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Minimax design criterion for fractional factorial designs

Banff International Research Station for Mathematical Innovation and Discovery

We consider an A-optimal minimax design criterion for mixed-level fractional factorial designs in this talk. The linear model usually includes all the main effects and some specified interactions among the factors, and we use a requirement set to denote all those effects. A-optimal minimax design criterion is to minimize the maximum trace of the mean squared error matrix of the least squares estimator of the effects in the model, and the maximum is taken over small possible departures of the requirement set. A-optimal minimax design is robust against misspecification of the requirement set. Various design properties will be presented for two-level and mixed-level fractional factorial designs. An example is given to compare the results for A-optimal, D-optimal, E-optimal, A-optimal minimax and D-optimal minimax designs.

Mathematics; Statistics

video/mp4

Author affiliation: University of Victoria

2017-03-06

Attribution-NonCommercial-NoDerivatives 4.0 International

http://hdl.handle.net/2429/60794

Unreviewed

http://creativecommons.org/licenses/by-nc-nd/4.0/