Title of article :
A note on Lنuter-type robust design for polynomial regression models
Author/Authors :
Tsai، نويسنده , , Min-Hsiao Tsai، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Abstract :
In this paper, we consider the problem of model robust design for simultaneous parameter estimation among a class of polynomial regression models with degree up to k. A generalized D-optimality criterion, the Ψ α ‐optimality criterion, first introduced by Läuter (1974) is considered for this problem. By applying the theory of canonical moments and the technique of maximin principle, we derive a model robust optimal design in the sense of having highest minimum Ψ α ‐efficiency . Numerical comparison indicates that the proposed design has remarkable performance for parameter estimation in all of the considered rival models.
Keywords :
? ? ?optimality criterion , Parameter estimation , D-optimality criterion , Maximin principle , efficiency , Canonical moments
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference