Received: 27 November 2018 Revised: 8 April 2019 Accepted: 28 May 2019
DOI: 10.1002/qre.2524
SPECIAL ISSUE ARTICLE
Robustness of response surface designs to missing data
Hleil Alrweili Stelios Georgiou Stella Stylianou
School of Science, RMIT University,
Melbourne, Victoria, Australia
Correspondence
Stelios Georgiou, School of Science, RMIT
University, Melbourne, Victoria, Australia.
Email: stelios.georgiou@rmit.edu.au
Abstract
In this paper, minimax loss response surface designs are constructed. These
designs are more robust to one missing design point than the original designs.
The proposed designs are compared with the designs in the literature, and they
are better in terms of loss and number of runs. Moreover, the new suggestion for
the value of generates designs not only with less losses but also with higher
D-efficiency.
KEYWORDS
central composite designs, D-efficiency, minimax loss criterion, missing data
1 INTRODUCTION
Missing observations, even in well-planned experiments, can rarely be avoided. Researchers have discovered ways of
handling problems associated with missing observations. These include methods either replace the missing values or to
apply robust techniques to their analysis. The term “robust” that was first used by Box
1
is often encountered when studying
the effects of missing observations. According to Wendelberger,
2
robustness is crucial in the real world of experimentation;
thus, the need for experimental designs that are robust in the presence of missing observations arise.
Many researchers have discussed the robustness of statistical designs against missing observations. Hedayat and John
3
and Ghosh
4
considered robust balanced incomplete block (BIB) designs. Herzberg and Andrews
5,6
studied the problem
of missing observations in a design from a different angle. They considered the probability of losing an observation at a
design point. In a later study, Andrews and Herzberg
7
suggested maximizing the expected value of the determinant of
the information matrix to compensate for possible missing observations. Ahmad et al
8
considered multilevel augmented
second-order response surface designs and their robustness to missing observations.
In investigating the information contained in an observation, Ghosh
9
stated that in most designs, some design points
were more informative than others and that the effects of one or more design points, when missed, attracted a higher loss
in efficiency. Other economical designs requiring fewer design points were constructed and studied for their robustness
to missing observations by Ahmad and Akhtar.
10
Angelopoulos et al
11
constructed new central composite designs (CCDs)
that are more economical than the classical CCDs that were introduced by Box and Wilson
12
since the newer designs
were built with fewer runs. Using their designs, they found that the minimum number of runs for a four-factor design
was 18. Another economical design was constructed by Georgiou et al.
13
They constructed a class of composite designs
with a higher D-value (see the study of Lucas
14
) than Angelopoulos's designs but with the same number of runs.
Various robust-to-missing-observations criteria have been proposed in the literature. Akhtar and Prescot
15
developed
the minimax loss criterion and applied it to the evaluation and generation of CCDs. They found that, when they applied
minimax loss criterion on the classical CCDs with four factors, the number of runs was 26. Since then, this criterion
has been adopted by many researchers including Ahmad and Gilmour,
16
who used it to study the robustness of subset
designs. In addition, the hat matrix, also known as the projection matrix, performs a major role in quantifying the effect of
removing one or more observations from a design.
17
Box and Draper
18
pointed out the connection between the diagonal
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original work is properly cited.
© 2019 The Authors Quality and Reliability Engineering International Published by John Wiley & Sons Ltd.
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