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 GrößeFormat 
DP_2611_SFB823_Dette_Trampisch.pdfDNB457.31 kBAdobe PDFÖffnen/Anzeigen


Diese Ressource ist urheberrechtlich geschützt.



Diese Ressource ist urheberrechtlich geschützt. rightsstatements.org