Computer-Generated Change-Over Designs for Correlated Observations

Abstract

Change-over designs with independently distributed errors in the model have been studied extensively in the literature. Martin and Eccleston (2001) gave an algorithm for the generation of efficient change-over designs when the errors are correlated. This article proposes an algorithm for the generation of efficient change-over designs for estimation of direct effects of treatments in the presence of first-order residual effects in the model and when the errors are correlated.

Keywords:

• Change-over design
• Direct effects
• First-order autoregressive correlation structure
• First-order residual effects
• Information matrix

Mathematics Subject Classification:

• Primary 62K05
• Secondary 62K10

Acknowledgments

The authors are grateful to the anonymous reviewer for his/her valuable suggestions that led to considerable improvement in the presentation of results in this article.