RESEARCH ARTICLE

A two-stage variable selection strategy for supersaturated designs with multiple responses

  • Yuhui YIN ,
  • Qiaozhen ZHANG ,
  • Min-Qian LIU
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  • Department of Statistics, School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China

Received date: 13 Sep 2012

Accepted date: 25 Oct 2012

Published date: 01 Jun 2013

Copyright

2014 Higher Education Press and Springer-Verlag Berlin Heidelberg

Abstract

A supersaturated design (SSD), whose run size is not enough for estimating all the main effects, is commonly used in screening experiments. It offers a potential useful tool to investigate a large number of factors with only a few experimental runs. The associated analysis methods have been proposed by many authors to identify active effects in situations where only one response is considered. However, there are often situations where two or more responses are observed simultaneously in one screening experiment, and the analysis of SSDs with multiple responses is thus needed. In this paper, we propose a two-stage variable selection strategy, called the multivariate partial least squares-stepwise regression (MPLS-SR) method, which uses the multivariate partial least squares regression in conjunction with the stepwise regression procedure to select true active effects in SSDs with multiple responses. Simulation studies show that the MPLS-SR method performs pretty good and is easy to understand and implement.

Cite this article

Yuhui YIN , Qiaozhen ZHANG , Min-Qian LIU . A two-stage variable selection strategy for supersaturated designs with multiple responses[J]. Frontiers of Mathematics in China, 2013 , 8(3) : 717 -730 . DOI: 10.1007/s11464-012-0255-9

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