D-optimal designs based on the second-order least squares estimator
| dc.contributor.author | Gao, Lucy L. | |
| dc.contributor.author | Zhou, Julie | |
| dc.date.accessioned | 2016-06-28T20:51:09Z | |
| dc.date.available | 2016-06-28T20:51:09Z | |
| dc.date.copyright | 2015 | en_US |
| dc.date.issued | 2015 | |
| dc.description.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. | en_US |
| dc.description.reviewstatus | Reviewed | en_US |
| dc.description.scholarlevel | Faculty | en_US |
| dc.description.sponsorship | This research work is supported by Discovery Grants from the Natural Science and Engineering Research Council of Canada. The authors thank Professor Jiawang Nie for his valuable suggestions that lead to the development of Algorithm I. The authors are also grateful to the Editor and reviewers for their helpful comments and suggestions. | en_US |
| dc.identifier.citation | Gao, L.L., & Zhou, J. (2015). D-optimal designs based on the second-order least squares estimator. Statistical Papers, 1-18. | en_US |
| dc.identifier.uri | http://dx.doi.org/10.1007/s00362-015-0688-9 | |
| dc.identifier.uri | http://hdl.handle.net/1828/7383 | |
| dc.language.iso | en | en_US |
| dc.publisher | Statistical Papers | en_US |
| dc.subject | Asymmetric distribution | |
| dc.subject | convex optimization | |
| dc.subject | moment theory | |
| dc.subject | optimal design | |
| dc.subject | polynomial regression | |
| dc.subject | trigonometric regression | |
| dc.subject.department | Department of Mathematics and Statistics | |
| dc.title | D-optimal designs based on the second-order least squares estimator | en_US |
| dc.type | Postprint | en_US |