Advances and Applications in Statistics
Volume 20, Issue 2, Pages 101 - 108
(February 2011)
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AN ALTERNATIVE METHOD FOR OPTIMIZING RESPONSE IN GENERAL LINEAR MODELS
Eid M. Al-Eid
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Abstract: This paper proposes an alternative method for optimizing a standard linear regression model subject to efficiency constraints on the model estimate. The concept of stochastic programming is applied to formulate an equivalent deterministic problem and then to solve the latter using familiar optimization techniques. A numerical example is provided to illustrate the proposed algorithm using Mathematica Software. |
Keywords and phrases: general linear model, stochastic programming, response surface methodology, expected value criterion. |
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