Optimizing two-level orthogonal arrays for simultaneously estimating main effects and pre-specified two-factor interactions

Ping-Yang Chen, Ray-Bing Chen and C. Devon Lin

Computational Statistics & Data Analysis, 2018, vol. 118, issue C, 84-97

Abstract: This paper considers the construction of D-optimal two-level orthogonal arrays that allow for the joint estimation of all main effects and a specified set of two-factor interactions. A sharper upper bound on the determinant of the related matrix is derived. To numerically obtain D-optimal and nearly D-optimal orthogonal arrays of large run sizes, an efficient search procedure is proposed based on a discrete optimization algorithm. Results on designs of 20, 24, 28, 36, 44 and 52 runs with three or fewer two-factor interactions are illustrated here to demonstrate the performance of the proposed approach. In addition, two cases with four two-factor interactions are also demonstrated here.

Keywords: D-optimal design; Fractional factorial design; Hadamard matrix; Swarm intelligence optimization (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:118:y:2018:i:c:p:84-97

DOI: 10.1016/j.csda.2017.08.012

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