JSM 2013 Home
Online Program Home
My Program

Abstract Details

Activity Number: 329
Type: Invited
Date/Time: Tuesday, August 6, 2013 : 10:30 AM to 12:20 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #306954
Title: Optimal Split-Plot Designs for Fixed-Effect and Variance-Component Estimation
Author(s): Peter Goos*+ and Kalliopi Mylona and Bradley A. Jones
Companies: University of Antwerp and University of Southampton and JMP Division of SAS Institute Inc.
Keywords: Bayesian optimal design ; restricted maximum likelihood estimation ; variance component estimation ; composite criterion ; Gaussian quadrature

Many industrial experiments involve restrictions on the randomization. The most commonly used experimental designs in those cases are blocked designs and split-plot designs, where the experimental runs are performed in groups. In general, modeling data from blocked and split-plot response surface experiments requires the use of generalized least squares and the estimation of two variance components. The literature on the optimal design of blocked and split-plot response surface experiments, however, focuses entirely on the precise estimation of the fixed factor effects and completely ignores the necessity to estimate the variance components as well. To overcome this problem, we propose a new Bayesian optimal design criterion which focuses on both the variance components and the fixed effects. A novel feature of the criterion is that it incorporates prior information about the variance components through log-normal or beta prior distributions. In our algorithm for generating optimal blocked and split-plot designs, we implement efficient quadrature approaches for the numerical approximation of the new optimal design criterion.

Authors who are presenting talks have a * after their name.

Back to the full JSM 2013 program

2013 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

ASA Meetings Department  •  732 North Washington Street, Alexandria, VA 22314  •  (703) 684-1221  •  meetings@amstat.org
Copyright © American Statistical Association.