×

On third order rotatability. (English) Zbl 0814.62041

Summary: Third order rotatability of experimental designs, moment matrices and information surfaces are investigated, using a Kronecker power representation. This representation complicates the model but greatly simplifies the theoretical development, and throws light on difficulties experienced in some previous work. Third order rotatability is shown to be characterized by the finitely many transformations consisting of permutations and a bi-axial 45 degree rotation, and the space of rotatable third order symmetric matrices is shown to be of dimension 20, independent of the number of factors \(m\). A general Moore-Penrose inverse of a third order rotatable moment matrix is provided, leading to the information surface, and the corresponding optimality results are discussed. After a brief literature review, extensions to higher order models, the connections with tensor representations of classic matrix groups, and the evaluation of a general dimension formula, are all explored.

MSC:

62K99 Design of statistical experiments
62A01 Foundations and philosophical topics in statistics

References:

[1] Adhikary B, Panda R (1984) Group divisible third order rotatable designs (GDTORD). Sankhyã B46:135–146 · Zbl 0559.62062
[2] Adhikary B, Panda R (1985) Group divisible response surface (GDRS) designs of third order. Calcutta Statist Assoc Bull 34:75–87 · Zbl 0607.62092
[3] Adhikary B, Panda R (1986) Construction of nearlyD-efficient third order rotatable designs using PBIB designs. Symposium on Optimization, Design of Experiments and Graph Theory, IIT, Bombay
[4] Arap Koske JK (1987) A fourth order rotatable design in four dimensions. Comm Statist A16:2747–2753 · doi:10.1080/03610928708829536
[5] Arap Koske JK (1989) The variance function of the difference between two estimated fourth order response surface. J Statist Plann Inference 23:263–266 · doi:10.1016/0378-3758(89)90094-3
[6] Arap Koske JK, Patel MS (1986) A fourth order rotatable design in three dimensions. Comm Statist A15:3435–3444 · Zbl 0616.62106 · doi:10.1080/03610928608829320
[7] Arap Koske JK, Patel MS (1987) Construction of fourth order rotatable designs with estimation of corresponding response surface. Comm Statist A16:1361–1376 · Zbl 0615.62101 · doi:10.1080/03610928708829444
[8] Arap Koske JK, Patel MS (1989) A simpler way of obtaining non-singularity conditions of rotatability. Comm Statist A18:2489–2500 · Zbl 0696.62333 · doi:10.1080/03610928908830045
[9] Bagchi S (1986) A series of nearlyD-optimal third order rotatable designs. Sankhyã B48:186–198 · Zbl 0612.62106
[10] Baker FD, Bargmann RE (1985) Orthogonal central composite designs of the third order in the evaluation of sensitivity and plant growth simulation models. J Amer Statist Assoc 80:574–579 · doi:10.2307/2288472
[11] Box GEP, Hunter JS (1957) Multi-factor experimental designs for exploring response surfaces. Ann Math Statist 28:195–241 · Zbl 0080.35901 · doi:10.1214/aoms/1177707047
[12] Brauer R (1937) On algebras which are connected with the semisimple continuous groups. Ann of Math 38:857–872 · JFM 63.0873.02 · doi:10.2307/1968843
[13] Derringer GC (1969) Sequential method for estimating response surfaces. Indus Eng Chem 61:6–13 · doi:10.1021/ie50720a003
[14] Draper NR (1960a) Third order rotatable designs in three dimensions. Ann Math Statist 31:865–874 · Zbl 0103.12004 · doi:10.1214/aoms/1177705662
[15] Draper NR (1960b) A third order rotatable design in four dimensions. Ann Math Statist 31:875–877 · Zbl 0103.12005 · doi:10.1214/aoms/1177705663
[16] Draper NR (1961) Third order rotatable designs in three dimensions: some specific designs. Ann Math Statist 32:910–913 · Zbl 0100.14404 · doi:10.1214/aoms/1177704989
