An algorithm for the design of factorial experiments when the data are correlated

Statistics and Computing

Volumn 9, Issue 3, 1999, Pages 195-201

  Elliott, L J ^a   Eccleston, J A ^a   Martin, R J ^b  

^a UNIVERSITY OF QUEENSLAND   (Australia)

^b UNIVERSITY OF SHEFFIELD   (United Kingdom)

Author keywords

Factorial design; Optimal design; Run order dependence; Simulated annealing

Indexed keywords

EID: 0042547029     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008965829964     Document Type: Article

References (17)

1. Aarts, E. H. L. and van Laarhoven, P. J. M. (1989) Simulated annealing: an introduction. Statist. Neerlandica, 43, 31-52.
2. Cheng, C. -S. and Steinberg, D. M. (1991) Trend robust two-level factorial designs. Biometrika, 78, 325-36.
3. Constantine, G. M. (1989) Robust designs for serially correlated observations. Biometrika, 76, 245-51.
4. Gleeson, A. C. and Cullis, B. R. (1987) Residual maximum likelihood (REML) estimation of a neighbour model for field experiments. Biometrics, 43, 277-88.
5. Jansen, J., Douven, R. C. M. H. and van Berkum, E. E. M. (1992) An annealing algorithm for searching optimal block designs. Biom. J., 34, 529-38.
6. John, J. A. and Whitaker, D. (1993) Construction of resolvable row-column designs using simulated annealing. Austral. J. Statist., 35, 237-45.
7. Lundy, M. (1985) Applications of the annealing algorithm to combinatorial problems in statistics. Biometrika, 72, 191-98.
8. Martin, R. J. and Eccleston, J. A. (1992) A new model for slowly-decaying correlations. Statistics & Probability Letters, 13, 139-45.
9. Martin, R. J., Eccleston, J. A. and Jones (1998) Some results on multilevel factorial designs with dependent observations. J. Statist. Plann. Inference, in press.
10. Martin, R. J., Jones, G. and Eccleston, J. A. (1997) Some results on two-level factorial designs with dependent observations. J. Statist. Plann. Inference., 66, 363-384.
11. Martin, R. J., Jones, G. and Eccleston, J. A. (1998) Eight-run two-level factorial designs under dependence. Metrika, (to appear).
12. Metropolis, N., Rosenbluth, A., Rosenbluth, M., Teller, A. and Teller, E. (1953) Equation of state calculation by fast computing machines. Journal of Chemical Physics, 21, 1087-92.
13. Russell, K. G. and Eccleston, J. (1987) The construction of optimal incomplete block designs when observations within a block are correlated. Austral. J. Statist., 29, 293-302.
14. Saunders, I. W. and Eccleston J. A. (1992) Experimental design for continuous processes. Austral. J. Statist., 34, 77-89.
15. p factorial experiments on continuous processes. Austral. J. Statist., 37, 353-65.
16. Venables, W. N. and Eccleston, J. A. (1993) Randomized search strategies for finding optimal or near optimal block and row-column designs. Austral. J. Statist., 35, 371-82.
17. Williams, E. R. (1985) A criterion for the construction of optimal neighbour designs. J. Royal Statist. Soc. Series B, 47, 489-97.