A-ComVar: a flexible extension of common variance designs

DOI10.1007/S42519-019-0079-YzbMATH Open1437.62309arXiv1904.02597OpenAlexW2998856100WikidataQ126347352 ScholiaQ126347352MaRDI QIDQ2301233FDOQ2301233

Authors: Shrabanti Chowdhury, Joshua Lukemire, Abhyuday Mandal 

Publication date: 24 February 2020

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Abstract: We consider nonregular fractions of factorial experiments for a class of linear models. These models have a common general mean and main effects, however they may have different 2-factor interactions. Here we assume for simplicity that 3-factor and higher order interactions are negligible. In the absence of a priori knowledge about which interactions are important, it is reasonable to prefer a design that results in equal variance for the estimates of all interaction effects to aid in model discrimination. Such designs are called common variance designs and can be quite challenging to identify without performing an exhaustive search of possible designs. In this work, we introduce an extension of common variance designs called approximate common variance, or A-ComVar designs. We develop a numerical approach to finding A-ComVar designs that is much more efficient than an exhaustive search. We present the types of A-ComVar designs that can be found for different number of factors, runs, and interactions. We further demonstrate the competitive performance of both common variance and A-ComVar designs using several comparisons to other popular designs in the literature.

Full work available at URL: https://arxiv.org/abs/1904.02597

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zbMATH Keywords

genetic algorithmadaptive Lassomodel identificationcommon varianceapproximate common varianceclass of modelsPlackett-Burman

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Factorial statistical designs (62K15)

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Cited In (2)

• Common variance fractional factorial designs and their optimality to identify a class of models
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