Optimality in the presence of two factor interactions among the nuisance factors

Abstract

Here we consider an m way heterogeneity settingin the presence of two factor interactions among the heterogeneity directions . The set of experimental units considered do not exhaust all possible level combinations of the heterogeneity directions ; but the set is such that all heterogeneity effects assumed i n the model are orthogonally estmable.In such a setting , calleda doubly balanced m-way setting , the C-matrix of the reduced normal equations for the treatment effects is derived . Universally optimal designs are obtained in the cases where the settingis (i) Completely regular or (ii) partly regular of a special type . An interesting observation is that there are situations where the universally optimal designsin the present setting are totally different from the designs known t o be universally optimal when there is no interaction effect among the heterogeneity directions. This indicates that the usual optimality criteria are sensitive to validity or otherwise of the usual assumptions of lack of interactions among heterogeneity directions.