On a decision rule using dichotomies for identifying the nonnegligible parameter in certain linear models

DOI10.1016/0047-259X(85)90024-7MaRDI QIDQ1082014zbMATH OpenFDO

Authors D. W. Mallenby, Jagdish N. Srivastava

Publication date 1985

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(85)90024-7

zbMATH Keywords

dichotomization of parameter setfactorial search designslinear modelslocationnonnegligible parametersprobability of correct search

Mathematics Subject Classification ID

Combinatorial aspects of partitions of integers (05A17) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Factorial statistical designs (62K15)

Review text

Consider the class of linear models (with uncorrelated observation, each having variance \(\sigma^ 2)\), in which it is known that at most k (location) parameters are negligible, but it is not known which are negligible. The problem is to identify the nonnegligible parameters. In this paper, for \(k=1\), and under certain restrictions on the model, a technique is developed for solving this problem, which has the feature of requiring (in an information theoretic sense) the minimum amount of computation. (It can search through \(2^ m\) objects, using m steps.) The technique consists of dichotomizing the set of parameters (one known subset possibly containing the nonnegligible element, and the other not), using chi-square variables. A method for computing the probability that the correct parameter is identified, is presented, and an important application to factorial search designs is established.

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Cites work

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• Influential nonnegligible parameters under the search linear model
• J.N. Srivastava and experimental design
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• scientific article; zbMATH DE number 679526 (Why is no real title available?)

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