Robust Second-Order Slope-Rotatable Designs with Maximum Directional Variance

被引:1
|
作者
Das, Rabindra Nath [2 ]
Park, Sung H. [1 ]
Aggarwal, Manohar [3 ]
机构
[1] Seoul Natl Univ, Dept Stat, Seoul 151747, South Korea
[2] Univ Burdwan, Dept Stat, Burdwan 713104, W Bengal, India
[3] Univ Memphis, Dept Math Sci, Memphis, TN 38152 USA
关键词
Robust rotatability; Robust slope-rotatability; Robust symmetric balanced design; Robust slope-rotatable designs with equal maximum directional variance;
D O I
10.1080/03610920902796064
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 response surface methodology, rotatability and slope-rotatability are natural and highly desirable properties for second-order regression models. In this article, we introduce the concept of robust slope-rotatable designs with equal maximum directional variance for second-order response surface models with correlated observations. This requires that the maximum variance of the estimated slope over all possible directions to be only a function of the distance of the point from the design origin, and independent of correlation parameter or parameters involved in the variance-covariance matrix of errors. It is derived that robust second-order rotatable designs of two factors are also robust slope-rotatable designs with equal maximum directional variance. It is also established that within the robust second-order symmetric balanced designs, robust rotatable designs are also robust slope-rotatable with equal maximum directional variance for more than two factors. We also investigate a class of robust second-order slope-rotatable designs with equal maximum directional variance for special correlation structures of errors.
引用
收藏
页码:803 / 814
页数:12
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