Optimal designs for mixed models in experiments based on ordered units

DOI10.1214/07-AOS518MaRDI QIDQ930647zbMATHOpenAlexFDO

Authors Dibyen Majumdar, John Stufken

Publication date 1 July 2008

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0806.2901

zbMATH Keywords

variance componentsuniversal optimalityblock designsorthogonal array of type IIsemibalanced arraystrend effects

Mathematics Subject Classification ID

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

Abstract: We consider experiments for comparing treatments using units that are ordered linearly over time or space within blocks. In addition to the block effect, we assume that a trend effect influences the response. The latter is modeled as a smooth component plus a random term that captures departures from the smooth trend. The model is flexible enough to cover a variety of situations; for instance, most of the effects may be either random or fixed. The information matrix for a design will be a function of several variance parameters. While data will shed light on the values of these parameters, at the design stage, they are unlikely to be known, so we suggest a maximin approach, in which a minimal information matrix is maximized. We derive maximin universally optimal designs and study their robustness. These designs are based on semibalanced arrays. Special cases correspond to results available in the literature.

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Cited in

(4)

• Evaluation of mixed-model U-line operational designs
• Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests
• Construction of trend-free optimal block designs under some correlation structures
• On the Design of Experiments with Ordered Treatments

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