Maximin power designs in testing lack of fit

被引:5
作者
Wiens, Douglas P. [1 ,2 ]
机构
[1] Dept Math & Stat Sci, Edmonton, AB T6G 2G1, Canada
[2] Univ Alberta, Edmonton, AB T6G 2G1, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
F-test; Finite design space; Maximin; Minimax; Non; -centrality; Power; APPROXIMATELY LINEAR-REGRESSION; SAMPLE-SIZE DETERMINATION; COMBINATION; DRUGS;
D O I
10.1016/j.jspi.2018.07.007
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 a previous article (Wiens, 1991) we established a maximin property, with respect to the power of the test for Lack of Fit, of the absolutely continuous uniform 'design' on a design space which is a subset of R-q with positive Lebesgue measure. Here we discuss some issues and controversies surrounding this result. We find designs which maximize the minimum power, over a broad class of alternatives, in discrete design spaces of cardinality N. We show that these designs are supported on the entire design space. They are in general not uniform for fixed N, but are asymptotically uniform as N -> infinity. Several examples with N fixed are discussed; in these we find that the approach to uniformity is very quick. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码:311 / 317
页数:7
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