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.
Publié le : 1995-12-14
Classification:
Approximate designs,
canonical moments,
$D$- and $G$-optimal designs,
$D_{n-r}$-optimal designs,
homoscedasticity,
information matrix,
orthogonal polynomials,
62K05,
65D30
@article{1034713648,
author = {Dette, Holger and Wong, Weng Kee},
title = {On G-efficiency calculation for polynomial models},
journal = {Ann. Statist.},
volume = {23},
number = {6},
year = {1995},
pages = { 2081-2101},
language = {en},
url = {http://dml.mathdoc.fr/item/1034713648}
}
Dette, Holger; Wong, Weng Kee. On G-efficiency calculation for polynomial models. Ann. Statist., Tome 23 (1995) no. 6, pp. 2081-2101. http://gdmltest.u-ga.fr/item/1034713648/