Autor(en): | Dette, Holger Trampisch, Matthias |
Titel: | Optimal designs for quantile regression models |
Sprache (ISO): | en |
Zusammenfassung: | 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. |
Schlagwörter: | 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 |
Erscheinungsdatum: | 2011-08-11 |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 823 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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DP_2611_SFB823_Dette_Trampisch.pdf | DNB | 457.31 kB | Adobe PDF | Öffnen/Anzeigen |
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