Measures of Efficiency of Nearest Neighbour Balanced Block Designs for First Order Correlated Models

  • Senthil Kumar Rajendran Department of Statistics, Loyola College (Autonomous), Chennai, Tamil Nadu, India
Keywords: Autoregressive, moving average, autoregressive moving average, information matrix, efficiency, regular block design, average variance, generalized variance, min-max variance


The comparison of efficiency of complete and incomplete nearest neighbour balanced block designs (NNBD) over regular block design using average variance, generalized variance and min-max variance with the error term gif.latex?\varepsilon given in the NNBD model follows using first order correlated models.  It is observed that,  RH and RD show increasing efficiency values for direct and neighbour effects (left and right) for MA(1) models. The RA and RG show neither increasing nor decreasing efficiency values are observed for direct and neighbouring effects for AR(1) and MA(1) models.  In the case of ARMA(1,1) model, neither increasing nor decreasing efficiency values have observed for average variance and generalized variance. The RE shows decreasing efficiency values with  in the interval 0.1 to 0.4 for direct and neighbouring effects for AR(1), MA(1) and ARMA(1,1) models.


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