Preprint No. A-98-11

R. Schwabe, W.K. Wong

Efficiency Bounds for Product Designs in Linear Models

Abstract: We provide general lower efficiency bounds for the best product design under a multifactor model. The A-optimality criterion and the integrated mean squared error (IMSE) criterion are used to demonstrate our bounds are much better than the conventional bounds. In all the cases examined here, the best product design appears to perform better when there are more levels in each factor but decreases when more factors are included. Explicit efficiency formulas for non-additive models are also constructed

Keywords: A-optimal designs, additive models, continuous designs, interaction, k-way layout, marginal models.

Mathematics Subject Classification (MSC91): 62K05 Optimal designs

Language: ENG

Notes: to be published in "Annals of the Institute of Statistical Mathematics"

Contact: Schwabe, R.; Freie Universität Berlin, Fachbereich Mathematik und Informatik, Arnimallee 2-6, D-14195 Berlin, Germany (

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