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Mixture Experiments: ILL-Conditioning and Quadratic Model Specification
Ist Teil von
Technometrics, 2002-08, Vol.44 (3), p.260-268
Ort / Verlag
Alexandria: Taylor & Francis
Erscheinungsjahr
2002
Quelle
Taylor & Francis Online Single Subscriptions
Beschreibungen/Notizen
Well-conditioned models are important, particularly for practitioners who work with regression models for mixture experiments where parameter estimates are individually meaningful. In this article we investigate conditioning in second-order mixture models, using variance inflation factors, maximum and minimum eigenvalues of the information matrix and condition numbers to assess conditioning. A range of equivalent mixture models that lie "between" the Scheffé model (S-model) and the Kronecker model (K-model) is examined, and pseudocomponent transformations for lower bounds (L-pseudocomponents) and upper bounds (U-pseudocomponents) are also discussed. We prove that the maximum eigenvalue for the information matrix for the K-model is always smaller than that for any other model in the above range. We recommend in practice the use of the K-model, to reduce ill-conditioning, and the appropriate use of pseudocomponents.