A comparison of design and model selection methods for supersaturated experiments
Marley, Christopher J. and Woods, David C. (2009) A comparison of design and model selection methods for supersaturated experiments. Southampton, UK, Southampton Statistical Sciences Research Institute, 22pp. (S3RI Methodology Working Papers, (M09/20) ). (Submitted)
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Description/Abstract
Various design and model selection methods are available for supersatu-
rated designs having more factors than runs but little research is available on
their comparison and evaluation. In this paper, 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: | Monograph (Working Paper) |
|---|---|
| Subjects: | H Social Sciences > HA Statistics |
| Divisions: | University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute |
| Item ID: | 69458 |
| Date Deposited: | 17 Nov 2009 |
| Last Modified: | 03 Mar 2012 06:47 |
| Contributors: | Marley, Christopher J. (Author) Woods, David C. (Author) |
| Date: | 4 November 2009 |
| Status: | Submitted |
| Publisher: | Southampton Statistical Sciences Research Institute |
| URI: | http://eprints.soton.ac.uk/id/eprint/69458 |
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