Optimal experimental designs for inverse quadratic regression models

Autor:	Dette, H., Kiss, C.
Rok vydání:	2008
Předmět:	Statistics - Methodology Mathematics - Statistics Theory
Druh dokumentu:	Working Paper
Popis:	In this paper optimal experimental designs for inverse quadratic regression models are determined. We consider two different parameterizations of the model and investigate local optimal designs with respect to the $c$-, $D$- and $E$-criteria, which reflect various aspects of the precision of the maximum likelihood estimator for the parameters in inverse quadratic regression models. In particular it is demonstrated that for a sufficiently large design space geometric allocation rules are optimal with respect to many optimality criteria. Moreover, in numerous cases the designs with respect to the different criteria are supported at the same points. Finally, the efficiencies of different optimal designs with respect to various optimality criteria are studied, and the efficiency of some commonly used designs are investigated. Comment: 24 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/0809.4938 Zobrazit plný text záznamu View this record from Arxiv