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

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dc.contributor.authorYeh, Chi-Kuang
dc.contributor.authorZhou, Julie
dc.date.accessioned2019-01-17T18:05:26Z
dc.date.copyright2019en_US
dc.date.issued2019
dc.description.abstractWe 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.embargo2020-02-01
dc.description.reviewstatusRevieweden_US
dc.description.scholarlevelFacultyen_US
dc.description.sponsorshipThis research work is supported by Discovery Grants from the Natural Science and Engineering Research Council of Canada.en_US
dc.identifier.citationYeh, 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/s00362-018-01076-6en_US
dc.identifier.urihttps://doi.org/10.1007/s00362-018-01076-6
dc.identifier.urihttp://hdl.handle.net/1828/10519
dc.language.isoenen_US
dc.publisherStatistical Papersen_US
dc.subjectA-optimal design
dc.subjectConvex optimization
dc.subjectD-optimal design
dc.subjectFractional polynomial
dc.subjectGeneralized scale invariance
dc.subjectPeleg model
dc.subjectSpline regression
dc.subjectNumber of support points
dc.subject.departmentDepartment of Mathematics and Statistics
dc.titleProperties of optimal regression designs under the second-order least squares estimatoren_US
dc.typePostprinten_US

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