Computing D-optimal experimental designs for estimating treatment contrasts under the presence of a nuisance time trend
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- We prove a mathematical programming characterisation of approximate partial D-optimality under general linear constraints. We use this characterisation with a branch-and-bound method to compute a list of all exact D-optimal designs for estimating a pair of treatment contrasts in the presence of a nuisance time trend up to the size of 24 consecutive trials.
Verfasserangaben: | Radoslav Harman, Guillaume Sagnol |
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Dokumentart: | ZIB-Report |
Freies Schlagwort / Tag: | branch and bound; nuisance trend; optimal design of experiments |
MSC-Klassifikation: | 62-XX STATISTICS |
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING | |
Datum der Erstveröffentlichung: | 02.12.2015 |
Schriftenreihe (Bandnummer): | ZIB-Report (15-02) |
ISSN: | 1438-0064 |
Verlagspublikation: | Appeared in: Stochastic Models, Statistics and Their ApplicationsSpringer Proceedings in Mathematics & Statistics Volume 122, 2015, pp 83-91 |
DOI: | https://doi.org/10.1007/978-3-319-13881-7_10 |