[17] Draper NR (1984) Schläflian rotatability. J Roy Statist Soc B46:406–411 · Zbl 0573.62070
[18] Draper NR, Herzberg AM (1985) Fourth order rotatability. Comm Statist B14:515–528 · Zbl 0576.62083
[19] Draper NR, Pukelsheim F (1990) Another look at rotatability. Technometrics 32:195–202 · Zbl 0709.62071 · doi:10.2307/1268863
[20] Draper NR, Gaffke N, Pukelsheim F (1991) First and second order rotatability of experimental designs, moment matrices, and information surfaces. Metrika 38:129–161 · Zbl 0738.62077 · doi:10.1007/BF02613607
[21] Farrell RH, Kiefer J, Walbran A (1967) Optimum multivariate designs. Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability 1:113–138 (Also in: Jack Carl Kiefer Collected Papers III: Design of Experiments. Springer, New York 1985, pp 247–272)
[22] Gaffke N, Heiligers B (1992) Computing optimal approximate invariant designs for cubic regression on multidimensional balls and cubes. Report No. 365, Institut für Mathematik, Universität Augsburg · Zbl 0848.62040
[23] Galil Z, Kiefer JC (1977) Comparison of rotatable designs for regression on balls I (quadratic). J Statist Plann Inference 1:27–40 (Also in: Jack Carl Kiefer Collected Papers III: Design of Experiments. Springer, New York 1985, pp 391–404) · Zbl 0394.62058 · doi:10.1016/0378-3758(77)90003-9
[24] Galil Z, Kiefer JC (1979) Extrapolation designs and {\(\chi\)}p-optimum designs for autoregression on theq-ball. Statist Plann Inference 3:27–38 (Also in: Jack Carl Kiefer Collected Papers III: Design of Experiments Springer, New York 1985, pp 467–478) · Zbl 0412.62055 · doi:10.1016/0378-3758(79)90040-5
[25] Gardiner DA, Grandage AHE, Hader RJ (1959) Third order rotatable designs for exploring response surfaces. Ann Math Statist 30:1082–1096 · Zbl 0223.62095 · doi:10.1214/aoms/1177706092
[26] Heiligers B (1991) Admissibility of experimental designs in linear regression with constant term. J Statist Plann Inference 28:107–123 · Zbl 0734.62079 · doi:10.1016/0378-3758(91)90064-L
[27] Heiligers B, Schneider K (1992) Invariant admissible and optimal designs in cubic regression on the {\(\nu\)}-ball. J Statist Plann Inference 31:113–125 · Zbl 0766.62044 · doi:10.1016/0378-3758(92)90044-S
[28] Herzberg AM (1964) Two third order rotatable designs in four dimensions. Ann Math Statist 35:445–446 · Zbl 0122.14701 · doi:10.1214/aoms/1177703774
[29] Herzberg AM (1967) Cylindrically rotatable designs of types 1, 2, and 3. Ann Math Statist 38:167–176 · Zbl 0171.17004 · doi:10.1214/aoms/1177699067
[30] Huda S (1981) Cylindrically rotatable designs of type 3: further considerations. Biometrical J 24:469–475 · Zbl 0512.62079 · doi:10.1002/bimj.4710240512
[31] Huda S (1982a) Some third order rotatable designs in three dimensions. Ann Inst Statist Math 34:365–371 · Zbl 0486.62080 · doi:10.1007/BF02481036
[32] Huda S (1982b) Some third order rotatable designs. Biometrical J 24:257–263 · Zbl 0487.62060 · doi:10.1002/bimj.4710240307
[33] Huda S (1983) Two third-order rotatable designs in four dimensions. J Statist Plann Inference 8:241–243 · Zbl 0519.62064 · doi:10.1016/0378-3758(83)90042-3
[34] Huda S (1984) OnD-efficiency of some third-order rotatable designs. J Indian Soc Agricultural Statist 36:51–67
[35] Huda S (1985) Some 212-point third-order rotatable designs in six dimensions. J Statist Res 19:63–64
[36] Huda S (1987a) The construction of third-order rotatable designs ink dimensions from those in lower dimensions. Pakistan J Statist 3A:11–16 · Zbl 0619.62071
[37] Huda S (1987b) Mixed-cylindrically rotatable designs. Pakistan J Statist 3A:63–67 · Zbl 0652.62075
[38] Huda S (1988) A note on the analysis of third-order cylindrically rotatable designs of type 3. Pakistan J Statist 4A:139–146 · Zbl 0652.62076
