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Universal Optimality of Nearest Neighbour Balanced Block Designs using Second Order Correlated Models
Authors:C. Santharam  K. N. Ponnusamy  B. Chandrasekar
Abstract:Block designs for observations correlated in one dimension are investigated. Santharam and Ponnusamy (1995) investigated the universal optimality of Nearest Neighbour balanced block designs (NNBD) using first order correlated models (AR(1), MA(1) and ARMA(1,1)). In this article we have investigated the universal optimality of NNBD using second order correlated models (ar(2), and MA (2)).
Keywords:Auto-regressive model  Correlated errors  Efficiency of block designs  Generalized least squares estimation  Moving average model  Optimal experimental design
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