Optimal subsampling design for polynomial regression in one covariate

被引:1
|
作者
Reuter, Torsten [1 ]
Schwabe, Rainer [1 ]
机构
[1] Otto von Guericke Univ, Univ Pl 2, D-39106 Magdeburg, Germany
关键词
Subdata; D-optimality; Massive data; Polynomial regression; ALGORITHMS;
D O I
10.1007/s00362-023-01425-0
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
Improvements in technology lead to increasing availability of large data sets which makes the need for data reduction and informative subsamples ever more important. In this paper we construct D-optimal subsampling designs for polynomial regression in one covariate for invariant distributions of the covariate. We study quadratic regression more closely for specific distributions. In particular we make statements on the shape of the resulting optimal subsampling designs and the effect of the subsample size on the design. To illustrate the advantage of the optimal subsampling designs we examine the efficiency of uniform random subsampling.
引用
收藏
页码:1095 / 1117
页数:23
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