[39] Huda S (1989) Them-grouped cylindrically rotatable designs of types (1, 0,m), (0, 1,m), (1, 1,m) and (0, 0,m), Pakistan J Statist 5A:109–117 · Zbl 0707.62166
[40] Huda S (1991) On someD 3-optimal designs in spherical regions. Comm Statist A20:2965–2985 · Zbl 0800.62459 · doi:10.1080/03610929108830681
[41] Huda S, Mukerjee R (1989)D-optimal measures for fourth-order rotatable designs. Statistics 20:353–356 · Zbl 0677.62068 · doi:10.1080/02331888908802180
[42] Huda S, Shafiq M (1987) OnD 3-efficiency ofD-optimal fourth-order rotatable designs. Pakistan J Statist 3B:33–37 · Zbl 0707.62158
[43] Karlin S, Studden WJ (1966) Tchebycheff Systems: With Applications in Analysis and Statistics. Wiley-Interscience, New York · Zbl 0153.38902
[44] Khuri AI (1988) A measure of rotatability for response-surface designs. Technometrics 30:95–104 · Zbl 0639.62074 · doi:10.2307/1270325
[45] Khuri AI (1992) Diagnostic results concerning a measure of rotatability. J Roy Statist Soc B54:253–267 · Zbl 0775.62217
[46] Kiefer JC (1960) Optimum experimental designs V with applications to systematic and rotatable designs. Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability 1:381–405 (Also in: Jack Carl Kiefer Collected Papers III: Design of Experiments. Springer, New York 1985, pp 103–127)
[47] Mukerjee R (1987) On fourth-order rotatable designs. Comm Statist A16:1697–1702 · Zbl 0652.62077 · doi:10.1080/03610928708829463
[48] Mukerjee R, Huda S (1985) Minimax second- and third-order designs to estimate the slope of a response surface. Biometrika 72:173–178 · doi:10.1093/biomet/72.1.173
[49] Mukerjee R, Huda S (1990) Fourth-order rotatable designs:A-optimal measures. Statist Prob Lett 10:111–117 · Zbl 0699.62074 · doi:10.1016/0167-7152(90)90005-R
[50] Narasimham VL, Rao KN (1980) A modified method for the construction of third order rotatable designs through a pair of balanced incomplete block designs. Proc Second Annual ConfISTPA, Bombay December 1980.
[51] Nigam AK (1967) On third order rotatable designs with smaller number of levels. J Indian Soc Agricultural Statist 19:36–41
[52] Njui F, Patel MS (1988) Fifth order rotatability. Comm Statist A17:833–848 · Zbl 0850.62626 · doi:10.1080/03610928808829658
[53] Panda R (1982) Contributions to Response Surface Designs. PhD Thesis, Calcutta University
[54] Panda R, Das Roy A (1990a) Analysis of fourth order rotatability ink-dimensions. Calcutta Statist Assoc Bull 39:195–200
[55] Panda R, Das Roy A (1990b) Group divisible third order rotatable designs in non-orthogonal blocks. J Indian Soc Agricultural Statist 42:189–200
[56] Patel MS, Arap Koske JK (1985) Conditions for fourth order rotatability ink dimensions. Comm Statist A14:1343–1351 · Zbl 0574.62076 · doi:10.1080/03610928508828979
[57] Pukelsheim F (1980) Multilinear estimation of skewness and kurtosis in linear models. Metrika 27:103–113 · Zbl 0427.62052 · doi:10.1007/BF01893581
[58] Pukelsheim F (1993) Optimal Design of Experiments. Wiley, New York · Zbl 0834.62068
[59] Shaliq M, Huda S (1989) On application of association matrices in the analysis of fourth-order rotatable designs. Pakistan J Statist 5A:131–142 · Zbl 0707.62164
[60] Thaker PJ, Das MN (1961) Sequential third order rotatable designs for up to eleven factors. J Indian Soc Agricultural Statist 13:218–231
[61] Tyagi BN (1964) On construction of second and third order rotatable designs through pair-wise balanced and doubly balanced designs. Calcutta Statist Assoc Bull 13:150–162 · Zbl 0127.36006
[62] Wales D (1987) Eigenvalues connected to the radical of Brauer’s centralizer algebras. The Arcata Conference on Representations of Finite Groups (P Fong, Ed). Proceedings of Symposia in Pure Mathematics 47, 2:547–552
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.