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Markov chain Monte Carlo tests for designed experiments

Statistics Theory 2009-11-20 v1 Statistics Theory

Abstract

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 2pq2^{p-q} runs, noting correspondences to the models for 2pq2^{p-q} contingency tables.

Keywords

Cite

@article{arxiv.math/0611463,
  title  = {Markov chain Monte Carlo tests for designed experiments},
  author = {Satoshi Aoki and Akimichi Takemura},
  journal= {arXiv preprint arXiv:math/0611463},
  year   = {2009}
}