Modelling by supersaturated designs

Authors:
Stelios D. Georgiou
Affiliations:
Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Karlovassi 83200, Samos, Greece
Venue:
Computational Statistics & Data Analysis
Year:
2008

Citing 2
Cited 3

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Abstract

The analysis of supersaturated designs is an interesting problem of great importance since it provides economic estimates. Moreover, this problem is challenging due to the fact that the design matrix has a complicated structure. The identification of the active factors in supersaturated designs is investigated. The singular value decomposition (SVD), principal components analysis and regression analysis are used together in an SVD principal regression method to reveal the hidden true linear model. Special cases are studied by using simulation data under idealized conditions. Simulations are used to investigate the performance of the method and also to compare the proposed method with other known methods from the literature.