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Robustness of designed experiments against missing data

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  • Krishan Lal
  • V. K. Gupta
  • Lalmohan Bhar

Abstract

This paper investigates the robustness of designed experiments for estimating linear functions of a subset of parameters in a general linear model against the loss of any t( U 1) observations. Necessary and sufficient conditions for robustness of a design under a homoscedastic model are derived. It is shown that a design robust under a homoscedastic model is also robust under a general heteroscedastic model with correlated observations. As a particular case, necessary and sufficient conditions are obtained for the robustness of block designs against the loss of data. Simple sufficient conditions are also provided for the binary block designs to be robust against the loss of data. Some classes of designs, robust up to three missing observations, are identified. A-efficiency of the residual design is evaluated for certain block designs for several patterns of two missing observations. The efficiency of the residual design has also been worked out when all the observations in any two blocks, not necessarily disjoint, are lost. The lower bound to A-efficiency has also been obtained for the loss of t observations. Finally, a general expression is obtained for the efficiency of the residual design when all the observations of m ( U 1) disjoint blocks are lost.

Suggested Citation

  • Krishan Lal & V. K. Gupta & Lalmohan Bhar, 2001. "Robustness of designed experiments against missing data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(1), pages 63-79.
    • Handle: RePEc:taf:japsta:v:28:y:2001:i:1:p:63-79
    DOI: 10.1080/02664760120011608
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    References listed on IDEAS

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    1. Das, Ashish & Kageyama, Sanpei, 1992. "Robustness of BIB and extended BIB designs against the unavailability of any number of observations in a block," Computational Statistics & Data Analysis, Elsevier, vol. 14(3), pages 343-358, October.
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