D-optimal Design for Polynomial Regression: Choice of Degree and Robustness. G. Antille. Скачать в формате fb2, epub, doc, txt. Newlib. NEWLIB.NET

D-optimal Design for Polynomial Regression: Choice of Degree and Robustness - G. Antille

Автор: G. Antille
Издательство: НОУ «МФПУ «Синергия»
Серия: Прикладная эконометрика. Научные статьи
Жанр произведения: Математика
Год издания: 2007
isbn:

In this paper we show that for the D-optimal design, departures from the design are much less important than a departure from the model. As a consequence, we propose, based on D-optimality, a rule for choosing the regression degree. We also study different types of departures from the model to define a new class of D-optimal designs, which is robust and more efficient than the uniform one.