Confounded row–column designs

Confounded row–column designs for factorial experiments are considered and a simple method of construction using the classical method of confounding is described. Partially confounded designs are also studied and a method for generating Rao's (1946) designs is presented.     

Some methods for constructing efficiency-balanced block designs

Three methods are presented for constructing connected efficiency-balanced block designs from other block designs with the same properties. The resulting designs differ from the original ones in the number of blocks and/or in the number of experimental units and their arrangement, while the number of treatments remains unaltered. Some remarks on the proposed methods of construction refer also to variance-balanced block designs.     

Optimum covariate designs in partially balanced incomplete block (PBIB) design set-ups

The use of covariates in block designs is necessary when the covariates cannot be controlled like the blocking factor in the experiment. In this paper, we consider the situation where there is some flexibility for selection in the values of the covariates. The choice of values of the covariates for a given block design attaining minimum variance for estimation of each of the parameters has attracted attention in recent times. Optimum covariate designs in simple set-ups such as completely randomised design (CRD), randomised block design (RBD) and some series of balanced incomplete block design (BIBD) have already been considered. In this paper, optimum covariate designs have been considered for the more complex set-ups of different partially balanced incomplete block (PBIB) designs, which are popular among practitioners. The optimum covariate designs depend much on the methods of construction of the basic PBIB designs. Different combinatorial arrangements and tools such as orthogonal arrays, Hadamard matrices and different kinds of products of matrices viz. Khatri–Rao product, Kronecker product have been conveniently used to construct optimum covariate designs with as many covariates as possible.     

A survey and evaluation of methods for determination of combinatorial equivalence of factorial designs

Equivalent factorial designs have identical statistical properties for estimation of factorial contrasts and for model fitting. Non-equivalent designs, however, may have the same statistical properties under one particular model but different properties under a different model. In this paper, we describe known methods for the determination of equivalence or non-equivalence of two-level factorial designs, whether they be regular factorial designs, non-regular orthogonal arrays, or have no particular structure. In addition, we evaluate a number of potential fast screening methods for detecting non-equivalence of designs. Although the paper concentrates mainly on symmetric designs with factors at two levels, we also evaluate methods of determining combinatorial equivalence and non-equivalence of three-level designs and indicate extensions to larger numbers of levels and to asymmetric designs.     

Some sufficient conditions for establishing (M,S)-optimality

Two sufficient conditions are given for an incomplete block design to be (M,S- optimal. For binary designs the conditions are (i) that the elements in each row, excluding the diagonal element, of the association matrix differ by at most one, and (ii) that the off-diagonal elements of the block characteristic matrix differ by at most one. It is also shown how the conditions can be utilized for nonbinary designs and that for blocks of size two the sufficient condition in terms of the association matrix can be attained.     

Randomization of neighbour balanced generalized Youden designs

If a crossover design with more than two treatments is carryover balanced, then the usual randomization of experimental units and periods would destroy the neighbour structure of the design. As an alternative, Bailey [1985. Restricted randomization for neighbour-balanced designs. Statist. Decisions Suppl. 2, 237–248] considered randomization of experimental units and of treatment labels, which leaves the neighbour structure intact. She has shown that, if there are no carryover effects, this randomization validates the row–column model, provided the starting design is a generalized Latin square. We extend this result to generalized Youden designs where either the number of experimental units is a multiple of the number of treatments or the number of periods is equal to the number of treatments. For the situation when there are carryover effects we show for so-called totally balanced designs that the variance of the estimates of treatment differences does not change in the presence of carryover effects, while the estimated variance of this estimate becomes conservative.     

Optimality of circular neighbor-balanced designs for total effects with autoregressive correlated observations

This paper studies the optimality of circular neighbor-balanced designs (CNBDs) for total effects when the one-sided or two-sided neighbor effects are present in the model and the observation errors are correlated according to a first-order circular autoregressive (AR(1,C$C$)) process. Some optimality results under some specified conditions are provided and the efficiency of a CNBD relative to the optimal block design is investigated. In order to discuss the efficiency of a CNBD among all possible block designs with the same size, the optimal equivalence classes of sequences under the one-sided neighbor effects model are characterized and the efficiencies of CNBDs with blocks of small size are illustrated.     

