On exact D-optimal designs with 2 two-level factors and n autocorrelated observations

Hong Gwa Yeh, Mong Na Lo Huang

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10 Scopus citations

Abstract

In this paper we consider the exact D-optimal designs for estimation of the unknown parameters in the two factors, each at only two-level, main effects model with autocorrelated errors. The vector of the n random errors in the observed responses is assumed to follow a first-order autoregressive model (AR(1)). The exact D-optimal designs seek the optimal combinations of the design levels as well as the optimal run orders, so that the determinant of the information matrix of BLUE's for the unknown parameters is maximized. Bora-Senta and Moyssiadis (1999) gave some conjectures about the exact D-optimal designs based on their experience of several exhaustive searches. In this paper their conjectures are partially proved to be true.

Original languageEnglish
Pages (from-to)261-275
Number of pages15
JournalMetrika
Volume61
Issue number3
DOIs
StatePublished - Jun 2005

Keywords

  • AR(1) process
  • Autocorrelated observations
  • D-optimal design
  • Markov process
  • Two-level factor

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