Joint estimation of location, dispersion, and random effects in robust design

This article presents a methodology for simultaneously modeling three components of a general mixed-model approach to robust design—location (fixed) effects, dispersion effects, and random effects. Control, noise, and random factors can be accommodated with this approach. Parameters associated with all three are estimated jointly using residual maximum likelihood and assuming normality. Simulated and real datasets illustrate the key concepts and advantages over previously proposed approaches.

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