A general approach to D-optimal designs for weighted univariate polynomial regression models

Simple item page
dc.contributor.authorDette, Holgerde
dc.contributor.authorTrampisch, Matthiasde
dc.date.accessioned2009-10-29T10:19:56Z
dc.date.available2009-10-29T10:19:56Z
dc.date.issued2009-10-21de
dc.description.abstractWe study the D-optimal design problem for the common weighted univariate polynomial regression model with efficiency function l. We characterize the efficiency functions for which an explicit solution of the D-optimal design problem is available based on a differential equation for the logarithmic derivative of the efficiency function. In contrast to the common approach which starts with a given efficiency function and derives a differential equation for the supporting polynomial of the D-optimal design, we derive a differential equation for the efficiency function, such that an explicit solution of the D-optimal design problem is possible. The approach is illustrated for various convex design spaces and is depicted in several new examples. Also, this concept incorporates all classical efficiency functions discussed in the literature so far.en
dc.identifier.urihttp://hdl.handle.net/2003/26492
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-12658
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823; 20/2009de
dc.subjectheteroscedasticityen
dc.subjectoptimal designen
dc.subjectpolynomial regressionen
dc.subjectSturm-Liouville problemen
dc.subject.ddc310de
dc.subject.ddc330de
dc.subject.ddc620de
dc.titleA general approach to D-optimal designs for weighted univariate polynomial regression modelsen
dc.typeTextde
dc.type.publicationtypereportde
dcterms.accessRightsopen access

Files

Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
020.pdf
Size:
694.59 KB
Format:
Adobe Portable Document Format
Description:
DNB
Download

Collections

Sonderforschungsbereich (SFB) 823