Optimal designs for estimating individual coefficients in polynomial regression with no intercept

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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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polynomial regression, c-optimal design, Chebyshev system

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