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.