third order terms (cubic terms), or that disobey the mixture
hierarchy, no constraints are imposed on the PLS regression coefficients. The
coefficients are in this case the regular PLS coefficients and the reference mixture is
implicit.

Scheff models derived from the Cox reference mixture

model
With the linear or quadratic Cox reference mixture model, the unscaled coefficients
can be re-expressed as those in a Scheff model. The following relationships hold.

Linear
bScheff,k = bCox,0 + bCox,k.

Quadratic
bScheff,k = bCox,0 + bCox,k + bCox,kk,
bScheff,kj = bCox,kj bCox,kk bCox,jj.

Scheff models
The Scheff models are only fitted with MLR and among the effect plots only the
Main Effect Plot is available.
Scheff models are only available for investigations where there are only mixture
factors.

ANOVA
The degrees of freedom in the ANOVA table for a Scheff model are computed in the
same way as with the slack variable model (see Marquardt and Snee (1974)).

268

Statistical appendix

Using the model

Prediction plot
The Prediction Plot is available for all objectives and all models. As with process
factors, this plot displays a spline representing the variation of the fitted function when
the selected mixture factor varies over its range, adjusted for the other factors. As with
the main effect plot, this means that the relative amounts of all other mixture factors
are kept in the same proportion as in the standard reference mixture. If no standard
reference mixture is specified, the centroid of the constrained region is used by default.

Mixture contour plot

Trilinear contour plots are available with mixture factors but no response surface plots.
References
Marquardt, Donald W. and Snee, Ronald D. Test Statistics for Mixture Models.
Technometrics, 16 (4), 533-537, 1974.

Process and mixture factors

When both process and mixture factors are present, you can select to treat them as one
model, or you can specify separate models for the mixture factors and the process
factors.
With both mixture and process factors, the only model form available is the Cox
reference mixture model.
When the model obeys the mixture hierarchy, the PLS regression coefficients are
expressed relative to a stated standard reference mixture.
If is a parameter vector that contains the coefficients of the interactions between the
process and mixture factors, then

Note: When the model contains terms of the third order, or it contains qualitative and
formulation factors, the PLS regression coefficients are not adjusted relative to a
stated standard mixture.

MODDE plots
All plots in MODDE are available when you have both mixture and process factors.
For both Main Effect Plots and for Prediction Plots, when you select to vary a process
factor, all of the mixture factors are set to the values of the standard reference mixture.
When you select to vary a mixture factor, process factors are set to their average and
the other mixture factors are kept in the same proportion as in the standard reference
mixture or their ranges.

Optimizer
MODDE's optimizer uses the Nelder-Mead method (also known as the downhill
simplex method) on the fitted response surface (Nelder and Mead, 1965), in order to
minimize an overall desirability function that combines the individual desirability of
each response.
269

MODDE 11

References
Nelder, John and Mead, Roger. A simplex method for function minimization. The
Computer Journal, 7 (4), 308-313, 1965.

Desirability
The individual desirability functions are highly flexible functions, whose shape can be
manipulated by adjusting a few parameters. Depending on the form of the individual
desirability functions, the Optimizer can be configured to suit various optimization
objectives.
The optimizer can be set up for different objectives:
1.

Limit optimization where the objective is to reach a solution in which the

response is within the specification limits (Min and Max limits). This is the
default approach in MODDE.

2.

Target optimization where the objective is to reach a solution in which the

response is as close to target as possible. For the target optimization to work
properly, it is necessary that the response can be optimized close to or on
target; otherwise the search may end up with an unacceptable solution.

3.

Custom optimization user defined customization of the Target

optimization.

4.

Focus optimization where the objective is to favor one or several responses

over the others; accomplished by manipulating the individual weights.

5.

Robust setpoint where the most robust setpoint is found. Depends on the
existence of a solution based on objectives 1-4.

MODDE supports two types of desirability functions: a quadratic spline function and
an exponential spline function. The shape of these splines is influenced by a few
parameters, input by the user.

Limit optimization
In Limit optimization, the desirability function is defined as

where

for every response yk, for k = 1,,m, and where Tk is the user-defined target for
response yk and Pk is the maximum of the worst response value computed from the
starting simplex and 1.1Lk, in which Lk is a user-defined worst acceptable response
value for response yk. The value of Pk is never closer to the target than Lk.
When a response is to be maximized, Lk is the smallest acceptable value: when the
response is to be minimized Lk is the largest acceptable value. When the response is to
be on target, the user gives the smallest and largest acceptable values.
When the response is to be minimized, Tk must be less than Lk. When the response is to
be maximized Tk must be greater than Lk.
For responses to be on target the user must supply lower and upper limits such that
Lk,lower < Tk < Lk,upper.
Lk is generated internally if not supplied by the user.
270

Statistical appendix

The k is a scaling parameter computed as

where Limitk = 90 + 80log10(wk) and wk, for k = 1,,m, are weights assigned to each
response by the user. The weights are 0.1 wk 1 and wk = 1 is the default for all k =
1,,m.
When the user wants the response to be on target, Lk,upper is used in the calculation of k
when yk > Tk and Lk,lower is used in the calculation when yk < Tk.
This definition of k makes dk = -Limitk when yk = Lk and makes the desirability
function range from 0 to -100 (a value of -100 can only be reached when yk gets close
to Tk). Note, though, that the plots rescale the desirability functions to range from -1 to
0.

Figure. A plot that shows the default desirability for the exponential desirability function (Limit
desirability).

271

MODDE 11

Target optimization
In Target optimization, the desirability function is defined as
when the prediction is outside of the limit interval, and

when the prediction is inside the limit interval and where a, b and c are adjustable
parameters, (the default settings are a = 0, b = 0.2 and c = 0.8.)

represents a scaled (between 0 and 1) distance between the predicted value and Tk, CC
is a correction factor that makes the transition from outside to inside the limit interval
continuous; and PMin and PMax are the highest and lowest predicted values for the
specific response, respectively.

Figure. Plot showing the default desirability function for Target optimization.

Custom optimization
Custom optimization means a user-defined customization of the Target optimization
function. This objective is used when the shape of the quadratic spline desirability
function is changed by the user. The shape of the spline can be manipulated
interactively by dragging and releasing the blue dots in the desirability plot. A
customization of the desirability function may be warranted if there is a certain
functional relationship that is known to exist between factors and responses, or if there
is deemed an advantage trying to approach the target response value from either the
high (max) side or the low (min) side.
272

Statistical appendix

Focus optimization
Focus optimization can also, like Custom optimization, be seen as an extension of the
Target optimization function. The rationale for the Focus optimization objective is that
initial searches might have indicated that it is rather difficult to obtain a stable solution
for a case that involves multiple response variables and perhaps also with partly
conflicting goals. In such a case, it might be warranted to make prioritizations among
the responses by modifying their weights in the optimization. Technically, in MODDE
such changes in priorities are accomplished by down-weighting the least important
response variables. Thus, if the weights are set differently for different responses,
responses with higher weights take priority in the search for a solution inside the
specifications. The overall optimization criterion is used to reach the lowest value of
the individual desirability functions.

Overall desirability
The overall desirability function is the mean of the individual desirability functions for
all responses. It quantifies how far the predicted results are from their corresponding
target values. The overall desirability is defined as

where ds = (d1,,dm) are the individual desirability functions.

Overall distance to target

The Overall distance to target, D, is computed as

where the wk are the user-defined weights on the individual desirability functions, the
k are predicted response values, the Tk are user-defined targets, Lk are user-defined
worst acceptable response values and m is the number of responses.
The overall distance to target is defined as D = -10 when all responses have reached
their targets, Tk.
The value of D is not used in the optimization procedure, but is displayed as log(D) in
the run list.

273

MODDE 11

Starting simplexes
The optimizer will start simplexes from a number of starting positions that are selected
as follows:
a.

The (up to) 6 most important factors are used to generate the full or
fractional factorial design for start points as follows:
Factors
1 continuous
2 continuous
3 continuous
4 continuous
5 continuous
6 continuous

b.

Start point design

3 levels
22
23
24
25-1
26-2

The last 4 runs are the 3 runs from the worksheet with the "best" predictions
i.e. the lowest log(D) plus a center point, where D is the overall distance to
target.

The start points of continuous factors are 20 % smaller than the original design factor
range. The start settings of qualitative factors are random.
The user can not modify these start runs but can add their own runs.
Each simplex is generated from the start point by adding an additional point for each
factor with an offset of 20 % of the distance from the center to the maximum value, the
other factors being kept at the same values. A check is made that all runs are within the
defined experimental region.

Sensitivity analysis
Sensitivity analysis measures how sensitive the setpoint (the optimum) is to "small"
disturbances. The sensitivity analysis is performed by a Monte Carlo simulation and is
reported as defects per million opportunities outside of specifications (DPMO).
The regression model is defined as
y = x1 1 + x2 2 + ... + xp p + ,
where we predict y as
= x1 1 + x2 2 + ... + xp p.
The Monte Carlo procedure disturbs the factors, xi for i = 1,2,,p, by adding e.g.
normally distributed random noise to them. It either adds 5 % of the range of each
factor, or a user specified factor precision. The model error is assumed to follow a
Students t-distribution with standard deviation defined by a confidence or a prediction
interval surrounding the predicted mean, or it is assumed to follow a normal
distribution with standard deviation defined by a tolerance interval surrounding the
predicted mean.
The Monte Carlo procedure samples points from this distribution and counts the
number of samples that falls outside of the user specified bounds for the response. This
result in an estimate of the total number of DPMO for all active responses. If DPMO is
zero or very low, this means that the proposed factor settings represent a robust point of
operations.

274

Statistical appendix

Note that since the intervals have different standard deviations (i.e., widths), they will
result in different DPMO values. In general, a wider interval will give higher DPMO
value. Conversely, if the DPMO is low for a wide interval, the factor settings
represents a very robust point.
The user can modify the factor precision in the Factor Definition dialog box.

Factor contribution
The Factor contribution, displayed in the Selected setpoint page in the Optimizer, is
defined as the relative contribution of a factor on the optimizer result. The value can
range from 0 to 100. A high factor contribution affects the result setting more than a
low factor contribution. The calculation of the contribution uses by default 5 % of the
factor definition range as the range around the selected setpoint. The factor
contribution range can be changed in the Optimizer settings dialog box.

Factor contribution calculation

The details of the factor contribution calculations are listed in this section.
Terminology
Fmax is the maximal factor value according to design specification.
Fmin is the minimal factor value according to design specification.
Fopt is the factor setting at the found optimum.
Flow is the factor value below the optimum, see equation in step 2.
Fhigh is the factor value above the optimum, see equation in step 2.
CRange is the contribution range (default is 0.05).
Rsmax is the maximum limit for response value specified in the optimizer.
Rsmin is the minimum limit for response value specified in the optimizer.
Rdmax is the largest response value from worksheet.
Rdmin is the smallest response value from worksheet.
RRange is the response range.
Ropt is the response values at the found optimum.
R+ is the response value when factor value is above the optimum, see step 2.
R- is the response value when factor value is below the optimum, see step 2.
FContr is the factor contribution.
Step 1 - Computing the response ranges
The following equations are used in the computation of the range for each response.
If the Weight factor contribution against distance to response limit check box in
the Optimizer Properties dialog box is selected,
RRange = min(abs(Ropt Rsmin), abs(Rsmax Ropt)),
else
RRange = Rdmax Rdmin,

275

MODDE 11

Step 2 - Computing of factor contribution for each factor/response

combination
The following equations are used to compute the factor contribution for the available
factor/response combinations.
For every factor j:
Flow = Fopt CRange* (Fmax Fmin)
Fhigh = Fopt + CRange * (Fmax Fmin)
is the predicted response using Flow for factor j (all other factors are kept at optimal
settings)
is the predicted response using Fhigh for factor j (all other factors are kept at optimal
settings)
For every response k:

Step 3 - Computing the factor contributions over all responses

To compute the factor contributions over all responses for each factor, j, we use

Step 4 - Normalization of factor contributions

To normalize the factor contributions, we use

Orthogonal blocking
When you cannot perform all experiments in a homogeneous way, randomizing the run
order of the experiments may not be sufficient in order to deal with the extraneous
sources of high variability. You may want to run the experiments in homogeneous
groups, i.e., blocks, in such a way that the external source of variability does not
influence the effects of the factors.
For example, if you are using a full factorial design with 5 factors and 32 runs, and the
batch size of raw material allows you to perform only 8 runs per batch. You may want
to run your experiments in 4 blocks, each composed of 8 runs using homogeneous
material.
Orthogonal blocking divides 32 runs in 4 blocks of 8 runs, each divided so that the
difference between the blocks (the raw material) does not affect the estimate of the
factors.
MODDE supports Orthogonal blocking for the 2 level factorial, fractional factorials,
Plackett Burman, CCC, and Box-Behnken designs.
MODDE also supports blocking of D-Optimal designs. These designs are more
flexible with respect to the number of blocks and the block size, but the blocks in DOptimal designs are usually not orthogonal to the main factors. The only restriction
with D-Optimal designs is that the number of runs must be a multiple of the block size.

276

Statistical appendix

Note: Blocking introduces extra factors in the design, and hence reduces the degrees
of freedom of the residuals, and the resolution of the design. You should only block
when the extraneous source of variability is high and cannot be dealt with by
randomizing the run order.

Block interaction
An interaction between a main effect and a block effect is called a block interaction.
When the design supports interactions between the block effects and the main effects,
the Block interactions check box is available, in the Select model and design page in
the Design Wizard. You can select the check box if you want to add the block
interactions to your model.

Recoding the blocking factors

When blocking factors are generated, the blocks are assigned according to the
combination of signs of the blocking factors.
For example to generate 4 blocks, the following scheme of signs of the blocking
factors is used.
$B1

$B2

Block 1

Block 2

Block 3

Block 4

The Design Matrix is displayed in coded units that include the block factors. The
Design Matrix can be accessed via the Design tab, in the Show group, click Design
matrix.
When the worksheet is generated, the block factors are recoded and the model is reparameterized. Rather than keeping the d blocking factors, MODDE generates one
qualitative variable called $BlockV, with k = 2d levels, denoted B1, B2,..., Bk, for the k
blocks.

Inclusions and blocks

Adding inclusions to a blocked design is not supported, unless the inclusions belong to
one of the blocks present.

Blocking screening designs

Full and fractional factorial designs
The block size and the number of blocks of a 2 level factorial design are always
powers of 2.
The maximum number of blocks supported by MODDE is 8, with a minimum block
size of 4.
The designs are blocked by introducing blocking factors, denoted $B. There is one
blocking factor for 2 blocks, two for 4 blocks and three for 8 blocks. The block effects
consist of the effects of the blocking factors and all their interactions.
Hence, with 8 blocks, there are 7 block effects using 7 degrees of freedom. (It is
equivalent to adding 7 extra factors to your design).

277

MODDE 11

MODDE selects the generators of these blocking factors to achieve the highest
possible pseudo-resolution of the design.
The pseudo-resolution of the design is the resolution of the design when all the block
effects (blocking factors and all their interactions) are treated as main effects under the
assumption that there are no interactions between blocks and main effects, or blocks
and main effects interactions.

Blocking Plackett Burman designs

Plackett Burman designs can only be split into two blocks by introducing one block
variable, and using its signs to split the design.

Blocking RSM designs

RSM designs are orthogonally blocked when they fulfill the following two conditions:
1.

Each block must be a first order orthogonal block.

2.

The fraction of the total sum of squares of each variable contributed by every
block must equal the fraction of the total number of runs (observations,
experiments) allotted to the block.

Central Composite Circumscribed designs

The Central Composite Circumscribed designs can be split into two blocks, the cube
portion and the star portion, and satisfying the two above conditions when (the
distance of the star points to the center) is equal to

where k is the number of factors, ps = nso/ns is the proportion of center points in the star
block,nso is the number of center points in the star block, pc = nco/nc is the proportion of
center points in the cube block, nco is the number of center points in the cube block, nc
is the number of star points runs and nc is the number of runs from the cube block.
This is the value of implemented in MODDE when you select blocking in a CCC
design.
Smaller blocks
The cube block of the CCC designs can be split into further blocks if:
a.

The factorial or the fractional factorial part of the design can be split into
orthogonal blocks of pseudo resolution 5.

b.

Each one of these blocks have the same number of center points.

and

Box Behnken designs

These designs can be orthogonally blocked. See details in Box and Behnken (1960) or
Box and Draper (1987).

Central Composite Face designs

These designs cannot be blocked.

Central Composite Orthogonal designs

These designs cannot be blocked.
278

Statistical appendix

References
Box, George E. P. and Behnken, Donald. Some new three level designs for the study of
quantitative variables. Technometrics, 2, 455-475, 1960.
Box, George E. P. and Draper, Norman R. Empirical Model-Building and Response
Surfaces. John Wiley & Sons, New York, 1987.

Blocking D-Optimal designs

MODDE can block D-Optimal designs, but usually the blocks are not orthogonal to the
main factors.
The following restrictions apply to blocking D-optimal designs:
1.

The blocks must be of equal size.

2.

You cannot have interactions between the block factor and the other factors
in the model.

3.

The selected number of runs of the design must be a multiple of the number
of blocks.

MODDE blocks the D-Optimal design by generating a qualitative factor, denoted

$BlockV, with as many levels as the selected number of blocks. By default, it then
selects only balanced designs with respect to the blocking factor.
It is not always possible to generate a balanced D-Optimal design with respect to the
blocking factor. In this case you may want to change the model, the number of blocks,
or generate an unbalanced design.

