Kybernetika 52 no. 4, 575-588, 2016

D-optimal and highly D-efficient designs with non-negatively correlated observations

Krystyna Katulska and Łukasz SmagaDOI: 10.14736/kyb-2016-4-0575

Abstract:

In this paper we consider D-optimal and highly D-efficient chemical balance weighing designs. The errors are assumed to be equally non-negatively correlated and to have equal variances. Some necessary and sufficient conditions under which a design is D*-optimal design (regular D-optimal design) are proved. It is also shown that in many cases D*-optimal design does not exist. In many of those cases the designs constructed by Masaro and Wong (2008) and some new designs are shown to be highly D-efficient. Theoretical results are accompanied by numerical search, suggesting D-optimality of designs under consideration.

Keywords:

correlation, D-optimal chemical balance weighing design, Hadamard matrix, simulated annealing algorithm, tabu search, D-efficiency

Classification:

62K05, 15A18

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