The purpose of this paper is to developed an algorithm and a computer software to implement the work of Hedayat and Pesotan(2007). 2 The Basic Design Principles Underlying the Development of our Algorithm 2.1 The Linear Model
A 2 k factorial design is a set of level combinations, i = (i 1 , i 2 , . . . , i k ), i = 1, 2, . . . , 2 k , where i j = 0 or 1, j = 1, 2, . . . , k. Let y i be the response corresponding to the ith combination level. Then the general linear model containing the main effects and one two - factor interaction as given in Hedayat and Pesotan (2007) is
Where
N = 2 k : = number of level combinations
X ij = 1, if factor j appears in the ith combination level X ij = -‐1, if factor j do not appear in the ith combination level e i : = random error which is assumed to be normal with mean 0 and constant variance. 2.2 The g(k, 1) -‐ Design
In Hedayat and Pesotan (2007), a 2 k factorial design is called a g(k, 1) - design if and only if:
(i) It is capable of providing an unbiased estimate for each of the parameters provided by the linear model (1),
(ii) It is saturated, that is, it contains (k+2) level combinations which corresponds to the number of parameters in the model.
A nonsingular square matrix X of order (k+2) whose entries are -‐1 and 1 is called a g(k, 1) - matrix if and only if it is in the form,
(2)
where w i = x ij x ir , i = 1, 2, . . . , k+2; the sub-‐matrix X 1 is called the core of X. If -‐1 is replaced by 0 in the matrix X, a g(k, 1) - design is produced. Thus constructing a g(k, 1) - design is equivalent to constructing a g(k, 1) - matrix. 2.3 The D - Optimal Design
Let Ω be a class of all n - square matrices. Then an n - square matrix M is said to be D - optimal in Ω if , for any other n - square matrix Q in Ω.
2.4 Index of Interacting Columns of Core Matrix X 1
Let r and s be two columns of X 1 which interact to give W. The product w = r o s is called a shur product of r and s. Let f ++ be the frequency of ++ pair between r and s, f +-‐ the frequency of + -‐ pair between r and s, f -‐+ the frequency of -‐ + pair between r and s, and f -‐ -‐ the frequency of -‐ -‐ pair between r and s. Then the index of r and s is defined as (3)
The following lemma is in Hedayat and Pesotan (2007). Lemma
Let G (k, 1) be a class of all design matrices g(k, 1). Let T(r, s) be a design matrix, then with the interacting columns r and s, i(r, s) ≥ 1. 3. The Design of Algorithm
The sequence of steps for our algorithm is as follows: Step 0:
Input the number of factors k, the number of combination level N, and N by (k+2) matrix of -‐1 and 1 entries X, Step 1: Compute
Select all possible N * square sub - matrices A n = (1 B n W n ) of order (k+2), n = 1, 2, . . . , N * , from X, where w n = r n o s n , r n and s n are the interacting columns of B n . Step 2: Set n: = 1. Is n ≤ N * ?
If Yes: compute det(A n ) and go to step 3. If No: Go to step 6 Step3: Is det(A n ) = 0?
If Yes: A n is not a design matrix. Set n: = n+1 and return to step 2 If No: Go to step 4 Step 4:
Compute the frequencies f ++ , f +-‐ , f -‐+ , and f -‐ -‐ of the interacting columns r and s. Compute the index i n (r, s) of the interacting columns r and s.
Step 5:
Is i n (r, s) ≥ 1?
If Yes : A n is a design matrix. Set n: = n+1 and return to step 2 If No : A n is not a design matrix. Set n : = n+1 and return to step 2 Step 6: Compute
In step 1, N = 1, so we have only one 4 by 4 sub-‐matrix that can be selected from X, and that is X
In step 2, n = 1 = N * , so we compute det(A 1 ) = det(X) = 2 4 .
In step 3, , so we go to step 4.
In step 4, we compute the index of the interacting columns, column 1 and column 2, of the core matrix as i(1, 2) = 1.
The matrix X is a g(2, 1)-‐matrix since i(1, 2) =1 and .
The unbiased estimate of the parameters is the solution of the following system of linear equations.
That is,
We need a 5 by 5 sub-‐matrix A of X to find the unbiased estimate of the five parameters . There are 56 such sub-‐matrices of which 36 are g(3, 1)-‐ matrices each with determinant 2 5 and index interacting column i(1, 2) = 1
The matrix
is a D - optimal 2 5 design matrix, and the corresponding unbiased estimates of the parameters
That is,
5. Conclusion
We have studied the work of Hedeyat and Pesotan (2007) carefully, and then developed an algorithm to implement it. The algorithm so developed is coded in a high level programming language, JAVA. Our algorithm is used in constructing a D-‐optimal g(2,1) and g(3,1)-‐designs. We observed that a D-‐optimal design is not unique for k>2. In particular, for k = 3 there are 36 g(3,1) D-‐optimal designs.
The unbiased estimates of the parameters in the linear model for the two designs are
obtained, respectively. Since the D - optimal design is not unique for k > 2, the unbiased estimates of the parameters varies from one design to another. One should therefore seek the D - optimal design that will minimize the sum of squares of the errors. The program code for our algorithm is available for the interested reader by contacting any of the authors. REFERENCES
Greenfield, A. A.(1976): Selection of defining contrast in two-‐level experiments. Appl. Statist. 25, 64-‐67.
Hedayat, A. S., Pesotan, H.(1992): Two-‐level factorial designs for main effects and selected two -‐factor interactions. Statist. Sinica 2, 453 -‐ 464
Hadeyat, A. S., Pesotan, H.(1997): Designs for two-‐level factorial experiments with linear modelcontaining effects and selected two-‐factor interaction. J. Statist. Plann. Inference 64, 109 -‐ 124
Hedayat, A. S., Pesotan, H.(2007): Tools for constructing optimal two-‐level factorial designs fora linear model containing main effects and two-‐factor interactions. J. Statist. Plann.Inference 137, 1452 - 1463.
Montgomery, D. C. (1976): Design and analysis of experiments, John Willey & sons, New York. Taguchi, G. (1959): Linear graphs for orthogonal arrays and their applications to experimental designs with the aid of various techniques. Reports of statistical applications Research Union of Japanese Scientists and Engineers, vol. 6, 1 - 43. Wu, C. F. J., Chen, Y.(1992): Graph aided method for planning two-‐level experiments when certain interactions are important. Technometrics 34, 164 -‐175.
Arbeit zitieren:
Christian Onwukwe, 2010, AN ALGORITHM FOR CONSTRUCTING A D – OPTIMAL 2K FACTORIAL DESIGN FOR LINEAR MODEL CONTAINING MAIN EFFECTS AND ONE – TWO FACTOR INTERACTION, München, GRIN Verlag GmbH
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