Random versus fixed block factor

You can select to have the block factor treated as a fixed or random effect and the
predictions computed accordingly.
Select the block factor as Fixed when the external variability can be set at will (it is
controlled) and the primary objective for blocking is to eliminate that source of
variability.
A fixed block can be modeled as a controlled qualitative factor with a limited number
of levels. All predictions of the responses and contour plots will be made for a selected
block level.
The block is a fixed effect if you have 32 experiments and 8 runs are done on, for
instance, each of 4 different machines. There is no other machine available other than
the four used, not now, nor in the future.
You may want to have 4 blocks to eliminate the variability introduced by the machines,
but all predictions of the responses are made for one of the specific machines.
Set the block factor as Random effect when the external variability cannot be
controlled and set at will, and the primary objective is to make predictions without
specifying the block level, and taking into account the external variability.
Since the block level of future experiments is unknown, all predictions of the responses
for random block effects are made without specifying the block level. The interval
estimations for the responses are increased to account for the uncontrolled external
block variability.
The block is a random effect if you have 32 experiments and each block of 8 runs is
made with a different batch of, for instance, raw material. Your primary objective is to
make predictions for the next unknown batch of raw material.
279

MODDE 11

Analysis with random effects

When you treat the block factor as a Random effect, it is often desirable to investigate
the consistency of the factor effects by including in the model all the interactions of the
block factor with the main factors, if possible.
A model in MODDE is always fit as a fixed effect model. That is, with the block factor
treated as a controlled qualitative variable, even when the blocks are specified as
random.
If the random block interaction effects with the main factors are large and significant,
the effect of the main factors varies from block to block, and the interval estimates of
the prediction will be large due to this uncontrolled variability.
If the random block interaction effects are small and insignificant, the effects of the
main factors are consistent from block to block and the uncertainty of the predictions is
greatly reduced.
To have a realistic size of the interval estimations, trim the model and remove all
insignificant block interaction effects.
If the block factor is specified as a fixed effect, the interactions of the main factors with
the block factor are of less interest.

Predictions with random effect

When the block effect is specified as random, the predictions of the responses are
computed without specifying the block level.
MODDE uses the average block level to predict the response, but the interval estimate
is increased to take into account the variability of the response due to the different
blocks, plus the variability of the response due to uncertainty on the coefficients of the
model including all the terms with the block factor.

Setpoint statistics
Setpoint analysis extends the possible factor ranges from a setpoint (the optimum) to
the largest possible range where all response predictions are still within the
specifications. The range is an estimation of the largest possible deviation that is
accepted for the factors at a given setpoint combination.
Predictions in the setpoint analysis are performed by Monte Carlo simulations. The
resulting distribution of predictions simulates a real situation with a random
combination of factor setting disturbances within a given range.
Setpoint validation tests the robustness of the model by disturbing the model a large
number of times (a Monte Carlo simulation) in the specified region. The result is
shown as the distribution of the random samples, including model prediction errors.
The result can be expressed in general statistics as well as capability index, Cpk, or
DPMO.

Monte Carlo simulations

The factors may be perturbed by three different distributions, namely Uniform, Normal
and Triangular distributions:

280

Statistical appendix

Uniform distribution

Normal distribution

Triangular distribution
The default is that the randomization follows a normal distribution. In the Distribution
column in the Factor list you can also select Target, in which the interval surrounding
the predicted point is zero.
The low and high factor settings are the distribution boundaries. For a normal
distribution, 95 % of the distribution is found within the boundaries, by default. The
automatic search procedure extends the range for each factor until one or more
response limits are exceeded according to the specified DPMO limit. The automated
search procedure extends symmetrically around the setpoint.

DPMO and process capability indices

DPMO stands for defects per million opportunities outside specifications and is used as
a stopping criterion in the setpoint analysis/validation.
In the Properties dialog box of Setpoint Analysis/Validation (opened by rightclicking the window and then clicking Properties) it is possible to select two stopping
criteria, namely individual DPMO and total DPMO. The difference comes from the
fact that the same point may be found outside of the limits for more than one response.
The individual DPMO may count the same point several times (at most once per
response), while the total DPMO only counts each point once. Default is individual
DPMO, and total DPMO is activated by selecting the Use total DPMO check box. The
DPMO is computed as
DPMO = 1 000 000H/Ns,
where H is the number of hits outside of the specifications and Ns is the number of
iterations in the simulation.
The precision in the DPMO estimate is related to the number of simulations. The
default settings are 20 000 simulations for the acceptable factor range estimation and
50 000 simulations for the final response profile prediction.
We recommend that you increase the number of simulations by a factor 2-5 when you
perform the final analysis (e.g., for your documentation).
Since Monte Carlo simulations are random, there will be variation in the predictions
between repeated runs. The results are a function of the number of simulation used,
where more simulations give better reproducibility.

281

MODDE 11

The Process Capability Indices defined below originate from the Six Sigma statistics
techniques.
The process potential index, Cp, estimates what a process is capable of producing if
the target is centered between the specification limits under the natural tolerance 6.
If Cp = 1, the process is said to be capable. The computation of Cp assumes that the
results are approximately normally distributed. The process potential index is
computed as

where USL is the upper specification limit (user input), LSL is the lower specification
limit (user input) and is the estimated standard deviation for predictions.
The process performance index, Cpk, is another way of expressing the probability of
obtaining results outside the specification limits, but does not assume that the target is
centered between the specification limits. The Cpk is defined as

where is the predicted average of the simulation. The value is Cpk < 0 if the
simulation mean falls outside of the user supplied limits. The computation of Cpk
assumes that the simulation results are approximately normally distributed.
The relation between DPMO and Cpk is summarized in the following table:
Cpk

DPMO

%Outside

0.4

115070

11.51

0.6

35930

3.59

0.8

8198

0.82

1350

0.13

1.1

483

0.05

1.2

159

0.02

1.3

48

0.0048

1.4

13

0.0013

1.5

3.40

0.0003

1.6

0.79

7.93328E-05

1.7

0.17

1.69827E-05

1.8

0.03

3.33204E-06

1.9

0.0060

5.99037E-07

0.0010

9.86588E-08

The process deviation index, k, estimates the amount of deviation of the process mean
from the target. It is computed as

where T is the target value.

282

Statistical appendix

References
Kane, Victor E. Process Capability Indices. Journal of Quality Technology, 18 (1), 4152, 1986.

Predictions including model error

Predictions from the Monte Carlo simulations include the model error by default. You
can select to not include the model error in the property page.
The regression model is defined as
y = f(x) + ,
and predictions are computed as
= f(x).
The Monte Carlo procedure is described in detail in the Sensitivity analysis subsection
earlier in this appendix, and restated here slightly more formally for completeness:
1.

Perturb each variable, xj, for j = 1,, p, such that

where D is
the distribution selected to perturb the variables (e.g., normal, triangular or
is a spread parameter (e.g., the
uniform) in which xj is the mean and
variance) computed from user input.

2.

Sample a random point from a Students t distribution with mean

and n p degrees of freedom, where I(x) is
standard deviation
the interval width (e.g., a confidence, prediction or tolerance interval) at the
point x.

Repeat these steps many times to obtain the distribution of the prediction under
perturbation of the variables.
Note: The above is true for PLS regression and MLR models, but PLS regression
models with condition numbers greater than 3000 and non-hierarchical mixture
models will display an interval computed directly from the standard error of
prediction.

283

Design appendix

Designs for process factors

Screening designs
Screening designs are used in the early stages of an investigation to find which factors
are important and if it is necessary to modify their ranges.
All screening designs support linear models and some support interaction models.
The designs you can select with interaction models, i.e. all interactions, are the full
factorial, the fractional factorial, Rechtschaffner, and D-Optimal designs of resolution
V. Fractional factorials of resolution V are supported for up to 12 factors.
MODDE supports the following screening designs:

Full factorial designs

Full factorial designs can be created at 2 or more levels.
These designs comprise all the possible combinations of the factor levels. For p factors
at 2 levels you need N =2p runs. Full factorial designs are orthogonal (balanced)
designs. Hence, the estimated effect of a factor is independent of the effects of all other
factors.
Full factorials with one or more factors at more than two levels are called Full Factorial
Mixed.

Fractional factorial designs

Fractional factorial designs are 2 level designs with resolution III, IV, V or more.
These designs are balanced subsets (fractions) of the full factorials. The resolution of
the design depends on the size of the subset, i.e. the number of runs selected. The
possible resolutions are:

Resolution III designs where main effects are confounded with 2 factor
interactions.

Resolution IV designs where two factor interactions are confounded with

each other.

Resolution V designs where main effects and all two-factor interactions are
clear of each other (unconfounded). MODDE supports resolution V designs.

With both resolution III and IV designs, you can only select the linear model. You may
edit the model and enter selected interactions. In that case, you may have to edit the
generators of the design.
With resolution V designs, MODDE generates the interaction model.

285

MODDE 11

The default generators used by MODDE for fractional factorial designs are those
recommended by Box, Hunter and Hunter (page 410). You may edit and change the
generators in the Generators dialog available on the Design tab and by clicking
Settings on the Select model and design page in the Design Wizard. When you
update the confounding, MODDE will warn you if some of the effects in your model
are confounded with each other, i.e. if your model is singular.

Reduced combinatorial designs

Reduced combinatorial designs are generated from a strict combinatorial perspective in
order to create a reduced design with a balanced distribution of all factor settings. The
algorithm selecting the points treats multilevel and qualitative factors equally.
The default start for an RC design is a linear model and the proposed number of
experiments are a minimalistic proposal according to the number of degrees of
freedom required by the model. More complex models with higher order terms can be
specified and RC designs with sufficient number of runs created.
The evaluation of the design quality is done with G-efficiency and Condition number
in MODDE.
The algorithm for reduced combinatorial optimizes the J2 (Hongquan Xu (2002))
criteria, described as a function that aims to reach as close to an orthogonal array as
possible. The resulting design may include more replicated (duplicated) runs than
specified, due to the properties of this algorithm. Receiving some duplicates is a tradeoff between a fast and functional algorithm and the optimally reduced combinatorial
design.
Hint: To find duplicates, add a random response (run order) to the Worksheet and on
the Worksheet tab click Replicates and look for the blue plot symbols. If there are
more replicates than desired, either exclude them, or create a design with more runs
and exclude replicates. Carefully evaluate the condition number for the final design.

Plackett Burman designs

Plackett Burman designs are fractional factorial designs of resolution III, generated
with 4, 8, 12, 16, 20, 24, and 28 and more runs. Plackett Burman designs support only
linear models; i.e. you cannot estimate any two-factor interactions.

Plackett Burman Super-Saturated designs

Plackett Burman Super-Saturated designs, PBSS, are fractional factorial designs of
resolution II, generated with 4, 6, 8, 10, 12, 14, 16, and 18 runs. A super-saturated
design is a Resolution II design with fewer runs than factors. Main effects are
confounded with main effects. It is assumed that only very few of the factors
investigated are active.

Three level fractional factorial designs

Three level fractional factorial designs are fractional factorial designs from the GraecoLatin square family. The available designs are:

286

L9: design with up to 4 factors at three levels.

L27: design with up to 13 factors at three levels.

L36: design with up to 13 factors at three levels.

L18 is called mixed as it has one factor at 2 levels and up to 7 factors at three
levels.

Design appendix

With these 3 level designs MODDE (objective = screening) lets you select only the
linear model, because these designs do not support interactions. In Edit model you
may edit the model and include square terms.

D-Optimal designs
D-Optimal designs are computer generated designs that maximize the determinant of
the X'X matrix, X being the extended design matrix.
D-Optimal designs are available for all objectives.
For more see the D-Optimal designs section later in this chapter.

Onion designs
Like regular D-Optimal designs, D-Optimal Onion designs can be used both in
screening and in RSM with quadratic models. The Onion designs comprise layers of
designs, usually D-Optimal, where the outermost layer determines which type of model
(linear, interaction or quadratic) that the Onion design supports. For more see the DOptimal onion designs section later in this chapter.

Rechtschaffner designs
Rechtschaffner designs are orthogonal, saturated fractions of resolution V of the 2n and
3n factorial designs. They allow the estimation of all main effects and all first order
interactions without confounding. They are saturated designs, with no degrees of
freedom remaining for the estimation of residuals and diagnostics.
The 2n Rechtschaffner designs are well suited when the objective is screening, with 6
or more factors, and little knowledge about the importance of each individual first
order interaction. In this case it is of interest to estimate all first order interactions,
unconfounded, and then eliminate the insignificant (small) ones, hence recovering
some degrees of freedom for diagnostics and residual analysis.
The required number of runs N for the 2n Rechtschaffner designs with k factors is:
N =1 + k + k(k - 1)/2
It is recommended to add 3 to 4 center points to these designs.

RED-MUP designs
The RED-MUP designs are custom designs developed for the use with 96 well plates
(see figure) and larger (384, 1536, etc.). These are widely used platforms for
experimentation in biochemistry, microbiology, pharmaceutical development, etc.,
with some special properties (buildable and extendable to other factor intervals). The
RED-MUP designs consist of two sub-designs corresponding to the vertical and
horizontal directions of the plates, i.e., 8 and 12, respectively, for 96-well plates. The
total design is made by multiplying the two sub-designs together. Hence, this total
design supports a model with all interactions between the factors in the sub-designs,
plus from each sub-design, the main effects, and when these sub-design so support,
interactions, and quadratic effects.
Below, we use n1 and n2 for the number of rows and columns in the plate, i.e., 8 and
12 in a 96 hole plate. A 96-well plate can handle from 5 full RSM factors up to 18
factors for a stretched screening situation.
The layout of a 96 well plate has 8 rows and 12 columns. Hence, the vertical direction
has n1 = 8, and the horizontal direction has n2 = 12.

287

MODDE 11

If both sub-designs support only main effects, using for example Plackett Burman subdesigns, up to n1 + n2-2 factors can be investigated, i.e., up to 18 factors in a 96 well
plate. Such a sparse design without center points is not recommended. More reliable
designs with center points in the larger sub-design would allow n1-3 + n2-5 = n1 + n28 factors, i.e., 12 factors for a 96 well plate.
When specifying the RED-MUP design, it is important to distribute the factors over the
two sub-designs (vertical and horizontal) so that (a) the actual experimental protocol
remains simple and doable, (b) the sub-designs and final design make
chemical/biological/engineering sense, and (c) a-priori interesting interactions and
higher order terms can be estimated. Note that all the interactions between each of the
factors in the vertical design and each of the factors in the horizontal designs can
always be estimated. Hence, factor pairs for which interactions are expected should be
split into the two sub-designs. Then their interaction can always be estimated,
regardless of choice of sub-design.
Special designs
When selecting to create a RED-MUP design, there are special designs for the 96 well
plates (8 x 12) which aim to make better use of the plate.

RSM designs
RSM designs are used in later stages of an investigation to develop more elaborate
models (quadratic) in the few important factors, usually not more than 5 or 6.
MODDE supports the following RSM designs:

Full factorial design at three levels

Full factorial design at three levels is the full factorial design, with every factor varied
at three levels.

Central composite designs CCC, CCO and CCF

The three central composite designs available in MODDE are the Central Composite
design Circumscribed (CCC), Orthogonal (CCO) and Face Centered (CCF).
MODDE supports CCC, CCO and CCF designs for up to 12 factors.
These designs are composed of:

A full or fractional factorial design.

Star points.

Replicated center points.

MODDE also supports a reduced CCC and CCF for four factors, with the fractional
part of the design reduced from 16 to 12 runs.

288

Design appendix

Note that with the CCC and CCO designs you may edit the model and include
cubic terms, if you wish.

Box Behnken designs

Box Behnken designs are three level designs. All the design points are located at the
center of the edges of the cube or hypercube, and are all situated on the surface of a
sphere.

D-Optimal designs
D-Optimal designs are computer generated designs that maximize the determinant of
the X'X matrix, X being the extended design matrix.
D-Optimal designs are available for all objectives.
For more see the D-Optimal designs section later in this chapter.

Onion designs
Like regular D-Optimal designs, D-Optimal Onion designs can be used both in
screening and in RSM with quadratic models. The Onion designs comprise layers of
designs, usually D-Optimal, where the outermost layer determines which type of model
(linear, interaction or quadratic) that the Onion design supports. For more see the DOptimal onion designs section later in this chapter.

Rechtschaffner designs
Rechtschaffner designs are orthogonal, saturated fractions of resolution V of the 2n and
3n factorial designs. They allow the estimation of all main effects and all first order
interactions without confounding. They are saturated designs, with no degrees of
freedom remaining for the estimation of residuals and diagnostics.
The 3n Rechtschaffner designs are well suited for the RSM objective with 6 or more
factors as they require fewer runs than the classical CCC or CCF non saturated designs.
The intent with these designs is to estimate quadratic terms but performing fewer runs
than with CCC or CCF. Eliminating insignificant terms, after performing the
experiments, results in recovering some degrees of freedom.
The required number of runs N for the 3n Rechtschaffner designs with k factors is:
N = 1 + 2k + k(k - 1)/2
It is recommended to add 3 to 4 center points to these designs.

RED-MUP designs
The RED-MUP designs are custom designs developed for the use with 96 well plates
(see figure below) and larger (384, 1536, etc.). These are widely used platforms for
experimentation in biochemistry, microbiology, pharmaceutical development, etc.,
with some special properties (buildable and extendable to other factor intervals). The
RED-MUP designs consist of two sub-designs corresponding to the vertical and
horizontal directions of the plates, i.e., 8 and 12, respectively, for 96-well plates. The
total design is made by multiplying the two sub-designs together. Hence, this total
design supports a model with all interactions between the factors in the sub-designs,
plus from each sub-design, the main effects, and when these sub-design so support,
interactions, and quadratic effects.
The RED-MUP designs are well suited for the RSM objective with up to 5 or 6 factors.
The intent with these designs is to get a precise model that can be used for optimization
and for detailed understanding.

