Analysis of Supersaturated Designs via the Dantzig Selector
نویسندگان
چکیده
A supersaturated design is a design whose run size is not enough for estimating all the main effects. It is commonly used in screening experiments, where the goals are to identify sparse and dominant active factors with low cost. In this paper, we study a variable selection method via the Dantzig selector, proposed by Candes and Tao (2007), to screen important effects. A graphical procedure and an automated procedure are suggested to accompany with the method. Simulation shows that this method performs well compared to existing methods in the literature and is more efficient at estimating the model size. MSC: primary 62K15; secondary 62J05; 62J07
منابع مشابه
Analysis of Supersaturated Designs via Dantzig Selector
A supersaturated design is a design whose run size is not enough for estimating all the main effects. It is commonly used in screening experiment, where the goal is to identify sparse and dominant active effects with low cost. In this paper, we study a variable selection method via Dantzig selector, proposed by Candes and Tao (2007), to screen active effects. A graphical procedure and an automa...
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