On G-efficiency calculation for polynomial models

• 成果类型: Article
• 署名作者: Dette, H; Wong, WK
• 署名单位: University of California System; University of California Los Angeles
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1034713648
• 发表日期: 1995
• 页码: 2081-2101
• 关键词: optimal designs; regression

摘要

We study properties of the variance function of the least squares estimator for the response surface. For polynomial models, we identify a class of approximate designs for which their Variance functions are maximized at the extreme points of the design space. As an application, we examine robustness properties of D-optimal designs and D-n-r-optimal designs under various polynomial model assumptions. Analytic formulas for the G-efficiencies of these designs are derived, along with their D-efficiencies.