Constrained $D$- and $D_1$-optimal designs for polynomial regression
Dette, Holger ; Franke, Tobias
Ann. Statist., Tome 28 (2000) no. 3, p. 1702-1727 / Harvested from Project Euclid
In the common polynomial regression model of degree m we consider the problem of determining the $D$- and $D_1$-optimal designs subject to certain constraints for the $D_1$-efficiencies in the models of degree $m - j, m - j + 1,\dots, m + k(m > j \geq 0, k \geq 0 \text{given})$.We present a complete solution of these problems, which on the one hand allow a fast computation of the constrained optimal designs and, on the other hand, give an answer to the question of the existence of a design satisfying all constraints. Our approach is based on a combination of general equivalence theory with the theory of canonical moments. In the case of equal bounds for the $D_1$-efficiencies the constrained optimal designs can be found explicitly by an application of recent results for associated orthogonal polynomials.
Publié le : 2000-12-14
Classification:  Constrined optimal designs,  polynomial regression,  $D$- and $D_1$-optimal designs,  associated orthogonal polynomials,  62K05,  33C45
@article{1015957477,
     author = {Dette, Holger and Franke, Tobias},
     title = {Constrained $D$- and $D\_1$-optimal designs for polynomial
			 regression},
     journal = {Ann. Statist.},
     volume = {28},
     number = {3},
     year = {2000},
     pages = { 1702-1727},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1015957477}
}
Dette, Holger; Franke, Tobias. Constrained $D$- and $D_1$-optimal designs for polynomial
			 regression. Ann. Statist., Tome 28 (2000) no. 3, pp.  1702-1727. http://gdmltest.u-ga.fr/item/1015957477/