Advances and Applications in Statistics
Volume 9, Issue 1, Pages 37 - 51
(June 2008)
|
|
ON D-OPTIMAL ROBUST FIRST ORDER DESIGNS WITH TRI-DIAGONAL ERRORS
Rabindra Nath Das (India) and Sung H. Park (Korea)
|
Abstract: Bischoff[4]pointed that D-optimal design does not exist for linear model withtri-diagonalcorrelatederrors,andfor this error structure he derivedmaximindesigns. Inthisarticlewehaveconsideredanother form of tri-diagonal correlated error structure, and we have developed the notion of D-optimal robust first order design for first order linear model with a general correlated error structure. We have developed that D-optimal robust first order designs are always robust first order rotatable but the converse is not always true. For this tri-diagonal correlation structure we have developed some methods of construction of exact D-optimal robust first order designs. We have also developed a method of analysis that is the estimation of regression parameters, correlation parameter and error variance assuming correlation parameter involved in the correlation structure is unknown. |
Keywords and phrases: response surface, rotatability, robustness, optimum design,D-optimal, tri-diagonal structure. |
|
Number of Downloads: 378 | Number of Views: 1278 |
|