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Quality Improvement Papers
Optimal Designs with Non-exchangeable Runs
Randall Tobias
Abstract
Popular algorithms for optimal design do not account for non-exchangeability of the basic experimental units. This paper introduces an algorithm for searching for D-optimal experimental designs in the presence of certain kinds of non-exchangeability-in particular, when there are mixed covariates associated with units and/or when the units have a non-trivial covariance structure; this algorithm extends and improves on the one of Cook and Nachtsheim (1989) for finding optimal block designs. Examples are given where the influence of the covariates/covariance on the choice of design is known or at least roughly apparent, and the algorithm proves to be quite successful in these situations.
