Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userMinimal Markov basis for tests of main effect models for $2^{p-1}$ fractional factorial designs of resolution $p$
244
0
0.0
(
0
)
Added by
Satoshi Aoki
Publication date
2013
fields
Mathematical Statistics
and research's language is
English
Authors
Satoshi Aoki
Ask ChatGPT about the research
No Arabic abstract
We consider conditional exact tests of factor effects in designed experiments for discrete response variables. Similarly to the analysis of contingency tables, Markov chain Monte Carlo methods can be used for performing exact tests, especially when large-sample approximations of the null distributions are poor and the enumeration of the conditional sample space is infeasible. To construct a connected Markov chain over the appropriate sample space, a common approach is to compute a Markov basis. Theoretically, a Markov basis can be characterized as a generator of a well-specified toric ideal in a polynomial ring and is computed by computational algebraic softwares. However, the computation of a Markov basis sometimes becomes infeasible even for problems of moderate sizes. In this paper, we obtain the closed form expression of minimal Markov bases for the main effect models of $2^{p-1}$ fractional factorial designs of resolution $p$.
rate research
Read More
The minimum aberration criterion has been frequently used in the selection of fractional factorial designs with nominal factors. For designs with quantitative factors, however, level permutation of factors could alter their geometrical structures and statistical properties. In this paper uniformity is used to further distinguish fractional factorial designs, besides the minimum aberration criterion. We show that minimum aberration designs have low discrepancies on average. An efficient method for constructing uniform minimum aberration designs is proposed and optimal designs with 27 and 81 runs are obtained for practical use. These designs have good uniformity and are effective for studying quantitative factors.
A polynomial indicator function of designs is first introduced by Fontana, Pistone and Rogantin (2000) for two-level designs. They give the structure of the indicator function of two-level designs, especially from the viewpoints of the orthogonality of the designs. Based on these structure, they use the indicator functions to classify all the orthogonal fractional factorial designs with given sizes using computational algebraic software. In this paper, generalizing the results on two-level designs, the structure of the indicator functions for multi-level designs is derived. We give a system of algebraic equations for the coefficients of indicator functions of fractional factorial designs with given orthogonality. We also give another representation of the indicator function, a contrast representation, which reflects the size and the orthogonality of the corresponding design directly. The contrast representation is determined by a contrast matrix, and does not depend on the level-coding, which is one of the advantages of it. We use these results to classify orthogonal $2^3times 3$ designs with strength $2$ and orthogonal $2^4times 3$ designs with strength $3$ by computational algebraic software.
It is known that a Markov basis of the binary graph model of a graph $G$ corresponds to a set of binomial generators of cut ideals $I_{widehat{G}}$ of the suspension $widehat{G}$ of $G$. In this paper, we give another application of cut ideals to statistics. We show that a set of binomial generators of cut ideals is a Markov basis of some regular two-level fractional factorial design. As application, we give a Markov basis of degree 2 for designs defined by at most two relations.
We derive a Markov basis consisting of moves of degree at most three for two-state toric homogeneous Markov chain model of arbitrary length without parameters for initial states. Our basis consists of moves of degree three and degree one, which alter the initial frequencies, in addition to moves of degree two and degree one for toric homogeneous Markov chain model with parameters for initial states.
For some variants of regression models, including partial, measurement error or error-in-variables, latent effects, semi-parametric and otherwise corrupted linear models, the classical parametric tests generally do not perform well. Various modifications and generalizations considered extensively in the literature rests on stringent regularity assumptions which are not likely to be tenable in many applications. However, in such non-standard cases, rank based tests can be adapted better, and further, incorporation of rank analysis of covariance tools enhance their power-efficiency. Numerical studies and a real data illustration show the superiority of rank based inference in such corrupted linear models.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
