UVicSpace

Properties of optimal regression designs under the second-order least squares estimator

Show simple item record

dc.contributor.author Yeh, Chi-Kuang
dc.contributor.author Zhou, Julie
dc.date.accessioned 2019-01-17T18:05:26Z
dc.date.copyright 2019 en_US
dc.date.issued 2019
dc.identifier.citation Yeh, C. & Zhou, J. (2019). Properties of optimal regression designs under the second-order least squares estimator. Statistical Papers, 1-18. https://doi.org/10.1007/s00362-018-01076-6 en_US
dc.identifier.uri https://doi.org/10.1007/s00362-018-01076-6
dc.identifier.uri http://hdl.handle.net/1828/10519
dc.description.abstract We investigate properties of optimal designs under the second-order least squares estimator (SLSE) for linear and nonlinear regression models. First we derive equivalence theorems for optimal designs under the SLSE. We then obtain the number of support points in A-, c- and D-optimal designs analytically for several models. Using a generalized scale invariance concept we also study the scale invariance property of D-optimal designs. In addition, numerical algorithms are discussed for finding optimal designs. The results are quite general and can be applied for various linear and nonlinear models. Several applications are presented, including results for fractional polynomial, spline regression and trigonometric regression models. en_US
dc.description.sponsorship This research work is supported by Discovery Grants from the Natural Science and Engineering Research Council of Canada. en_US
dc.language.iso en en_US
dc.publisher Statistical Papers en_US
dc.subject A-optimal design en_US
dc.subject Convex optimization en_US
dc.subject D-optimal design en_US
dc.subject Fractional polynomial en_US
dc.subject Generalized scale invariance en_US
dc.subject Peleg model en_US
dc.subject Spline regression en_US
dc.subject Number of support points en_US
dc.title Properties of optimal regression designs under the second-order least squares estimator en_US
dc.type Postprint en_US
dc.description.scholarlevel Faculty en_US
dc.description.reviewstatus Reviewed en_US
dc.description.embargo 2020-02-01


Files in this item

This item appears in the following Collection(s)

Show simple item record

Search UVicSpace


Browse

My Account

Statistics

Help