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Schur- and E-optimal two-level factorial designs

Neil A. Butler

Statistics & Probability Letters, 2008, vol. 78, issue 5, 518-527

Abstract: Schur-optimality is a very general class of optimality criteria that includes, as special cases, A- D- and E-optimality and Cheng Type 1 optimality. In this paper, Schur-optimal two-level factorial designs under a second-order model are derived for 3 and 5 factors for all numbers of runs where the model is estimable. In addition, orthogonal arrays of strength 4 (resolution V) with e added runs are shown to be E-optimal under a second-order model for e[less-than-or-equals, slant]10 and m=4 factors and for e[less-than-or-equals, slant]15 and m[greater-or-equal, slanted]5 factors. Corresponding results for third-order models are also given.

Keywords: Defining; contrasts; Fractional; factorial; Main; effect; Majorization; Optimum; design; Regular; design; Two-factor; interaction (search for similar items in EconPapers)
Date: 2008
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