Trajetória Ridge em experimentos de misturas: um resultado ótimo com restrição na variância de predição

Abstract

In order to evaluate a methodology applied to the ridge analysis in mixing experiments with linear constraints, this article proposes through the construction of a ridge path to obtain the maximum or minimum value of the predicted response under a prediction variance conditioned to a restriction. For this purpose, we considered two experiments mixtures with variables with a lower or upper bound limit. The results were compared with the ones obtained by other methods available in the literature. According to the degree of multicollinearity of the variables in each experiment, it was observed that the proposed methodology was efficient to provide predicted response with the value higher than the maximum obtained by existing methods and variance reduced prediction.