Advances and Applications in Statistics
Volume 45, Issue 3, Pages 167 - 179
(June 2015) http://dx.doi.org/10.17654/ADASJun2015_167_179 |
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-OPTIMAL DESIGNS IN POLYNOMIAL REGRESSION MODELS
S. Mandal and Y. Yang
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Abstract: In some regression models, our interest is on estimating only some selected parameters instead of all the parameters in the model. ‑optimality is used for this purpose. We construct -optimal designs for polynomial regression models using a class of multiplicative algorithms, indexed by a function which depends on the derivatives of the criterion function. The function satisfies certain conditions and may depend on a free positive parameter. We also develop strategies for constructing -optimal designs and investigate techniques for improving convergence rates by using the properties of the directional derivatives of the criterion function. |
Keywords and phrases: directional derivatives, multiplicative algorithms, optimizing distributions, optimal designs, regression models. |
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