Efficiency of Neighbouring Designs for First Order Correlated Models

R. S. Kumar
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Abstract

The comparison of efficiency of Complete and Incomplete Nearest Neighbour Balanced Block Designs over regular block design using average variance, generalized variance and min-max variance with the error term e given in the NNBD model follows using first order correlated models. It is observed that, RH and RD show increasing efficiency values for direct and neighbour effects (left and right) for MA(1) models. The RA and RG show neither increasing nor decreasing efficiency values are observed for direct and neighbouring effects for AR(1) and MA(1) models. In the case of ARMA(1,1) model, neither increasing nor decreasing efficiency values have been observed for average variance and generalized variance. The RE shows decreasing efficiency values with p in the interval 0.1 to 0.4 for direct and neighbouring effects for AR(1), MA(1) and ARMA(1,1) models.
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一阶相关模型邻近设计的效率
采用一阶相关模型,利用平均方差、广义方差和最小-最大方差对NNBD模型中给出的误差项e,比较了完全和不完全近邻平衡块设计与规则块设计的效率。可以观察到,对于MA(1)模型,RH和RD对直接效应和相邻效应(左和右)显示出增加的效率值。RA和RG显示,对于AR(1)和MA(1)模型的直接和邻近效应,既没有观察到效率值的增加,也没有观察到效率值的降低。在ARMA(1,1)模型中,平均方差和广义方差的效率值既没有增加也没有减少。对于AR(1)、MA(1)和ARMA(1,1)模型的直接效应和邻近效应,RE的效率值随p在0.1 ~ 0.4区间的减小而减小。
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