FINDING MAXIMUM G-CRITERION VALUES FOR CENTRAL COMPOSITE DESIGNS ON THE HYPERCUBE

被引:2
作者
BORKOWSKI, JJ [1 ]
机构
[1] MONTANA STATE UNIV,DEPT MATH SCI,BOZEMAN,MT 59717
关键词
CENTRAL COMPOSITE DESIGN; DESIGN OPTIMALITY; PREDICTION VARIANCE; QUADRATIC REGRESSION; BARYCENTERS ON THE HYPERCUBE;
D O I
10.1080/03610929508831601
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];
摘要
For quadratic regression on the hypercube, G-efficiencies are often used in the selection process of an experimental design. To calculate a design's G-efficiency, it is necessary to maximize the prediction variance over the experimental design region. However, it is common to approximate a G-efficiency. This is achieved by calculating the prediction variances generated from a subset of points in the design space and taking the maximum to estimate the maximum prediction variance. This estimate is then applied to approximate the G-efficiency. In this paper, it will be shown that over the class of central composite designs (CCDs) on the hypercube, the prediction variance can be expressed in a closed-form. An exact value of the maximum prediction variance can then be determined by evaluating this closed-form expression over a finite subset of barycentric points. Tables of exact G-efficiencies will be presented. Design optimality criteria, quadratic regression on the hypercube, and the structures of the design matrix ($) under tilde X, ($) under tilde X'($) under tilde X, and (($) under tilde X'($) under tilde X)(-1) for any CCD will be discussed.
引用
收藏
页码:2041 / 2058
页数:18
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