289

MODDE 11

The maximum number of RSM factors depends on the sizes of the sub-designs. An 8
run sub-design, e.g., a Doehlert design with 2 center points, supports 2 RSM factors
(1 constant, 2 linear, two quadratic, and one interaction terms), and a 12 run subdesign, e.g., a three level Rechtschaffner design with 2 center points, supports 3 RSM
factors (1 constant, 3 linear, 3 quadratic, and 3 interaction terms) for a total of 5
RSM factors for a 96-well plate.
Mixed objective
Since the RED-MUP designs are constructed from two sub-designs, one of these can
be an RSM design and the other a screening design. In such a case the objective is said
to be mixed.

Special designs
When selecting to create a RED-MUP design, there are special designs for the 96 well
plates (8 x 12) which aim to fill up the plate.

Doehlert designs
The Doehlert designs are quadratic RSM designs with some special properties
(buildable and extendable to other factor intervals). They allow the estimation of all
main effects, all first order interactions, and all quadratic effects without confounding.
They are saturated designs with similar properties to the CCF, CCO and CCC designs.
Geometrically they are polyhedrons based on hyper-triangles (simplexes), with a
hexagon in the simplest two-factor case.
Doehlert design in 2 factors with 6 runs + center points can be extended to a new
design by adding 3 experiments. Usually also one or two new center points are added
in the new design (i.e., in the figure the right-most point in the old design).

The Doehlert designs are well suited for the RSM objective with up to 5 or 6 factors
(respectively 33 and 45 runs with 3 center points). The intent with these RSM designs
is to get a precise model that can be used for optimization and for detailed
understanding.
The required number of runs N, except for replicated center points, for the quadratic
Doehlert designs with k factors is:
N = 1 + k + k2
It is recommended to add 3 to 4 center points to these designs.

290

Design appendix

Designs for mixture factors

In a mixture experiment the responses of interest depend only on the relative
proportions of the components (called mixture factors) that make up the mixture or
formulation. Hence, the sum of all the mixture factors is a constant T, usually equal to
1 when no mixture factors are kept constant.

Mixture and process factors

Mixture factors are expressed as the fraction of the total amount of the formulation.
Their experimental ranges lie between 0 and 1.
Regular factors (i.e., temp, pH, etc.) that are not part of the mixture or formulation are
referred to as process factors. These are expressed as amounts or levels, and can be
either quantitative (measured on a continuous scale) or qualitative (have only
discrete values).
MODDE supports both mixture and process factors in the same experiment.

Mixture factors definition

A mixture factor can be a formulation factor or a filler factor. Only one mixture factor
can be defined as filler.

Formulation factor
Formulation factors are the usual mixture factors used in formulations with specifically
defined experimental ranges. Most mixture experiments have only formulation factors.

Filler factor
The presence of filler is typical of certain types of simple mixture experiments. For
example in a synthesis the solvent is typical filler, as is water in a juice punch. A filler
is a mixture component, usually of little interest, making up a large percentage of the
mixture, and added at the end of a formulation to bring the mixture total to the desired
amount.
It is recommended to define a mixture factor as filler when all three conditions below
are fulfilled;

The factor is always present in the mixture,

The factor accounts for a large percentage of the mixture and there is no
restriction on its range. It is added at the end to bring up the mixture total to
the desired amount (usually 1 when no mixture factors are kept constant),
and

You are not interested in the effect of the filler per se.

When you specify a filler factor, MODDE checks that these conditions are met and
defaults to a slack variable model, with the filler factor omitted from the model.

Use
All mixture factors are controlled or constant. The Uncontrolled option is unavailable
for both formulation and filler factors.
Formulation factors can be defined as Constant when you want to keep them constant
in the experiment.

291

MODDE 11

When mixture factors are constant, the mixture total T = 1 - Sum (constant mixture
factors). When no formulation factors are defined as constant, the mixture total has to
be equal to 1. MODDE issues an error message and stops whenever the mixture total is
not equal to T or 1.
Note: A filler factor cannot be Constant.

Scaling
Mixture factors are always unscaled when you fit the model with MLR. When you fit
the model with PLS, all mixture factors are scaled to unit variance.
Note: When the mixture region is regular, mixture factors are first transformed to
pseudo components, and then scaled with PLS models.

Mixture constraint
In a mixture experiment the mixture total (i.e. the sum of all the mixture factors in the
experiment) is equal to a constant T. The mixture Total T is generally equal to 1 when
no mixture factor is kept constant. This mixture constraint implies that the mixture
factors are not independent, and this collinearity has implications on the mixture
experimental region, the mixture designs, and the mixture model formulation.

Mixture experimental region

When all mixture factors vary from 0 to T (the mixture total), the shape of the
experimental region is a Simplex. With constraints on their ranges, the experimental
region is usually an irregular polyhedron inside the simplex. In some constrained cases,
as for example, with lower bounds constraints only, the experimental region is a small
simplex inside the original simplex. See Crosier (1984).
MODDE checks for consistent bounds, and computes
RU = Ui - T,
RL = T - Li.
Li and Ui are the lower and upper bound of the ith mixture factors.
From RL, RU and Ri (the range of every formulation factor) MODDE determines if the
experimental region is a Simplex (the L simplex oriented as the original one, or the U
simplex with opposite orientation) or an irregular polyhedron.

Regular region pseudo components transformations

When the mixture region is the L or U simplex, MODDE defaults to transforming the
mixture factors to pseudo component to make all their ranges vary between 0 and 1.
This is very similar to orthogonal scaling of process factor, to make their ranges vary
between -1 and +1.
With a regular mixture region, MODDE uses classical mixture designs.
The design is expressed in pseudo components and the worksheet is of course always
displayed in original units.
The analysis is performed on the mixture factors transformed to pseudo component, as
the coefficients of the Cox model can then be directly interpreted as the mixture factors
effects.

292

Design appendix

Region is the L simplex

When the mixture region is the L simplex, the L pseudo component transformation is
defined as
Pi = (Xi - Li) / (RL).
The transformed mixture factors Pi vary from 0 to 1.

Region is the U simplex

When the mixture region is the U simplex, the U pseudo component transformation is
defined as:
Pi = (Ui - Xi) / (RU)
The transformed mixture factors Pi vary from 0 to 1, but in this case the new simplex
in the P's has an opposite orientation to the original simplex in X, that implies that
effects in P are reversed from those in X.

Classical mixture designs

When all factors are mixture factors and the shape of the region is a simplex, the
designs available in MODDE are the following classical mixture designs (all classical
mixture designs are displayed in pseudo components in the design matrix, and by
default the analysis is done with the formulation factors transformed to pseudo
components).

Screening designs
MODDE provides three variants of the axial design. Axial designs locate all the
experimental points on the axis of the simplex and are recommended for screening, see
Snee (references).
Standard Axial (AXN)
The standard axial design includes the following 2 * q + m runs (q = number of
mixture factors, m centroid points as specified by user).
1.

All the q vertex points. The coordinates of the ith Vertex point is
xi = (0, 0, 0..1, 0, 0..).

2.

All q interior points of the simplex. The coordinates of the ith Interior point is
xi = (1/2q, 1/2q, 1/2q,..(q+1)/2q, 1/2q, 1/2q..).

3.

The overall centroid of the simplex with coordinates

x = (1/q, 1/q,....., 1/q..) replicated (m-1) times.

Extended Axial (AXE)

The extended axial design includes the following 3*q +m runs (q = number of mixture
factors, m specified by user).
1.

All the q vertex points. The coordinates of the ith Vertex point is xi = (0, 0,
0..1, 0, 0..).

2.

All q interior points of the simplex. The coordinates of the ith Interior point is
xi = (1/2q, 1/2q, 1/2q,..(q+1)/2q, 1/2q, 1/2q..).

3.

All the q End points. The coordinates of the ith End point is
xi = (1/(q-1), 1/(q-1), 1/(q-1), 0, 1/(q-1), 1/(q-1)..).

4.

The overall centroid of the simplex with coordinates

x = (1/q, 1/q,....., 1/q..) replicated (m-1) times.

293

MODDE 11

Reduced Axial (AXR)

The reduced axial design includes the following (q+m) (specified by user) points:
1.

All the q vertex points.

2.

A subset or none (specified by user) selected from the q interior points.

3.

The overall centroid replicated as desired.

RSM
MODDE provides 2 variants of the quadratic model designs, one special cubic and one
cubic. The simplex centroid design has all the experimental points on the vertices, and
on the center of the faces of consecutive dimensions.
Modified simplex centroid (SimM)
The modified simplex centroid design supports a quadratic model and includes the
following:
1.

The q vertex points. The coordinates of the ith Vertex point is

xi = (0, 0, 0..1, 0, 0..).

2.

The (q (q-1))/2 Edge centers. The coordinates of the ijth edge point is xij = (0,
0, 1/2, 1/2 0, 0..).

3.

The q Interior check points. The coordinates of the ith interior point is xi =
(1/2q, 1/2q, (q+1)/2q, 1/2q, 1/2q..).

4.

The overall centroid with coordinates x = (1/q, 1/q,...1/q), replicated as

desired.

Modified simplex centroid Face center (SimF)

The modified simplex centroid face center design supports a quadratic model and
includes the following:
1.

The q vertex points. The coordinates of the ith Vertex point is

xi = (0, 0, 0..1, 0, 0..).

2.

The (q (q-1))/2 Edge centers. The coordinates of the ijth edge point is xij = (0,
0, 1/2, 1/2 0, 0..).

3.

The q Face centers of dimension (q-1). The coordinates of the ith face center
is: (1/q-1, 1/q-1,..,0, 1/q-1..1/q-1).

4.

The q Interior check points. The coordinates of the ith interior point is xi =
(1/2q, 1/2q, (q+1)/2q, 1/2q, 1/2q..).

5.

The overall centroid with coordinates x = (1/q, 1/q,...1/q), replicated as

desired.

Simplex centroid Special Cubic (SimSC)

The simplex centroid special cubic design supports a special cubic model and includes
the following:

294

1.

The q vertex points. The coordinates of the ith Vertex point is

xi = (0, 0, 0..1, 0, 0..).

2.

The (q (q-1)) 1/3, 2/3 Edge points. The coordinates of the ijth edge point is
xij = (0, 0, 1/3, 2/3, 0, 0..), xji = (0, 0, 2/3, 1/3, 0, 0..).

3.

The q(q-1)(q-2)/6 Face centers of dimension 2. The coordinates of the ith

face center is (0, 0, 0, 1/3, 1/3, 1/3..0, 0, ).

Design appendix

4.

The q Interior check points. The coordinates of the ith interior point is xi =
(1/2q, 1/2q, (q+1)/2q, 1/2q, 1/2q..).

5.

The overall centroid with coordinates x = (1/q, 1/q,...1/q), replicated as

desired.

Simplex Centroid Cubic (SimC)

The simplex centroid cubic design supports a cubic model and includes the following:
1.

The q vertex points. The coordinates of the ith Vertex point is

xi = (0, 0, 0..1, 0, 0..).

2.

The (q (q-1)) 1/3, 2/3 Edge points. The coordinates of the ijth edge point is
xij = (0, 0, 1/3, 2/3, 0, 0..), xji = (0, 0, 2/3, 1/3, 0, 0..).

3.

The q(q-1)/2 Edge centers. The coordinates of the ith edge center is xi = (0, 0,
0, 1/2, 1/2, 0...0).

4.

The q(q-1)(q-2)/6 Face centers of dimension 2. The coordinates of the ith

face center is (0, 0, 0, 1/3, 1/3, 1/3..0, 0, ).

5.

The q Interior check points. The coordinates of the ith interior point is xi =
(1/2q, 1/2q, (q+1)/2q, 1/2q, 1/2q..).

6.

The overall centroid with coordinates x = (1/q, 1/q,...1/q), replicated as

desired.

D-Optimal designs
What are D-Optimal designs?
D-Optimal designs are computer generated designs, tailor made for a specific
problem. They allow great flexibility in the specifications of your problem. They are
particularly useful when you want to constrain the region and no classical design
exists.
D-Optimal means that these designs maximize the information in the selected set of
experimental runs with respect to a stated model.
For a specified regression model Y = X* + where:
Y is a (N x 1) vector of observed responses,
X is a (N x p) extended design matrix, i.e. the n experimental runs extended with
additional columns to correspond to the p terms of the model (i.e., the added columns
are for the constant term, interaction terms, square terms, etc..)
(beta) is a (p x 1) vector of unknown coefficients to be determined by fitting the
model to the observed responses.
(epsilon) is a (N x 1) vector of residuals (the differences between the observed and
predicted values of the response y). They are assumed to be independent of each other,
normally distributed and with constant variance 2
The D-Optimal design maximizes the determinant of the X'X matrix, which is an
overall measure of the information in X. Geometrically; this corresponds to
maximizing the volume of X in a p dimensional space.

295

MODDE 11

Candidate set
D-Optimal designs are constructed by selecting N runs from a candidate set. This
candidate set is the discrete set of all potential good runs.
MODDE generates the candidate set as follows:
I) For a regular process region, the candidate set consists of one or more of the
following sets of points (depending on your model and the number of factors):

The full factorial for up to 10 factors, reduced factorial for up to 32 factors.

Centers of edges between hyper-cube corners.

Centers of the faces of the hyper-cube.

Overall centroid.

II) For constrained regions of mixture and/or process factors, the candidate set consists
of one or more of the following set of points:

The extreme vertices of the constrained region.

The centers of the edges. If these exceed 200, the centers of the 200 longest
edges.

The centers of the various high dimensional faces.

The overall centroid.

MODDE has implemented an algorithm to compute the extreme vertices, center of

edges, center of faces etc. as described by Piepel (1988).

When do I use D-Optimal designs?

Whenever possible you should use classical designs and these are the default designs
of MODDE. However when classical designs are impossible to apply, D-Optimal
designs are the preferred choice.
MODDE suggests a D-Optimal design when:

296

1.

There is a linear constraint on the factor settings, reducing the experimental

region to an irregular polyhedron. There are no classical designs that can
well investigate an irregular region. A D-Optimal design is then the
preferred choice as it makes efficient use of the entire experimental space.

2.

There are formulation factors, with lower and upper bounds, and possibly
additional constraints, making the region an irregular polyhedron.

3.

There are qualitative factors, with more than two levels and there is no
mixed level design available. Or the mixed level design suggests too many
runs to be acceptable.

4.

The objective is RSM and there are qualitative factors.

5.

The number of experimental runs affordable is smaller than the number of

runs of any available classical design.

6.

Both process and mixture factors are present.

Design appendix

D-Optimal algorithm
D-Optimal designs have been criticized for being too dependent on an assumed model.
To reduce the dependence on an assumed model, MODDE has implemented a
Bayesian Modification of the K-Exchange algorithm of Johnson and Nachtsheim
(1983), as described by W. DuMouchel and B. Jones in A Simple Bayesian
Modification of D-Optimal designs to reduce dependence on an Assumed Model,
Technometrics (1994).
With this algorithm one can add to the primary terms i.e. the terms in the model,
potential terms, i.e. additional terms that might be important. The objective is to
select a D-Optimal design, rich enough to guard for potential terms, and enable the
analysis to detect possibly active ones.
In order not to increase the number of runs N, and to avoid a singular estimation, one
assumes that the coefficients of the potential terms are likely to have a mean of 0 and a
finite variance (tau, )2.

Implementation of the D-Optimal algorithm in MODDE

K-exchange algorithm
The k-exchange algorithm is a compromise between the exchange algorithm of Wynn
(1972) with k = 1 and the Federov algorithm with k = N (the selected number of runs).
In MODDE k is set to 3, that is at every iteration of the procedure, the algorithm
considers an exchange between k = 3 points in the design with the smallest prediction
variance and points in the candidate set. If any exchange increases the determinant, the
point(s) (up to 3) are exchanged.

Variance of the coefficients of the potential terms

As recommended by W. DuMouchel, tau, , is set to 1 in MODDE.

Potential terms
Potential terms are higher order terms not included in the model but taken into account
during the creation of the candidate set. Potential terms are default added but can be
removed by clearing the Use potential terms box.
Depending on the number of factors, the objective and the model, MODDE adds the
following potential terms:

Process Factors with constraints

Screening
Factors

Model

Potential terms

2 - 12

Linear

All interactions

2 - 12

Linear + interactions

All squares

Factors

Model

Potential terms

2-8

Quadratic

All cubes

RSM

297

MODDE 11

Process Factors without Constraints

Screening
Factors

Model

Potential terms

2 - 20

Linear

All interactions

21 - 32

Linear

Interactions between
the first 20 factors

2 - 17

All interactions

All squares

Factors

Model

Potential terms

2-6

Quadratic

All cubes

7 - 12

Quadratic

None

RSM

Mixture Factors and irregular regions

Screening
Factors

Model

Potential terms

2 - 20

Linear

All squares +
interactions

Factors

Model

Potential terms

2 - 12

Quadratic

All cubes

RSM

Note: No potential terms are added for investigations with all factors defined as
qualitative.

Design evaluation
To evaluate and compare D-Optimal designs, MODDE computes the following
criteria;

LogDetNorm
The log of the determinant of X'X normalized for number of terms in the model p, and
number of runs N.
This is the criterion used, by default, to select the best design. MODDE selects the
design with the largest value (closest to 0) of LogDetNorm.
LogDetNorm = Log10 [Det(X'X)1/p / N]
The maximum value of LogDetNorm, for an orthogonal design, is 0.

LogDet
The Log of the determinant of the X'X matrix

298

Design appendix

Condition No
The condition number of the X design matrix coded orthogonally and extended
according to the model.

