The branch of Statistics concerned with the efficient estimation of the unknown parameters in a linear model. Common experimental designs include balanced incomplete blocks, crossover trial, factorial experiments (see factorial design), Latin squares, paired comparisons, randomized blocks, repeated measures, and split plots. In each case a linear model relates the response variable (see regression) to one or more explanatory variables. The results are usually summarized in an ANOVA table.
The analysis of the ANOVA table is affected by the nature of the explanatory variables. For example, if a design compares treatment A with treatment B because these specific treatments are of interest, then they are said to have fixed effects. On the other hand, if treatments A and B have been chosen at random from a population of possible treatments with the intention of attempting to answer the general question ‘Do treatments differ?’, then they are said to have random effects. A design including both random and fixed effects is a mixed effects design.
An example of a random effects model is
where μ is the fixed overall mean, τ is a random effect (variance σ2t), and ε is a random error (variance σ2). The overall variance for Y is therefore σ2t + σ2 with the proportion due to random effects being σ2t/(σ2t + σ2). This is variously known as the intraclass correlation coefficient (see separate entry for alternative definition) or the intracluster correlation coefficient (a cluster being the set of observations on a particular treatment). This is not a correlation coefficient of the usual form since the bounds are 0 and 1.
If a design is repeated, so that there are two or more observations being made under each experimental condition, then this is called replication and the separate sets of results are called replicates.
In most of the designs mentioned in the first paragraph, the design matrix, X (See multiple regression model) is such that the matrix product X′X is diagonal and the estimators of the model parameters are uncorrelated variables. There are three other general classes of models having desirable properties. Models with A-optimality are such that the trace (see matrix) of (X′X)−1 is minimized. This corresponds to a minimization of the average variance of the parameter estimators. Models with D-optimality are obtained by minimizing the determinant (see matrix) of (X′X)−1, which implies that in this case the covariances of the estimators are also taken into account. Models with E-optimality are obtained by minimizing the largest eigenvalue (see matrix) of (X′X)−1.