The model-robustness and optimality of randomized designs

Abstract

The concept of model-robustness introduced by Wu (1981) is investigated for a class of designs relative to a general optimality criterion, in the setup of Li (1983). A minimaxity result is established, which demonstrates that, for certain types of model inadequacies, randomization validates model based optimality results for many designs, including block designs and row-column designs. The class of optimality criteria considered includes the A- and E-criteria, but not the D-criterion. A counter-example shows that randomization does not guarantee model-robustness of the D-optimality property.