Authors: Dette, Holger
Trampisch, Matthias
Title: Optimal designs for quantile regression models
Language (ISO): en
Abstract: Despite of their importance optimal designs for quantile regression models have not been developed so far. In this paper we investigate the D-optimal design problem for the location scale nonlinear quantile regression model. We provide a necessary condition to check for the optimality of a given design and use it to determine bounds for the number of support points of locally D-optimal designs. The results are illustrated determining locally, Bayesian and standardized maximin D-optimal designs for quantile regression analysis in the Michaelis-Menten and EMAX model, where the location and the scale function are related by a known link function.
Subject Headings: EMAX model
heteroscedasticity
locally optimal design
Michaelis-Menten model
quantile regression
robust designs
URI: http://hdl.handle.net/2003/28973
http://dx.doi.org/10.17877/DE290R-12655
Issue Date: 2011-08-11
Appears in Collections:Sonderforschungsbereich (SFB) 823

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