Robust designs for experiments with blocks

DOI10.1080/03610926.2014.942434zbMATH Open1426.62225arXiv1605.08473OpenAlexW2396913950MaRDI QIDQ2817166FDOQ2817166

Authors: Rena K. Mann, Julie Zhou, R. Edwards 

Publication date: 29 August 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Abstract: For experiments running in field plots or over time, the observations are often correlated due to spatial or serial correlation, which leads to correlated errors in a linear model analyzing the treatment means. Without knowing the exact correlation matrix of the errors, it is not possible to compute the generalized least squares estimator for the treatment means and use it to construct optimal designs for the experiments. In this paper we propose to use neighbourhoods to model the covariance matrix of the errors, and apply a modified generalized least squares estimator to construct robust designs for experiments with blocks. A minimax design criterion is investigated, and a simulated annealing algorithm is developed to find robust designs. We have derived several theoretical results, and representative examples are presented.

Full work available at URL: https://arxiv.org/abs/1605.08473

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zbMATH Keywords

autocorrelationblock designlinear regressionspatial correlationD-optimal designminimax designcovariance neighborhoodgeneralized least-squares estimator

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Statistical block designs (62K10)

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Cited In (5)

• Title not available (Why is that?)
• Block-crossed arrays with applications to robust design
• Graph decomposition methods for variance balanced block designs with correlated errors
• A Monte Carlo Simulation Study of Analyses of Block Designs Under Correlated Errors Model
• Robust estimators and designs for field experiments

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