D- and A-Optimal Screening Designs

被引:2
|
作者
Stallrich, Jonathan [1 ]
Allen-Moyer, Katherine [1 ]
Jones, Bradley [2 ]
机构
[1] North Carolina State Univ, Dept Stat, Raleigh, NC 27606 USA
[2] JMP Stat Discovery Software LLC, Cary, NC USA
关键词
Bayesian optimal design; Blocking; Coordinate exchange algorithm; Factorial experiments; Minimum aliasing; FACTORIAL-DESIGNS; PRIOR INFORMATION; OPTIMAL BLOCKING; 2-LEVEL; ALGORITHM; CRITERION;
D O I
10.1080/00401706.2023.2183262
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In practice, optimal screening designs for arbitrary run sizes are traditionally generated using the D-criterion with factor settings fixed at +/- 1, even when considering continuous factors with levels in [-1,1]. This article identifies cases of undesirable estimation variance properties for such D-optimal designs and argues that generally A-optimal designs tend to push variances closer to their minimum possible value. New insights about the behavior of the criteria are gained through a study of their respective coordinate-exchange formulas. The study confirms the existence of D-optimal designs comprised only of settings +/- 1 for both main effect and interaction models for blocked and unblocked experiments. Scenarios are also identified for which arbitrary manipulation of a coordinate between [-1,1] leads to infinitely many D-optimal designs each having different variance properties. For the same conditions, the A-criterion is shown to have a unique optimal coordinate value for improvement. We also compare how Bayesian versions of the A- and D-criteria balance minimization of estimation variance and bias. Multiple examples of screening designs are considered for various models under Bayesian and non-Bayesian versions of the A- and D-criteria.
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页码:492 / 501
页数:10
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