Abstract
In this paper, we consider the problem of constructing c-optimal designs for polynomial regression without an intercept. The special case of c = f '(z) (i.e., the vector of derivatives of the regression functions at some point z is selected as vector c) is considered. The analytical results available in the literature are briefly reviewed. An effective numerical method for finding f '(z)-optimal designs in cases in which an analytical solution cannot be constructed is proposed.
Similar content being viewed by others
REFERENCES
F. Pukelsheim and W. J. Studden, “E-optimal designs for polynomial regression,” Ann. Stat. 21, 402–415 (1993).
V. V. Fedorov and P. Hackl, Model-Oriented Design of Experiments (Springer-Verlag, New York, 1997).
A. C. Atkinson, A. N. Donev, and R. D. Tobias, Optimum Experimental Designs, with SAS (Oxford Univ. Press, Oxford, 2007).
P. G. Hoel, “Efficiency problems in polynomial estimation,” Ann. Math. Stat. 29, 1134–1145 (1958).
W. J. Studden, “Ds-optimal designs for polynomial regression using continued fractions,” Ann. Stat. 8, 1132–1141 (1980).
H. Dette, “A generalization of D- and D1-optimal designs in polynomial regression,” Ann. Stat. 18, 1784–1805 (1990).
H. Dette and T. Franke, “Robust designs for polynomial regression by maximizing a minimum of D- and D1-efficiencies,” Ann. Stat. 29, 1024–1049 (2001).
M.-M. Zen and M.-H. Tsai, “Criterion-robust optimal designs for model discrimination and parameter estimation in Fourier regression models,” J. Stat. Plann. Inference 124, 475–487 (2004).
H. Dette, “A note on E-optimal designs for weighted polynomial regression,” Ann. Stat. 21, 767–771 (1993).
B. Heiligers, “E-optimal designs in weighted polynomial regression,” Ann. Stat. 22, 917–929 (1994).
H. Dette and W. J. Studden, “Geometry of E-optimality,” Ann. Stat. 21, 416–433 (1993).
W. J. Studden, “Optimal designs on Tchebycheff points,” Ann. Math. Stat. 39, 1435–1447 (1968).
G. Elfving, “Optimal allocation in linear regression theory,” Ann. Math. Stat. 23, 255–262 (1952).
A. C. Atkinson, “The design of experiments to estimate the slope of a response surface,” Biometrika 57, 319–328 (1970).
V. Murthy and W. Studden, “Optimal designs for estimating the slope of a polynomial regression,” J. Am. Stat. Assoc. 67, 869–873 (1972).
R. Myres and S. Lahoda, “A generalization of the response surface mean square error criterion with a specific application to the slope,” Technometrics 17, 481–486 (1975).
L. Ott and W. Mendenhall, “Designs for estimating the slope of a second order linear model,” Technometrics 14, 341–353 (1972).
R. Hader and S. Park, “Slope-rotatable central composite designs,” Technometrics 20, 413–417 (1978).
N. Mandal and B. Heiligers, “Minimax designs for estimating the optimum point in a quadratic response surface,” J. Stat. Plann. Inference 31, 235–244 (1992).
L. Pronzato and E. Walter, “Experimental design for estimating the optimum point in a response surface,” Acta Appl. Math. 33, 45–68 (1993).
V. Melas, A. Pepelyshev, and R. Cheng, “Designs for estimating an extremal point of quadratic regression models in a hyperball,” Metrika 58, 193–208 (2003).
H. Dette, V. B. Melas, and A. Pepelyshev, “Optimal designs for estimating the slope of a regression,” Statistics 44, 617–628 (2010).
H. Dette, V. B. Melas, and P. Shpilev, “Some explicit solutions of c-optimal design problems for polynomial regression with no intercept,” Ann. Inst. Stat. Math. (2020). https://doi.org/10.1007/s10463-019-00736-0
F. Pukelsheim, Optimal Design of Experiments (SIAM, Philadelphia, PA, 2006).
J. Kiefer, “General equivalence theory for optimum designs (approximate theory),” Ann. Stat. 2, 849–879 (1974).
H. Dette, V. B. Melas, and A. Pepelyshev, “Optimal designs for estimating individual coefficients in polynomial regression—A functional approach,” J. Stat. Plann. Inference 118, 201–219 (2004).
H. P. Wynn, “The sequential generation of D-optimal experimental designs,” Ann. Math. Stat. 41, 1655–1664 (1970).
V. B. Melas, Functional Approach to Experimental Optimal Design (Springer-Verlag, Heidelberg, 2006).
Funding
This work was supported by the Russian Foundation for Basic Research, project no. 20-01-00096-a.
Author information
Authors and Affiliations
Corresponding authors
Additional information
Translated by A. Ivanov
About this article
Cite this article
Melas, V.B., Shpilev, P.V. Constructing c-Optimal Designs for Polynomial Regression without an Intercept. Vestnik St.Petersb. Univ.Math. 53, 223–231 (2020). https://doi.org/10.1134/S1063454120020120
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1134/S1063454120020120