A stochastic characterization of Loewner optimality design criterion in linear models

In this paper we present a new stochastic characterization of the Loewner optimality design criterion. The result is obtained by proving a generalization to the well known corollary of Anderson's theorem. Certain connections between the Loewner optimality and the stochastic distance optimality design criterion are showed. We also present applications and generalizations of the main result. Received: 9 August 2000     

The Asymptotics of MM-Estimators for Linear Regression with Fixed Designs

MM-estimators achieve simultaneous high efficiency and high breakdown point over contamination neighborhoods. Inference based on these estimators relies on their asymptotic properties, which have been studied for the case of random covariates. In this paper we show that, under relatively mild regularity conditions, MM-estimators for linear regression models are strongly consistent when the design is fixed. Moreover, their strong consistency allows us to show that these estimators are also asymptotically normal for non-random covariates. These results justify the use of a normal approximation to the finite-sample distribution of MM-estimators for linear regression with fixed explanatory variables. Additionally, these results have been used to extend the robust bootstrap (Salibian-Barrera and Zamar in Ann Stat 30:556–582, 2002) to the case of fixed designs [see Salibian-Barrera 2004, submitted].Research supported by an NSERC Research Grant (Individual)     

On the construction of trend free row-column 2-level factorial experiments

In this paper we consider experimental situations where a complete or fractional factorial experiment having all factors at 2 levels is to be conducted using a 2 ^m × 2 ⁿ row-column design and where there may be an unknown trend effect that can be expressed as a polynomial function of the position in which observations are obtained in the row-column design. Methods are given for allocating the treatments from a complete or fractional 2-level factorial experiment to rows and columns so that the resulting design yields estimates for main effects that have a high level of resistance against trend effects. Research supported by NSF Grant No. DMS-8700945.     

On recursive construction for balanced incomplete block designs with nested rows and columns

This paper presents a recursive method for the construction of balanced incomplete block designs with nested rows and columns.     

Revealing Differences in Willingness to Pay due to the Dimensionality of Stated Choice Designs: An Initial Assessment

Stated choice (SC) methods are now a widely accepted data paradigm in the study of the choice responses of agents. Their popularity has spawned an industry of applications in fields as diverse as transportation, environmental science, health economics and policy, marketing, political science and econometrics. With rare exception, empirical studies have used a single SC design, in which the numbers of attributes, alternatives, choice sets, attribute levels and ranges have been fixed across the entire design. As a consequence the opportunity to investigate the influence of design dimensionality on behavioural response has been denied. Accumulated wisdom has promoted a large number of positions on what design features are specifically challenging for respondents; and although a number of studies have assessed the influence of subsets of design dimensions, there exists no single study (that we are aware of) that has systematically varied all of the main dimensions of SC experiments. This paper reports some initial findings on what influences, in aggregate, specific design configurations have on the mean willingness to pay for specific attributes using a Design of Designs (DoD) SC experiment in which the ‘attributes’ of the design are the design dimensions themselves. The design dimensions that are varied are the number of choice sets presented, the number of alternatives in each choice set, the number of attributes per alternative, the number of levels of each attribute and the range of attribute levels. The empirical evidence, using a sample of respondents in Sydney choosing amongst trip attribute bundles for their car commuting trip, suggests that, within the boundaries of design dimensionality investigated, mean estimates of WTP for travel time savings in the aggregate cover a range that is appropriate for reporting a global mean and a set of meaningful values for sensitivity testing in project appraisal and demand prediction. When these aggregated mean estimates are conditioned on all design dimensions we do not find any systematic differences due to specific design dimensions; however when each design dimension is assessed without controlling for the other dimensions we find evidence to support differences in aggregate mean WTP attributable to the number of attributes per alternative and the number of alternatives in a choice set. Research funded under the Australian Research Council Large Grants Scheme, Grant A00103962.     

Capitalised nonmarket benefits of multifunctional water-sensitive urban infrastructure: A case of living streams

Living streams are an important element of decentralised stormwater management solutions. They are actively promoted due to their ability to generate multiple ecosystem services, including water quality improvement, biodiversity protection and aesthetics. However, a lack of monetised values of ecosystem services of living stream projects makes it difficult to assess the net benefits of investing in such projects. This study uses the hedonic pricing method to estimate the capitalised amenity values of living streams and other public open spaces (POS) in housing and lot markets for the first time. The study area includes two newly greenfield-developed suburbs in the Perth metropolitan area. We find the positive impact of living streams and other POS on the house and lot prices. However, living streams generate greater value than other types of POS. Furthermore, the POS (including living streams) that support active recreation are valued more than basic POS without active recreation features. Finally, we observe, for the first time, that the benefits of planned but not yet constructed POS (including living stream) are similar to the completed POS (including living stream) in both housing and lot markets. This information is useful for policymakers and developers making informed decisions about water-sensitive urban infrastructure.