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Department of Statistics, UCLA
University of California, Los Angeles

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Analysis of Supersaturated Designs via Dantzig Selector
Frederick Phoa, UCLA Department of Statistics
Yu-Hui Pan, UCLA Department of Statistics
Hongquan Xu, UCLA Department of Statistics

Download the Paper (454 K, PDF file) - January 30, 2007 Tell a colleague about it.
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ABSTRACT:
A supersaturated design is a design whose run size is not enough for estimating all the main effects. It is commonly used in screening experiment, where the goal is to identify sparse and dominant active effects with low cost. In this paper, we study a variable selection method via Dantzig selector, proposed by Candes and Tao (2007), to screen active effects. A graphical procedure and an automated procedure are suggested to accompany with the method. Simulation studies show that this method is effective over the existing data analysis methods in the literature.

SUGGESTED CITATION:
Frederick Phoa, Yu-Hui Pan, and Hongquan Xu, "Analysis of Supersaturated Designs via Dantzig Selector" (January 30, 2007). Department of Statistics, UCLA. Department of Statistics Papers. Paper 2007010118.
http://repositories.cdlib.org/uclastat/papers/2007010118

 
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