Technical Report / Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2005,03
The response from a factorial experiment carried out in a time sequence may be affected by uncontrollable variables that are highly correlated with the time in which they occur. In such a situation, one possibility is to randomize the run order of the experiment. Another possibility is to use a systematic run order that is robust against time-trends. Since randomized run orders make the time trend part of the error, it can be hoped that systematic run orders will be more effective to identify truly active factors. In this paper, a imulation study is used to compare the performances of the randomized and the systematic run orders. The response from an experiment where we have observed a strong time-trend is used to demonstrate the influence of a realistic time trend on the run orders under consideration. The performance of the run orders is then measured by taking the probabilities of false rejection and the probabilities of detection of active contrasts. Our results show that the randomized run order managed to keep the nominal level, while the systematic did not. Additionally, when there were active factors, then the systematic run orders did not achieve more power than did the randomized run order.
Active contrasts Probability of false rejection Probability of effect detection