2019
DOI: 10.1002/qre.2540
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A note on the Bayesian analysis of experiments with correlated multiple responses using a matrix‐logarithmic covariance model

Abstract: In the literature, analysis of multiple responses from experiments with replicates has modeled the covariance matrix directly as linear models of the transformed variances and correlations, ie, covariance modeling. This article considers models based on the matrix‐logarithm of the covariance matrix. This so‐called log‐covariance modeling is illustrated with data from actual experiments and compared with the traditional covariance modeling.

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Cited by 2 publications
(2 citation statements)
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“…For a replicated experimental design data, the RS models for predicting the standard deviation (or variance) and correlation (or covariance) between the response pairs can also be estimated (Chiao and Hamada, 2001; Kim and Lin, 2006). However, if the number of replicates is few, point estimates of the variance-covariance may not guarantee positive semi-definite condition and non-singularity of the matrix (Hamada et al , 2019). Hamada et al (2019) claimed that this condition could only be satisfied if the number of replicates in each run is greater than or equal to K+1.…”
Section: Proposed Robust Guided Multi-objective Optimisation-based So...mentioning
confidence: 99%
See 1 more Smart Citation
“…For a replicated experimental design data, the RS models for predicting the standard deviation (or variance) and correlation (or covariance) between the response pairs can also be estimated (Chiao and Hamada, 2001; Kim and Lin, 2006). However, if the number of replicates is few, point estimates of the variance-covariance may not guarantee positive semi-definite condition and non-singularity of the matrix (Hamada et al , 2019). Hamada et al (2019) claimed that this condition could only be satisfied if the number of replicates in each run is greater than or equal to K+1.…”
Section: Proposed Robust Guided Multi-objective Optimisation-based So...mentioning
confidence: 99%
“…However, if the number of replicates is few, point estimates of the variance-covariance may not guarantee positive semi-definite condition and non-singularity of the matrix (Hamada et al , 2019). Hamada et al (2019) claimed that this condition could only be satisfied if the number of replicates in each run is greater than or equal to K+1.…”
Section: Proposed Robust Guided Multi-objective Optimisation-based So...mentioning
confidence: 99%