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Construction and analysis of Es2 efficient supersaturated designs

Construction and analysis of Es2 efficient supersaturated designs
Construction and analysis of Es2 efficient supersaturated designs
In this paper, we construct supersaturated designs for large numbers of two-level factors and 10?n?22 runs by augmenting k-circulant designs [Liu, Y., Dean, A.M., 2004. k-circulant supersaturated designs. Technometrics 46, 32–43] with interaction columns or by deleting columns from k-circulant designs. Most of the designs presented have Es2 efficiencies above 0.90 and they extend the range of efficient supersaturated designs available in the literature.

Difficulties encountered in the use of supersaturated designs in detecting active factors are addressed. We show that, when only one factor is active, the regression technique of forward selection is guaranteed to select the correct factor as active under the idealized conditions that non-active factors have negligible effects and the errors are small. Under similar conditions, we derive bounds on the maximum allowable correlation between the columns of the model matrix that guarantee the correct selection of the “most active” factor when two or more factors are non-negligible. Further, we obtain conditions for the correct selection of the two most active factors using subset selection in regression. A number of designs that satisfy these conditions are identified.
augmented design, correlation, cyclic generator, efficient design, interaction, k-circulant design
0378-3758
1516-1529
Liu, Yufeng
2edacd7b-37cd-4109-8d73-76879e660115
Ruan, Shiling
aa500d28-69ce-4142-af59-5663f4db7e41
Dean, Angela M.
9c90540a-cdf4-44ce-9d34-6b7b495a1ea3
Liu, Yufeng
2edacd7b-37cd-4109-8d73-76879e660115
Ruan, Shiling
aa500d28-69ce-4142-af59-5663f4db7e41
Dean, Angela M.
9c90540a-cdf4-44ce-9d34-6b7b495a1ea3

Liu, Yufeng, Ruan, Shiling and Dean, Angela M. (2007) Construction and analysis of Es2 efficient supersaturated designs. [in special issue: International Conference on Statistics, Combinatorics and Related Areasheld at University of Southern Maine, October 3-5, 2003] Journal of Statistical Planning and Inference, 137 (5), 1516-1529. (doi:10.1016/j.jspi.2006.09.001).

Record type: Article

Abstract

In this paper, we construct supersaturated designs for large numbers of two-level factors and 10?n?22 runs by augmenting k-circulant designs [Liu, Y., Dean, A.M., 2004. k-circulant supersaturated designs. Technometrics 46, 32–43] with interaction columns or by deleting columns from k-circulant designs. Most of the designs presented have Es2 efficiencies above 0.90 and they extend the range of efficient supersaturated designs available in the literature.

Difficulties encountered in the use of supersaturated designs in detecting active factors are addressed. We show that, when only one factor is active, the regression technique of forward selection is guaranteed to select the correct factor as active under the idealized conditions that non-active factors have negligible effects and the errors are small. Under similar conditions, we derive bounds on the maximum allowable correlation between the columns of the model matrix that guarantee the correct selection of the “most active” factor when two or more factors are non-negligible. Further, we obtain conditions for the correct selection of the two most active factors using subset selection in regression. A number of designs that satisfy these conditions are identified.

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Published date: 1 May 2007
Keywords: augmented design, correlation, cyclic generator, efficient design, interaction, k-circulant design
Organisations: Statistics

Identifiers

Local EPrints ID: 353915
URI: http://eprints.soton.ac.uk/id/eprint/353915
ISSN: 0378-3758
PURE UUID: 8af38a55-d4fd-4522-bae1-7ce1b0af23c9

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Date deposited: 25 Jun 2013 10:03
Last modified: 14 Mar 2024 14:12

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Contributors

Author: Yufeng Liu
Author: Shiling Ruan
Author: Angela M. Dean

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