MATHEMATICAL ENGINEERING TECHNICAL REPORTS Markov chain Monte Carlo tests for designed experiments

نویسندگان

  • Satoshi AOKI
  • Akimichi TAKEMURA
  • Satoshi Aoki
  • Akimichi Takemura
چکیده

We consider conditional exact tests of factor effects in designed experiments for discrete response variables. Similarly to the analysis of contingency tables, a Markov chain Monte Carlo method can be used for performing exact tests, when large-sample approximations are poor and the enumeration of the conditional sample space is infeasible. For designed experiments with a single observation for each run, we formulate log-linear or logistic models and consider a connected Markov chain over an appropriate sample space. In particular, we investigate fractional factorial designs with 2p−q runs, noting correspondences to the models for 2p−q contingency tables.

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تاریخ انتشار 2006