Optimal designs for estimating individual coefficients in polynomial regression with no intercept
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Date
2019
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Abstract
In a seminal paper Studden (1968) characterized c-optimal designs in regression
models, where the regression functions form a Chebyshev system. He used these
results to determine the optimal design for estimating the individual coefficients in a
polynomial regression model on the interval [-1; 1] explicitly. In this note we identify
the optimal design for estimating the individual coefficients in a polynomial regression
model with no intercept (here the regression functions do not form a Chebyshev
system).
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Keywords
polynomial regression, c-optimal design, Chebyshev system