D-optimal designs based on the second-order least squares estimator
Date
2015
Authors
Gao, Lucy L.
Zhou, Julie
Journal Title
Journal ISSN
Volume Title
Publisher
Statistical Papers
Abstract
When the error distribution in a regression model is asymmetric, the second-order least squares estimator (SLSE) is more efficient than the ordinary least squares estimator. This result motivated the research in Gao and Zhou (J Stat Plan Inference 149:140–151, 2014), where A-optimal and D-optimal design criteria based on the SLSE were proposed and various design properties were studied. In this paper, we continue to investigate the optimal designs based on the SLSE and derive new results for the D-optimal designs. Using convex optimization techniques and moment theories, we can construct D-optimal designs for univariate polynomial and trigonometric regression models on any closed interval. Several theoretical results are obtained. The methodology is quite general. It can be applied to reduced polynomial models, reduced trigonometric models, and other regression models. It can also be extended to A-optimal designs based on the SLSE.
Description
Keywords
Asymmetric distribution, convex optimization, moment theory, optimal design, polynomial regression, trigonometric regression
Citation
Gao, L.L., & Zhou, J. (2015). D-optimal designs based on the second-order least squares estimator. Statistical Papers, 1-18.