Cross-over designs for two treatments and correlated errors

Abstract

The paper aims to derive optimal two-treatment cross-over designs for experiments with many periods, when the observations are correlated and residual effects are present. The case of small numbers of periods was treated by Laska & Meisner (1985) and Matthews (1987). Their results are substantially affected by end effects arising because the first and last periods behave differently. We look at designs which maximize an upper bound of the information matrix and show that these designs are highly efficient, especially when the number of periods is large.