Bootstrap Confidence Regions for Optimal Operating Conditions in Response Surface Methodology

Autor:	Gibb, Roger D., Lu, I-Li, Carter Jr, Walter H.
Rok vydání:	2007
Předmět:	Statistics - Methodology 62F25 62F40 62F30 62J05 (Primary)
Druh dokumentu:	Working Paper
Popis:	This article concerns the application of bootstrap methodology to construct a likelihood-based confidence region for operating conditions associated with the maximum of a response surface constrained to a specified region. Unlike classical methods based on the stationary point, proper interpretation of this confidence region does not depend on unknown model parameters. In addition, the methodology does not require the assumption of normally distributed errors. The approach is demonstrated for concave-down and saddle system cases in two dimensions. Simulation studies were performed to assess the coverage probability of these regions. Comment: Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/0711.1930 Zobrazit plný text záznamu View this record from Arxiv