A note on the D-optimality and D-efficiency of nonorthogonal blocked main effects plans

Abstract

SummaryThis paper considers main effects plans used to study m two-level factors using n runs which are partitioned into b blocks of equal size k = n/b. The assumptions are adopted that n ≡ 2 (mod 8) and k > 2 is even. Certain designs not having all main effects orthogonal to blocks were shown by Jacroux (2011a) to be D-optimal when (m − 2)(k − 2) + 2 n (m − 1)(k − 2) + 2. Here, we extend that result. For (m − 3)(k − 2) + 2 n < (m − 2)(k − 2) + 2, the D-optimality of those designs is proved. Moreover, their D-efficiency is shown to be close to one for 2(m + 1) n < (m − 3)(k − 2) + 2, indicating their good performance under the criterion of D-optimality.

Characterising Corruption by Adopting a Systemic Risk Perspective: Importing Macro Prudential Financial Regulation into the Policy Debate

“…As well described by Smaga, "contagion effect can therefore be defined as the probability that the instability of the given institution (instrument, market, infrastructure, financial system sector) will spread to other parts of the system with negative effects". 61 The transmission mechanism multiplies the shock, resulting in a domino effect with a negative impact on the overall reallocation of resources (allocative efficiency). Contagion and transmission depend then on the various channels through which the initial shock (trigger event, ie corruption) spreads out.…”