Regular group divisible designs and Bhaskar Rao designs with block size three

Some recursive constructions are given for Bhaskar Rao designs. Using examples of these designs found by Shyam J. Singh, Rakesh Vyas and new ones given here we show the necessary conditions λ≡0 (mod 2), λυ(υ?1)≡0 (mod 24) are sufficient for the existence of Bhaskar Rao designs with one association class and block size 3. This result is used with a result of Street and Rodger to obtain regular partially balanced block designs with 2υ treatments, block size 3, λ₁=0, group size 2 and υ groups.     

Asymptotic relative efficiency of designs for factorial paired comparison experiments

A general approach for comparing designs of paired comparison experiments on the basis of the asymptotic relative efficiencies, in the Bahadur sense, of their respective likelihood ratio tests is discussed and extended to factorials. Explicit results for comparing five designs of 2^q factorial paired comparison experiments are obtained. These results indicate that some of the designs which require comparison of fewer distinct pairs of treatments than does the completely balanced design are, generally, more efficient for detecting main effects and/or certain interactions. The developments of this paper generalize the work of Littell and Boyett (1977) for comparing two designs of R x C factorial paired comparison experiments.     

Optimal row–column design for three treatments

The A-optimality problem is solved for three treatments in a row–column layout. Depending on the numbers of rows and columns, the requirements for optimality can be decidedly counterintuitive: replication numbers need not be as equal as possible, and trace of the information matrix need not be maximal. General rules for comparing 3×3$3\times 3$ information matrices for their A-behavior are also developed, and the A-optimality problem is also solved for three treatments in simple block designs.     

Characterization of certain incomplete block designs

It is shown that certain inequalities known for partially balanced incomplete block (PBIB) designs remain valid for general incomplete block designs. Some conditions for attaining their bounds are also given. Furthermore, the various types of PBIB designs are characterized by relating blocks of designs with association schemes. The approach here is based on the spectral expansion of NN' for the incidence matrix N of an incomplete block design.     

Factorial-balance and the analysis of designs with factorial structure

Cotter, John and Smith (1973) have given conditions for an incomplete block design to have orthogonal factorial structure. Further results on the intra-block analysis of such designs are given. The concept of balance in factorial design is discussed and results are given which enable the degree of balance in generalised cyclic designs to be determined.     

Optimal discrimination designs for exponential regression models

We investigate optimal designs for discriminating between exponential regression models of different complexity, which are widely used in the biological sciences; see, e.g., Landaw [1995. Robust sampling designs for compartmental models under large prior eigenvalue uncertainties. Math. Comput. Biomed. Appl. 181–187] or Gibaldi and Perrier [1982. Pharmacokinetics. Marcel Dekker, New York]. We discuss different approaches for the construction of appropriate optimality criteria, and find sharper upper bounds on the number of support points of locally optimal discrimination designs than those given by Caratheodory's Theorem. These results greatly facilitate the numerical construction of optimal designs. Various examples of optimal designs are then presented and compared to different other designs. Moreover, to protect the experiment against misspecifications of the nonlinear model parameters, we adapt the design criteria such that the resulting designs are robust with respect to such misspecifications and, again, provide several examples, which demonstrate the advantages of our approach.     

On Kronecker block designs for factorial experiments

In this paper the use of Kronecker designs for factorial experiments is considered. The two-factor Kronecker design is considered in some detail and the efficiency factors of the main effects and interaction in such a design are derived. It is shown that the efficiency factor of the interaction is at least as large as the product of the efficiency factors of the two main effects and when both the component designs are totally balanced then its efficiency factor will be higher than the efficiency factor of either of the two main effects. If the component designs are nearly balanced then its efficiency factor will be approximately at least as large as the efficiency factor of either of the two main effects. It is argued that these designs are particularly useful for factorial experiments.Extensions to the multi-factor design are given and it is proved that the two-factor Kronecker design will be connected if the component designs are connected.     

A class of saturated row–column designs

A new class of row–column designs is proposed. These designs are saturated in terms of eliminating two-way heterogeneity with an additive model. The (m,s)-criterion is used to select optimal designs. It turns out that all (m,s)-optimal designs are binary. Square (m,s)-optimal designs are constructed and they are treatment-connected. Thus, all treatment contrasts are estimable regardless of the row and column effects.     

Construction of effect-wise orthogonal factorial designs

Generalizing the concept of Kronecker products of designs, two distinct methods have been suggested for the construction of effect-wise orthogonal factorial designs. The methods described ensure desirable properties with respect to main effects, cover almost all cases of factorial designs and require, in most cases, a smaller number of replications than any of the existing methods.     

Robust prediction and extrapolation designs for censored data

In this paper we present the construction of robust designs for a possibly misspecified generalized linear regression model when the data are censored. The minimax designs and unbiased designs are found for maximum likelihood estimation in the context of both prediction and extrapolation problems. This paper extends preceding work of robust designs for complete data by incorporating censoring and maximum likelihood estimation. It also broadens former work of robust designs for censored data from others by considering both nonlinearity and much more arbitrary uncertainty in the fitted regression response and by dropping all restrictions on the structure of the regressors. Solutions are derived by a nonsmooth optimization technique analytically and given in full generality. A typical example in accelerated life testing is also demonstrated. We also investigate implementation schemes which are utilized to approximate a robust design having a density. Some exact designs are obtained using an optimal implementation scheme.     

D‐optimal minimax fractional factorial designs

The D‐optimal minimax criterion is proposed to construct fractional factorial designs. The resulting designs are very efficient, and robust against misspecification of the effects in the linear model. The criterion was first proposed by Wilmut & Zhou (2011); their work is limited to two‐level factorial designs, however. In this paper we extend this criterion to designs with factors having any levels (including mixed levels) and explore several important properties of this criterion. Theoretical results are obtained for construction of fractional factorial designs in general. This minimax criterion is not only scale invariant, but also invariant under level permutations. Moreover, it can be applied to any run size. This is an advantage over some other existing criteria. The Canadian Journal of Statistics 41: 325–340; 2013 © 2013 Statistical Society of Canada     

Minimal balanced repeated measurements designs

Experimental designs in which treatments are applied to the experimental units, one at a time, in sequences over a number of periods, have been used in several scientific investigations and are known as repeated measurements designs. Besides direct effects, these designs allow estimation of residual effects of treatments along with adjustment for them. Assuming the existence of first-order residual effects of treatments, Hedayat & Afsarinejad (1975) gave a method of constructing minimal balanced repeated measurements [RM(v,n,p)] design for v treatments using n=2v experimental units for p [=(v+1)/2] periods when v is a prime or prime power. Here, a general method of construction of these designs for all odd v has been given along with an outline for their analysis. In terms of variances of estimated elementary contrasts between treatment effects (direct and residual), these designs are seen to be partially variance balanced based on the circular association scheme.     

Designs for two-colour microarray experiments

Summary.  Designs for two-colour microarray experiments can be viewed as block designs with two treatments per block. Explicit formulae for the A- and D-criteria are given for the case that the number of blocks is equal to the number of treatments. These show that the A- and D-optimality criteria conflict badly if there are 10 or more treatments. A similar analysis shows that designs with one or two extra blocks perform very much better, but again there is a conflict between the two optimality criteria for moderately large numbers of treatments. It is shown that this problem can be avoided by slightly increasing the number of blocks. The two colours that are used in each block effectively turn the block design into a row–column design. There is no need to use a design in which every treatment has each colour equally often: rather, an efficient row–column design should be used. For odd replication, it is recommended that the row–column design should be based on a bipartite graph, and it is proved that the optimal such design corresponds to an optimal block design for half the number of treatments. Efficient row–column designs are given for replications 3–6. It is shown how to adapt them for experiments in which some treatments have replication only 2.