The Annals of Statistics

Identification of universally optimal circular designs for the interference model

Wei Zheng, Mingyao Ai, and Kang Li

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Abstract

Many applications of block designs exhibit neighbor and edge effects. A popular remedy is to use the circular design coupled with the interference model. The search for optimal or efficient designs has been intensively studied in recent years. The circular neighbor balanced designs at distances 1 and 2 (CNBD2), including orthogonal array of type I ($\mathrm{OA}_{I}$) of strength $2$, are the two major designs proposed in literature for the purpose of estimating the direct treatment effects. They are shown to be optimal within some reasonable subclasses of designs. By using benchmark designs in approximate design theory, we show that CNBD2 is highly efficient among all possible designs when the error terms are homoscedastic and uncorrelated. However, when the error terms are correlated, these designs will be outperformed significantly by other designs. Note that CNBD2 fall into the special catalog of pseudo symmetric designs, and they only exist when the number of treatments is larger than the block size and the number of blocks is multiple of some constants. In this paper, we elaborate equivalent conditions for any design, pseudo symmetric or not, to be universally optimal for any size of experiment and any covariance structure of the error terms. This result is novel for circular designs and sheds light on other similar models in the search for optimal or efficient asymmetric designs.

Article information

Source
Ann. Statist., Volume 45, Number 4 (2017), 1462-1487.

Dates
Received: November 2015
Revised: June 2016
First available in Project Euclid: 28 June 2017

Permanent link to this document
https://projecteuclid.org/euclid.aos/1498636863

Digital Object Identifier
doi:10.1214/16-AOS1496

Mathematical Reviews number (MathSciNet)
MR3670185

Zentralblatt MATH identifier
1378.62027

Subjects
Primary: 62K05: Optimal designs
Secondary: 62J05: Linear regression

Keywords
Approximate design theory circular design interference model linear equations system universal optimality

Citation

Zheng, Wei; Ai, Mingyao; Li, Kang. Identification of universally optimal circular designs for the interference model. Ann. Statist. 45 (2017), no. 4, 1462--1487. doi:10.1214/16-AOS1496. https://projecteuclid.org/euclid.aos/1498636863


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