Sankhya: The Indian Journal of Statistics

1999, Volume 61, Series B, Pt. 3,pp. 460--468

INTER-EFFECT ORTHOGONALITY AND OPTIMALITY IN HIERARCHICAL MODELS

By

ALOKE DEY, Indian Statistical Institute, New Delhi

and

RAHUL MUKERJEE, Indian Institute of Management, Calcutta

SUMMARY. It is shown that in hierarchical models if a fractional factorial plan allows inter--effect orthogonality then it is also universally optimal. It is also demonstrated that this phenomenon does not necessarily hold in non--hierarchical models. A combinatorial characterization for inter--effect orthogonality is given for hierarchical models and its applications are indicated

AMS (1991) subject classification.62K15.

Key words and phrases. Fractional factorial plan; orthogonal array; universal optimality.

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