D-optimal Design for Polynomial Regression: Choice of Degree and Robustness. G. Antille
Математика. Прикладная эконометрика. Научные статьи
D-optimal Design for Polynomial Regression: Choice of Degree and Robustness
Год выпуска 2007
isbn
Автор произведения G. Antille
Жанр Математика
Серия Прикладная эконометрика. Научные статьи
Издательство НОУ «МФПУ «Синергия»
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.