Computer-Aided Design of Experiments for Response Estimation

Abstract

In experiments for response estimation, algorithms developed for constructing D-optimal exact (integer replication) designs may be inappropriate when the number of observations is not large relative to the number of parameters. This article generalizes Mitchell's DETMAX algorithm to an arbitrary design criterion and describes an efficient implementation for minimizing either the maximum variance or the average variance of the response estimator over the design region. Some examples are given that demonstrate the possible improvements in response estimator variances.

KEY WORDS:

• Computer search
• DETMAX
• Mixture experiment
• Optimal design
• Response estimation
• Second-order design