G efficiency
G efficiency is a lower bound on D efficiency, which compares the efficiency of a DOptimal design to a fractional factorial.
G efficiency is defined as:
Geff = (100 * p) / (n * d)
Where
p = number of terms in the model
n = number of runs in the design
d = Maximum relative prediction variance v over the candidate set, where the
prediction variance v = x(X'X)-1x'

Inclusions and design augmentation

MODDE allows you to specify a set of experimental runs as Inclusions specified
under Design | Inclusions. If you enter experiments in Inclusion before creating your
design these runs are by default a part of the resulting D-Optimal design.
Inclusions are useful for design augmentation. If you already have performed a few
experiments, and want to add M additional experiments, add the old experiments in
Inclusions, ask for N + M runs and state the desired model. The M runs are selected DOptimally from the candidate set with respect to your model.
For more on design augmentation see the Complement design section in Chapter 4,
File.
Note: All of these statistics are computed from the runs selected D-optimally and do
not include the possible center points added to the worksheet.

Irregular region
Screening
When the mixture region is an irregular polyhedron, MODDE computes the extreme
vertices (corners) delimiting the region. These extreme vertices constitute the candidate
set and the centers of the high dimensional faces are added to support potential
terms. The design is a D-optimal selection of N (specified by user) runs from the
candidate set.

RSM
MODDE computes the extreme vertices, 1/3, 2/3 centers of edges, centers of faces of
dimension (q-1) and the overall centroid of the experimental region. When there are
too many extreme vertices, only the centers of the 25% longest edges are computed.
These experimental points constitute the candidate set.
The design is a D-Optimal selection of N runs (specified by the user) from the
Candidate set.

299

MODDE 11

Pseudo component transformation

You can always select to have the mixture factors expressed in pseudo components for
the analysis. MODDE uses the L pseudo component transformation when RL RU and
the U pseudo component when RU < RL.
Pseudo component transformation is the MODDE default when the method of fit is
MLR as it stretches the experimental region and alleviates the problem of ill
conditioning.
Note: All mixture designs are displayed in pseudo components.

Mixture models
Because of the mixture constraint, (the mixture factors are not independent) the
analysis of mixture data with multiple regression requires a special model form.
The traditional approaches have been:

Defining the model omitting one mixture factor, hence making the others
independent. This is the slack variable approach.

Omitting some terms from the model, so that the terms remaining in the
model are independent. This is the Scheff model, with the constant term
removed from the linear model and the quadratic terms removed from the
quadratic model.

Using the complete model including all the mixture terms, but putting
constraints on the coefficients to make them estimable. This is the Cox
reference model, and the constraints on the coefficients are defined with
respect to a standard reference mixture. This standard reference mixture
serves the same function as the centering constant with process variables
models.

Process and mixture factors together

When you have both process and mixture factors, you can select to treat them as one
model, or to specify separate models for the mixture factors, and the process factors.
With both mixture and process factors, the only model form available is the Cox
reference mixture model.
When the model obeys mixture hierarchy, the PLS coefficients are expressed relative
to a stated standard reference mixture. The following constraints are imposed on the
coefficients:
For linear models
bksk = 0
For quadratic models
bksk = 0 (1)
ckjbkjsk = 0 for k = 1,...,q (1) and for j = 1,...,q (2)
Here ckj = 1 when j k and ckj = 2 when k = j.
sk are the coordinates of the standard reference mixture.
If (gamma) are the coefficients of the interactions between the process and mixture
factors:
ksk = 0
300

Design appendix

Note: When the model contains terms of order 3, or contains qualitative and
formulation factors, the PLS coefficients are not adjusted relative to a stated standard
mixture.

D-Optimal Onion designs

Onion designs can be created for regular process factors, using an imported candidate
set, using scores from SIMCA as design variables, or letting MODDE create the
candidate set from the factor setup.
When importing scores, the scores are automatically loaded from the SIMCA usp-file,
and the candidate set for the Onion design is comprised of all objects (rows) in the
workset of the SIMCA model selected as the basis of the Onion design.
The design is made in a number of layers (shells), with a separate D-optimal design for
each layer. Typically the number of layers is two or three.
D-Optimal onion designs are similar to space filling designs in that design points are
situated also in the interior of the design space.
D-Optimal onion designs are available in MODDE only when the factors are
quantitative.
Observations in the candidate set are sorted by their distance to the center of the
multivariate space, expressed as percentiles from the center.
The candidate set is then divided into layers, by default three, layer one being the
innermost layer and layer three the outermost layer.
A D-Optimal design is then performed on each layer separately and the final design
and worksheet includes all the runs selected D-Optimally in each layer. This makes the
selected runs fill the multivariate design space.
The model and the number of runs in each layer as well as the percentile of
observations included in each layer can be specified by the user.
The D-Optimal onion design selects runs from each layer separately, ensuring that the
design will have points that fill the space.
SIMCA-P+ 12 or later needs to be installed.

Screening onion designs

When the objective is screening, two D-Optimal Onion design are available. The
recommended design has a full interaction model in the outer layer. The second choice
is with a linear model in the outer layer.
The default number of layers (three when the candidate set allows it) can be changed
from the Layer box. The outer layer is the last layer, and the innermost layer is number
1. The maximum allowed number of layers is default 10. You can change the Max
number of layers in onion designs in File | Options on the MODDE options page in
the General section.
For more about D-Optimal designs, see the D-Optimal section earlier in this appendix.

RSM onion designs

When the objective is RSM, the quadratic D-Optimal Onion design is available. The
recommended design has a full quadratic model in the outer layer.

301

MODDE 11

The default number of layers (three when the candidate set allows it) can be changed
from the Layer box. The outer layer is the last layer, and the innermost layer is number
1. The maximum allowed number of layers is default 10. You can change the Max
number of layers in onion designs in File | Options on the MODDE options page in
the General section.
For more about D-Optimal designs, see the D-Optimal section earlier in this appendix.

Candidate set
The D-Optimal onion design in MODDE is created from a candidate set. The candidate
set can be created by MODDE, imported from one of the supported file formats, or
imported from SIMCA.

Candidate set created by MODDE

When you have defined only process factors and enter the Select model and design
page, you can select to generate an Onion design.
MODDE will then create the same number of candidate sets as layers specified. The
high and low limits for each factor in the candidate set will be based on the percentile
defined for each layer.
E.g. for a factor with Low = -1 and High = 1 with the four layers, 0% 15%, 15%
30%, 30% 75% and 75% 100%, the candidate sets will be generated with the
low/high settings -0.15/0.15, -0.3/0.3, -0.75/0.75 and -1/1. The number of points
generated in each candidate set depends on the number of factors.

Candidate set imported from a file

For how to import a file as candidate set, see the Design from candidate set section in
chapter 4, File.
After importing the candidate set, selecting an Onion design and selecting the intervals
(percentile) for the layers, the candidate set is divided into sub candidate sets for each
layer, based on the experiments distance. The most distant experiment will define
100% and the center will define 0%.
The distance of a specific experiment from the center is calculated as the geometrical
distance, i.e. the square root of the sum of squared factor values. The factors are
orthogonally scaled.

Candidate set from SIMCA

For how to import scores from SIMCA as design variables (factors), see the Design
from scores section in chapter 4, File.
When you select to create an onion design, the candidate set is parted in layers.

Stability designs
A pharmaceutical product in storage may change its quality characteristics with time.
Hence, it is important to know how well a product retains its quality characteristics
over the life span of the product. A product is considered stable as long as its quality
characteristics remain within specifications. The shelf life of a product corresponds to
the number of days it remains stable at the recommended storage conditions. The
process of collecting experimental data for estimating and verifying a product's shelf
life is called stability testing.
For more, see the Stability design appendix.
302

Design appendix

When the main effects can be evaluated independently from one another (not
confounded) the perfect reduced design is an orthogonal array (OA). The classical 2k-p
fractional factorial designs are orthogonal arrays. When the factors have more levels
than 2 (i.e. a combination of 2, 5, 3, 2, 3 levels over 5 factors) the complexity when
creating an OA escalates considerably and the OA might not even exist. The concept of
OA dates back to Rao (1947).
To create a design with a reasonable number of runs, the concept of nearly orthogonal
arrays NOAs was invented and has been described by Wang and Wu (1992). The
concept used in MODDE to solve the problem in creating OAs and NOAs is called the
J2 algorithm, a fast and efficient algorithm for Design generation.

Definition OA
Definition of orthogonal array (OA) can be found at
http://en.wikipedia.org/wiki/Orthogonal_array (Wikipedia).

Definition of NOA
"Let Si be a set of si levels denoted by 0, 1, . . . , si 1 for 1 _ i _ v for some positive
integer v. We define a nearly-orthogonal array NOA (N, s1k1 , s2k2 , .svkv) to be an
array of size N k such that k = k1 + k2 + + kv and the first k1 columns have
symbols from S1, the next k2 columns have symbols from S2, and so on, such that the
array is optimal according to some criterion.", from Hongquan Xu (2002)

References
Rao, C. R. (1947), Factorial Experiments Derivable from Combinatorial Arrangements
of Arrays, Journal of the Royal Statistical Society, Supplement,9, 128139.
Wang, J. C., and Wu, C. F. J. (1992), Nearly Orthogonal Arrays With Mixed Levels
and Small Runs, Technometrics, 34, 409422.
Hongquan Xu (2002), An Algorithm for Constructing Orthogonal and NearlyOrthogonal Arrays With Mixed Levels and Small Runs, Technometrics, 44, 356368.

Power of the design

This section describes how the power analysis is performed.
We will consider a regression situation with a dependent output variable, y (n x 1), that
is predicted from a set of independent predictors, X (n x p), such that (xi, yi), for i = 1,
, n denote our set of measurements.
Power denotes our ability to detect a significant effect, given that there is one. It is
often used to determine the number of runs that are required in a set of experiments in
order to be confident that we would detect a significant effect of a particular size.
In our case, with a multiple regression model, we are interested in determining whether
we have a sufficient number of runs to confidently detect whether at least one
regression coefficient is significantly different from zero (see details below), given that
it truly should be non-zero.

Power of the model

We have a linear regression model

303

MODDE 11

where we predict y as
and we want to test the null hypothesis that (Liu, 2014)

against the alternative hypothesis that

I.e., that at least one regression coefficient is significant. We will test this hypothesis
using an F-test.
The F-test is

where dr = p is the degrees of freedom of the regression, and de = n p is the number

of degrees of freedom of the error. The sum of squares of the regression is

where

, and the sum of squares of the error is

The coefficient of determination, also called the multiple correlation coefficient, is

defined as

where SST = SSR + SSE.

Then SSE = (1 R2)SST, and the F-test may be written equivalently as

Where f2 = R2/(1 R2) is called the effect size.

Under the alternative hypothesis, the F statistic follows a non-central F distribution.
The power of the F-test is then (Liu, 2014)

where

is the non-central F distribution with center parameter, where dr and

de are the degrees of freedom and

The center parameter, , is computed as
304

is the critical F-value on the level.

Design appendix

= f2(dr + de).
The interpretation is that, if the data is sampled many times and the regression model
refitted for each sampled data set, we would correctly identify at least one non-zero
regression coefficient 100(1 )% of the time.
Thus, the models R2value must be known, in order to compute the effect size, which
in turn is required to compute the power. The R2 could be determined from previous
studies, or from experience or assumptions about the current study.
The power is computed using an estimated R2 value, the value and the total number
of runs in the currently selected design. The total number of runs is determined by the
selected design and the presence of center points.
Also, in order to plan the study, the power analysis also presents the suggested number
of runs, in order to achieve a power 1 0.8.

Post-hoc power analysis

The notion of post-hoc power (also called retrospective power, observed power or
achieved power) has received a great deal of criticism, much of it fair. In fact, the
notion of power is really only meaningful in the design phase of a study. If you set up a
study, it is relevant to ask yourself how many runs are required in order to confidently
detect an effect of a particular size. However, after the study has been performed, you
no longer have any questions like that. Now everything is fixed: your data is already
sampled, you have an actual number of runs that fell outside of the confidence range,
your null hypothesis is now actually declared either true or false, etc. This last point is
particularly important. We note that power is formally defined as (Zumbo and Hubley,
1998)
P(reject H0|H0 is false),
i.e., the probability of rejecting the null hypothesis given that it is false. The post-hoc
power, on the other hand is defined as
P(H0 is false|reject H0),
i.e. the probability that the null hypothesis actually is false, given that we rejected the
null hypothesis. The relation between a priori power and post-hoc power thus follows
from Bayes theorem, and is

A priori and post-hoc power are thus equivalent in the case when P(H0 is false) =
P(reject H0), which may only happen in the limit as n of the sample size. Note in
particular that this is very likely to be false for a single study.
The main critique against the post-hoc power analysis is thus the following: The power
states what is likely to happen in 100(1 )% of all cases (e.g. if the study were
repeated many, many times). Your current study was performed once, and it is not
possible to compute a probability like this from a single sample. It is therefore not
possible to use the post-hoc power to interpret the power of the current study.
It is also common to falsely conclude that, if a result from a study was deemed nonsignificant, states the probability that this is a false negative. By extension, this
would imply that a significant result could have been obtained if more runs were
included. To be perfectly clear: This is a false claim. There is a relation between the
computed p-value and the power, and a non-significant p-value always correspond to a
low power (Hoenig and Heisey, 2001).
305

MODDE 11

Nevertheless, the post-hoc power is sometimes used, and may sometimes be useful.
For instance, post-hoc power may be used in meta studies; and the post-hoc power is
sometimes used in order to design future studies, e.g. if you performed a pilot study
(Hoenig and Heisey, 2001; OKeefe, 2007). MODDE therefore includes the post-hoc
power in the Descriptive Statistics list.

How high should the power be?

High power gives us confidence that we would detect a significant model if there is
one. Ultimately, the required power is determined for the study at hand, and depends
on the consequences of a false negative.
Conventionally, a power that is 1 0.8 is typically said to be good (just as is
typically set to 0.05), and is motivated by = 4 (Cohen, 1988). A higher power is of
course better.

References
Cohen, Jacob (1988). Statistical power analysis for the behavioral sciences. Hillsdale,
New-Jersey, 2nd edition.
Hoenig, J. M. and Heisey, D. M. (2001). The abuse of power: The pervasive fallacy of
power calculations for data analysis. The American Statistician, 55, 19-24.
Liu , Xiaofeng Steven (2014). Statistical Power Analysis for the Social and Behavioral
Sciences: Basic and Advanced Techniques. Taylor & Francis, 1st edition.
OKeefe, Daniel J. (2007). Post Hoc Power, Observed Power, A Priori Power,
Retrospective Power, Prospective Power, Achieved Power: Sorting Out Appropriate
Uses of Statistical Power Analyses. Communication Methods and Measures, 1(4), 291299.
Zumbo, Bruno D. and Hubley, Anita M. (1998). A note on the misconceptions
concerning prospective and retrospective power. The Statistician, 47, 385-388.

306

Optimizer appendix

Introduction
The optimizer works according to a given set of specifications and the specification of
the factors and responses are selected according to the desired result. Therefore, if the
response specifications are unrealistic, it might be impossible for the optimizer to reach
the best possible solution. With a good strategy and by using complementary tools,
such as contour plots, DPMO estimates, sweet spot plots, Design Space estimates,
robust setpoint, setpoint analysis and the predicted min/predicted max values listed in
the Optimizer, a good understanding of the possible specifications can be obtained.
Note here that the most important consideration in order to obtain optimal optimization
results is to certify that the Pred. min and Pred. max range and the response
specifications at least partly overlap.
The optimizer is used to find an experimental setpoint that fulfills various criteria. The
optimizer uses a search function to find the best possible solution to an equation that
depends on a number of operating criteria.
This appendix describes the possibilities and limitations of the optimizer function. The
first part is a description of how the optimizer works and the second part discusses how
different objectives can be reached by selecting different start criteria for the
optimization.

Search function
The optimizer uses desirability functions, dk, for each response, k=1,,m, and searches
for the combination of factor settings that predicts a result inside the response
specifications and as close as possible to the targets for all responses. When searching
for a solution with many criteria, the result will be a compromise between those
criteria. This compromise is expressed as the overall desirability function, f(ds), a sum
of all dk. This compromise is also expressed as a normalized distance to target (D) for
all responses.
The success of the desirability function depends on the optimizer specification (Min,
Target, Max) and the selected Desirability objective (Limit/Target/Custom/etc.). It
must be possible to reach the optimizer objective for the current data in order for the
desirability function to succeed.
The search for a robust setpoint, Find robust setpoint, is based on Monte Carlo
simulations and is available if a setpoint can be found that predicts all responses within
their limits.

307

MODDE 11

Optimizer objectives
The optimizer can be set up for different objectives:
1.

Limit optimization where the objective is to reach a solution in which the

response is within the specification limits (Min and Max limits). This is the
default approach in MODDE.

2.

Target optimization where the objective is to reach a solution in which the

response is as close to target as possible. For the target optimization to work
properly, it is necessary that the response can be optimized close to or on
target; otherwise the search may end up with an unacceptable solution.

3.

Custom optimization user defined customization of the Target

optimization.

4.

Focus optimization where the objective is to favor one or several responses

over the others; accomplished by manipulating the individual weights.

5.

Robust setpoint where the most robust setpoint is found. Depends on the
existence of a solution based on objectives 1-4.

To control the optimization, the overall desirability function, f(ds), plays a key role, as
well as reasonable limits and targets for the responses. The optimizer will strive to
reach the lowest possible value of the overall desirability function, f(ds), and will strive
to reach the lowest possible value. The shape of the function is controlled by the
settings of the criteria (Min, Target, Max) for each response and the choice of the dk
functions.
With weight 1, the lowest possible value of the individual desirability functions, dk, is 100. Note that in the plots, the individual desirability function, dk, is translated to [-1,
0], so that a weight of 1 has a lowest possible value in the plot of -1, and so on. The
goal is to reach a minimum in the overall desirability function, f(ds).

