An algorithm for the construction of "D-optimal" experimental designs

Authors
Citation
Tj. Mitchell, An algorithm for the construction of "D-optimal" experimental designs, TECHNOMET, 42(1), 2000, pp. 48-54
Citations number
8
Categorie Soggetti
Mathematics
Journal title
TECHNOMETRICS
ISSN journal
00401706 → ACNP
Volume
42
Issue
1
Year of publication
2000
Pages
48 - 54
Database
ISI
SICI code
0040-1706(200002)42:1<48:AAFTCO>2.0.ZU;2-3
Abstract
This paper presents the algorithm "DETMAX" whose purpose is to construct ex perimental designs that are "D-optimal." These are designs for which the de terminant of X'X is maximum, where X is the imatrix of independent variable s" in the usual linear model y = X beta + epsilon. Although the algorithm d oes not guarantee D-optimality, it has performed well in many cases where D -optimal designs are known. Five examples are given, illustrating the use o f DETMAX to construct designs "from scratch" and to augment existing data. A FORTRAN Listing is available on request.