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http://hdl.handle.net/11455/99155
標題: | Robust split-plot designs for model misspecification | 作者: | Chang-Yun Lin 林長鋆 |
關鍵字: | A-efficiency;coordinate-exchange algorithm;D-efficiency;generalized least squares;loss function;mean squared error | 出版社: | Journal of Quality Technology | Project: | JOURNAL OF QUALITY TECHNOLOGY 2018, VOL. 50, NO. 1, 76–87 | 摘要: | Many existing methods for constructing optimal split-plot designs, such as D-optimal or A-optimal designs, focus only on minimizing the variance of the parameter estimates for the fitted model. However, the true model is usually more complicated; hence, the fitted model is often misspecified. If significant effects not included in the model exist, then the estimates could be highly biased. Therefore a good split-plot design should be able to simultaneously control the variance and the bias of the estimates. In this article, I propose a new method for constructing optimal split-plot designs that are robust under model misspecification. Four examples are provided to demonstrate that my method can produce efficient split-plot designs with smaller overall aliasing. Simulation studies are performed to verify that the robust designs I construct have high power, low false discovery rate, and small mean squared error. |
URI: | http://hdl.handle.net/11455/99155 | DOI: | 10.1080/00224065.2018.1404325 |
Appears in Collections: | 統計學研究所 |
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