Accessing the individual desirability functions

Open the Optimizer Properties window by clicking Optimizer settings in the
Optimizer window or right-clicking the Optimizer window and then click Properties.
Then click the Columns tab of the Optimizer Properties dialog box.
This presents additional columns for the optimizer. Once selected, the additional
columns will appear in the spreadsheet in the optimizer.

308

Optimizer appendix

Note: For a weight change to have the expected result, the selected desirability needs
to be Target.

Limit optimization
The default function is an exponential desirability function. This means that the
desirability function decreases rapidly close to the limit and then flattens out. As a
consequence it will be easier to reach a compromise where all responses are inside the
specification limits but may not be as close to the desired target as is possible.

309

MODDE 11

When Weight = 1 the desirability function reaches the lowest possible value just inside
the specification limit. This works well to find a compromise when many responses
strive to be inside the specification limits. A possible drawback can be that the
optimizer will not drive the solution to the Target even when that is possible. There is
also no relative symmetry in the function as it depends on the limit target distance as
shown in the plot above.

Target optimization
The quadratic function corresponds to Target optimization, meaning that a response is
expected to reach the target or be close to the target.
If that is not possible, the optimizer might find a solution that will predict some
responses very close to target and some outside the specification limits. In such a case,
a good recommendation is to start with the exponential desirability functions (i.e. Limit
optimization) and proceed with Target optimization to reach inside the given
specifications.

In Target optimization, the desirability function has a quadratic form and can be
customized by adjusting the blue dots. The blue dots correspond to the optimizer
specifications (Min, Target, Max), the predicted min and max (the extreme points) and
a setting in the middle of the specification and predicted ranges for Min and Max.

Customized desirability function

It is possible to change the shape of the quadratic desirability function at the nodes
represented by the blue dots. A function like the one in the following figure will favor
solutions inside the upper specification limit and will reach a solution from that
direction.

310

Optimizer appendix

Focus optimization
If the weights are set differently for different responses, responses with higher weights
will take priority in the search for a solution inside the specifications. The overall
optimization criterion is to reach the lowest value of the overall desirability function,
f(ds).
The search will focus on minimizing desirability functions with high weights, since the
objective is to minimize the overall desirability function.
Note: The selected Desirability must be Target in order for the focus optimization to
work well.

Define optimizer specifications

The start specifications for the optimizer are based on the initial factor and response
definitions. If no response specification for Min, Target, and/or Max exists, the default
criterion is 'Predict'.
Reaching an optimal result is often an iterative process. The criteria will need to be
reevaluated if the response specifications are impossible to reach. If compromises need
to be made on many responses, or a solution where the specification for one response
is far out of reach, this can point the search function in the wrong direction.
To help the specification evaluation, MODDE uses the current model and estimates the
predicted min and max values for each response. These values, complemented with a
graphical presentation, can be used as a guide when evaluating the possible ranges. In a
situation where one response specification is far away from the possible range,
reconsider the specification or set the Criterion for the response to Predicted and
optimize that specific response separately.

311

MODDE 11

In this example the response NOx has a specification that is not inside the possible
region. With these settings, the solution will never have NOx inside it's optimizer
specification and the optimizer specification should therefore be reconsidered.
With the help of some raw data analysis and some initial model analysis, you can get a
reasonable understanding of the possibilities.

Example of response specification in the optimizer

In this example we want to minimize the NOx emission with an upper specification
limit (Max) of 10. Setting the target to 0 might seem logical but it is not possible for
the optimizer to reach 0 in the investigated experimental region. An inspection of the
raw data, see the Replicate Plot below, shows that all NOx data are between 10 and
35. Therefore it should be impossible to obtain a prediction close to 0 for the current
experimental region. A more reasonable target in this case is 10 for the NOx emission
with an upper max limit of 15. The target and max limit values combined with raw data
are supported by the replicate plot.

Replicate Plot: All values for NOx emission can be found between 10 and 35.

Optimizer search function

The optimizer will search for a solution to the specifications from different starting
points using the Nelder-Mead simplex algorithm and will try to minimize the overall
desirability function, f(ds). The result is expressed as a normalized distance to target,
Log(D), and DPMO (Defects Per Million Opportunities outside of specifications).
For more information about the computations, see the Optimizer section in the
Statistical appendix.

312

Optimizer appendix

After running the optimizer the best proposal (i.e., the one with the lowest Log(D)) is
selected. A Log(D) < -1 means that all results should be within the specification limits
or very close to them. The optimal value of Log(D) is -10; in this case all response
predictions are on target. DPMO gives information about a point's robustness to small
disturbances; the disturbances are governed by the precision specified for the factors.

In the Alternative setpoints spreadsheet the user can define start points for the
optimization or create a focus search around a specific setpoint (by clicking New from
selected).

Robust setpoint
The Find robust setpoint tool (FRS) adds the possibility to search for a solution that
accounts for model error and factor precision. The main purpose is to describe the
effect of perturbations on a possible solution but also to give the user the possibility to
elaborate on various kinds of constraints in the result interpretation.
The search for a robust setpoint starts with the creation of the space where all the
response specifications are fulfilled (Design Space, DS) according to a specific quality
statement (acceptance criterion). The default acceptance criterion is DPMO = 10 000,
which means that 99% of the samples are within limits. For more about the Design
Space generation, see the Design space appendix.
The precision of the robust optimization procedure depends on the selected resolution.
The resolution is the number of discrete blocks which the investigated region is divided
into. The FRS procedure fills the DS volume with acceptance blocks according to the
selected resolution.

313

MODDE 11

As an example, if the resolution is 16, the factor range will be divided into 16 blocks.
Then if the DS volume represents only 3 blocks out of the 16, the robust point will be
considered to be the block in the middle of the 3. If the resolution is increased the
precision in the result increases to perhaps 4 blocks to the right and 5 blocks to the left
in the DS volume and then a more precise estimate of the FRS location is obtained.
The result of the robust optimization is presented in the Alternative setpoint list in the
optimizer as the R alternative. Detailed information is shown in the Optimizer List
(see below) available using Create list (Tools tab or right-click).

The Robust resolution distance column of the selected setpoint summary is the
information about how many discrete blocks in the DS that surround the Robust
setpoint. In this example, for the factor Air it is 4 to the low limit and 4 to the high
limit. Using these discrete blocks the Robust low edge and Robust high edge estimates
are calculated.
If the number of blocks is lower than 4 on each side, the recommendation is to increase
the resolution in the FRS function. If the DS is relatively small it may be difficult to
obtain a good estimate of the robust setpoint. Here you may be limited to generating
the 2D or 4D Design Space plots from the optimizer and analyze them.
For further analysis of the Robust setpoint the Setpoint analysis tool is recommended.
For more information, see the Design Space appendix.

314

Design space appendix

Introduction
The establishment of a Design Space (DS) is based on the current regression models
and an estimation of the probability for failure. In many cases, the resulting DS is a
highly irregular volume located inside the experimental design region. It designates
where we can expect all response specifications to be fulfilled at a given probability
level. The estimation process considers several sources of variability that can affect the
size of the DS. Monte Carlo simulations are used to compile the necessary probability
statistics.
This appendix outlines a recommended approach for finding a reliable DS. In so doing,
an account is given of how MODDE handles sources like model error and precision in
factor settings when estimating a DS. Some critical inputs for the calculation setup are
also discussed. It is shown how DS results can be presented graphically not only in a
2D contour projection but also in a multidimensional representation.
The main topics discussed are:

Design space

Robust setpoint

Proven acceptable range

Setpoint analysis

Setpoint validation.

What is a design space?

A common interpretation based on the ICH guidelines is that a DS is the region where
all specifications are fulfilled at a given probability level.

The International Conference on Harmonisation (ICH); Draft Guidance: Q8(R2)

Pharmaceutical Development Revision 1
(http://www.fda.gov/cber/ich/ichguid.htm) has outlined quality by design (QbD)
principles for pharmaceutical development which introduced the concept of Design
Space (DS). ICH Q8 defines DS as the multidimensional combination and interaction
of input variables (e.g. material attributes) that have been demonstrated to provide
assurance of quality.

Conceptually, the DS is a region within the experimental design region. This

investigated area is often denoted Knowledge Space (KS).
315

MODDE 11

Some of the elements influencing the size and shape of a DS are the response
specifications, the prediction models and the associated uncertainties, and the desired
probability level. Since each response may have a unique model expressing its
connection to the factors, the resulting DS may be constrained from different directions
in factor space. The net result is often a highly irregular DS.

Design space visualization

A key aspect in design space estimation is to be able to provide a graphical
representation of the resulting region (area or volume). Unfortunately, however, a
mathematical function to describe such an irregular volume becomes very complex, if
at all existing. A solution to the problem is to divide the experimental region
(knowledge space) into smaller sections and estimate the probability of fulfilling the
response specifications in each section.
For example, if the above KS is divided into 32*32*32 sections, predictions can be
performed to estimate how well the response specifications are fulfilled in each
section. In order to accomplish such predictions we use simulations and the regression
models. Simulations provide flexibility and enable many sources of uncertainty to
taken into account in the design space estimation. Subsequently, in each investigated
section of the KS, the probability of getting predictions that are outside the response
specifications is computed.
The probability of getting predictions outside the response specifications is quantified
as probability of failure expressed in % or DPMO (defects per million opportunities).
Using this strategy any type of DS region (area or volume) can be described and it will
give a flexibility to use a variety of precision estimates for the factors that are involved
in the regression models.
Note: A DPMO of 10 000 equals 99% correct or 1% failure.
The picture below is a 2D example of a DS defined by 3 models predicting 3 responses
and referencing the prediction distributions against the corresponding response
specifications. The picture is built up from a grid of predictions in 32*32 points that
have been connected by lines at defined probability levels. The acceptance criterion is
set to 1% and lower values are colored green and higher values are colored red.

316

Design space appendix

As mentioned in the Statistical appendix, MODDE supports three interval estimates.

The default setting in this context is the Prediction interval. The selected interval type
will strongly influence the size of the resulting DS region (area or volume).
Furthermore, the size of the resulting DS region will also be critically influenced by
which type of disturbance is applied to the factor settings. The DS estimate rendered in
the above plot assumes that the factors can be set exactly numerically, and that the only
disturbance applied to the factors in the simulations is in line with the size of the model
error [y = f(x) + e].
Alternatively, if it is assumed that the factors cannot be set exactly numerically, it is
possible to invoke an additional source of uncertainty in the simulations, i.e., according
to what is termed Precision in factor setting in the Factor Definition dialog box. For
instance if Air can be set with a precision of +/- 8 kg/h and EGR% with +/- 0.4 % the
DS region will shrink somewhat (see plot below).

Elaboration with various types of factor precision can be done in the Setpoint analysis
tool. In the Setpoint analysis changing the precision is done by altering the Std. dev. or
Low/High values. If the DS is created from another entrance than Setpoint analysis on
the Optimizer contextual tab, the factor precision used is the one originally specified
in the Factor definition dialog box used for the design specification. Adjustment of this
precision can be done in the Factor definition dialog box or in the Setpoint analysis.

317

MODDE 11

In-depth assessment of Design Space

The Design Space (DS) graphs presented in the previous paragraph are simplistic in the
sense that they are only two-dimensional representations of a complicated reality. An
in-depth and more realistic assessment of a DS can be done by using the Design Space
Explorer tool available after running the Optimizer. When first launching this tool a
Settings page is opened, where it is possible to modify default settings for a number of
options that have a profound impact on the course of the design space estimation.

As seen, the simulations by default take model error into account but not the factor
precision. Resolution is the number of sections that each factor range will be divided
into. Iterations is the number of simulations in each section for each response. DPMO
limit is the criterion for specifying the DS region.
If more than 5 factors are available the default selection will be the 5 with the highest
factor contribution. The factor contribution is calculated as the prediction variation
over all responses and is presented in the optimizer Setpoint tab.
The number of calculations will increase exponentially with the number of factors and
the selected resolution. A recommendation is to start with resolution 16 and 50 000
simulations but for a final documentation the recommendation is to use 32 as
resolution and leave the computer for an overnight calculation if necessary.
MODDE can address a maximum of 644 data points, but may take many hours before
completion.

318

Factors/Resolution

Res 8

Res 16

Res 32

Res 64

3 factors

Possible

Possible

Possible

Possible

4 factors

Possible

Possible

Possible

Possible

5 factors

Possible

Possible

Not possible

Not possible

6 factors

Possible

Possible

Not possible

Not possible

7 factors

Possible

Not possible

Not possible

Not possible

Design space appendix

When clicking OK in the Design Space Explorer dialog box, simulations commence
and finally results are presented in terms of a Design Space Explorer window. This
window consists of three parts.

The main part is a 2D plot showing the size and shape of the DS as viewed in
the subspace defined by the two factors chosen for the X- and Y-axes.

The second part is the Properties pane in which axis factors and constant
factors can be selected. For each factor fixed at a constant value a slider is
available to facilitate a step-less browsing from one setting to another.

The third part is a Design space hypercube overview functionality, which is

useful when trying to comprehend the size and shape of the investigated DS
in the dimensions beyond the 2D representation of the corresponding plot.

Apart from a visualization of the design space in two dimensions, the design space
explorer provides two additional graphical tools, i.e.,

a cross-hair symbol that indicates the position of the robust setpoint and

a dotted frame that shows the placement of the so called design space
hypercube.

The design space hypercube corresponds to the volume in which all factor
combinations can be used without compromising the response specifications. Its
extension in the 2D plot is given by the dotted frame, and its elongation across all
dimensions is shown by the green color in the Design space hypercube overview. Note
that the hypercube range can be changed interactively by clicking and dragging the low
or high end for the range of a particular factor.
So, in summary, the green color in the Hypercube range field designates the mutual
ranges within which all factors can be changed at the same time and without further
restrictions. Slightly wider individual ranges are patterned by the black T-lines, which
represent the allowable range of a process factor, while keeping all other factors
constant at their setpoint value.

319

MODDE 11

For more comprehensive evaluation and documentation, the design space estimation
results can be exported to a text file by Creating a list (Tools | List or right-click and
click Create list). The output is an N-dimensional DS description.

Proven acceptable ranges

A closely related idea to the design space concept is the notion of proven acceptable
ranges (PAR) for the factors. ICH Q8 defines a PAR as "a characterized range of a
process parameter for which operation within this range, while keeping other
parameters constant, will result in producing a material meeting relevant quality
criteria". In fact, the PAR notion fits well into the capabilities of MODDE. There are
three modes in which to state PAR in MODDE:

1 Based on the robust setpoint

The hypercube range of the design space explorer is used. The black T-lines extending
out from the robust setpoint coordinate indicate the individual ranges for the factors,
i.e., the largest allowable range of a process parameter, while keeping all other
parameters constant at their setpoint value. A full numerical documentation is available
using Create list with the Optimizer window active (Tools tab or right-click).

2 Based on the dotted hypercube frame

The dotted frame in the Design Space Explorer plot designates the largest possible
regular hypercube that can be inserted into the irregular design space volume. How
this regular hypercube extends into many dimensions is given by the green bars seen in
the Hypercube range part in the picture above. The green bars mark the mutual ranges
within which all factors can be changed at the same time and without further
restrictions.

320

Design space appendix

3 Based on setpoint analysis

3 is reminiscent of 1, but is based on a distribution around a setpoint. Such
distributions are attained using the Setpoint analysis functionality in MODDE. The
details of the Setpoint analysis tool are given in the next paragraph. Briefly, Setpoint
analysis is available after running the optimizer. It outputs the estimated acceptable
range for the factors at every given setpoint.

Setpoint analysis
Setpoint analysis is available after running the optimizer. This tool can estimate the
tolerance available for the factors at every given setpoint. It is an excellent platform for
analysis of any given setting and also for imposing practical adjustments to the
allowable factor ranges and evaluating the consequences of such changes.
In the presentation below the robust setpoint is the start, and from that co-ordinate the
factor ranges are expanded until the DPMO limitation criterion is reached.

Factor variations possible to use are presented as Estimated acceptable ranges. Various
types of distributions and interval estimates can be used in the estimation; the default is
a normal distribution and a prediction interval.
In this example, the responses that limit the widening of the factor ranges are Fuel and
Soot as these responses first reach the DPMO limit of 10 000 DPMO. All estimations
are based on the regression models and with the prediction interval.

Properties - Setpoint analysis

In the property page settings can be adjusted. The most important one is the Interval
type used for the predictions and the acceptance criterion (DPMO). Because the
predictions are based on simulations the stability in the results is dependent on the
number of simulations. The default settings aim to give a reasonable estimate within a
quite short time. The result can thus vary between simulations. To get a more stable
result for documentation we recommend increasing the Acceptable range simulations
and Response profile simulations.

321

MODDE 11

Monte Carlo simulations

The Monte Carlo simulations are:

random factor settings according to the selected distribution,

around their optimum value but within the Low and High limits,

followed by predictions of the responses. In this case 50 000 predictions are

performed. The distribution as well as the number of simulations and the
range can be changed by the user.

The resulting distributions can be presented as a histogram, one for each response.

Evaluate the results and make necessary adjustments

If the result in some way is not satisfactory, one option can be to change the starting
point for the DS search (selected setpoint). Another option is to lock some factor
ranges where setting tighter specifications wont be a problem. For more, see the
Setpoint validation for robustness testing subsection later in this chapter.
For alternative start points it can be preferable to step back to the optimizer and select
another start point based on Log(D), DPMO and Design Space evaluation. The
modeling results, e.g. Coefficient Plot, can also be an information source to finding
alternatives. All settings can be changed in the Setpoint analysis window for a user
controlled search in order to find the most appropriate solution.
The setpoint shown below is a movement of the factor setting Needlelift to a higher
setpoint.

