Design of experiments in the presence of errors in factor levels

Donev, A.N. (2003) Design of experiments in the presence of errors in factor levels. Journal of Statistical Planning and Inference, 126 (2). pp. 569-585. ISSN 0378-3758

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This paper is concerned with the statistical properties of experimental designs where the factor levels cannot be set precisely. When the errors in setting the factor levels cannot be measured, design robustness is explored. However, when the actual design could be measured at the end of the investigation, its optimality is of interest. D-optimality could be assessed in different ways. Several measures are compared. Evaluating them is difficult even in simple cases. Therefore, in general, simulations are used to obtain their values. It is shown that if D-optimality is measured by the expected value of the determinant of the information matrix of the experimental design, as has been suggested in the past, on average the designs appear to improve with the variance of the error in setting the factor levels. However, we argue that the criterion of D-optimality should be based on the inverse of the information matrix. In this case it is shown that the experiment could be better or worse than the planned one. It is also recognized that setting the factor levels with error could lead to an increased risk of losing observations, which on its own could reduce considerably the optimality of the experimental designs. Advice on choosing the design region in such a way that such a risk is controlled to an acceptable level is given.

Item Type: Article
Uncontrolled Keywords: D-optimality; Design region; Errors in variables; Lost observations; Random experiments
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 62 Statistics
Depositing User: Ms Lucy van Russelt
Date Deposited: 19 Nov 2007
Last Modified: 20 Oct 2017 14:12

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