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A comparison of design and model selection methods for supersaturated experiments

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  • Marley, Christopher J.
  • Woods, David C.

Abstract

Various design and model selection methods are available for supersaturated designs having more factors than runs but little research is available on their comparison and evaluation. Simulated experiments are used to evaluate the use of E(s2)-optimal and Bayesian D-optimal designs and to compare three analysis strategies representing regression, shrinkage and a novel model-averaging procedure. Suggestions are made for choosing the values of the tuning constants for each approach. Findings include that (i) the preferred analysis is via shrinkage; (ii) designs with similar numbers of runs and factors can be effective for a considerable number of active effects of only moderate size; and (iii)Â unbalanced designs can perform well. Some comments are made on the performance of the design and analysis methods when effect sparsity does not hold.

Suggested Citation

  • Marley, Christopher J. & Woods, David C., 2010. "A comparison of design and model selection methods for supersaturated experiments," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3158-3167, December.
    • Handle: RePEc:eee:csdana:v:54:y:2010:i:12:p:3158-3167
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    References listed on IDEAS

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    1. S. M. Lewis & A. M. Dean, 2001. "Detection of interactions in experiments on large numbers of factors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(4), pages 633-672.
    2. Li, Runze & Lin, Dennis K. J., 2002. "Data analysis in supersaturated designs," Statistics & Probability Letters, Elsevier, vol. 59(2), pages 135-144, September.
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    Cited by:

    1. Gutman, Alex J. & White, Edward D. & Lin, Dennis K.J. & Hill, Raymond R., 2014. "Augmenting supersaturated designs with Bayesian D-optimality," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 1147-1158.
    2. VÁZQUEZ-ALCOCER, Alan & SCHOEN, Eric D. & GOOS, Peter, 2018. "A mixed integer optimization approach for model selection in screening experiments," Working Papers 2018007, University of Antwerp, Faculty of Business and Economics.
    3. Bradley Jones & Dibyen Majumdar, 2014. "Optimal Supersaturated Designs," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(508), pages 1592-1600, December.
    4. Crabbe, M. & Vandebroek, M., 2012. "Improving the efficiency of individualized designs for the mixed logit choice model by including covariates," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 2059-2072.
    5. Edwards, David J. & Mee, Robert W., 2011. "Supersaturated designs: Are our results significant?," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2652-2664, September.
    6. Das, Ujjwal & Gupta, Sudhir & Gupta, Shuva, 2014. "Screening active factors in supersaturated designs," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 223-232.
    7. N. Balakrishnan & C. Koukouvinos & C. Parpoula, 2015. "Analyzing supersaturated designs for discrete responses via generalized linear models," Statistical Papers, Springer, vol. 56(1), pages 121-145, February.

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