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Wiley InterScience

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Volume 56 Issue 3, Pages 347 - 364

Published Online: 18 May 2007

© 2010 The Royal Statistical Society and Blackwell Publishing Ltd



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A candidate-set-free algorithm for generating D-optimal split-plot designs
Bradley Jones 1 and Peter Goos 2
  1 SAS Institute, Cary, USA
  2 Universiteit Antwerpen, Belgium
Correspondence to Bradley Jones, Statistical Research and Development, SAS Institute Inc., SAS Campus Drive, Cary, NC 27513, USA.
E-mail: Bradley.Jones@jmp.com
 

1Re-use of this article is permitted in accordance with the Creative Commons Deed, Attribution 2.5, which does not permit commercial exploitation.

Copyright 2007 Royal Statistical Society
KEYWORDS
D-optimality • Exchange algorithm • Hard-to-change factors • Multistratum design • Split-plot design • Tailor-made design

ABSTRACT

Summary. We introduce a new method for generating optimal split-plot designs. These designs are optimal in the sense that they are efficient for estimating the fixed effects of the statistical model that is appropriate given the split-plot design structure. One advantage of the method is that it does not require the prior specification of a candidate set. This makes the production of split-plot designs computationally feasible in situations where the candidate set is too large to be tractable. The method allows for flexible choice of the sample size and supports inclusion of both continuous and categorical factors. The model can be any linear regression model and may include arbitrary polynomial terms in the continuous factors and interaction terms of any order. We demonstrate the usefulness of this flexibility with a 100-run polypropylene experiment involving 11 factors where we found a design that is substantially more efficient than designs that are produced by using other approaches.


[Received January 2006. Revised January 2007]

DIGITAL OBJECT IDENTIFIER (DOI)
10.1111/j.1467-9876.2007.00581.x About DOI

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