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Data analysis in supersaturated designs

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  • Li, Runze
  • Lin, Dennis K. J.

Abstract

Supersaturated designs (SSDs) can save considerable cost in industrial experimentation when many potential factors are introduced in preliminary studies. Analyzing data in SSDs is challenging because the number of experiments is less than the number of candidate factors. In this paper, we introduce a variable selection approach to identifying the active effects in SSD via nonconvex penalized least squares. An iterative ridge regression is employed to find the solution of the penalized least squares. We provide both theoretical and empirical justifications for the proposed approach. Some related issues are also discussed.

Suggested Citation

  • Li, Runze & Lin, Dennis K. J., 2002. "Data analysis in supersaturated designs," Statistics & Probability Letters, Elsevier, vol. 59(2), pages 135-144, September.
    • Handle: RePEc:eee:stapro:v:59:y:2002:i:2:p:135-144
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    References listed on IDEAS

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    1. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
    2. Jianqing Fan, 1997. "Comments on «Wavelets in statistics: A review» by A. Antoniadis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 6(2), pages 131-138, August.
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    Cited by:

    1. Li, Peng & Zhao, Shengli & Zhang, Runchu, 2010. "A cluster analysis selection strategy for supersaturated designs," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1605-1612, June.
    2. Das, Ujjwal & Gupta, Sudhir & Gupta, Shuva, 2014. "Screening active factors in supersaturated designs," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 223-232.
    3. 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.
    4. Georgiou, Stelios D., 2008. "Modelling by supersaturated designs," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 428-435, December.
    5. Chun-Wei Zheng & Zong-Feng Qi & Qiao-Zhen Zhang & Min-Qian Liu, 2022. "A Method for Augmenting Supersaturated Designs with Newly Added Factors," Mathematics, MDPI, vol. 11(1), pages 1-17, December.
    6. Yamada, Shu & Matsui, Michiyo & Matsui, Tomomi & Lin, Dennis K.J. & Takahashi, Takenori, 2006. "A general construction method for mixed-level supersaturated design," Computational Statistics & Data Analysis, Elsevier, vol. 50(1), pages 254-265, January.
    7. 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.
    8. N. Balakrishnan & C. Koukouvinos & C. Parpoula, 2013. "An information theoretical algorithm for analyzing supersaturated designs for a binary response," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(1), pages 1-18, January.

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