D-optimal Design for Polynomial Regression: Choice of Degree and Robustness. G. Antille
Математика. Прикладная эконометрика. Научные статьи
- Название
- D-optimal Design for Polynomial Regression: Choice of Degree and Robustness
- Автор:
- G. Antille
- Серия:
- Прикладная эконометрика. Научные статьи
- Жанр:
- Математика
- Год выпуска:
- 2007
- isbn:
- Аннотация:
- In this paper we show that for the D-optimal design, departures from the design are much less important than a departure from the model. As a consequence, we propose, based on D-optimality, a rule for choosing the regression degree. We also study different types of departures from the model to define a new class of D-optimal designs, which is robust and more efficient than the uniform one.