A comparison of design and model selection methods for supersaturated experiments

Marley, Christopher J. and Woods, David C. (2010) A comparison of design and model selection methods for supersaturated experiments. Computational Statistics & Data Analysis, 54, (12), 3158-3167. (doi:10.1016/j.csda.2010.02.017).


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Various design and model selection methods are available for supersaturated designs having more factors than runs but little research is available on their comparison and evaluation. Simulated experiments are used to evaluate the use of E(s2)-optimal and Bayesian D-optimal designs and to compare three analysis strategies representing regression, shrinkage and a novel model-averaging procedure. Suggestions are made for choosing the values of the tuning constants for each approach. Findings include that (i) the preferred analysis is via shrinkage; (ii) designs with similar numbers of runs and factors can be effective for a considerable number of active effects of only moderate size; and (iii) unbalanced designs can perform well. Some comments are made on the performance of the design and analysis methods when effect sparsity does not hold.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1016/j.csda.2010.02.017
ISSNs: 0167-9473 (print)
Keywords: bayesian D-optimal designs, E(s2)-optimal designs, effect sparsity, gauss–dantzig selector, main effects, screening, simulation
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions : University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute
ePrint ID: 151259
Accepted Date and Publication Date:
1 December 2010Published
2 March 2010Made publicly available
Date Deposited: 10 May 2010 09:23
Last Modified: 31 Mar 2016 13:23
URI: http://eprints.soton.ac.uk/id/eprint/151259

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