Affordable Access

Publisher Website

On efficient robust first order rotatable designs with autocorrelated error

Authors
Journal
Journal of the Korean Statistical Society
1226-3192
Publisher
Elsevier
Publication Date
Volume
37
Issue
2
Identifiers
DOI: 10.1016/j.jkss.2007.08.003
Keywords
  • Primary
  • Secondary
  • Autocorrelated Structure
  • D-Optimal
  • Optimum Design
  • Robustness
  • Rotatability
Disciplines
  • Design

Abstract

Abstract Generally, it is very difficult to derive optimal or at least efficient designs for linear models with correlated observations, and for some correlation structure, an exact D -optimal design does not exist. In this paper we have developed the notion of a D - optimal robust first order design ( D -ORFOD) for linear model with a general correlated error structure. We have shown that D -optimal robust first order designs are always robust first order rotatable designs (RFORDs) but the converse is not always true. For a first order linear model with autocorrelated error, we have developed a set of efficient RFORDs with efficiency around ninety percent and the developed designs are very close to D -ORFODs. We have also developed a new method of analysis that is the estimation of regression parameters, correlation parameter and error variance, assuming the correlation parameter involved in the correlation structure is unknown.

There are no comments yet on this publication. Be the first to share your thoughts.