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Biometrika 1991 78(2):325-336; doi:10.1093/biomet/78.2.325
© 1991 by Biometrika Trust
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Trend robust two-level factorial designs

CHING-SHUI CHENG1 and DAVID M. STEINBERG2

1Department of Statistics, University of California Berkeley, California 94720, U.S.A.
2Department of Statistics, Tel-Aviv University Ramat-Aviv 69978, Israel

Limiting the possible influence of time order effects may be an important consideration in designing a sequential experiment. We consider the problem of finding trend robust run orders of two-level factorials when the time effects are modelled via a first order autoregressive error model or via a time series model. In both cases, run orders are trend robust if the factors change level many times. Other run orders can be quite inefficient, even if they are free of low-degree polynomial trends. We present a simple algorithm for constructing run orders of two-level factorial designs with many level changes.

Key Words: Correlated errors • Foldover design • Run order • Time series model • Time trend


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