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Biometrika 1983 70(1):205-213; doi:10.1093/biomet/70.1.205
© 1983 by Biometrika Trust
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A mean squared error criterion for the design of experiments

WILLIAM J. WELCH

British Telecom, Management Science Coneultancy Unit, Cheapside House London

In estimating a response surface over a design region of interest, mean squared error can arise both from sampling variance and bias introduced by model inadequacy. The criterion adopted here for experimental design attempts to protect against bias resulting from a large class of deviations from the assumed model. Two algorithms are proposed for the construction of either approximate or exact designs and an example is given.

Key Words: Computer-aided design • Design of experiments • Mean squared error • Response surface estimation


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