The alternative factor settings give results within specifications but with narrower
estimated acceptable ranges than for the previously proposed starting point. The
alternative factor settings might be preferred for practical reasons.

322

Design space appendix

How to find the best Design Space

1.

Develop the best model for each response.

2.

Check the residual distribution for outliers or unresolved structures.

3.

Find the optimal settings for the factors that comply with the response
criteria (optimizer).

4.

Check if the proposed optimal factor settings are critical (close to a limit) or
in a safe region.

5.

Perform a Robust Setpoint analysis.

6.

Decide on the interval type and the acceptance level; default settings are
Prediction interval and 10 000 DPMO.

7.

Make an evaluation of the complete Design Space with Design Space

Explorer.

8.

Decide on how to express the PAR, from a setpoint or as a selected

hypercube inserted into the Design Space.

9.

Evaluate the results and make necessary adjustments using DS analysis and
Setpoint analysis.

10. Set your preferred factor specifications with any necessary practical
adjustments.
11. Document the final results.

Setpoint validation for robustness testing

According to the FDA: "VALIDATION OF ANALYTICAL PROCEDURES:
Definition and terminology. The robustness of an analytical procedure is a measure of
its capacity to remain unaffected by small, but deliberate variations in method
parameters and provides an indication of its reliability during normal usage."
Setpoint validation is a way to test if the system investigated is robust against
disturbances in the investigated region. Setpoint validation can be found on the Predict
tab.
The aim of robustness testing is to evaluate if a process, or a system, performs
satisfactory even when some influential factors are allowed to vary. In other words, we
want to investigate the systems sensitivity (or preferably lack of sensitivity) to
changes in certain critical factors. The advantages with having a robust process or
system include simpler process control, a known range of applicability and an ensured
quality of the product or process.
A robustness test is usually carried out before the release of an almost finished product,
or analytical system, as a test to ensure quality. MKS Umetrics recommends the use of
DOE for robustness testing and such a design is usually centered on the factor
combination, which is currently used for running the analytical system, or the process.
We call this the setpoint. The setpoint may have been found through a screening
design, an optimization design, or some other identification principle, such as written
quality documentation. The aim of robustness testing is, therefore, to explore
robustness close to the chosen setpoint.

323

MODDE 11

In Setpoint validation we use simulations on the regression model and simulate random
disturbances within the investigated range of operation for all factors. The regression
model originates typically from a low resolution design supporting linear models since
we assume that small disturbances have mainly linear effects. Fractional factorial
resolution III and Placket Burman designs are recommended.

Setpoint validation example

In this example we show that the DOE strategy in combination with Monte Carlo
simulations here gives a proper estimate of the system's robustness.
The investigation chosen to illustrate the Setpoint validation feature originates from a
pharmaceutical company. It represents a typical analytical chemistry problem within
the pharmaceutical industry. In analytical chemistry, the HPLC method is often
mounted for routine analysis of complex mixtures. It is therefore important that such a
system will work reliably for a long time, and be reasonably insensitive to varying
chromatographic conditions. For details about this example, see the tutorial
"Robustness testing".

Evaluation of the setpoint validation

The Predict | Setpoint validation tests the robustness by making a large number of
random disturbances in the specified region with a selected confidence criterion. In this
example the specified region is the experimental region or knowledge space (KS). In
the Setpoint Validation window (shown below) the factor part shows the original
investigation settings with a specific setting for the qualitative factor Column. ColA
was manually selected as this selection gave the worst results (see Tutorial example for
more information about the specific example). The result is shown as a distribution of
random samples including model prediction errors and it is well within the
specification limits for some responses. The result can be expressed in general statistics
as well as capability indices Cpk or DPMO.

A description of the details of this window is found in the Setpoint properties section in
chapter 13, Setpoint.

Factor spreadsheet
All factors are varied within the design limits with Monte Carlo simulations according
to a Normal distribution. These are the default settings.

Response spreadsheet
The result for response k1 is optional; there are no specific demands for this response.
The result for response k2 is outside the specification limits.
The result for response Res1 is above the low specification limit.

324

Design space appendix

The result for response PlateN(2) is above the low specification limit
From the above we conclude that this system is robust against disturbances in the
factors for Res1 and PlateN(2). k2 is not robust against disturbances in the factors.

Final adjustments
Setpoint validation can be used to estimate the maximum accepted variability in factors
that still predict all results within the specifications.
The problem in the described example is response k2. The requirement for k2 is that
less than 1%, corresponding to DPMO = 10 000, of the predictions may be outside the
specification limits.
There are constraints when handling this type of situation;

Which factors affect the result?

How can we adjust the factor limits without causing too much problems in
the normal use of the procedure?

First we have to check the model to understand which factors are the most influential.
The model has to be significant for an adjustment in factor ranges to have an effect on
the result distribution.
In this example the model for k2 is very significant and the most important factor is
Acetonitrile (ACN).

Assuming that the factor Temperature is easy to control with a narrower range we start
with this factor by adjusting temperature to +/- 0.5 C. At the same time we can open
the Role for ACN to Free. This instruction together with the specification limit for k2
(DPMO = 10 000) will give an estimate of a range for ACN where we can predict that
the system is robust according to the specifications. The picture next here displays the
result of the change in settings.

325

MODDE 11

The proposed settings for ACN are now 25.45 to 26.55 and the estimated distribution
for k2 is 9 680 hits outside the specification limits.
A final step might be to make an adjustment of the factor settings to some practical
new specification within the range for ACN, for instance 25.5 to 26.5. The result
shown below implies that the critical response k2 will have 0.58% of future predictions
outside the specifications.

Result statistics for k2

To open the response histogram, click the histogram symbol to the far right in the
Setpoint validation window.
In the Select responses box, select which responses to display.

326

Design space appendix

To view statistics, create a list from the Setpoint validation window (Tools tab, or
right-click).

A more detailed description of this example is found in the tutorial named "Robustness
Testing".

327

Stability design appendix

Introduction
A pharmaceutical product in storage may change its quality characteristics with time.
Hence, it is important to know how well a product retains its quality characteristics
over the life span of the product. A product is considered stable as long as its quality
characteristics remain within specifications. The shelf life of a product corresponds to
the number of days it remains stable at the recommended storage conditions. The
process of collecting experimental data for estimating and verifying a product's shelf
life is called stability testing.
As outlined by the ICH guidelines (1, 2), design of experiments (DOE) is a cornerstone
technology in stability testing. This because DOE enables to spread out informative
experiments in the critical factors across the time span that is encompassed by the
stability test. The normal duration of a stability test is 36 months, with testing time
points occurring at 0, 3, 6, 9, 12, 18, 24 and 36 months.
In addition to the obvious Time factor, stability testing often involves between 2-5
additional factors, for instance strength, container size and/or fill. These factors can be
quantitative or qualitative in nature and be studied at two or more levels. As with
regular DOE protocols, the number of factor combinations grows rapidly with
increasing number of levels of the factors. A full study stability test is one in which all
factor combinations are tested for every time point. It is easily realized that this may
not be a suitable design approach especially when the number of factor combinations is
large. Instead reduced designs can be used, in which only a subset of the factor
combinations is tested at a given time point.
The prevailing approach to stability testing implies that full testing of all factor
combinations is done at 0 and 36 months, and that reduced testing is carried out at all
other time points (3, 6, 9, 12, 18 & 24 months). Reduced testing means that only
subsets of the factor combinations are tested. Various reductions can be used and
common reductions are the one-half reduction and the one-third reduction. This
approach is known as matrixing.
Ideally, the various reductions tested at 3, 6, 9, 12, 18 & 24 months should be
complementary, so that all factor combinations indeed are investigated at least once in
each type of reduction. Furthermore, it is advantageous if all levels of any qualitative
factor are exploited the same number of times in each reduction. This last point is often
referred to as balancing. Balancing subsets of factor combinations so that they are
perfectly complementary inside each type of reduction is the real challenge in stability
testing, and although balancing is worth striving for it is not always straightforward to
accomplish.

329

MODDE 11

With the release of MODDE 11, MKS Umetrics introduces a new class of reduced
combinatorial designs that are perfectly complementary when superimposed on top of
one another. This new design family is described in the Reduced combinatorial designs
subsection in the Design appendix. In this appendix we shall describe how the so called
complementary combinatorial designs are especially suited to the needs of stability
testing, and how they bring a vast array of stability testing scenarios into one common
framework. The data set used is illustrative of the main principles for data analysis.

Setting up a stability test

In order to launch a stability testing design, on the File tab, click New, and under
Specific application design, click Stability design.

This will open up the Design Wizard, with one factor (Time) pre-defined. As shown
below, the default settings for Time are 0, 3, 6, 9, 12, 18, 24 and 36 months. The
settings of the Time factor can be changed manually and up to 24 settings (time points)
can be entered.

In the design wizard all factors to be investigated are defined. Besides Time our
example deals with the three factors Strength of API (quantitative, two levels), Batch of
API (qualitative, three batches) and Primary packaging of tablet (qualitative, four
packaging variants). A full factorial design in Strength, Batch and Primary packaging
corresponds to 24 (=2*3*4) factor combinations.

330

Stability design appendix

The next step in the design wizard deals with response definition. For each response it
is possible to enter specifications in terms of Min, Target and Max values. Only one
response is used in our example, the amount of impurities, which has a Max
specification of 2%. This Max setting refers to the desired situation at the last studied
time point.

Define stability design setup time point designs

When factors and responses have been defined, the next step corresponds to setting up
the stability testing design. This is done using the Define stability design setup page.
The basis for this page is a timeline running from left to right where all time points
previously set for the Time factor are listed as separate columns.
In our example, full testing of all factor combinations (24 runs) is proposed for 0, 12
and 36 months, whereas reduced testing is proposed at all other time points. We can
see that two reductions are suggested. Two half-reductions of 12 runs denoted design
sets B:1 and B:2 -- are scheduled for 18 and 24 months, and three one-third reductions
of 8 runs -- denoted design sets C:1, C:2 and C:3 -- are scheduled for 3, 6 and 9
months.

You can interactively change which reduction to use at a given time point. Replicates
and center points can also be changed at this stage. Moreover, it is also possible to
generate new reductions and distribute them across time as deemed appropriate. A
fourth reduction may be added by clicking Add reduction (not illustrated here). Up to
9 reductions are supported.

331

MODDE 11

Define stability design setup, Design sets

The lower part of the stability design setup page shows which reductions are eligible
and how many runs they contain. By clicking Expand all (the plus sign) more details
are provided.

For each design set, the augmented list of details informs about whether the design set
in question is balanced or not, its condition number and the number of runs it contains.

332

Stability design appendix

Stability design worksheet

By clicking Finish on the stability design setup page, the worksheet of the stability
design is created. In our example, the worksheet comprises 120 runs. An excerpt is
shown below. Compared with the worksheet of a conventional DOE protocol there are
some minor differences. First of all, there is a new column, the second from left,
denoted Combination ID. There will be as many Combination IDs as there are factor
combinations (excluding the Time factor), i.e. 24 in our example; 25 if there are center
points. Secondly, the column denoted Exp Name has a modified naming structure for
each experimental run, a modified structure which indicates which factor combination
and time point applies for each row in the worksheet. Finally, there are two list boxes
which enable subset selections of the experiments. Subset selections can be
accomplished based on the factor combinations and time points.

333

MODDE 11

Early stage data analysis trajectory trending

The default data analytical method is MLR, which is a sound choice provided that
there are no major disturbances to the geometry of the stability design. Data analysis of
measured data can be done at any stage of the duration of the stability test. In the early
stages, say after 6 or 9 months, the focus lies on trending, i.e., understanding what will
likely be the development trajectory of the response with time. This kind of assessment
is done with a simple regression model, usually involving only Time as the single
model term.
Subset selection of experiments representing different time spans is easily
accomplished by using the Included time points and Included combination boxes of
the worksheet. With all experiments included, the calculations automatically include
the experiments that have response values and ignores those without.

Below, we illustrate how main trend analysis of the Impurities trajectory can be done
incrementally after 3, 6, 9 and 12 months. The Factor Effect Plot, available on the
Predict tab, is an indispensable tool in this respect. Gradually, as more and more data
points become available, we can see that the precision in terms of a narrowing
interval estimate1 in the predicted level of Impurities is improved.
However, judging from this early stage trend analysis, we are at risk of violating the 36
months Max setting of the response. The question is whether any of the other factors
display a significant influence on the response? This is addressed in the next section.

By default, the interval estimate presented in the Factor Effect plot is the Confidence
interval (aka average) with the setting 95%. This interval estimates where 95% of the
future average predictions will be found. The confidence interval is common practice
in mainstream regression analysis. In stability testing, however, the use of another type
of interval estimate, the so called prediction interval (aka individual), is more
prevalent. The prediction interval suggests where we can expect a future individual
sample to be predicted. Also a third variant is available in MODDE; it is a tolerance
interval and reflects the estimation of future populations of predictions. More
information about the various interval estimates is found in the Interval estimates
subsection in the Statistical appendix. In order to swap between the three alternative
intervals estimates, right click the plot, click Properties and use the Interval
estimation tab. The type of interval estimate used is listed in the footer of the graph.

334

Stability design appendix

335

MODDE 11

Early stage data analysis assessment of factor

effects
The main conclusion from the previous trend analysis was a worrying increase in the
predicted level of Impurities towards the end of the stability test. Because of this
undesired future trajectory it is of relevance to investigate the impact of the other three
factors on the response variable. In order to accomplish this assessment, the regression
model must be modified so that it includes all possible main and interaction effects; on
the Home tab, click Edit model.

336

Stability design appendix

The regression model, based on all 0-12 months measurements, was updated using the
full set of main and interaction effects. A substantial increase in R2 was the result,
from 0.506 (Time factor only) to 0.768 (all main and interaction terms). This increase
in the explained variance points to the fact that one or a few of the additional model
terms exhibit a significant impact on the response variable. This can be further
assessed using the regression coefficient plot.
The regression coefficient plot shows a few noteworthy facts. It is evident that Time is
the strongest factor. It has a positive coefficient meaning that the numerical value of
the response variable increases with Time. However, there is also a statistically
significant influence of the Batch factor; in particular, the third batch exhibits a strong
positive influence on Impurities. Moreover, the coefficient plot reveals a strong
interaction effect between Time and Batch 3. The other two factors, Package and
Strength, do not influence the response variable.

337

MODDE 11

The Interaction Plot is a useful tool to get a graphical appraisal of an interaction.

Based on the plot below there is no doubt that Batch 3 has a detrimental impact on
Impurities compared with the other two batches.

The main conclusion after analyzing the 0-12 months segment of data is that Batch 3 is
associated with a rapid and unacceptable increase in the level of Impurities. As a
consequence this batch should be excluded from further consideration in the stability
test. It will not comply with the final 36 months acceptance criterion.

Late stage data analysis

The early stage data analysis revealed that Batch 3 would not comply with the final
acceptance criterion. Hence, all existing samples (0-12 months) and all future samples
(18-36 months) including this factor setting need to be excluded from the data analysis.
The easiest way to accomplish this is to sort the MODDE worksheet according to the
Batch factor. Mark the Batch column, right click and click Sort descending. This will
give you a worksheet where all runs involving Batch 3 are listed first. Then simply
mark all rows containing Batch 3 and in the Incl/Excl column select Excl.

338

Stability design appendix

Before fitting the model on a larger time span (0-24 months) the model was again
edited by reverting to using the Time as the single factor. The resulting Factor Effect
plot for Time is seen here. The conclusion is that the 36 months acceptance criterion
most likely will be met.

Summary and discussion

The new design family for stability testing is based on reduced combinatorial design
sets that are perfectly complementary when superimposed on top of one another. The
complementarity principle is illustrated by the three design cubes shown here. The
design cubes represent a three-factor problem where one factor has two levels, one
three levels and one four levels. The full factorial design in these three factors
comprises 2*3*4 = 24 runs. Each design cube represents a one-third fraction in 8 runs.
Mathematically, the three one-third fractions are equivalent and when superimposed on
top of one another they perfectly pattern the corresponding full factorial design. This is
the gist of the new approach to stability testing in MODDE, i.e., the ability to fraction
any stability design problem into reductions of various degree (design sets of one-half,
one-third, one-fourth, reductions) that are balanced and perfectly complementary.

339

MODDE 11

It should be emphasized that what is written and discussed in this appendix relates to
the context of work performed in early development. Usually, in early development it
is of relevance to explore many factors at many levels, and as early as possible to
discover factors and factor settings that clearly encode unfavorable instability in the
tested product. One of the interesting aspects of using the novel stability designs in
MODDE is that all levels of all factors are tested at an early stage even though reduced
design sets are employed. And this gives the beneficial asset of allowing the user to
detect and remove elements in the experimental scheme that cause instability. Such
early removal of uninteresting elements and zooming-in on critical features in the
stability testing facilitate optimal use of the available testing resources.
References
1. Anonymous, Bracketing and matrixing designs for stability testing of new drug
substances and products, ICH Guideline Q1D.
2. Anonymous, Evaluations for stability data, ICH Guideline Q1E.

340

References

1.

R.A. Fisher, Statistical methods, experimental design, and scientific

inference, A re-issue (J. H. Bennett, Ed.), Oxford University Press, Oxford,
England, (1990).

2.

G.E.P. Box, W. G. Hunter, and J. S. Hunter, Statistics for experimenters,

Wiley, New York, (1978).

3.

G.E.P. Box, The collected works, Vol 1. (G.C. Tiao, Ed.), Wadsworth
Advanced Books and Software, Belmont, CA, 1985.

4.

Morgan, Chemometrics: Experimental Design, ACOL, London, and Wiley,

New York, (1991).

5.

Wold, Soft modeling, The basic design and some extensions, In Vol. II of
K-G. Jreskog and H. Wold, Ed.s. Systems under indirect observation, Vol.s
I and II, North-Holland, Amsterdam, (1982).

