D-s-OPTIMAL DESIGNS IN POLYNOMIAL REGRESSION MODELS

被引:0
作者
Mandal, S. [1 ]
Yang, Y. [1 ]
机构
[1] Univ Manitoba, Dept Stat, Winnipeg, MB R3T 2N2, Canada
关键词
directional derivatives; multiplicative algorithms; optimizing distributions; optimal designs; regression models;
D O I
10.17654/ADASJun2015_167_179
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In some regression models, our interest is on estimating only some selected parameters instead of all the parameters in the model. D-s -optimality is used for this purpose. We construct D-s -optimal designs for polynomial regression models using a class of multiplicative algorithms, indexed by a function which depends on the derivatives of the criterion function. The function satisfies certain conditions and may depend on a free positive parameter. We also develop strategies for constructing D-s -optimal designs and investigate techniques for improving convergence rates by using the properties of the directional derivatives of the criterion function.
引用
收藏
页码:167 / 179
页数:13
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