CHANGE-OVER DESIGNS WITH ERRORS FOLLOWING A FIRST ORDER AUTOREGRESSIVE PROCESS

This paper deals with the problem of analysing the change over design in the context of a first order autoregressive process for the error terms. The method of maximum likelihood has been adopted for estimating treatment effects. The conditions derived for obtaining a balanced change over design show that a change over design balanced in the absence of autocorrelation is not necessarily balanced in the presence of autocorrelation. Also, it is observed that the autocorrelation co-efficient and the treatment effect when p≠0 can be tested as usual with the likelihood ratio test criterion.