6.

Wold, A. Ruhe, H. Wold and W. J. Dunn III, The Collinearity Problem in

Linear Regression. The Partial Least Squares Approach to Generalized
Inverses, SIAM J. Sci. Stat. Comput. 5, 735-743, (1984).

7.

Hskuldsson, PLS Regression Methods, J.Chemometrics, 2, 211-228,

(1988).

8.

Wold. Cross validatory estimation of the number of components in factor

and principal components models, Technometrics 20, 397, (1978).

9.

Draper and Smith, Applied Regression Analysis, Second Edition, Wiley,

New York.

10. Cornell, Experiments with Mixtures, New York: Wiley, (1990).

11. Cox, A Note on Polynomial Response Functions for Mixtures, Biometrica,
58, 155-159, (1971).
12. Crosier, Mixture Experiments: geometry and Pseudo components,
Technometrics, 26, 209-216, (1984).
13. Kettaneh-Wold, Analysis of mixture data with partial least squares,
Chemometrics and Intelligent laboratory Systems, 14, 57-69, (1992).
14. Rechtschaffner R.L., Saturated fractions of 2n and 3n factorial designs,
Technometrics, 1967, Vol.9, N4, 569-575.
15. Ing-Marie Olsson, Erik Johansson, Martin Berntsson, Lennart Eriksson,
Johan Gottfries, and Svante Wold, Rational DOE-protocols for 96 well
plates, Chemometrics and Intelligent Laboratory Systems, 2006.
16. Doehlert, D.H., Uniform shell designs, Journal of the Royal Statistical
Society, 1970, Serie C, N19, 231-239.
17. Snee, Test Statistics for Mixture Models, Technometrics, Nov. 1974.
341

MODDE 11

18. Cohen, Jacob (1988). Statistical power analysis for the behavioral sciences.
Hillsdale, New-Jersey, 2nd edition.
19. Hoenig, J. M. and Heisey, D. M. (2001). The abuse of power: The pervasive
fallacy of power calculations for data analysis. The American Statistician,
55, 19-24.
20. Liu , Xiaofeng Steven (2014). Statistical Power Analysis for the Social and
Behavioral Sciences: Basic and Advanced Techniques. Taylor & Francis, 1st
edition.
21. OKeefe, Daniel J. (2007). Post Hoc Power, Observed Power, A Priori
Power, Retrospective Power, Prospective Power, Achieved Power: Sorting
Out Appropriate Uses of Statistical Power Analyses. Communication
Methods and Measures, 1(4), 291-299.
22. Zumbo, Bruno D. and Hubley, Anita M. (1998). A note on the
misconceptions concerning prospective and retrospective power. The
Statistician, 47, 385-388.
23. Cederkvist, H.R., Aastveit, A.H., and Naes, T., The importance of functional
marginality in model building A case study, Chemometrics and Intelligent
Laboratory Systems, 87, 98-106, 2007.
24. Draper, Norman and Smith, Harry, Applied Regression Analysis, Second
Edition, Wiley, New York, 1981.
25. Golub, Gene H. and Van Loan, Charles F, Matrix Computations, The Johns
Hopkins University Press, Baltimore, 1983.
26. Rao, C. R. (1947), Factorial Experiments Derivable from Combinatorial
Arrangements of Arrays, Journal of the Royal Statistical Society,
Supplement,9, 128139.
27. Wang, J. C., and Wu, C. F. J. (1992), Nearly Orthogonal Arrays With Mixed
Levels and Small Runs, Technometrics, 34, 409422.
28. Hongquan Xu (2002), An Algorithm for Constructing Orthogonal and
Nearly-Orthogonal Arrays With Mixed Levels and Small Runs,
Technometrics, 44, 356368.
29. Anonymous, Bracketing and matrixing designs for stability testing of new
drug substances and products, ICH Guideline Q1D.
30. Anonymous, Evaluations for stability data, ICH Guideline Q1E.

342

Index

343

2
2D
Contour ...........................................175
Design space ................... 102, 184, 223
Sweet spot ............................... 180, 221

3
3D
Onion plots......................................124
Response surface.............................177
Rotate ..............................................198
Scatter ..................................... 130, 170
Sweet spot .......................................180
Zoom and rotate ..............................198

4
4D
Contour ................................... 101, 176
Design space ................... 102, 184, 223
Sweet spot ............................... 180, 221

A
Abbreviation
Factor definition ................................22
Investigation options .........................70
Response definition ...........................30
About MODDE .......................................5
Absolute limits ............................ 216, 217
Accelerators ....................................... 7, 79
Activate MODDE ....................................5
Add
Component ........................................96
Experiment ......................................128
Factor .......................................... 22, 56
Inclusions ........................................112
Plot element ....................................195
Response ...........................................30
Terms .................................... 56, 59, 94
To favorites .....................................206
To report .........................................206

Analysis wizard
Coefficients ....................................... 89
Histogram ......................................... 86
Interaction test .......................... 91, 257
Observed vs. predicted ...................... 93
Replicates.......................................... 85
Residuals normal probability ............ 92
Square test................................. 90, 257
Summary of fit .................................. 88
Tests statistical appendix ................ 257
Toolbar.............................................. 84
What is? ............................................ 84
Analyze tab.......................................... 141
ANOVA .............................. 146, 147, 252
Arrange windows ................................ 193
Arrow .................................................. 197
Audit trail ................................ 70, 73, 190
Augmenting designs .............................. 56
Automatic
Auto update predictions .................. 170
Cross-validation significance rules . 248
Fit...................................................... 96
Update of plots and lists .................. 206
Update predictions .......................... 170
Autoscale modifier ................................ 31
Axial designs ....................................... 293
Axis ............................................. 200, 201

B
Background ......................................... 202
Balanced .............................. 285, 288, 303

Add to report .......................................206

Block
Blocks ............................................... 40
BlockV ............................................ 128
D-Optimal ....................................... 279
Fixed ............................................... 279
Interaction ......................................... 40
Mark ............................................... 197
Option ............................................... 70
Orthogonal ...................................... 276
Random........................................... 279
RSM ................................................ 278
Screening ........................................ 277

Alternative setpoints ............................ 215

Block interaction ............................. 40, 41

Analysis advisor ..................................189

Blocks.............................................. 40, 41

Analysis phase ................................... 2, 16

Box-Behnken....................................... 289

Add plot element .................................195

Add to favorites ...................................206

Box-Cox ...................................... 149, 263

344

Index

C
Candidate set
Constrained .....................................111
Create new ........................................43
Edit....................................................43
Imported ...................................... 43, 61
Layer runs .........................................45
Max size ............................................68
New design .......................................61
Onion ..............................................302
Open................................................123
Regular............................................296
Size ...................................................43

Format plot ..................................... 199

List .................................................... 78
Mini toolbar ........................................ 8
Onion by layer ................................ 124
Scatter ............................................. 130
Setpoint properties .......................... 230
Sweet spot ....................................... 180
Worksheet ....................................... 128
Column formatting .............................. 205
Combinatorial designs ......................... 286
Compact coefficients ............. 74, 256, 257
Compatibility....................................... 301

Center points .........................................39

Complement design
Doehlert ............................................ 58
D-Optimal ......................................... 59
Estimate squares terms...................... 57
Fold over ........................................... 57
Inclusions vs. complement .............. 111
New................................................... 56
New complement design ................... 56
PBSS to PB ....................................... 56
Rechtschaffner .................................. 56
What is? ............................................ 56
With inclusions ............................... 112

Central Composite Circumscribed .......288

Condition number ................ 134, 136, 259

Central Composite Face ......................288

Confidence
Interval for coefficients ..... 74, 256, 257
Interval for predictions.................... 261
Interval type and probability levels ... 75
Level ................................................. 70

Case sensitivity ......................................17

CCC ..................................................... 288
Blocking ..........................................278
Constraints ......................................213
Design .............................................288
Star distance ......................................40
CCC constraints...................................213
CCF .....................................................288
CCO..................................................... 288

Central Composite Orthogonal ............288

Classical mixture designs ....................293
Close......................................................68
Coding qualitative factors....................258
Coefficients
Compact format ........................ 74, 256
Confidence intervals ................. 74, 256
Extended format ........................ 74, 256
Interaction test........................... 91, 257
Normalized................................ 74, 256
Plot ..................................................155
PLS orthogonal ......................... 74, 256
Scaled and centered................... 74, 256
Square test ................... 74, 90, 256, 257
Statistical appendix ................... 74, 256
Unscaled ................................... 74, 256
Color
ANOVA table ................................. 146
Axes ................................................200
by variable ......................................130
Contour ...........................................204
Correlation matrix ...........................133

Confoundings ...................................... 122

by variable ...................................... 130
Constraints
Candidate set................................... 111
Define ............................................. 109
Define graphically........................... 110
Define in spreadsheet ........................ 28
Mixture constraint ........................... 292
Modify graphically ......................... 110
Page .................................................. 28
Qualitative or multilevel ................... 29
Supported .......................................... 29
Types of .................................... 29, 109
Why ................................................ 109
Context menu ...................................... 206
Contextual tab ......................................... 6
Contour
Customize ............................... 178, 204
Format plot ..................................... 204
345

MODDE 11

From optimizer ...............................220

Labels..............................................178
Open................................................175
Options .................................... 178, 180
Resolution .......................................178
Response surface.............................177
Scale equally ...................................178
Wizard.............................................178
Controlled ..............................................25
Convention ............................................17
Coordinate reader ................................199
Copy ......................................................65
Correlation
Matrix .............................................133
Plot ..................................................133
Cpk ......................................................281
Cross-validation rules ..........................248
Cube plot .............................................115
Cubic terms .........................................249
Curvature diagnostics plot ...................131
Customize plot
Axes ................................................200
Axis and title font............................201
Axis X and Y ..................................201
Background .....................................202
Column ...........................................205
Contour ...........................................204
Error bars ........................................205
Gridlines .........................................202
Labels..............................................204
Legend ............................................203
Limits and regions...........................203
Mini toolbar ....................................199
Open................................................199
Restore ............................................196
Save ................................................196
Styles ..............................................205
Templates ........................................ 196
Tick Marks ......................................201
Titles ...............................................203
Customize ribbon ..................................10

D
Default options ......................................70
Default plot formatting ........................196
Defects Per Million Opportunities .......281
Degrees of freedom ..................... 249, 253

346

Deleted studentized residuals ........ 76, 258

Derived responses
Define ............................................... 32
Operators and functions .................... 34
Qualitative factors ............................. 35
Sets of variables ................................ 33
Syntax ............................................... 33
Description button ................................. 37
Descriptive statistics .................... 134, 136
Design
Box-Behnken .................................. 289
CCC ................................................ 288
CCF................................................. 288
CCO ................................................ 288
Classical mixture designs ................ 293
Doehlert .......................................... 290
Evaluation ....................................... 298
Fractional factorial .......................... 285
Fractional factorial at three levels ... 286
From candidate set ............................ 61
From scores....................................... 62
Full factorial............................ 285, 303
Full factorial at three levels............. 288
Mixture ........................................... 291
Onion .............................. 287, 289, 301
Plackett Burman.............................. 286
Plackett Burman Super-Saturated ... 286
Rechtschaffner ........................ 287, 289
RED-MUP .............................. 287, 289
Design matrix .............................. 116, 117
Design phase ........................................... 2
Design region ...................................... 115
Design runs............................................ 39
Design space
Appendix ........................................ 315
Documentation ........................ 318, 320
Explorer .................................. 227, 318
From Home tab ............................... 102
From Optimizer tab ......................... 223
From Setpoint analysis.................... 236
How to find the best ........................ 323
Monte Carlo simulations ................. 322
Options............................................ 185
Predict tab ....................................... 184
What is? .................................. 315, 316
Design summary .......................... 119, 121
Design tab ........................................... 105
Design wizard.................................. 21, 84

Index

Distance to model ................................165

From Home tab ............................... 102

From Optimizer tab ......................... 223
From Setpoint analysis.................... 236
How to find the best ........................ 323
Monte Carlo simulations ................. 322
Options............................................ 185
Predict tab ....................................... 184
What is? .................................. 315, 316

Distance to target .................................273

Dynamic profile................................... 220

Desirability .................................. 308, 310

Desirability settings .............................308
Determinant ................................. 295, 298
DF................................................ 249, 253
DF residual .................. 134, 136, 249, 253

Distribution
Factor ..............................................234
Histogram .......................................137
Response .........................................235
Setpoint analysis .............................280
Setpoint Factor spreadsheet.............232
DModY ...............................................165
Dockable windows ..............................189
Doehlert designs ..................................290
D-Optimal
Algorithm ........................................297
Balanced ...........................................42
Blocking ..........................................279
Candidate set ...................................302
Complement ......................................59
Criteria ........................................ 44, 48
Design evaluation............................298
Design runs span ...............................42
Design summary ..................... 119, 121
Design wizard page ...........................41
Implementation ...............................297
Onion candidate set ...........................47
Onion designs .................................301
Regenerate design ...........................124
Repetitions ........................................42
What is? ..........................................295
When? .............................................296
D-Optimal onion
Candidate set ............................. 47, 302
Designs ................................... 287, 289
From candidate set ............................61
From scores .......................................62
Layers max........................................68
Layers page .......................................45
Plots ................................................124
DPMO ................................. 274, 275, 281
DPMO default limit ...............................77
DS
Appendix.........................................315
Documentation ........................ 318, 320
Explorer ..........................................227

E
Edit menu ................................................ 9
Edit model ............................................. 94
Effects
List .................................................. 162
Main effect ...................................... 161
Normal probability .......................... 160
Open ............................................... 159
Plot .................................................. 159
Eigenvalue ........................................... 259
Email mip .............................................. 67
Encrypt .................................................. 52
Error bars............................................. 205
Estimate squares terms .......................... 57
Evaluate ....................................... 134, 136
Evaluation plot .................................... 208
Exclude........................................ 103, 199
Execute folder ..................................... 192
Experiment name................................. 128
Experiment number ............................. 128
Experimental cycle .............................. 2, 4
Experimental design
Create ................................................ 55
Objective ........................................... 13
What is? ............................................ 13
Experimental region ............................ 115
Experiments......................................... 128
Export favorites configuration ............. 192
Extended
Axial ............................................... 293
Design matrix.......................... 116, 117
List presentation.................. 70, 73, 190
Model list .......................................... 94
External variability ...................... 131, 276
Extreme vertices .......................... 119, 121
347

MODDE 11

F
Factor
Add ...................................................21
Advanced ..........................................26
Contribution ....................................275
Definition .............................. 22, 23, 26
Delete ................................................21
Distribution .....................................234
Edit....................................................21
Effects ..................................... 173, 174
Formulation.....................................291
Max number ......................................23
Mixture and process ........................ 291
Mixture definition ...........................291
Modify ...................................... 21, 106
Name .................................................17
Precision ...........................................25
Qualitative................................. 35, 258
Scaling ............................................249
Setting ...............................................23
Spreadsheet ............................. 213, 232
Transformation..................................26
Type ..................................................23
Use for factor ....................................25
What is? ..........................................106
Factor distribution ...............................234
Factorial designs .......... 285, 286, 288, 303
Favorites
Add to favorites ..............................206
Create folder ...................................192
Delete ..............................................192
Export .............................................192
Import .............................................192
Open and tile ...................................192
Rename ...........................................192
Restore ...................................... 81, 193
Treat folder as item .........................192
Window...........................................192
F-distribution ............................... 147, 148
File tab ...................................................51
Filler ................................................ 23, 25
Fit
Goodness of fit ........................ 249, 253
Lack of fit .......................................148
Methods ................................ 15, 96, 97
Mixture .............................................97
MLR................................................245
Model .......................................... 17, 96
Plots ..................................................97
PLS .................................................246
348

Summary list ................................... 145

Summary plot.................................. 143
Fixed block factor................................ 279
Fold over ............................................... 56
Foldover ................................................ 56
Footer .................................................. 203
Format plot
Axes ................................................ 200
Axis and title font ........................... 201
Axis X and Y .................................. 201
Background ..................................... 202
Column ........................................... 205
Contour ........................................... 204
Error bars ........................................ 205
Footer .............................................. 203
Gridlines ......................................... 202
Header............................................. 203
Labels ............................................. 204
Legend ............................................ 203
Limits and regions .......................... 203
Mini toolbar .................................... 199
Open ............................................... 199
Restore ............................................ 196
Save ................................................ 196
Styles .............................................. 205
Tick Marks ...................................... 201
Titles ............................................... 203
Formulation ......................................... 291
Fractional factorial
Complement...................................... 56
Designs ........................................... 285
Free-form selection ............................. 197
Full factorial
Design ..................................... 285, 303
Three levels..................................... 288
Full screen ........................................... 193

G
Gallery ..................................................... 6
G-efficiency......................... 119, 121, 298
General options
General tab ........................................ 68
List options ....................................... 78
Restore .............................................. 81
General page
Factor definition................................ 23
MODDE options ............................... 68

Index

Generate report
Add to report ...................................206
Report ...............................................54
Generators ...........................................114
Goodness of fit ............................ 249, 253
Graeco-Latin square ............................286
Gridlines ..............................................202

H
Hat matrix.................................... 249, 253
Header .................................................203
Help
About MKS Umetrics .......................82
Help .......................................... 4, 5, 81
Interactive help ...................................4
MKS Umetrics on the Web .................5

Installation ............................................... 1
Interaction plot .................................... 163
Interaction test ............................... 91, 257
Interactive exclude tool ............... 103, 199
Interval estimates................................... 75
Interval type and probability levels ....... 75
Investigation
Change options ................................. 70
Compatibility .............................. 10, 62
Managing .......................................... 10
Mip ................................................... 10
What is? ............................................ 10
Irregular region.................................... 299

