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Constructing and Assessing Exact G-Optimal Designs

Montgomery, D (Arizona State)
Tuesday 30 August 2011, 14:00-14:30

Seminar Room 1, Newton Institute


Methods for constructing G-optimal designs are reviewed. A new and very efficient algorithm for generating near G-optimal designs is introduced, and employed to construct designs for second-order models over cuboidal regions. The algorithm involves the use of Brentís minimization algorithm with coordinate exchange to create designs for 2 to 5 factors. Designs created using this new method either match or exceed the G-efficiency of previously reported designs. A new graphical tool, the variance ratio fraction of design space (VRFDS) plot, is used for comparison of the prediction variance for competing designs over a given region of interest. Using the VRFDS plot to compare G-optimal designs to I-optimal designs shows that the G-optimal designs have higher prediction variance over the vast majority of the design region. This suggests that, for many response surface studies, I-optimal designs may be superior to G-optimal designs.


[pdf ]


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