K
Keyboard ............................................... 10

Hierarchy .............................................249

Keyboard shortcuts ...................... 7, 78, 79

High limit ...................................... 30, 213

KeyTips ............................................. 7, 79

Histogram ...................................... 86, 137

Home tab ...............................................83
Hypercube ...........................................227
Hyperlink.............................................242
Hyper-triangles ....................................290

L
Labels .................................................. 204
Lack of fit ............................................ 148
Latent structures .................................. 246
Layers overlap ....................................... 45
L-designs ............................................. 286

Image ...................................................240

Legend................................................. 203

Import
Candidate set ............................. 61, 302
Design from file ................................55
Favorites configuration ...................192
Inclusions to worksheet...................112
Scores................................................62
Worksheet to inclusions ..................113

Licenses ................................................... 5

Inclusions
And design augmentation................299
As part of design .............................112
Edit..................................................113
Open................................................111
vs. complement design ....................111

List
Create .............................................. 206
Presentation....................................... 70

Individual response analysis ................235

Limit optimization ............................... 309

Limits .................................................. 203
Line style ......................................... 8, 205
Linked responses ................................... 35

Loading plots ............................... 163, 164

Lock
Contour levels ................................. 178
Investigation ..................................... 52

Insert in report
Add to report ...................................206
Hyperlink ........................................240
Picture .............................................240
Template .........................................240

LOF ..................................................... 148

Insert rows ...........................................128

LogDet ................................................ 298

Log
Determinant .................................... 298
In audit trail............................... 73, 190

349

MODDE 11

Mini toolbar .............................................8

Error ................................................ 283

Fit...................................................... 96
Hierarchy ........................................ 249
Individual .......................................... 96
List .................................................... 94
Q2 ................................................... 251
R2 ................................................... 251
Reproducibility ............................... 252
Saturated ................................. 249, 253
Select .......................................... 37, 40
Singular........................................... 249
Validity ........................................... 252
What is? ............................................ 13

Mip-file .................................................10

Monte Carlo ........................................ 280

Missing data ........................................250

Multilevel factor .................................... 23

Mixture
And process factors ......................... 291
Constraint ........................................292
Contour ...........................................175
Cox.......................................... 264, 265
Data in MODDE .............................264
Design space ...................................184
Designs ...........................................291
Experimental region ........................292
Factor definition ..............................291
Factors statistical appendix ..... 264, 265
Fit ......................................................97
Irregular region ...............................299
Models .................................... 264, 265
Prediction plots ...............................171
Slack variable model ............... 264, 265
Sweet spot .......................................180

Multiple Linear Regression ........... 15, 245

LogDetNorm .......................................298
Low limit ....................................... 30, 213

M
Main effect plot ...................................161
Manage licenses ......................................5
Mark ....................................................197
Maximum runs ............................ 119, 121
Mid-range ..............................................26

MLR
Fit methods .......................................15
Formula ...........................................245
MLR scaling
Mid-range .........................................26
Ortogonal ..........................................26
Responses .........................................31
Statistical appendix .........................249
Unit variance .....................................26
MODDE
About ..................................................5
Starting................................................2
MODDE options
General tab ........................................68
List options .......................................78
Restore ..............................................81
Model
Distance to ......................................165
Edit....................................................94
350

Multiplot
Overview plot ................................... 99
Select responses .............................. 206
Multivariate ........................................... 62

N
Near orthogonal array .......................... 303
Network installation ................................ 5
New
Application designs........................... 60
Complement design .......................... 56
Design from candidate set ................. 61
Design from scores ........................... 62
D-Optimal ....................................... 124
Experimental design ......................... 55
External design ................................. 55
Investigation ..................................... 10
RED-MUP .................................. 60, 62
Report ............................................... 54
Worksheet from file .......................... 55
Next component .................................... 96
NOA .................................................... 303
Normal probability
Effects ............................................. 160
Residuals......................................... 151
Normalized
Coefficients ....................... 74, 256, 257
LogDetNorm ................................... 298
Notes ................................................... 189
N-plot
Effects ............................................. 160
Residuals......................................... 151

Index

Number format ......................................70

Number of decimals ..............................27
N-value ................................................251

O
OA .......................................................303
Objective
Select.................................................35
Settings .............................................40
What is? ..........................................115
Observed vs. predicted .......... 93, 100, 154
Onion
Candidate set ...................................302
Designs ................................... 287, 289
Generate ...................................... 61, 62
Layers max........................................68
Plots ................................................124
Screening ........................................301
Open all items......................................192
Open investigation .................................63
Operators - derived responses................34
Optimization
Blocking ..........................................278
Design ...............................................14
Focus ....................................... 273, 311
Limit ....................................... 270, 309
Objective ...........................................35
Robust .............................................225
Target ...................................... 272, 310
Optimizer
Alternative setpoints .......................215
Conditional tab ................................219
Contour ...........................................220
Copy to predictions .........................208
Definition ........................................269
Design space ...................................223
Desirability.............. 211, 270, 272, 273
f(ds) .................................................308
Factor spreadsheet ...........................213
Introduction..................... 207, 269, 307
List ..................................................218
Objective tab ...................................210
Objectives ............................... 208, 308
Overall distance to target ................273
Properties ................................ 216, 217
Response spreadsheet......................210
Search function ...............................312
Specifications ..................................311
Summary .........................................218

Sweet spot ....................................... 221

Tab .................................................. 219
Weight ............................................ 308
Window .......................................... 208
Options
Customize ................................... 78, 79
Investigation Options ........................ 70
List options ....................................... 78
MLR scaling ..................................... 26
MODDE options ............................... 68
Restore .............................................. 81
Types ................................................ 68
Organization ............................................ 6
Orthogonal
Array ............................................... 303
Blocking.......................................... 276
Correlation ...................................... 133
Scaling .............................................. 26
Orthogonal array ................................. 303
Outliers
Distance to model ........................... 165
Residuals normal probability plot ... 151
Score plots ...................................... 164
Output window
Open automatically ........................... 68
Show or hide ................................... 189
What is? .......................................... 189
Overall distance to target ..................... 273
Overlay prediction ............................... 171
Overview plot ........................................ 99

P
Partial Least Squares ............. 15, 245, 246
Password protect ................................... 52
Paste design ........................................... 35
Paste unformatted in report ................. 240
PBSS ................................................... 286
Picture ................................................. 240
Placeholders
View ............................................... 242
Window .......................................... 243
Plackett Burman
Blocking.......................................... 277
Designs ........................................... 286
PBSS designs .................................. 286
Plackett Burman Super-Saturated........ 286

351

MODDE 11

Plate-Size......................................... 60, 62
Plot
Copy..................................................65
Preview .............................................65
Quality ..............................................65
Save ..................................................65
Size ...................................................65
Plot formatting
Axes ................................................200
Axis and title font............................201
Axis X and Y ..................................201
Background .....................................202
Column ...........................................205
Contour ...........................................204
Error bars ........................................205
Footer ..............................................203
Gridlines .........................................202
Header .............................................203
Labels..............................................204
Legend ............................................203
Limits and regions...........................203
Mini toolbar ....................................199
Open................................................199
Restore ...................................... 81, 196
Save ................................................196
Styles ..............................................205
Templates ........................................ 196
Tick Marks ......................................201
Titles ...............................................203
Plots
Box-Cox .......................................... 149
Coefficients .....................................155
Contour ...........................................101
Design space ...................................102
DModY ...........................................165
Effect...............................................159
Histogram .......................................137
Interaction .......................................163
Main effect ......................................161
Observed vs. predicted ....................100
Overview...........................................99
PLS .................................................163
Replicates ........................................138
Residuals normal probability ..........151
Scatter .............................................130
Summary of fit ................................143
Sweet spot .......................................180
VIP ..................................................166
PLS
Fitting with PLS ........................ 15, 246
Orthogonal coefficients ..... 74, 256, 257
PLS coefficients ..............................263
352

PLS summary list ............................ 145

Scaling .............................................. 27
Scheff .............................................. 96
Scores and loadings ................ 163, 262
Summary plots ........................ 143, 144
Potential terms ..................................... 297
Power estimation ........................... 41, 303
Predict
Contour ........................................... 175
Design space ................................... 184
Factor effects .......................... 173, 174
List .................................................. 170
Optimizer ........................................ 208
Prediction plots ............................... 171
Residuals vs. predicted.................... 152
Scatter plot ...................................... 170
Setpoint validation .......................... 187
Spreadsheet ..................................... 170
Sweet spot ....................................... 180
Tab .................................................. 169
Prediction
Copy from optimizer ....................... 208
Formula ........................................... 261
Phase ................................................... 4
Plots ................................................ 171
Spreadsheet ..................................... 170
Using the model ................................ 17
With model error............................. 283
Predictive factor distribution ............... 234
PRESS ................................. 248, 249, 253
PRESS/SSY........................................... 15
Preview.................................................. 65
Print
Format............................................... 67
Quality .............................................. 65
Probability contour plot ............... 184, 315
Process and mixture factors ................. 291
Process Capability Index ..................... 281
Process factors ..................................... 269
Product ID ............................................... 5
Program limits ....................................... 68
Properties
Contour ........................................... 178
Dialog ............................................. 206
Optimizer ................................ 216, 217
Page ................................................ 206
Report generator ............................. 244

Index

Setpoint ...........................................230
Protect investigation ..............................52

Q
Q2 ........................................................251
Qualitative factors
Coding at > 2 levels ........................258
Definition ..........................................23
In derived response ................... 35, 258
Quantitative ...........................................23
Quantitative multilevel ..........................23
Quick Access Toolbar 9, 10, 63, 64, 65, 67
Quick start
Analysis wizard.................................84
Design wizard ...................................84

R
R2 ........................................................251
Random factor .....................................279
Raw residuals ................................ 76, 258
Recalculate scale .................................200

Replicate
ANOVA .......................................... 146
Design ............................................... 39
Plot ............................................ 85, 138
Tolerance .......................................... 68
Report
Add to report ................................... 244
Create ................................ 54, 237, 238
File .................................................. 239
Formatting ...................................... 242
Home .............................................. 240
Open ................................. 54, 237, 238
Picture ............................................. 240
Placeholders window ...................... 243
Properties window .......................... 244
Start................................... 54, 237, 238
Template ......................................... 239
View ............................................... 242
What is? .......................................... 237
Window .......................................... 239
Report generator ............ 54, 237, 238, 239
Report writer ................. 54, 237, 238, 239
Reproducibility .................................... 252

Reduced
Axial ...............................................293
CCC ................................................ 288
CCF .................................................288

Reset
Factor precision ................................ 25
Factors columns .............................. 106
Favorites ........................................... 81
Interface customization ..................... 10
Messages ........................................... 81
Model ................................................ 94
Optimizer factor settings ................. 208
Optimizer response settings ............ 208
Plot formatting .......................... 81, 196
Report template ....................... 239, 240
Rotation .......................................... 198

Reduced combinatorial designs ...........286

Residual standard deviation................. 252

Reference mixture ...............................113

Residuals
Default ............................................ 150
Gallery ............................................ 100
List .................................................. 154
Normal probability .................... 92, 151
Type definition.......................... 76, 258
Types .............................................. 150
vs. predicted response ..................... 152
vs. run order .................................... 153
vs. variable plot ............................... 153

Recent
Folders ..............................................63
Investigations ....................................63
Rechtschaffner designs ................ 287, 289
Recommended designs ..........................37
RED-MUP ............................... 60, 62, 287

References ..................................... 19, 341

Regions ................................................203
Register ...................................................5
Regular responses ..................................31
Remove
Encryption.........................................52
Footer ..............................................203
Header .............................................203
Model term......................................199
Placeholder......................................242
Timestamp ......................................203

Response
Add ................................................... 30
Box ................................................. 206
Definition .......................................... 30

353

MODDE 11

Derived .............................................32
Distribution setpoint........................235
Exclude using modifier .....................31
Linked ...............................................35
Name .................................................17
Profile .............................................220
Regular...................................... 31, 108
Response box ..................................206
Select...............................................206
Setpoint spreadsheet........................233
Spreadsheet .....................................108
Surface ............................................177
Surface modeling ..............................14
Transform .........................................31
Restore
Favorites ................................... 81, 196
Interface customization .....................10
Plot formatting .......................... 81, 196
Report template ....................... 239, 240
Ribbon
Customization ...................................10
Description ..........................................6
Robust optimization
Design space explorer .....................227
Find .................................................225
Results..................................... 226, 227
Robust setpoint
Design space explorer .....................227
Find .................................................225
Results..................................... 226, 227
Robustness ........................................... 323
Rotate ..................................................198
RSD .....................................................252
RSM
Blocking ..........................................278
Design ...............................................14
Objective ...........................................35
Run list ................................................215
Run order .............................................131

S
Safe region...........................................313
Saturated models ......................... 249, 253
Save
Audit trail ............................ 70, 73, 190
Inclusions ........................................112
Investigation................................ 64, 65
Plot formatting ................................196
Plot or list .................................... 64, 65
354

Templates........................................ 196
Scaling
Coefficients ....................... 74, 256, 257
Formula ........................................... 249
MLR ................................................. 26
PLS ................................................... 27
Scatter
Loading ........................................... 164
Model data ...................................... 130
Prediction ........................................ 170
Score ............................................... 164
Scheff .................................................. 97
Score plots ........................................... 164
Screen reader ....................................... 199
Screening
Designs ........................................... 285
Number factors ................................. 13
ScreenTips ............................................... 6
Search function.................................... 307
Select
All ................................................. 7, 79
Default factor .................................... 70
Fit method ......................................... 96
In plot.............................................. 197
Objective ........................................... 35
Responses ....................................... 206
Selected setpoint.................................. 214
Send as attachment ................................ 67
Send by email ........................................ 67
Sensitivity analysis ...................... 274, 275
Set Run order....................................... 131
Setpoint
Alternative setpoints ....................... 215
Design space ................................... 236
Factor ...................................... 232, 234
Introduction............................. 229, 230
Properties ........................................ 230
Response ................................. 233, 235
Robust ............................. 225, 226, 227
Selected........................................... 214
Setpoint analysis ............................. 228
Setpoint validation .......................... 187
Summary ......................................... 235
Settings
CCC .................................................. 37
Factor ................................................ 23
Optimizer ........................................ 208

Index

Plot ..................................................199
Restore ..............................................81
Save ................................................196
Split objective ...................................40

Response surface ............................ 177

Rotate .............................................. 198
Sweet spot ....................................... 180
Zoom and rotate .............................. 198

Shortcut menu .....................................206

Sweet spot ........................... 102, 180, 221

Show
Contour levels .................................185
Expanded RED-MUP........................68
Placeholders ....................................242
ScreenTips ........................................10
Units..................................................68

Symbol style .................................... 8, 205

Significant term .....................................89

Target
In optimizer..................................... 210
Optimization ................................... 310
Response definition........................... 30

SIMCA ..................................................62
Simplex
Mixture ...........................................292
Optimizer search function ...............274

Syntax derived response ........................ 34

T
Tagushi .................................................. 13

Size preview ..........................................65

Templates
Plot .................................................. 196
Report ..................................... 239, 240

Slack variable .............................. 264, 265

Theme.............................................. 78, 79

Sort ......................................................129

Threshold ............................................ 133

Specific application designs ..................60

Tick marks........................................... 201

Specification ..........................................93

Timestamp ........................................... 203

Split button ..............................................6

Titles ................................................... 203

Split objective ........................................35

Toolbar .................................................. 84

Spreadsheet.......................... 170, 213, 232

Tools tab .............................................. 195

Square test ..................................... 90, 257

Tooltip ..................................................... 6

Stability design ............................ 302, 333

Total runs .............................................. 39

Stability testing ....................................329

Traditional designs ................................ 55

Standard error ......................................261

Transform ........................................ 26, 31

Standard fit ............................................96

Treat folder as item ............................. 192

Standardized residuals ................... 76, 258

Star distance ..........................................40
Starting MODDE .....................................2
Starting simplexes ...............................274
Statistical appendix..............................245
Status bar .............................................189
Styles ...................................................205
Summary of fit
Analysis wizard.................................88
List ..................................................145
Plots .................................. 97, 141, 143
PLS ................................. 143, 144, 145
Surface
Onion plots......................................124

U
Uncentered coefficients ................. 74, 256
Unconfound ........................................... 40
Uncontrolled .......................................... 25
Undo .................................................... 103
Unit variance ................................... 26, 27
Units ...................................................... 68
Update
Constraint graphically ..................... 110
Placeholder ..................................... 242
Plots and lists .................................. 206
Prediction spreadsheet .................... 170
Report ............................................. 240
Update of plots and lists ...................... 206
355

MODDE 11

User interface ........................................10

Usp-file ..................................................62

V
Validity ................................................252
Variable importance ............................166
Variable plot ........................................153
View tab ..............................................189
View windows .....................................189
VIP ......................................................166

W
WC plots..............................................262
Web .........................................................5
Weight in optimizer ..................... 216, 217
Windows
Analysis advisor ..............................189
Arrange ...........................................193
Audit trail .................................. 73, 190
Favorites .........................................191

356

Notes ............................................... 189

Output ............................................. 189
Wizard
Analysis wizard ................................ 84
Contour plot wizard ........................ 178
Design space wizard ....................... 185
Design wizard ................................... 84
Sweet spot wizard ........................... 180
Worksheet
Add experiments ............................. 128
Adding inclusions ........................... 112
Colors ............................................. 128
Derived responses ............................. 32
Design matrix.......................... 116, 117
Missing values ................................ 128
Open ............................................... 128
Run Order ....................................... 131
Sort ................................................. 128
Tab .................................................. 127
Write report ................... 54, 237, 238, 239

Z
Zoom ............................................... 8, 198